@stdlib/stats
Version:
Standard library statistical functions.
73 lines (65 loc) • 1.86 kB
TypeScript
/*
* @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;