repl.txt (1276B)
1 2 {{alias}}( W[, mx, my] ) 3 Returns an accumulator function which incrementally computes a moving 4 unbiased sample covariance. 5 6 The `W` parameter defines the number of values over which to compute the 7 moving unbiased sample covariance. 8 9 If provided values, the accumulator function returns an updated moving 10 unbiased sample covariance. If not provided values, the accumulator function 11 returns the current moving unbiased sample covariance. 12 13 As `W` (x,y) pairs are needed to fill the window buffer, the first `W-1` 14 returned values are calculated from smaller sample sizes. Until the window 15 is full, each returned value is calculated from all provided values. 16 17 Parameters 18 ---------- 19 W: integer 20 Window size. 21 22 mx: number (optional) 23 Known mean. 24 25 my: number (optional) 26 Known mean. 27 28 Returns 29 ------- 30 acc: Function 31 Accumulator function. 32 33 Examples 34 -------- 35 > var accumulator = {{alias}}( 3 ); 36 > var v = accumulator() 37 null 38 > v = accumulator( 2.0, 1.0 ) 39 0.0 40 > v = accumulator( -5.0, 3.14 ) 41 ~-7.49 42 > v = accumulator( 3.0, -1.0 ) 43 -8.35 44 > v = accumulator( 5.0, -9.5 ) 45 -29.42 46 > v = accumulator() 47 -29.42 48 49 See Also 50 -------- 51