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178 changes: 178 additions & 0 deletions
178
lib/node_modules/@stdlib/stats/incr/nanmgmean/README.md
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<!-- | ||
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@license Apache-2.0 | ||
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Copyright (c) 2025 The Stdlib Authors. | ||
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Licensed under the Apache License, Version 2.0 (the "License"); | ||
you may not use this file except in compliance with the License. | ||
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 | ||
distributed under the License is distributed on an "AS IS" BASIS, | ||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
See the License for the specific language governing permissions and | ||
limitations under the License. | ||
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--> | ||
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# incrnanmgmean | ||
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> Compute a moving [geometric mean][geometric-mean] incrementally, ignoring `NaN` value . | ||
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<section class="intro"> | ||
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The [geometric mean][geometric-mean] is defined as the nth root of a product of _n_ numbers. | ||
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<!-- <equation class="equation" label="eq:geometric_mean" align="center" raw="\biggl( \prod_{i=0}^{n-1} \biggr)^{\frac{1}{n}} = \sqrt[n]{x_0 x_1 \cdots x_{n-1}}" alt="Equation for the geometric mean."> --> | ||
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```math | ||
\biggl( \prod_{i=0}^{n-1} \biggr)^{\frac{1}{n}} = \sqrt[n]{x_0 x_1 \cdots x_{n-1}} | ||
``` | ||
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<!-- <div class="equation" align="center" data-raw-text="\biggl( \prod_{i=0}^{n-1} \biggr)^{\frac{1}{n}} = \sqrt[n]{x_0 x_1 \cdots x_{n-1}}" data-equation="eq:geometric_mean"> | ||
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/mgmean/docs/img/equation_geometric_mean.svg" alt="Equation for the geometric mean."> | ||
<br> | ||
</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 | ||
var incrnanmgmean = require( '@stdlib/stats/incr/nanmgmean' ); | ||
``` | ||
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#### incrnanmgmean( window ) | ||
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Returns an accumulator `function` which incrementally computes a moving [geometric mean][geometric-mean]. The `window` parameter defines the number of values over which to compute the moving [geometric mean][geometric-mean]. | ||
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```javascript | ||
var accumulator = incrnanmgmean( 3 ); | ||
``` | ||
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#### accumulator( \[x] ) | ||
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If provided an input value `x`, the accumulator function returns an updated [geometric mean][geometric-mean]. If not provided an input value `x`, the accumulator function returns the current [geometric-mean][geometric-mean]. | ||
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```javascript | ||
var accumulator = incrnanmgmean( 3 ); | ||
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var v = accumulator(); | ||
// returns null | ||
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// Fill the window... | ||
v = accumulator( 2.0 ); // [2.0] | ||
// returns 2.0 | ||
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v = accumulator( 1.0 ); // [2.0, 1.0] | ||
// returns ~1.41 | ||
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v = accumulator( 3.0 ); // [2.0, 1.0, 3.0] | ||
// returns ~1.82 | ||
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v = accumulator( NaN ); // [2.0, 1.0, 3.0] | ||
// returns ~1.82 | ||
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// Window begins sliding... | ||
v = accumulator( 7.0 ); // [1.0, 3.0, 7.0] | ||
// returns ~2.76 | ||
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v = accumulator( 5.0 ); // [3.0, 7.0, 5.0] | ||
// returns ~4.72 | ||
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v = accumulator(); | ||
// returns ~4.72 | ||
``` | ||
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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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- Input values are **not** type checked. If a NaN value is provided, the accumulator skips the update and continues to return the previous state. 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. | ||
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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 | ||
var randu = require( '@stdlib/random/base/randu' ); | ||
var incrnanmgmean = require( '@stdlib/stats/incr/nanmgmean' ); | ||
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var accumulator; | ||
var v; | ||
var i; | ||
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// Initialize an accumulator: | ||
accumulator = incrnanmgmean( 5 ); | ||
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// For each simulated datum, update the moving geometric mean... | ||
for ( i = 0; i < 100; i++ ) { | ||
if ( randu() < 0.2 ) { | ||
v = NaN; | ||
} else { | ||
v = randu() * 100.0; | ||
} | ||
accumulator( v ); | ||
} | ||
console.log( accumulator() ); | ||
``` | ||
