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@stdlib/stats

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Standard library statistical functions.

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/** * @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. */ 'use strict'; // 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;