main.js (3457B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2018 The Stdlib Authors. 5 * 6 * Licensed under the Apache License, Version 2.0 (the "License"); 7 * you may not use this file except in compliance with the License. 8 * You may obtain a copy of the License at 9 * 10 * http://www.apache.org/licenses/LICENSE-2.0 11 * 12 * Unless required by applicable law or agreed to in writing, software 13 * distributed under the License is distributed on an "AS IS" BASIS, 14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 15 * See the License for the specific language governing permissions and 16 * limitations under the License. 17 */ 18 19 'use strict'; 20 21 // MODULES // 22 23 var isPositiveInteger = require( '@stdlib/assert/is-positive-integer' ).isPrimitive; 24 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 25 var ln = require( '@stdlib/math/base/special/ln' ); 26 var exp = require( '@stdlib/math/base/special/exp' ); 27 var Float64Array = require( '@stdlib/array/float64' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns an accumulator function which incrementally computes a moving geometric mean. 34 * 35 * @param {PositiveInteger} W - window size 36 * @throws {TypeError} must provide a positive integer 37 * @returns {Function} accumulator function 38 * 39 * @example 40 * var accumulator = incrmgmean( 3 ); 41 * 42 * var v = accumulator(); 43 * // returns null 44 * 45 * v = accumulator( 2.0 ); 46 * // returns 2.0 47 * 48 * v = accumulator( 5.0 ); 49 * // returns ~3.16 50 * 51 * v = accumulator( 3.0 ); 52 * // returns ~3.11 53 * 54 * v = accumulator( 5.0 ); 55 * // returns ~4.22 56 * 57 * v = accumulator(); 58 * // returns ~4.22 59 */ 60 function incrmgmean( W ) { 61 var buf; 62 var sum; 63 var gm; 64 var N; 65 var i; 66 if ( !isPositiveInteger( W ) ) { 67 throw new TypeError( 'invalid argument. Must provide a positive integer. Value: `' + W + '`.' ); 68 } 69 buf = new Float64Array( W ); 70 sum = 0.0; 71 i = -1; 72 N = 0; 73 74 return accumulator; 75 76 /** 77 * If provided a value, the accumulator function returns an updated geometric mean. If not provided a value, the accumulator function returns the current geometric mean. 78 * 79 * @private 80 * @param {number} [x] - input value 81 * @returns {(number|null)} geometric mean or null 82 */ 83 function accumulator( x ) { 84 var lnx; 85 var k; 86 if ( arguments.length === 0 ) { 87 if ( N === 0 ) { 88 return null; 89 } 90 return gm; 91 } 92 // Update the index for managing the circular buffer: 93 i = (i+1) % W; 94 95 // Compute the natural log: 96 lnx = ln( x ); 97 98 // Case: incoming value is NaN, the accumulated value is automatically NaN... 99 if ( isnan( x ) ) { 100 N = W; // explicitly set to avoid `N < W` branch 101 sum = NaN; 102 } 103 // Case: initial window... 104 else if ( N < W ) { 105 N += 1; 106 sum += lnx; 107 } 108 // Case: outgoing value is NaN, and, thus, we need to compute the accumulated value... 109 else if ( isnan( buf[ i ] ) ) { 110 N = 1; 111 sum = lnx; 112 for ( k = 0; k < W; k++ ) { 113 if ( k !== i ) { 114 if ( isnan( buf[ k ] ) ) { 115 N = W; // explicitly set to avoid `N < W` branch 116 sum = NaN; 117 break; // sum is automatically NaN, so no need to continue 118 } 119 N += 1; 120 sum += buf[ k ]; 121 } 122 } 123 } 124 // Case: neither the current accumulated value nor the incoming value are NaN, so we need to update the accumulated value... 125 else if ( isnan( sum ) === false ) { 126 sum += lnx - buf[ i ]; 127 } 128 // Case: the current accumulated value is NaN, so nothing to do until the buffer no longer contains NaN values... 129 buf[ i ] = lnx; 130 131 gm = exp( sum/N ); 132 return gm; 133 } 134 } 135 136 137 // EXPORTS // 138 139 module.exports = incrmgmean;