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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/gmean`][@stdlib/stats/incr/gmean]</span><span class="delimiter">: </span><span class="description">compute a geometric mean incrementally.</span> | ||
- <span class="package-name">[`@stdlib/stats/incr/mhmean`][@stdlib/stats/incr/mhmean]</span><span class="delimiter">: </span><span class="description">compute a moving harmonic mean incrementally.</span> | ||
- <span class="package-name">[`@stdlib/stats/incr/mmean`][@stdlib/stats/incr/mmean]</span><span class="delimiter">: </span><span class="description">compute a moving arithmetic mean 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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[geometric-mean]: https://en.wikipedia.org/wiki/Geometric_mean | ||
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<!-- <related-links> --> | ||
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[@stdlib/stats/incr/gmean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/gmean | ||
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[@stdlib/stats/incr/mhmean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mhmean | ||
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[@stdlib/stats/incr/mmean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmean | ||
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<!-- </related-links> --> | ||
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</section> | ||
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<!-- /.links --> |
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lib/node_modules/@stdlib/stats/incr/nanmgmean/benchmark/benchmark.js
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/** | ||
* @license Apache-2.0 | ||
* | ||
* Copyright (c) 2025 The Stdlib Authors. | ||
* | ||
* Licensed under the Apache License, Version 2.0 (the "License"); | ||
* you may not use this file except in compliance with the License. | ||
* You may obtain a copy of the License at | ||
* | ||
* http://www.apache.org/licenses/LICENSE-2.0 | ||
* | ||
* Unless required by applicable law or agreed to in writing, software | ||
* distributed under the License is distributed on an "AS IS" BASIS, | ||
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
* See the License for the specific language governing permissions and | ||
* limitations under the License. | ||
*/ | ||
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'use strict'; | ||
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// MODULES // | ||
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var bench = require( '@stdlib/bench' ); | ||
var randu = require( '@stdlib/random/base/randu' ); | ||
var pkg = require( './../package.json' ).name; | ||
var incrnanmgmean = require( './../lib' ); | ||
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// MAIN // | ||
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bench( pkg, function benchmark( b ) { | ||
var f; | ||
var i; | ||
b.tic(); | ||
for ( i = 0; i < b.iterations; i++ ) { | ||
f = incrnanmgmean( (i%5)+1 ); | ||
if ( typeof f !== 'function' ) { | ||
b.fail( 'should return a function' ); | ||
} | ||
} | ||
b.toc(); | ||
if ( typeof f !== 'function' ) { | ||
b.fail( 'should return a function' ); | ||
} | ||
b.pass( 'benchmark finished' ); | ||
b.end(); | ||
}); | ||
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bench( pkg+'::accumulator', function benchmark( b ) { | ||
var acc; | ||
var v; | ||
var i; | ||
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acc = incrnanmgmean( 5 ); | ||
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b.tic(); | ||
for ( i = 0; i < b.iterations; i++ ) { | ||
v = acc( randu() ); | ||
if ( v !== v ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
} | ||
b.toc(); | ||
if ( v !== v ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
b.pass( 'benchmark finished' ); | ||
b.end(); | ||
}); |
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68
lib/node_modules/@stdlib/stats/incr/nanmgmean/docs/img/equation_geometric_mean.svg
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43
lib/node_modules/@stdlib/stats/incr/nanmgmean/docs/repl.txt
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{{alias}}( W ) | ||
Returns an accumulator function which incrementally computes a moving | ||
geometric mean, ignoring `NaN` value. | ||
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The `W` parameter defines the number of values over which to compute the | ||
moving geometric mean. | ||
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If provided a value, the accumulator function returns an updated moving | ||
geometric mean. If not provided a value, the accumulator function returns | ||
the current moving geometric mean. | ||
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Parameters | ||
---------- | ||
W: integer | ||
Window size. | ||
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Returns | ||
------- | ||
acc: Function | ||
Accumulator function. | ||
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Examples | ||
-------- | ||
> var accumulator = {{alias}}( 3 ); | ||
> var v = accumulator() | ||
null | ||
> v = accumulator( 2.0 ) | ||
2.0 | ||
> v = accumulator( 5.0 ) | ||
~3.16 | ||
> v = accumulator( 3.0 ) | ||
~3.11 | ||
> v = accumulator( NaN ) | ||
~3.11 | ||
> v = accumulator( 5.0 ) | ||
~4.22 | ||
> v = accumulator() | ||
~4.22 | ||
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See Also | ||
-------- | ||
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