time-to-botec

README.md (4851B)

---

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 @license Apache-2.0
 
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 # incrmprod
 
 > Compute a moving product incrementally.
 
 <section class="intro">
 
 For a window of size `W`, the moving product is defined as
 
 <!-- <equation class="equation" label="eq:moving_product" align="center" raw="\prod_{i=0}^{W-1} x_i" alt="Equation for the moving product."> -->
 
 <div class="equation" align="center" data-raw-text="\prod_{i=0}^{W-1} x_i" data-equation="eq:moving_product">
     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/mprod/docs/img/equation_moving_product.svg" alt="Equation for the moving product.">
     <br>
 </div>
 
 <!-- </equation> -->
 
 </section>
 
 <!-- /.intro -->
 
 <section class="usage">
 
 ## Usage
 
 ```javascript
 var incrmprod = require( '@stdlib/stats/incr/mprod' );
 ```
 
 #### incrmprod( window )
 
 Returns an accumulator `function` which incrementally computes a moving product. The `window` parameter defines the number of values over which to compute the moving product.
 
 ```javascript
 var accumulator = incrmprod( 3 );
 ```
 
 #### accumulator( \[x] )
 
 If provided an input value `x`, the accumulator function returns an updated product. If not provided an input value `x`, the accumulator function returns the current product.
 
 ```javascript
 var accumulator = incrmprod( 3 );
 
 var p = accumulator();
 // returns null
 
 // Fill the window...
 p = accumulator( 2.0 ); // [2.0]
 // returns 2.0
 
 p = accumulator( 1.0 ); // [2.0, 1.0]
 // returns 2.0
 
 p = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
 // returns 6.0
 
 // Window begins sliding...
 p = accumulator( -7.0 ); // [1.0, 3.0, -7.0]
 // returns -21.0
 
 p = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
 // returns 105.0
 
 p = accumulator();
 // returns 105.0
 ```
 
 Under certain conditions, overflow may be transient.
 
 ```javascript
 // Large values:
 var x = 5.0e+300;
 var y = 1.0e+300;
 
 // Tiny value:
 var z = 2.0e-302;
 
 // Initialize an accumulator:
 var accumulator = incrmprod( 3 );
 
 var p = accumulator( x );
 // returns 5.0e+300
 
 // Transient overflow:
 p = accumulator( y );
 // returns Infinity
 
 // Recover a finite result:
 p = accumulator( z );
 // returns 1.0e+299
 ```
 
 Similarly, under certain conditions, underflow may be transient.
 
 ```javascript
 // Tiny values:
 var x = 4.0e-302;
 var y = 9.0e-303;
 
 // Large value:
 var z = 2.0e+300;
 
 // Initialize an accumulator:
 var accumulator = incrmprod( 3 );
 
 var p = accumulator( x );
 // returns 4.0e-302
 
 // Transient underflow:
 p = accumulator( y );
 // returns 0.0
 
 // Recover a non-zero result:
 p = accumulator( z );
 // returns 7.2e-304
 ```
 
 </section>
 
 <!-- /.usage -->
 
 <section class="notes">
 
 ## Notes
 
 -   Input values are **not** type checked. If provided `NaN` or a value which, when used in computations, results in `NaN`, the accumulated value is `NaN` for **at least** `W-1` future invocations. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function.
 -   As `W` values 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.
 -   For large accumulation windows or accumulations of either large or small numbers, care should be taken to prevent overflow and underflow. Note, however, that overflow/underflow may be transient, as the accumulator does not use a double-precision floating-point number to store an accumulated product. Instead, the accumulator splits an accumulated product into a normalized **fraction** and **exponent** and updates each component separately. Doing so guards against a loss in precision.
 
 </section>
 
 <!-- /.notes -->
 
 <section class="examples">
 
 ## Examples
 
 <!-- eslint no-undef: "error" -->
 
 ```javascript
 var randu = require( '@stdlib/random/base/randu' );
 var incrmprod = require( '@stdlib/stats/incr/mprod' );
 
 var accumulator;
 var v;
 var i;
 
 // Initialize an accumulator:
 accumulator = incrmprod( 5 );
 
 // For each simulated datum, update the moving product...
 for ( i = 0; i < 100; i++ ) {
     v = ( randu()*10.0 ) - 5.0;
     accumulator( v );
 }
 console.log( accumulator() );
 ```
 
 </section>
 
 <!-- /.examples -->
 
 <section class="links">
 
 </section>
 
 <!-- /.links -->