Skip to content

Commit 0df512e

Browse files
committed
feat: add stats/incr/nanmsumabs
1 parent 9e91f81 commit 0df512e

File tree

22 files changed

+1714
-0
lines changed

22 files changed

+1714
-0
lines changed
Lines changed: 179 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,179 @@
1+
<!--
2+
3+
@license Apache-2.0
4+
5+
Copyright (c) 2025 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+
# incrnanmsumabs
22+
23+
> Compute a moving sum of absolute values incrementally, ignoring `NaN` values.
24+
25+
<section class="intro">
26+
27+
For a window of size `W`, the moving sum of absolute values is defined as
28+
29+
<!-- <equation class="equation" label="eq:moving_sum_absolute_values" align="center" raw="s = \sum_{i=0}^{W-1} |x_i|" alt="Equation for the moving sum of absolute values."> -->
30+
31+
```math
32+
s = \sum_{i=0}^{W-1} |x_i|
33+
```
34+
35+
<!-- <div class="equation" align="center" data-raw-text="s = \sum_{i=0}^{W-1} |x_i|" data-equation="eq:moving_sum_absolute_values">
36+
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/nanmsumabs/docs/img/equation_moving_sum_absolute_values.svg" alt="Equation for the moving sum of absolute values.">
37+
<br>
38+
</div> -->
39+
40+
<!-- </equation> -->
41+
42+
</section>
43+
44+
<!-- /.intro -->
45+
46+
<section class="usage">
47+
48+
## Usage
49+
50+
```javascript
51+
var incrnanmsumabs = require( '@stdlib/stats/incr/nanmsumabs' );
52+
```
53+
54+
#### incrnanmsumabs( window )
55+
56+
Returns an accumulator `function` which incrementally computes a moving sum of absolute values. The `window` parameter defines the number of values over which to compute the moving sum, ignoring `NaN` values.
57+
58+
```javascript
59+
var accumulator = incrnanmsumabs( 3 );
60+
```
61+
62+
#### accumulator( \[x] )
63+
64+
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.
65+
66+
```javascript
67+
var accumulator = incrnanmsumabs( 3 );
68+
69+
var sum = accumulator();
70+
// returns null
71+
72+
// Fill the window...
73+
sum = accumulator( 2.0 ); // [2.0]
74+
// returns 2.0
75+
76+
sum = accumulator( NaN ); // [2.0]
77+
// returns 2.0
78+
79+
sum = accumulator( -1.0 ); // [2.0, -1.0]
80+
// returns 3.0
81+
82+
sum = accumulator( 3.0 ); // [2.0, -1.0, 3.0]
83+
// returns 6.0
84+
85+
// Window begins sliding...
86+
sum = accumulator( -7.0 ); // [-1.0, 3.0, -7.0]
87+
// returns 11.0
88+
89+
sum = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
90+
// returns 15.0
91+
92+
sum = accumulator();
93+
// returns 15.0
94+
```
95+
96+
</section>
97+
98+
<!-- /.usage -->
99+
100+
<section class="notes">
101+
102+
## Notes
103+
104+
- Input values are **not** type checked. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function.
105+
- 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.
106+
107+
</section>
108+
109+
<!-- /.notes -->
110+
111+
<section class="examples">
112+
113+
## Examples
114+
115+
<!-- eslint no-undef: "error" -->
116+
117+
```javascript
118+
var randu = require( '@stdlib/random/base/randu' );
119+
var incrnanmsumabs = require( '@stdlib/stats/incr/nanmsumabs' );
120+
121+
var accumulator;
122+
var v;
123+
var i;
124+
125+
// Initialize an accumulator:
126+
accumulator = incrnanmsumabs( 5 );
127+
128+
// For each simulated datum, update the moving sum...
129+
for ( i = 0; i < 100; i++ ) {
130+
if ( randu() < 0.2 ) {
131+
v = NaN;
132+
} else {
133+
v = ( randu()*100.0 ) - 50.0;
134+
}
135+
accumulator( v );
136+
}
137+
console.log( accumulator() );
138+
```
139+
140+
</section>
141+
142+
<!-- /.examples -->
143+
144+
<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
145+
146+
<section class="related">
147+
148+
* * *
149+
150+
## See Also
151+
152+
- <span class="package-name">[`@stdlib/stats/incr/mmeanabs`][@stdlib/stats/incr/mmeanabs]</span><span class="delimiter">: </span><span class="description">compute a moving arithmetic mean of absolute values incrementally.</span>
