84 lines
1.9 KiB
JavaScript
84 lines
1.9 KiB
JavaScript
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'use strict'
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const statslite = require('stats-lite')
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module.exports = Stats
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function Stats (smaBins) {
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if (!(this instanceof Stats)) return new Stats(smaBins)
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this.n = 0
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this.min = Number.MAX_VALUE
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this.max = -Number.MAX_VALUE
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this.sum = 0
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this.mean = 0
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if (smaBins == null || smaBins <= 0) {
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smaBins = 50
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}
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if (smaBins !== (smaBins | 0)) {
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throw new Error('SMA option must be an integer')
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}
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Object.defineProperty(this, 'smaBins', {
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enumerable: false,
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writable: false,
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value: smaBins
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})
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Object.defineProperty(this, '_bins', {
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enumerable: false,
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writable: false,
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value: []
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})
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Object.defineProperty(this, 'q', {
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enumerable: false,
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writable: true,
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value: 0
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})
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Object.defineProperty(this, 'variance', {
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enumerable: true,
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get: () => { return this.q / this.n }
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})
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Object.defineProperty(this, 'standard_deviation', {
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enumerable: true,
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get: () => { return Math.sqrt(this.q / this.n) }
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})
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Object.defineProperty(this, `sma${smaBins}`, {
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enumerable: true,
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get: () => { return statslite.mean(this._bins) }
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})
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}
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Stats.prototype.update = function update (value) {
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var num = parseFloat(value)
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if (isNaN(num)) {
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// Sorry, no NaNs
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return
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}
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this.n++
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this.min = Math.min(this.min, num)
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this.max = Math.max(this.max, num)
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this.sum += num
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var prevMean = this.mean
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this.mean = this.mean + (num - this.mean) / this.n
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this.q = this.q + (num - prevMean) * (num - this.mean)
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this._bins.push(value)
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if (this._bins.length > this.smaBins) {
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this._bins.shift()
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}
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}
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Stats.prototype.getAll = function getAll () {
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if (this.n === 0) {
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return null
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}
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var s = {
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n: this.n,
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min: this.min,
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max: this.max,
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sum: this.sum,
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mean: this.mean,
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variance: this.variance,
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standard_deviation: this.standard_deviation
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}
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s[`sma${this.smaBins}`] = this[`sma${this.smaBins}`]
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return s
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}
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