Adding a new package to the stats/incr/* namespace: @stdlib/stats/incr/nanmprod.

lib/node_modules/@stdlib/stats/incr/nanmprod/README.md

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+<!--
+
+@license Apache-2.0
+
+Copyright (c) 2018 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.
+
+-->
+
+# incrnanmprod
+
+> Compute a moving product incrementally.
+
+<section class="intro">
+
+For a window of size `W`, the moving product is defined as
+
+<!-- <equation class="equation" label="eq:moving_product" align="center" raw="\prod_{i=0}^{W-1} x_i" alt="Equation for the moving product."> -->
+
+```math
+\prod_{i=0}^{W-1} x_i
+```
+
+<!-- <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/mprod/docs/img/equation_moving_product.svg" alt="Equation for the moving product.">
+    <br>
+</div> -->
+
+<!-- </equation> -->
+
+</section>
+
+<!-- /.intro -->
+
+<section class="usage">
+
+## Usage
+
+```javascript
+var incrnanmprod = require( '@stdlib/stats/incr/nanmprod' );
+```
+
+#### incrnanmprod
+
+Returns an accumulator `function` which incrementally computes a moving product. The `window` parameter defines the number of values over which to compute the moving product, ignoring `NaN` values.
+
+```javascript
+var accumulator = incrnanmprod( 3 );
+```
+
+#### accumulator( \[x] )
+
+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.
+
+```javascript
+var accumulator = incrnanmprod( 3 );
+
+var p = accumulator();
+// returns null
+
+// Fill the window...
+p = accumulator( 2.0 ); // [2.0]
+// returns 2.0
+
+p = accumulator( 1.0 ); // [2.0, 1.0]
+// returns 2.0
+
+p = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
+// returns 6.0
+
+// Window begins sliding...
+p = accumulator( -7.0 ); // [1.0, 3.0, -7.0]
+// returns -21.0
+
+p = accumulator( NaN );
+// returns -21.0
+
+p = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
+// returns 105.0
+
+p = accumulator();
+// returns 105.0
+```
+
+Under certain conditions, overflow may be transient.
+
+```javascript
+// Large values:
+var x = 5.0e+300;
+var y = 1.0e+300;
+
+// Tiny value:
+var z = 2.0e-302;
+
+// Initialize an accumulator:
+var accumulator = incrnanmprod( 3 );
+
+var p = accumulator( x );
+// returns 5.0e+300
+
+// Transient overflow:
+p = accumulator( y );
+// returns Infinity
+
+// Recover a finite result:
+p = accumulator( z );
+// returns 1.0e+299
+```
+
+Similarly, under certain conditions, underflow may be transient.
+
+```javascript
+// Tiny values:
+var x = 4.0e-302;
+var y = 9.0e-303;
+
+// Large value:
+var z = 2.0e+300;
+
+// Initialize an accumulator:
+var accumulator = incrnanmprod( 3 );
+
+var p = accumulator( x );
+// returns 4.0e-302
+
+// Transient underflow:
+p = accumulator( y );
+// returns 0.0
+
+// Recover a non-zero result:
+p = accumulator( z );
+// returns 7.2e-304
+```
+
+</section>
+
+<!-- /.usage -->
+
+<section class="notes">
+
+## Notes
+
+-   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.
+-   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.
+
+</section>
+
+<!-- /.notes -->
+
+<section class="examples">
+
+## Examples
+
+<!-- eslint no-undef: "error" -->
+
+```javascript
+var randu = require( '@stdlib/random/base/randu' );
+var incrnanmprod = require( '@stdlib/stats/incr/nanmprod' );
+
+var accumulator;
+var v;
+var i;
+
+// Initialize an accumulator:
+accumulator = incrnanmprod( 5 );
+
+// For each simulated datum, update the moving product...
+for ( i = 0; i < 100; i++ ) {
+    if ( randu() < 0.2 ) {
+        v = NaN;
+    } else {
+        v = (randu() * 10.0) - 5.0;
+    }
+    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/nansum`][@stdlib/stats/incr/nansum]</span><span class="delimiter">: </span><span class="description">compute a sum incrementally, ignoring NaN values.</span>
+-   <span class="package-name">[`@stdlib/stats/incr/msumprod`][@stdlib/stats/incr/msumprod]</span><span class="delimiter">: </span><span class="description">compute a moving sum of products 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="links">
+
+<!-- <related-links> -->
+
+[@stdlib/stats/incr/nansum]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/nansum
+
+[@stdlib/stats/incr/msumprod]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/msumprod
+
+<!-- </related-links> -->
+
+</section>
+
+<!-- /.links -->

lib/node_modules/@stdlib/stats/incr/nanmprod/benchmark/benchmark.js

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+/**
+* @license Apache-2.0
+*
+* Copyright (c) 2018 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.
+*/
+
+'use strict';
+
+// MODULES //
+
+var bench = require( '@stdlib/bench' );
+var randu = require( '@stdlib/random/base/randu' );
+var pkg = require( './../package.json' ).name;
+var incrnanmprod = require( './../lib' );
+
+
+// MAIN //
+
+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();
+});
+
+bench( pkg+'::accumulator', function benchmark( b ) {
+	var acc;
+	var v;
+	var i;
+
+	acc = incrnanmprod( 5 );
+
+	b.tic();
+	for ( i = 0; i < b.iterations; i++ ) {
+		v = acc( randu() );
+		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();
+});

lib/node_modules/@stdlib/stats/incr/nanmprod/docs/repl.txt

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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 or provided NaN value, the accumulator function returns the
+    current 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 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.
+
+    Parameters
+    ----------
+    W: integer
+        Window size.
+
+    Returns
+    -------
+    acc: Function
+        Accumulator function.
+
+    Examples
+    --------
+    > var accumulator = {{alias}}( 3 );
+    > var p = accumulator()
+    null
+    > p = accumulator( 2.0 )
+    2.0
+    > p = accumulator( -5.0 )
+    -10.0
+    > p = accumulator( 3.0 )
+    -30.0
+    > p = accumulator( NaN )
+    -30.0
+    > p = accumulator( 5.0 )
+    -75.0
+    > p = accumulator()
+    -75.0
+
+    See Also
+    --------
+