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{{alias}}( W[, mx, my] )
Returns an accumulator function which incrementally computes a moving
sample Pearson product-moment correlation distance.
The correlation distance is defined as one minus the Pearson product-moment
correlation coefficient and, thus, resides on the interval [0,2].
However, due to limitations inherent in representing numeric values using
floating-point format (i.e., the inability to represent numeric values with
infinite precision), the correlation distance between perfectly correlated
random variables may *not* be `0` or `2`. In fact, the correlation distance
is *not* guaranteed to be strictly on the interval [0,2]. Any computed
distance should, however, be within floating-point roundoff error.
The `W` parameter defines the number of values over which to compute the
moving sample correlation distance.
If provided values, the accumulator function returns an updated moving
sample correlation distance. If not provided values, the accumulator
function returns the current moving sample correlation distance.
As `W` (x,y) pairs 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.
Parameters
----------
W: integer
Window size.
mx: number (optional)
Known mean.
my: number (optional)
Known mean.
Returns
-------
acc: Function
Accumulator function.
Examples
--------
> var accumulator = {{alias}}( 3 );
> var d = accumulator()
null
> d = accumulator( 2.0, 1.0 )
1.0
> d = accumulator( -5.0, 3.14 )
~2.0
> d = accumulator( 3.0, -1.0 )
~1.925
> d = accumulator( 5.0, -9.5 )
~1.863
> d = accumulator()
~1.863
See Also
--------
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