time-to-botec

Benchmark sampling in different programming languages
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README.md (3748B)


      1 <!--
      2 
      3 @license Apache-2.0
      4 
      5 Copyright (c) 2018 The Stdlib Authors.
      6 
      7 Licensed under the Apache License, Version 2.0 (the "License");
      8 you may not use this file except in compliance with the License.
      9 You may obtain a copy of the License at
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     11    http://www.apache.org/licenses/LICENSE-2.0
     12 
     13 Unless required by applicable law or agreed to in writing, software
     14 distributed under the License is distributed on an "AS IS" BASIS,
     15 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
     16 See the License for the specific language governing permissions and
     17 limitations under the License.
     18 
     19 -->
     20 
     21 # incrmsumabs2
     22 
     23 > Compute a moving sum of squared absolute values incrementally.
     24 
     25 <section class="intro">
     26 
     27 For a window of size `W`, the moving sum of squared absolute values is defined as
     28 
     29 <!-- <equation class="equation" label="eq:moving_sum_squared_absolute_values" align="center" raw="s = \sum_{i=0}^{W-1} x_i^2" alt="Equation for the moving sum of squared absolute values."> -->
     30 
     31 <div class="equation" align="center" data-raw-text="s = \sum_{i=0}^{W-1} x_i^2" data-equation="eq:moving_sum_squared_absolute_values">
     32     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@8515adea8b81e123de2126c7c1dbba73892999b8/lib/node_modules/@stdlib/stats/incr/msumabs2/docs/img/equation_moving_sum_squared_absolute_values.svg" alt="Equation for the moving sum of squared absolute values.">
     33     <br>
     34 </div>
     35 
     36 <!-- </equation> -->
     37 
     38 </section>
     39 
     40 <!-- /.intro -->
     41 
     42 <section class="usage">
     43 
     44 ## Usage
     45 
     46 ```javascript
     47 var incrmsumabs2 = require( '@stdlib/stats/incr/msumabs2' );
     48 ```
     49 
     50 #### incrmsumabs2( window )
     51 
     52 Returns an accumulator `function` which incrementally computes a moving sum of squared absolute values. The `window` parameter defines the number of values over which to compute the moving sum.
     53 
     54 ```javascript
     55 var accumulator = incrmsumabs2( 3 );
     56 ```
     57 
     58 #### accumulator( \[x] )
     59 
     60 If provided an input value `x`, the accumulator function returns an updated sum. If not provided an input value `x`, the accumulator function returns the current sum.
     61 
     62 ```javascript
     63 var accumulator = incrmsumabs2( 3 );
     64 
     65 var sum = accumulator();
     66 // returns null
     67 
     68 // Fill the window...
     69 sum = accumulator( 2.0 ); // [2.0]
     70 // returns 4.0
     71 
     72 sum = accumulator( -1.0 ); // [2.0, -1.0]
     73 // returns 5.0
     74 
     75 sum = accumulator( 3.0 ); // [2.0, -1.0, 3.0]
     76 // returns 14.0
     77 
     78 // Window begins sliding...
     79 sum = accumulator( -7.0 ); // [-1.0, 3.0, -7.0]
     80 // returns 59.0
     81 
     82 sum = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
     83 // returns 83.0
     84 
     85 sum = accumulator();
     86 // returns 83.0
     87 ```
     88 
     89 </section>
     90 
     91 <!-- /.usage -->
     92 
     93 <section class="notes">
     94 
     95 ## Notes
     96 
     97 -   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.
     98 -   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.
     99 
    100 </section>
    101 
    102 <!-- /.notes -->
    103 
    104 <section class="examples">
    105 
    106 ## Examples
    107 
    108 <!-- eslint no-undef: "error" -->
    109 
    110 ```javascript
    111 var randu = require( '@stdlib/random/base/randu' );
    112 var incrmsumabs2 = require( '@stdlib/stats/incr/msumabs2' );
    113 
    114 var accumulator;
    115 var v;
    116 var i;
    117 
    118 // Initialize an accumulator:
    119 accumulator = incrmsumabs2( 5 );
    120 
    121 // For each simulated datum, update the moving sum...
    122 for ( i = 0; i < 100; i++ ) {
    123     v = ( randu()*100.0 ) - 50.0;
    124     accumulator( v );
    125 }
    126 console.log( accumulator() );
    127 ```
    128 
    129 </section>
    130 
    131 <!-- /.examples -->
    132 
    133 <section class="links">
    134 
    135 </section>
    136 
    137 <!-- /.links -->