@stdlib/stats
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Standard library statistical functions.
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{{alias}}( W[, mx, my] )
Returns an accumulator function which incrementally computes a moving
sample absolute Pearson product-moment correlation coefficient.
The `W` parameter defines the number of values over which to compute the
moving sample absolute correlation coefficient.
If provided values, the accumulator function returns an updated moving
sample absolute correlation coefficient. If not provided values, the
accumulator function returns the current moving sample absolute correlation
coefficient.
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.
Parameters
----------
W: integer
Window size.
mx: number (optional)
Known mean.
my: number (optional)
Known mean.
Returns
-------
acc: Function
Accumulator function.
Examples
--------
> var accumulator = {{alias}}( 3 );
> var ar = accumulator()
null
> ar = accumulator( 2.0, 1.0 )
0.0
> ar = accumulator( -5.0, 3.14 )
~1.0
> ar = accumulator( 3.0, -1.0 )
~0.925
> ar = accumulator( 5.0, -9.5 )
~0.863
> ar = accumulator()
~0.863
See Also
--------