README.md (3804B)
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 10 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 # incrmsumprod 22 23 > Compute a moving sum of products incrementally. 24 25 <section class="intro"> 26 27 For a window of size `W`, the moving sum of products is defined as 28 29 <!-- <equation class="equation" label="eq:moving_sum_product" align="center" raw="s = \sum_{i=0}^{W-1} x_i y_i" alt="Equation for the moving sum of products."> --> 30 31 <div class="equation" align="center" data-raw-text="s = \sum_{i=0}^{W-1} x_i y_i" data-equation="eq:moving_sum_product"> 32 <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/msumprod/docs/img/equation_moving_sum_product.svg" alt="Equation for the moving sum of products."> 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 incrmsumprod = require( '@stdlib/stats/incr/msumprod' ); 48 ``` 49 50 #### incrmsumprod( window ) 51 52 Returns an accumulator `function` which incrementally computes a moving sum of products. The `window` parameter defines the number of values over which to compute the moving sum of products. 53 54 ```javascript 55 var accumulator = incrmsumprod( 3 ); 56 ``` 57 58 #### accumulator( \[x, y] ) 59 60 If provided input values `x` and `y`, the accumulator function returns an updated sum. If not provided input values `x` and `y`, the accumulator function returns the current sum. 61 62 ```javascript 63 var accumulator = incrmsumprod( 3 ); 64 65 var sum = accumulator(); 66 // returns null 67 68 // Fill the window... 69 sum = accumulator( 2.0, 3.0 ); // [(2.0,3.0)] 70 // returns 6.0 71 72 sum = accumulator( 1.0, -1.0 ); // [(2.0,3.0), (1.0,-1.0)] 73 // returns 5.0 74 75 sum = accumulator( -3.0, 5.0 ); // [(2.0,3.0), (1.0,-1.0), (-3.0,5.0)] 76 // returns -10.0 77 78 // Window begins sliding... 79 sum = accumulator( -7.0, -1.0 ); // [(1.0,-1.0), (-3.0,5.0), (-7.0,-1.0)] 80 // returns -9.0 81 82 sum = accumulator( 5.0, 4.0 ); // [(-3.0,5.0), (-7.0,-1.0), (5.0,4.0)] 83 // returns 12.0 84 85 sum = accumulator(); 86 // returns 12.0 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` (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. 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 incrmsumprod = require( '@stdlib/stats/incr/msumprod' ); 113 114 var accumulator; 115 var v1; 116 var v2; 117 var i; 118 119 // Initialize an accumulator: 120 accumulator = incrmsumprod( 5 ); 121 122 // For each simulated datum, update the moving sum-product... 123 for ( i = 0; i < 100; i++ ) { 124 v1 = randu() * 100.0; 125 v2 = randu() * 100.0; 126 accumulator( v1, v2 ); 127 } 128 console.log( accumulator() ); 129 ``` 130 131 </section> 132 133 <!-- /.examples --> 134 135 <section class="links"> 136 137 </section> 138 139 <!-- /.links -->