@stdlib/stats-incr-wmean NPM

incrwmean

Compute a weighted arithmetic mean incrementally.

The weighted arithmetic mean is defined as

Installation

npm install @stdlib/stats-incr-wmean

Usage

var incrwmean = require( '@stdlib/stats-incr-wmean' );

incrwmean()

Returns an accumulator function which incrementally computes a weighted arithmetic mean.

var accumulator = incrwmean();

accumulator( [x, w] )

If provided an input value x and a weight w, the accumulator function returns an updated weighted mean. If not provided any input values, the accumulator function returns the current mean.

var accumulator = incrwmean();

var mu = accumulator( 2.0, 1.0 );
// returns 2.0

mu = accumulator( 2.0, 0.5 );
// returns 2.0

mu = accumulator( 3.0, 1.5 );
// returns 2.5

mu = accumulator();
// returns 2.5

Notes

Input values are not type checked. If provided NaN or a value which, when used in computations, results in NaN, the accumulated value is NaN for all future invocations. If non-numeric inputs are possible, you are advised to type check and handle accordingly before passing the value to the accumulator function.

Examples

var randu = require( '@stdlib/random-base-randu' );
var incrwmean = require( '@stdlib/stats-incr-wmean' );

var accumulator;
var v;
var w;
var i;

// Initialize an accumulator:
accumulator = incrwmean();

// For each simulated datum, update the weighted mean...
for ( i = 0; i < 100; i++ ) {
    v = randu() * 100.0;
    w = randu() * 100.0;
    accumulator( v, w );
}
console.log( accumulator() );

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.