External module "stats/incr/mpcorr/docs/types/index.d"

Export assignment incrmpcorr

• incrmpcorr(W: number, meanx: number, meany: number): accumulator
• incrmpcorr(W: number): accumulator

• Returns an accumulator function which incrementally computes an updated moving sample correlation coefficient.

  Notes

  • The W parameter defines the number of values over which to compute the moving sample correlation coefficient.
  • As W (x,y) pairs are needed to fill the window buffer, the first W-1 returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values.

  throws

  first argument must be a positive integer

  Parameters

  • W: number

    window size

  • meanx: number

    mean value

  • meany: number

    mean value

  Returns accumulator

  accumulator function

  Example

  var accumulator = incrmpcorr( 3, -2.0, 10.0 );

• Returns an accumulator function which incrementally computes an updated moving sample correlation coefficient.

  Notes

  • The W parameter defines the number of values over which to compute the moving sample correlation coefficient.
  • As W (x,y) pairs are needed to fill the window buffer, the first W-1 returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values.

  throws

  first argument must be a positive integer

  Parameters

  • W: number

    window size

  Returns accumulator

  accumulator function

  Example

  var accumulator = incrmpcorr( 3 );
  
  var r = accumulator();
  // returns null
  
  r = accumulator( 2.0, 1.0 );
  // returns 0.0
  
  r = accumulator( -5.0, 3.14 );
  // returns ~-1.0
  
  r = accumulator( 3.0, -1.0 );
  // returns ~-0.925
  
  r = accumulator( 5.0, -9.5 );
  // returns ~-0.863
  
  r = accumulator();
  // returns ~-0.863