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feat: add the implementation of stats/incr/nanmprod
#10511
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| <!-- | ||
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| @license Apache-2.0 | ||
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| Copyright (c) 2026 The Stdlib Authors. | ||
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| 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 | ||
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| http://www.apache.org/licenses/LICENSE-2.0 | ||
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| 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. | ||
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| --> | ||
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| # incrnanmprod | ||
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| > Compute a moving product incrementally, ignoring `NaN` values. | ||
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| <section class="intro"> | ||
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| For a window of size `W`, the moving product is defined as | ||
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| <!-- <equation class="equation" label="eq:moving_product" align="center" raw="\prod_{i=0}^{W-1} x_i" alt="Equation for the moving product."> --> | ||
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| ```math | ||
| \prod_{i=0}^{W-1} x_i | ||
| ``` | ||
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| <!-- <div class="equation" align="center" data-raw-text="\prod_{i=0}^{W-1} x_i" data-equation="eq:moving_product"> | ||
| <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/img/equation_moving_product.svg" alt="Equation for the moving product."> | ||
| <br> | ||
| </div> --> | ||
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| <!-- </equation> --> | ||
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| </section> | ||
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| <!-- /.intro --> | ||
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| <section class="usage"> | ||
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| ## Usage | ||
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| ```javascript | ||
| var incrnanmprod = require( '@stdlib/stats/incr/nanmprod' ); | ||
| ``` | ||
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| #### incrnanmprod( window ) | ||
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| Returns an accumulator `function` which incrementally computes a moving product, ignoring `NaN` values. The `window` parameter defines the number of values over which to compute the moving product. | ||
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| ```javascript | ||
| var accumulator = incrnanmprod( 3 ); | ||
| ``` | ||
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| #### accumulator( \[x] ) | ||
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| If provided an input value `x`, the accumulator function returns an updated product. If not provided an input value `x`, the accumulator function returns the current product. | ||
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| ```javascript | ||
| var accumulator = incrnanmprod( 3 ); | ||
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| var p = accumulator(); | ||
| // returns null | ||
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| // Fill the window... | ||
| p = accumulator( 2.0 ); // [2.0] | ||
| // returns 2.0 | ||
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| p = accumulator( NaN ); // [2.0] (NaN ignored) | ||
| // returns 2.0 | ||
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| p = accumulator( 3.0 ); // [2.0, 3.0] | ||
| // returns 6.0 | ||
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| p = accumulator( 5.0 ); // [2.0, 3.0, 5.0] | ||
| // returns 30.0 | ||
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| p = accumulator( NaN ); // [2.0, 3.0, 5.0] (NaN ignored) | ||
| // returns 30.0 | ||
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| // Window begins sliding... | ||
| p = accumulator( 7.0 ); // [3.0, 5.0, 7.0] | ||
| // returns 105.0 | ||
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| p = accumulator(); | ||
| // returns 105.0 | ||
| ``` | ||
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| Under certain conditions, overflow may be transient. | ||
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| ```javascript | ||
| // Large values: | ||
| var x = 5.0e+300; | ||
| var y = 1.0e+300; | ||
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| // Tiny value: | ||
| var z = 2.0e-302; | ||
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| // Initialize an accumulator: | ||
| var accumulator = incrnanmprod( 3 ); | ||
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| var p = accumulator( x ); | ||
| // returns 5.0e+300 | ||
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| // Transient overflow: | ||
| p = accumulator( y ); | ||
| // returns Infinity | ||
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| // Recover a finite result: | ||
| p = accumulator( z ); | ||
| // returns 1.0e+299 | ||
| ``` | ||
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| Similarly, under certain conditions, underflow may be transient. | ||
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| ```javascript | ||
| // Tiny values: | ||
| var x = 4.0e-302; | ||
| var y = 9.0e-303; | ||
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| // Large value: | ||
| var z = 2.0e+300; | ||
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| // Initialize an accumulator: | ||
| var accumulator = incrnanmprod( 3 ); | ||
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| var p = accumulator( x ); | ||
| // returns 4.0e-302 | ||
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| // Transient underflow: | ||
| p = accumulator( y ); | ||
| // returns 0.0 | ||
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| // Recover a non-zero result: | ||
| p = accumulator( z ); | ||
| // returns 7.2e-304 | ||
| ``` | ||
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| </section> | ||
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| <!-- /.usage --> | ||
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| <section class="notes"> | ||
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| ## Notes | ||
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| - Input values are **not** type checked. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function. | ||
| - `NaN` values are ignored and do not affect the computed moving product. | ||
| - As `W` values are needed to fill the window buffer, the first `W-1` returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values. | ||
