@thi.ng/transducers-stats/wma.js

Transducers for statistical / technical analysis

import { isNumber } from "@thi.ng/checks/is-number";
import { comp } from "@thi.ng/transducers/comp";
import { iterator1 } from "@thi.ng/transducers/iterator";
import { map } from "@thi.ng/transducers/map";
import { partition } from "@thi.ng/transducers/partition";
import { range } from "@thi.ng/transducers/range";
import { dot } from "./dot.js";
function wma(weights, src) {
  if (src) {
    return iterator1(wma(weights), src);
  }
  let period, wsum;
  if (isNumber(weights)) {
    period = weights | 0;
    weights = [...range(1, period + 1)];
    wsum = period * (period + 1) / 2;
  } else {
    period = weights.length;
    wsum = weights.reduce((acc, x) => acc + x, 0);
  }
  return comp(
    partition(period, 1),
    map((window) => dot(window, weights) / wsum)
  );
}
export {
  wma
};