@stdlib/stats
Version:
Standard library statistical functions.
110 lines (99 loc) • 3.08 kB
JavaScript
/**
* @license Apache-2.0
*
* Copyright (c) 2018 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.
*/
;
// MODULES //
var isPositiveInteger = require( '@stdlib/assert/is-positive-integer' ).isPrimitive;
var isNumber = require( '@stdlib/assert/is-number' ).isPrimitive;
var incrmpcorr = require( './../../../incr/mpcorr' );
var format = require( '@stdlib/string/format' );
var abs = require( '@stdlib/math/base/special/abs' );
// MAIN //
/**
* Returns an accumulator function which incrementally computes a moving sample absolute Pearson product-moment correlation coefficient.
*
* @param {PositiveInteger} W - window size
* @param {number} [meanx] - mean value
* @param {number} [meany] - mean value
* @throws {TypeError} first argument must be a positive integer
* @throws {TypeError} second argument must be a number
* @throws {TypeError} third argument must be a number
* @returns {Function} accumulator function
*
* @example
* var accumulator = incrmapcorr( 3 );
*
* var ar = accumulator();
* // returns null
*
* ar = accumulator( 2.0, 1.0 );
* // returns 0.0
*
* ar = accumulator( -5.0, 3.14 );
* // returns ~1.0
*
* ar = accumulator( 3.0, -1.0 );
* // returns ~0.925
*
* ar = accumulator( 5.0, -9.5 );
* // returns ~0.863
*
* ar = accumulator();
* // returns ~0.863
*
* @example
* var accumulator = incrmapcorr( 3, -2.0, 10.0 );
*/
function incrmapcorr( W, meanx, meany ) {
var acc;
if ( !isPositiveInteger( W ) ) {
throw new TypeError( format( 'invalid argument. First argument must be a positive integer. Value: `%s`.', W ) );
}
if ( arguments.length > 1 ) {
if ( !isNumber( meanx ) ) {
throw new TypeError( format( 'invalid argument. Second argument must be a number. Value: `%s`.', meanx ) );
}
if ( !isNumber( meany ) ) {
throw new TypeError( format( 'invalid argument. Third argument must be a number. Value: `%s`.', meany ) );
}
acc = incrmpcorr( W, meanx, meany );
} else {
acc = incrmpcorr( W );
}
return accumulator;
/**
* If provided a value, the accumulator function returns an updated accumulated value. If not provided a value, the accumulator function returns the current accumulated value.
*
* @private
* @param {number} [x] - input value
* @param {number} [y] - input value
* @returns {(number|null)} sample absolute correlation coefficient or null
*/
function accumulator( x, y ) {
var r;
if ( arguments.length === 0 ) {
r = acc();
if ( r === null ) {
return r;
}
return abs( r );
}
return abs( acc( x, y ) );
}
}
// EXPORTS //
module.exports = incrmapcorr;