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About stdlib...

We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.

The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.

When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.

To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!

itermmeanabs

NPM version Build Status Coverage Status

Create an iterator which iteratively computes a moving arithmetic mean of absolute values.

For a window of size W, the arithmetic mean of absolute values is defined as

$$\bar{x} = \frac{1}{W} \sum_{i=0}^{W-1} |x_i|$$

Usage

To use in Observable,

itermmeanabs = require( 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-iter-mmeanabs@umd/browser.js' )

To vendor stdlib functionality and avoid installing dependency trees for Node.js, you can use the UMD server build:

var itermmeanabs = require( 'path/to/vendor/umd/stats-iter-mmeanabs/index.js' )

To include the bundle in a webpage,

<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/stats-iter-mmeanabs@umd/browser.js"></script>

If no recognized module system is present, access bundle contents via the global scope:

<script type="text/javascript">
(function () {
    window.itermmeanabs;
})();
</script>

itermmeanabs( iterator, W )

Returns an iterator which iteratively computes a moving arithmetic mean of absolute values. The W parameter defines the number of iterated values over which to compute the moving mean.

var array2iterator = require( '@stdlib/array-to-iterator' );

var arr = array2iterator( [ 2.0, 1.0, 3.0, -7.0, -5.0 ] );
var it = itermmeanabs( arr, 3 );

// Fill the window...
var m = it.next().value; // [2.0]
// returns 2.0

m = it.next().value; // [2.0, 1.0]
// returns 1.5

m = it.next().value; // [2.0, 1.0, 3.0]
// returns 2.0

// Window begins sliding...
m = it.next().value; // [1.0, 3.0, -7.0]
// returns ~3.67

m = it.next().value; // [3.0, -7.0, -5.0]
// returns 5.0

Notes

  • If an iterated value is non-numeric (including NaN), the function returns NaN for at least W-1 future invocations. If non-numeric iterated values are possible, you are advised to provide an iterator which type checks and handles non-numeric values accordingly.
  • 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 previously iterated values.

Examples

<!DOCTYPE html>
<html lang="en">
<body>
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/random-iter-uniform@umd/browser.js"></script>
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/stats-iter-mmeanabs@umd/browser.js"></script>
<script type="text/javascript">
(function () {

// Create an iterator for generating uniformly distributed pseudorandom numbers:
var rand = runif( -10.0, 10.0, {
    'seed': 1234,
    'iter': 100
});

// Create an iterator for iteratively computing a moving arithmetic mean of absolute values:
var it = itermmeanabs( rand, 3 );

// Perform manual iteration...
var v;
while ( true ) {
    v = it.next();
    if ( v.done ) {
        break;
    }
    if ( typeof v.value === 'number' ) {
        console.log( 'meanabs: %d', v.value );
    }
}

})();
</script>
</body>
</html>

See Also

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

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License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.