itermsum

Create an iterator which iteratively computes a moving sum.

For a window of size W, the moving sum is defined as

Installation

npm install @stdlib/stats-iter-msum

Alternatively,

• To load the package in a website via a script tag without installation and bundlers, use the ES Module available on the esm branch.
• If you are using Deno, visit the deno branch.
• For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the umd branch.

The branches.md file summarizes the available branches and displays a diagram illustrating their relationships.

Usage

var itermsum = require( '@stdlib/stats-iter-msum' );

itermsum( iterator, W )

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

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

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

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

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

s = it.next().value; // [2.0, 1.0, 3.0]
// returns 6.0

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

s = it.next().value; // [3.0, -7.0, -5.0]
// returns -9.0

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

var runif = require( '@stdlib/random-iter-uniform' );
var itermsum = require( '@stdlib/stats-iter-msum' );

// 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 sum:
var it = itermsum( rand, 3 );

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

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See Also

• @stdlib/stats/iter/mmean: create an iterator which iteratively computes a moving arithmetic mean.
• @stdlib/stats/iter/sum: compute the sum of all iterated values.

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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 © 2016-2022. The Stdlib Authors.