| - For large accumulation windows or accumulations of either large or small numbers, care should be taken to prevent overflow and underflow. Note, however, that overflow/underflow may be transient, as the accumulator does not use a double-precision floating-point number to store an accumulated product. Instead, the accumulator splits an accumulated product into a normalized **fraction** and **exponent** and updates each component separately. Doing so guards against a loss in precision. | ||
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| </section> | ||
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| <!-- /.notes --> | ||
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| <section class="examples"> | ||
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| ## Examples | ||
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| <!-- eslint no-undef: "error" --> | ||
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| ```javascript | ||
| var uniform = require( '@stdlib/random/base/uniform' ); | ||
| var bernoulli = require( '@stdlib/random/base/bernoulli' ); | ||
| var incrnanmprod = require( '@stdlib/stats/incr/nanmprod' ); | ||
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| // Initialize an accumulator: | ||
| var accumulator = incrnanmprod( 5 ); | ||
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| // For each simulated datum, update the moving product... | ||
| var i; | ||
| for ( i = 0; i < 100; i++ ) { | ||
| accumulator( ( bernoulli( 0.8 ) < 1 ) ? NaN : uniform( -30.0, 30.0 ) ); | ||
| } | ||
| console.log( accumulator() ); | ||
| ``` | ||
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| </section> | ||
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| <!-- /.examples --> | ||
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| <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> | ||
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| <!-- /.related --> | ||
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| <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
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| <section class="links"> | ||
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| <!-- <related-links> --> | ||
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| <!-- </related-links> --> | ||
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| </section> | ||
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| <!-- /.links --> | ||
69 changes: 69 additions & 0 deletions
69
lib/node_modules/@stdlib/stats/incr/nanmprod/benchmark/benchmark.js
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| /** | ||
| * @license Apache-2.0 | ||
| * | ||
| * Copyright (c) 2026 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. | ||
| */ | ||
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| 'use strict'; | ||
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| // MODULES // | ||
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| var bench = require( '@stdlib/bench' ); | ||
| var format = require( '@stdlib/string/format' ); | ||
| var pkg = require( './../package.json' ).name; | ||
| var incrnanmprod = require( './../lib' ); | ||
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| // MAIN // | ||
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| bench( pkg, function benchmark( b ) { | ||
| var f; | ||
| var i; | ||
| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| f = incrnanmprod( (i%5)+1 ); | ||
| if ( typeof f !== 'function' ) { | ||
| b.fail( 'should return a function' ); | ||
| } | ||
| } | ||
| b.toc(); | ||
| if ( typeof f !== 'function' ) { | ||
| b.fail( 'should return a function' ); | ||
| } | ||
| b.pass( 'benchmark finished' ); | ||
| b.end(); | ||
| }); | ||
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| bench( format( '%s::accumulator', pkg ), function benchmark( b ) { | ||
| var acc; | ||
| var v; | ||
| var i; | ||
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| acc = incrnanmprod( 5 ); | ||
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| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| v = acc( (i%5) ? i : NaN ); | ||
| if ( v !== v ) { | ||
| b.fail( 'should not return NaN' ); | ||
| } | ||
| } | ||
| b.toc(); | ||
| if ( v !== v ) { | ||
| b.fail( 'should not return NaN' ); | ||
| } | ||
| b.pass( 'benchmark finished' ); | ||
| b.end(); | ||
| }); |
30 changes: 30 additions & 0 deletions
30
lib/node_modules/@stdlib/stats/incr/nanmprod/docs/img/equation_moving_product.svg
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55 changes: 55 additions & 0 deletions
55
lib/node_modules/@stdlib/stats/incr/nanmprod/docs/repl.txt
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,55 @@ | ||
|
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| {{alias}}( W ) | ||
| Returns an accumulator function which incrementally computes a moving | ||
| product, ignoring `NaN` values. | ||
|
|
||
| The `W` parameter defines the number of values over which to compute the | ||
| moving product. | ||
|
|
||
| If provided a value, the accumulator function returns an updated moving | ||
| product. If not provided a value, the accumulator function returns the | ||
| current moving product. | ||
|
|
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| `NaN` values are ignored and do not affect the computed moving product. | ||
|
|
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| As `W` values are needed to fill the window buffer, the first `W-1` returned | ||
| values are calculated from smaller sample sizes. Until the window is full, | ||
| each returned value is calculated from all provided values. | ||
|
|
||
| For accumulations over large windows or accumulations of large numbers, care | ||
| should be taken to prevent overflow. Note, however, that overflow/underflow | ||
| may be transient, as the accumulator does not use a double-precision | ||
| floating-point number to store an accumulated product. Instead, the | ||
| accumulator splits an accumulated product into a normalized fraction and | ||
| exponent and updates each component separately. Doing so guards against a | ||
| loss in precision. | ||
|
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| Parameters | ||
| ---------- | ||
| W: integer | ||
| Window size. | ||
|
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| Returns | ||
| ------- | ||
| acc: Function | ||
| Accumulator function. | ||
|
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| Examples | ||
| -------- | ||
| > var accumulator = {{alias}}( 3 ); | ||
| > var p = accumulator() | ||
| null | ||
| > p = accumulator( 2.0 ) | ||
| 2.0 | ||
| > p = accumulator( NaN ) | ||
| 2.0 | ||
| > p = accumulator( 3.0 ) | ||
| 6.0 | ||
| > p = accumulator( 5.0 ) | ||
| 30.0 | ||
| > p = accumulator() | ||
| 30.0 | ||
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| See Also | ||
| -------- | ||
|
|
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