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@stdlib/stats

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Standard library statistical functions.

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/* * @license Apache-2.0 * * Copyright (c) 2019 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. */ // TypeScript Version: 4.1 /// <reference types="@stdlib/types"/> /** * 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. * * ## Notes * * - If provided `NaN` or a value which, when used in computations, results in `NaN`, the accumulated value is `NaN` for all future invocations. * * @param x - value * @returns accumulated value or null */ type accumulator = ( x?: number ) => number | null; /** * Returns an accumulator function which incrementally computes a moving variance-to-mean ratio (VMR). * * @param W - window size * @param mean - mean value * @throws first argument must be a positive integer * @returns accumulator function * * @example * var accumulator = incrmvmr( 3 ); * * var F = accumulator(); * // returns null * * F = accumulator( 2.0 ); * // returns 0.0 * * F = accumulator( 1.0 ); * // returns ~0.33 * * F = accumulator( 3.0 ); * // returns 0.5 * * F = accumulator( 7.0 ); * // returns ~2.55 * * F = accumulator(); * // returns ~2.55 * * @example * var accumulator = incrmvmr( 3, 2.0 ); */ declare function incrmvmr( W: number, mean?: number ): accumulator; // EXPORTS // export = incrmvmr;