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feat: add incrnanmsumprod accumulator for computing moving sum of products while ignoring NaN values
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‎lib/node_modules/@stdlib/stats/incr/nanmsumprod/README.md‎

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<!--
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@license Apache-2.0
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Copyright (c) 2018 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# incrnanmsumprod
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> Compute a moving sum of products incrementally.
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<section class="intro">
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For a window of size `W`, the moving sum of products is defined as
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<!-- <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."> -->
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```math
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s = \sum_{i=0}^{W-1} x_i y_i
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```
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<!-- <div class="equation" align="center" data-raw-text="s = \sum_{i=0}^{W-1} x_i y_i" data-equation="eq:moving_sum_product">
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<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/nanmsumprod/docs/img/equation_moving_sum_product.svg" alt="Equation for the moving sum of products.">
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<br>
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</div> -->
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<!-- </equation> -->
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</section>
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<!-- /.intro -->
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<section class="usage">
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## Usage
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```javascript
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var incrnanmsumprod = require( '@stdlib/stats/incr/nanmsumprod' );
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```
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#### incrnanmsumprod( window )
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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.
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```javascript
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var accumulator = incrnanmsumprod( 4 );
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```
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#### accumulator( \[x, y] )
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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.
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```javascript
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var accumulator = incrnanmsumprod( 3 );
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var sum = accumulator();
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// returns null
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// Fill the window...
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sum = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
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// returns 6.0
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sum = accumulator( 1.0, -1.0 ); // [(2.0,3.0), (1.0,-1.0)]
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// returns 5.0
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sum = accumulator( NaN, -1.0 ); //Ignored
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// returns 5.0
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sum = accumulator( -3.0, 5.0 ); // [(2.0,3.0), (1.0,-1.0), (-3.0,5.0)]
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// returns -10.0
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// Window begins sliding...
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sum = accumulator( -7.0, -1.0 ); // [(1.0,-1.0), (-3.0,5.0), (-7.0,-1.0)]
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// returns -9.0
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sum = accumulator( 5.0, 4.0 ); // [(-3.0,5.0), (-7.0,-1.0), (5.0,4.0)]
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// returns 12.0
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sum = accumulator( 5.0, NaN ); //ignored
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// returns 12.0
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sum = accumulator();
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// returns 12.0
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```
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</section>
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<!-- /.usage -->
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<section class="notes">
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## Notes
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- If provided `NaN` or a value which, when used in computations, results in `NaN`, it will be ignored but you are advised to type check and handle accordingly **before** passing the value to the accumulator function.
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- 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.
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</section>
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<!-- /.notes -->
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<section class="examples">
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## Examples
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<!-- eslint no-undef: "error" -->
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```javascript
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var randu = require( '@stdlib/random/base/randu' );
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var incrnanmsumprod = require( './../lib' );
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var isnan = require( '@stdlib/math/base/assert/is-nan' );
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var accumulator;
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var sum;
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var v1;
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var v2;
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var i;
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// Initialize an accumulator:
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accumulator = incrnanmsumprod( 5 );
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// For each simulated datum, update the moving sum-product...
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console.log( '\nValue\tValue\tSum\n' );
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for ( i = 0; i < 100; i++ ) {
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v1 = (randu()<0.2) ? NaN : randu() * 100.0;
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v2 = (randu()<0.2) ? NaN : randu() * 100.0;
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sum = accumulator( v1, v2 );
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}
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consol.log(accumulator())
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```
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</section>
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<!-- /.examples -->
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<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
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<section class="related">
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* * *
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## See Also
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- <span class="package-name">[`@stdlib/stats/incr/mprod`][@stdlib/stats/incr/mprod]</span><span class="delimiter">: </span><span class="description">compute a moving product incrementally.</span>
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- <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>
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- <span class="package-name">[`@stdlib/stats/incr/sumprod`][@stdlib/stats/incr/sumprod]</span><span class="delimiter">: </span><span class="description">compute a sum of products incrementally.</span>
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</section>
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<!-- /.related -->
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<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="links">
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<!-- <related-links> -->
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[@stdlib/stats/incr/mprod]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mprod
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[@stdlib/stats/incr/msum]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/msum
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[@stdlib/stats/incr/sumprod]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/sumprod
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<!-- </related-links> -->
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</section>
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<!-- /.links -->

‎lib/node_modules/@stdlib/stats/incr/nanmsumprod/benchmark/benchmark.js‎

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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2018 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var bench = require( '@stdlib/bench' );
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var randu = require( '@stdlib/random/base/randu' );
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var pkg = require( './../package.json' ).name;
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var incrmsumprod = require( './../lib' );
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// MAIN //
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bench( pkg, function benchmark( b ) {
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var f;
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var i;
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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f = incrmsumprod( (i%5)+1 );
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if ( typeof f !== 'function' ) {
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b.fail( 'should return a function' );
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}
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}
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b.toc();
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if ( typeof f !== 'function' ) {
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b.fail( 'should return a function' );
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}
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b.pass( 'benchmark finished' );
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b.end();
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});
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bench( pkg+'::accumulator', function benchmark( b ) {
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var acc;
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var v;
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var i;
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acc = incrmsumprod( 5 );
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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v = acc( randu()*10.0, randu()*10.0 );
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if ( v !== v ) {
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b.fail( 'should not return NaN' );
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}
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}
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b.toc();
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if ( v !== v ) {
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b.fail( 'should not return NaN' );
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}
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b.pass( 'benchmark finished' );
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b.end();
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});

‎lib/node_modules/@stdlib/stats/incr/nanmsumprod/docs/img/equation_moving_sum_product.svg‎

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‎lib/node_modules/@stdlib/stats/incr/nanmsumprod/docs/repl.txt‎

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{{alias}}( W )
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Returns an accumulator function which incrementally computes a moving sum of
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products while ignoring `NaN` values.
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The `W` parameter defines the number of (x,y) pairs over which to compute
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the moving sum of products.
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If provided input values, the accumulator function returns an updated moving
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sum. If not provided input values, the accumulator function returns the
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current moving sum.
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As `W` (x,y) pairs are needed to fill the window buffer, the first `W-1`
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returned values are calculated from smaller sample sizes. Until the window
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is full, each returned value is calculated from all provided values.
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Parameters
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----------
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W: integer
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Window size.
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Returns
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-------
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acc: Function
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Accumulator function.
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Examples
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--------
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> var accumulator = {{alias}}( 3 );
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> var s = accumulator()
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null
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> s = accumulator( 2.0, 3.0 )
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6.0
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> s = accumulator( NaN, 3.0 )
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6.0
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> s = accumulator( -5.0, 2.0 )
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-4.0
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> s = accumulator( -5.0, NaN )
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-4.0
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> s = accumulator( 3.0, -2.0 )
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-10.0
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> s = accumulator( NaN, NaN )
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-10.0
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> s = accumulator( 5.0, 3.0 )
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-1.0
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> s = accumulator()
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-1.0
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See Also
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--------
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