npm package: @stdlib/stats-incr-ewmean
Description: Compute an exponentially weighted mean incrementally.
Author: The Stdlib Authors
Latest version: 0.2.3

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<details>
  <summary>
    About stdlib...
  </summary>
  <p>We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.</p>
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</details>

# increwmean

[![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url] <!-- [![dependencies][dependencies-image]][dependencies-url] -->

> Compute an [exponentially weighted mean][moving-average] incrementally.

<section class="intro">

An [exponentially weighted mean][moving-average] can be defined recursively as

<!-- <equation class="equation" label="eq:exponentially_weighted_mean" align="center" raw="\mu_t = \begin{cases} x_0 & \textrm{if}\ t = 0 \\ \alpha x_t + (1-\alpha) \mu_{t-1} & \textrm{if}\ t > 0 \end{cases}" alt="Recursive definition for computing an exponentially weighted mean."> -->

<div class="equation" align="center" data-raw-text="\mu_t = \begin{cases} x_0 &amp; \textrm{if}\ t = 0 \\ \alpha x_t + (1-\alpha) \mu_{t-1} &amp; \textrm{if}\ t &gt; 0 \end{cases}" data-equation="eq:exponentially_weighted_mean">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@1445ad5c454bc3c1a86bde2be87d6cec87781174/lib/node_modules/@stdlib/stats/incr/ewmean/docs/img/equation_exponentially_weighted_mean.svg" alt="Recursive definition for computing an exponentially weighted mean.">
    <br>
</div>

<!-- </equation> -->

</section>

<!-- /.intro -->

<section class="installation">

## Installation

```bash
npm install @stdlib/stats-incr-ewmean
```

</section>

<section class="usage">

## Usage

```javascript
var increwmean = require( '@stdlib/stats-incr-ewmean' );
```

#### increwmean( alpha )

Returns an accumulator `function` which incrementally computes an [exponentially weighted mean][moving-average], where `alpha` is a smoothing factor between `0` and `1`.

```javascript
var accumulator = increwmean( 0.5 );
```

#### accumulator( \[x] )

If provided an input value `x`, the accumulator function returns an updated mean. If not provided an input value `x`, the accumulator function returns the current mean.

```javascript
var accumulator = increwmean( 0.5 );

var v = accumulator();
// returns null

v = accumulator( 2.0 );
// returns 2.0

v = accumulator( 1.0 );
// returns 1.5

v = accumulator( 3.0 );
// returns 2.25

v = accumulator();
// returns 2.25
```

</section>

<!-- /.usage -->

<section class="notes">

## 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.

</section>

<!-- /.notes -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var randu = require( '@stdlib/random-base-randu' );
var increwmean = require( '@stdlib/stats-incr-ewmean' );

var accumulator;
var v;
var i;

// Initialize an accumulator:
accumulator = increwmean( 0.5 );

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

</section>

<!-- /.examples -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

* * *

## See Also

-   <span class="package-name">[`@stdlib/stats-incr/ewvariance`][@stdlib/stats/incr/ewvariance]</span><span class="delimiter">: </span><span class="description">compute an exponentially weighted variance incrementally.</span>
-   <span class="package-name">[`@stdlib/stats-incr/mean`][@stdlib/stats/incr/mean]</span><span class="delimiter">: </span><span class="description">compute an arithmetic mean incrementally.</span>
-   <span class="package-name">[`@stdlib/stats-incr/mmean`][@stdlib/stats/incr/mmean]</span><span class="delimiter">: </span><span class="description">compute a moving arithmetic mean incrementally.</span>
-   <span class="package-name">[`@stdlib/stats-incr/wmean`][@stdlib/stats/incr/wmean]</span><span class="delimiter">: </span><span class="description">compute a weighted arithmetic mean incrementally.</span>

</section>

<!-- /.related -->

<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->


<section class="main-repo" >

* * *

## Notice

This package is part of [stdlib][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][stdlib], see the main project [repository][stdlib].

#### Community

[![Chat][chat-image]][chat-url]

---

## License

See [LICENSE][stdlib-license].


## Copyright

Copyright &copy; 2016-2026. The Stdlib [Authors][stdlib-authors].

</section>

<!-- /.stdlib -->

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<section class="links">

[npm-image]: http://img.shields.io/npm/v/@stdlib/stats-incr-ewmean.svg
[npm-url]: https://npmjs.org/package/@stdlib/stats-incr-ewmean

[test-image]: https://github.com/stdlib-js/stats-incr-ewmean/actions/workflows/test.yml/badge.svg?branch=v0.2.3
[test-url]: https://github.com/stdlib-js/stats-incr-ewmean/actions/workflows/test.yml?query=branch:v0.2.3

[coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-incr-ewmean/main.svg
[coverage-url]: https://codecov.io/github/stdlib-js/stats-incr-ewmean?branch=main

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[stdlib]: https://github.com/stdlib-js/stdlib

[stdlib-authors]: https://github.com/stdlib-js/stdlib/graphs/contributors

[umd]: https://github.com/umdjs/umd
[es-module]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Guide/Modules

[deno-url]: https://github.com/stdlib-js/stats-incr-ewmean/tree/deno
[deno-readme]: https://github.com/stdlib-js/stats-incr-ewmean/blob/deno/README.md
[umd-url]: https://github.com/stdlib-js/stats-incr-ewmean/tree/umd
[umd-readme]: https://github.com/stdlib-js/stats-incr-ewmean/blob/umd/README.md
[esm-url]: https://github.com/stdlib-js/stats-incr-ewmean/tree/esm
[esm-readme]: https://github.com/stdlib-js/stats-incr-ewmean/blob/esm/README.md
[branches-url]: https://github.com/stdlib-js/stats-incr-ewmean/blob/main/branches.md

[stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-incr-ewmean/main/LICENSE

[moving-average]: https://en.wikipedia.org/wiki/Moving_average

<!-- <related-links> -->

[@stdlib/stats/incr/ewvariance]: https://www.npmjs.com/package/@stdlib/stats-incr-ewvariance

[@stdlib/stats/incr/mean]: https://www.npmjs.com/package/@stdlib/stats-incr-mean

[@stdlib/stats/incr/mmean]: https://www.npmjs.com/package/@stdlib/stats-incr-mmean

[@stdlib/stats/incr/wmean]: https://www.npmjs.com/package/@stdlib/stats-incr-wmean

<!-- </related-links> -->

</section>

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