compute-incrmmean

incrmmean

Provides a method to compute a moving arithmetic mean incrementally.

Installation

$ npm install compute-incrmmean

For use in the browser, use browserify.

Usage

var incrmmean = require( 'compute-incrmmean' );

incrmmean( window )

Returns an initialized method to compute a moving arithmetic mean incrementally. window sets the window size, i.e., the number of values over which to compute a moving mean.

var mmean = incrmmean( 3 );

mmean( [value] )

If provided a value, the method updates and returns the mean of the current window. If not provided a value, the method returns the current mean.

var mu;

// Filling window...
mu = mmean( 2 );
// mean is 2

mmean( 3 );
// mean is 2.5

mmean( 2 );
// mean is 2.33...

// Window starts sliding...
mmean( -2 );
// mean is 1

mmean( 9 );
// mean is 3

mu = mmean();
// returns 3

Notes

1. If values have not yet been provided to mmean, mmean returns null.
2. The first W-1 returned means will have less statistical support than subsequent moving means, as W values are needed to fill the window buffer. Until the window is full, the mean returned equals the arithmetic mean of all values provided thus far.

The use case for this module differs from the conventional vector implementation and the stream implementation. Namely, this module decouples the act of updating the moving mean from the act of consuming the moving mean.

Examples

var incrmmean = require( 'compute-incrmmean' );

// Initialize a method to calculate the moving mean incrementally:
var mmean = incrmmean( 5 ),
	mu;

// Simulate some data...
for ( var i = 0; i < 1000; i++ ) {
	mu = mmean( Math.random()*100 );
	console.log( mu );
}
mu = mmean();
console.log( mu );

To run the example code from the top-level application directory,

$ node ./examples/index.js

Tests

Unit

Unit tests use the Mocha test framework with Chai assertions. To run the tests, execute the following command in the top-level application directory:

$ make test

All new feature development should have corresponding unit tests to validate correct functionality.

Test Coverage

This repository uses Istanbul as its code coverage tool. To generate a test coverage report, execute the following command in the top-level application directory:

$ make test-cov

Istanbul creates a ./reports/coverage directory. To access an HTML version of the report,

$ make view-cov

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License

MIT license.

Copyright

Copyright © 2014-2015. The Compute.io Authors.