153+
- <span class="package-name">[`@stdlib/stats/incr/msum`][@stdlib/stats/incr/msum]</span><span class="delimiter">: </span><span class="description">compute a moving sum incrementally.</span>
154+
- <span class="package-name">[`@stdlib/stats/incr/sum`][@stdlib/stats/incr/sum]</span><span class="delimiter">: </span><span class="description">compute a sum incrementally.</span>
155+
- <span class="package-name">[`@stdlib/stats/incr/sumabs`][@stdlib/stats/incr/sumabs]</span><span class="delimiter">: </span><span class="description">compute a sum of absolute values incrementally.</span>
156+
157+
</section>
158+
159+
<!-- /.related -->
160+
161+
<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
162+
163+
<section class="links">
164+
165+
<!-- <related-links> -->
166+
167+
[@stdlib/stats/incr/mmeanabs]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmeanabs
168+
169+
[@stdlib/stats/incr/msum]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/msum
170+
171+
[@stdlib/stats/incr/sum]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/sum
172+
173+
[@stdlib/stats/incr/sumabs]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/sumabs
174+
175+
<!-- </related-links> -->
176+
177+
</section>
178+
179+
<!-- /.links -->
Lines changed: 69 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,69 @@
1+
/**
2+
* @license Apache-2.0
3+
*
4+
* Copyright (c) 2025 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 bench = require( '@stdlib/bench' );
24+
var randu = require( '@stdlib/random/base/randu' );
25+
var pkg = require( './../package.json' ).name;
26+
var incrnanmsumabs = require( './../lib' );
27+
28+
29+
// MAIN //
30+
31+
bench( pkg, function benchmark( b ) {
32+
var f;
33+
var i;
34+
b.tic();
35+
for ( i = 0; i < b.iterations; i++ ) {
36+
f = incrnanmsumabs( (i%5)+1 );
37+
if ( typeof f !== 'function' ) {
38+
b.fail( 'should return a function' );
39+
}
40+
}
41+
b.toc();
42+
if ( typeof f !== 'function' ) {
43+
b.fail( 'should return a function' );
44+
}
45+
b.pass( 'benchmark finished' );
46+
b.end();
47+
});
48+
49+
bench( pkg+'::accumulator', function benchmark( b ) {
50+
var acc;
51+
var v;
52+
var i;
53+
54+
acc = incrnanmsumabs( 5 );
55+
56+
b.tic();
57+
for ( i = 0; i < b.iterations; i++ ) {
58+
v = acc( randu()-0.5 );
59+
if ( v !== v ) {
60+
b.fail( 'should not return NaN' );
61+
}
62+
}
63+
b.toc();
64+
if ( v !== v ) {
65+
b.fail( 'should not return NaN' );
66+
}
67+
b.pass( 'benchmark finished' );
68+
b.end();
69+
});
Lines changed: 38 additions & 0 deletions
Loading
Lines changed: 46 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,46 @@
1+
2+
{{alias}}( W )
3+
Returns an accumulator function which incrementally computes a moving sum of
4+
absolute values, ignoring `NaN` values.
5+
6+
The `W` parameter defines the number of values over which to compute the
7+
moving sum.
8+
9+
If provided a value, the accumulator function returns an updated moving sum.
10+
If not provided a value, the accumulator function returns the current moving
11+
sum.
12+
13+
As `W` values are needed to fill the window buffer, the first `W-1` returned
14+
values are calculated from smaller sample sizes. Until the window is full,
15+
each returned value is calculated from all provided values.
16+
17+
Parameters
18+
----------
19+
W: integer
20+
Window size.
21+
22+
Returns
23+
-------
24+
acc: Function
25+
Accumulator function.
26+
27+
Examples
28+
--------
29+
> var accumulator = {{alias}}( 3 );
30+
> var s = accumulator()
31+
null
32+
> s = accumulator( 2.0 )
33+
2.0
34+
> s = accumulator( NaN )
35+
2.0
36+
> s = accumulator( -5.0 )
37+
7.0
38+
> s = accumulator( 3.0 )
39+
10.0
40+
> s = accumulator( -5.0 )
41+
13.0
42+
> s = accumulator()
43+
13.0
44+
45+
See Also
46+
--------

0 commit comments

Comments
 (0)