ExpandingProd#
Description#
The ExpandingProd function returns the running product of every sample seen since the last reset. It is an alias of CumProd exposed under the expanding family and matches numpy.cumprod (skipping NaN).
Equation:
\[
y[t] = \prod_{i=0}^{t} x[i]
\]
Parameters: none.
NaN handling#
Policy: ignore. A NaN in the input at index t causes the function to skip that step: output at t is NaN and internal state is unchanged. Subsequent finite samples are processed as if step t had not occurred.
Examples#
Usage example#
import numpy as np
from screamer import ExpandingProd
x = np.arange(1.0, 11.0)
y = ExpandingProd()(x)