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Add pkg to incrementally compute the mean error
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‎lib/node_modules/@stdlib/stats/incr/me/README.md‎

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<!--
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@license Apache-2.0
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Copyright (c) 2018 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# incrme
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> Compute the [mean error][mean-absolute-error] incrementally.
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<section class="intro">
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The [mean error][mean-absolute-error] is defined as
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<!-- <equation class="equation" label="eq:mean_error" align="center" raw="\operatorname{ME} = \frac{\sum_{i=0}^{n-1} (y_i - x_i)}{n}" alt="Equation for the mean error."> -->
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<div class="equation" align="center" data-raw-text="\operatorname{ME} = \frac{\sum_{i=0}^{n-1} (y_i - x_i)}{n}" data-equation="eq:mean_error">
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<img src="" alt="Equation for the mean error.">
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<br>
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</div>
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<!-- </equation> -->
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</section>
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<!-- /.intro -->
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<section class="usage">
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## Usage
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```javascript
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var incrme = require( '@stdlib/stats/incr/me' );
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```
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#### incrme()
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Returns an accumulator `function` which incrementally computes the [mean error][mean-absolute-error].
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```javascript
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var accumulator = incrme();
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```
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#### accumulator( \[x, y] )
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If provided input values `x` and `y`, the accumulator function returns an updated [mean error][mean-absolute-error]. If not provided input values `x` and `y`, the accumulator function returns the current [mean error][mean-absolute-error].
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```javascript
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var accumulator = incrme();
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var m = accumulator( 2.0, 3.0 );
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// returns 1.0
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m = accumulator( -1.0, -4.0 );
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// returns -1.0
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m = accumulator( -3.0, 5.0 );
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// returns 2.0
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m = accumulator();
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// returns 2.0
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```
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</section>
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<!-- /.usage -->
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<section class="notes">
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## Notes
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- 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.
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- Be careful when interpreting the [mean error][mean-absolute-error] as errors can cancel. This stated, that errors can cancel makes the [mean error][mean-absolute-error] suitable for measuring the bias in forecasts.
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- **Warning**: the [mean error][mean-absolute-error] is scale-dependent and, thus, the measure should **not** be used to make comparisons between datasets having different scales.
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</section>
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<!-- /.notes -->
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<section class="examples">
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## Examples
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<!-- eslint no-undef: "error" -->
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```javascript
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var randu = require( '@stdlib/random/base/randu' );
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var incrme = require( '@stdlib/stats/incr/me' );
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var accumulator;
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var v1;
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var v2;
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var i;
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// Initialize an accumulator:
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accumulator = incrme();
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// For each simulated datum, update the mean error...
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for ( i = 0; i < 100; i++ ) {
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v1 = ( randu()*100.0 ) - 50.0;
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v2 = ( randu()*100.0 ) - 50.0;
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accumulator( v1, v2 );
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}
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console.log( accumulator() );
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```
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</section>
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<!-- /.examples -->
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<section class="links">
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[mean-absolute-error]: https://en.wikipedia.org/wiki/Mean_absolute_error
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</section>
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<!-- /.links -->

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

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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2018 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var bench = require( '@stdlib/bench' );
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var randu = require( '@stdlib/random/base/randu' );
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var pkg = require( './../package.json' ).name;
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var incrme = require( './../lib' );
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// MAIN //
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bench( pkg, function benchmark( b ) {
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var f;
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var i;
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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f = incrme();
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if ( typeof f !== 'function' ) {
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b.fail( 'should return a function' );
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}
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}
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b.toc();
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if ( typeof f !== 'function' ) {
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b.fail( 'should return a function' );
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}
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b.pass( 'benchmark finished' );
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b.end();
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});
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bench( pkg+'::accumulator', function benchmark( b ) {
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var acc;
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var v;
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var i;
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acc = incrme();
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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v = acc( randu()-0.5, randu()-0.5 );
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if ( v !== v ) {
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b.fail( 'should not return NaN' );
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}
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}
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b.toc();
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if ( v !== v ) {
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b.fail( 'should not return NaN' );
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}
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b.pass( 'benchmark finished' );
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b.end();
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});

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

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{{alias}}()
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Returns an accumulator function which incrementally computes the mean error.
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If provided input values, the accumulator function returns an updated mean
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error. If not provided input values, the accumulator function returns the current mean error.
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If provided `NaN` or a value which, when used in computations, results in
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`NaN`, the accumulated value is `NaN` for all future invocations.
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Returns
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-------
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acc: Function
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Accumulator function.
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Examples
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--------
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> var accumulator = {{alias}}();
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> var m = accumulator()
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null
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> m = accumulator( 2.0, 3.0 )
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1.0
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> m = accumulator( -5.0, 2.0 )
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4.0
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> m = accumulator()
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4.0
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See Also
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--------
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‎lib/node_modules/@stdlib/stats/incr/me/examples/index.js‎

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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2018 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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var randu = require( '@stdlib/random/base/randu' );
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var incrme = require( './../lib' );
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var accumulator;
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var err;
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var v1;
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var v2;
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var i;
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// Initialize an accumulator:
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accumulator = incrme();
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// For each simulated datum, update the mean error...
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console.log( '\nValue\tValue\tMean\n' );
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for ( i = 0; i < 100; i++ ) {
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v1 = ( randu()*100.0 ) - 50.0;
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v2 = ( randu()*100.0 ) - 50.0;
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err = accumulator( v1, v2 );
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console.log( '%d\t%d\t%d', v1.toFixed( 3 ), v2.toFixed( 3 ), err.toFixed( 3 ) );
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}
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console.log( '\nFinal ME: %d\n', accumulator() );

‎lib/node_modules/@stdlib/stats/incr/me/lib/index.js‎

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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2018 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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/**
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* Compute the mean error incrementally.
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*
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* @module @stdlib/stats/incr/me
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*
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* @example
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* var incrme = require( '@stdlib/stats/incr/me' );
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*
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* var accumulator = incrme();
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*
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* var m = accumulator();
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* // returns null
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*
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* m = accumulator( 2.0, 3.0 );
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* // returns 1.0
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*
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* m = accumulator( -5.0, 2.0 );
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* // returns 4.0
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*
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* m = accumulator();
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* // returns 4.0
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*/
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// MODULES //
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var incrme = require( './main.js' );
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// EXPORTS //
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module.exports = incrme;

‎lib/node_modules/@stdlib/stats/incr/me/lib/main.js‎

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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2018 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var incrmean = require( '@stdlib/stats/incr/mean' );
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// MAIN //
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/**
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* Returns an accumulator function which incrementally computes the mean error.
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*
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* @returns {Function} accumulator function
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*
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* @example
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* var accumulator = incrme();
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*
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* var m = accumulator();
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* // returns null
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*
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* m = accumulator( 2.0, 3.0 );
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* // returns 1.0
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*
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* m = accumulator( -5.0, 2.0 );
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* // returns 4.0
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*
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* m = accumulator();
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* // returns 4.0
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*/
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function incrme() {
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var mean = incrmean();
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return accumulator;
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/**
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* If provided input values, the accumulator function returns an updated mean error. If not provided input values, the accumulator function returns the current mean error.
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*
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* @private
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* @param {number} [x] - input value
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* @param {number} [y] - input value
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* @returns {(number|null)} mean error or null
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*/
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function accumulator( x, y ) {
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if ( arguments.length === 0 ) {
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return mean();
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}
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return mean( y-x );
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}
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}
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// EXPORTS //
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module.exports = incrme;

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