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README.md

incrnanmsum

Compute a moving sum incrementally, ignoring NaN values.

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

$$s = \sum_{i=0}^{W-1} x_i$$

Usage

var incrnanmsum = require( '@stdlib/stats/incr/nanmsum' );

incrnanmsum( window )

Returns an accumulator function which incrementally computes a moving sum. The window parameter defines the number of values over which to compute the moving sum.

var accumulator = incrnanmsum( 3 );

accumulator( [x] )

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.

var accumulator = incrnanmsum( 3 );

var sum = accumulator();
// returns null

sum = accumulator( 2.0 );
// returns 2.0

sum = accumulator( NaN );
// returns 2.0

sum = accumulator( -5.0 );
// returns -3.0

sum = accumulator( 3.0 );
// returns 0.0

sum = accumulator( 5.0 );
// returns 3.0

sum = accumulator();
// returns 3.0

Notes

  • 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.
  • 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.

Examples

var uniform = require( '@stdlib/random/base/uniform' );
var bernoulli = require( '@stdlib/random/base/bernoulli' );
var incrnanmsum = require( '@stdlib/stats/incr/nanmsum' );

// Initialize an accumulator:
var accumulator = incrnanmsum( 5 );

// For each simulated datum, update the moving sum...
var i;
for ( i = 0; i < 100; i++ ) {
    accumulator( ( bernoulli( 0.8 ) < 1 ) ? NaN : uniform( -50.0, 50.0 ) );
}
console.log( accumulator() );