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Merge branch 'develop' of https://github.com/stdlib-js/stdlib into develop
2 parents 985a881 + 201cb87 commit ff84239

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‎docs/links/database.json‎

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"error"
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]
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},
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"https://en.wikipedia.org/wiki/Mean_squared_error": {
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"id": "mean-squared-error",
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"description": "Wikipedia entry for the mean squared error (MSE).",
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"short_url": "",
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"keywords": [
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"mse",
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"statistics",
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"stats",
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"error",
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"model",
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"prediction"
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]
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},
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"https://en.wikipedia.org/wiki/Median": {
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"id": "median",
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"description": "Wikipedia entry for the median.",

‎lib/node_modules/@stdlib/namespace/lib/namespace/i.js‎

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@@ -663,6 +663,18 @@ ns.push({
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]
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});
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ns.push({
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'alias': 'incrmmse',
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'path': '@stdlib/stats/incr/mmse',
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'value': require( '@stdlib/stats/incr/mmse' ),
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'type': 'Function',
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'related': [
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'@stdlib/stats/incr/mrmse',
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'@stdlib/stats/incr/mrss',
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'@stdlib/stats/incr/mse'
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]
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});
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ns.push({
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'alias': 'incrmpcorr',
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'path': '@stdlib/stats/incr/mpcorr',
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]
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});
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ns.push({
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'alias': 'incrmse',
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'path': '@stdlib/stats/incr/mse',
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'value': require( '@stdlib/stats/incr/mse' ),
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'type': 'Function',
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'related': [
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'@stdlib/stats/incr/mmse',
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'@stdlib/stats/incr/rmse',
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'@stdlib/stats/incr/rss'
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]
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});
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ns.push({
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'alias': 'incrmstdev',
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'path': '@stdlib/stats/incr/mstdev',

‎lib/node_modules/@stdlib/repl/code-blocks/lib/db.js‎

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"incrmminabs": "accumulator = incrmminabs( 3 );\nm = accumulator()\nm = accumulator( 2.0 )\nm = accumulator( -5.0 )\nm = accumulator( 3.0 )\nm = accumulator( 5.0 )\nm = accumulator()\n",
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"incrmminmax": "accumulator = incrmminmax( 3 );\nmm = accumulator()\nmm = accumulator( 2.0 )\nmm = accumulator( -5.0 )\nmm = accumulator( 3.0 )\nmm = accumulator( 5.0 )\nmm = accumulator()\n",
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"incrmmpe": "accumulator = incrmmpe( 3 );\nm = accumulator()\nm = accumulator( 2.0, 3.0 )\nm = accumulator( 5.0, 2.0 )\nm = accumulator( 3.0, 2.0 )\nm = accumulator( 2.0, 5.0 )\nm = accumulator()\n",
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"incrmmse": "accumulator = incrmmse( 3 );\nm = accumulator()\nm = accumulator( 2.0, 3.0 )\nm = accumulator( -5.0, 2.0 )\nm = accumulator( 3.0, 2.0 )\nm = accumulator( 5.0, -2.0 )\nm = accumulator()\n",
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"incrmpcorr": "accumulator = incrmpcorr( 3 );\nr = accumulator()\nr = accumulator( 2.0, 1.0 )\nr = accumulator( -5.0, 3.14 )\nr = accumulator( 3.0, -1.0 )\nr = accumulator( 5.0, -9.5 )\nr = accumulator()\n",
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"incrmpcorrdist": "accumulator = incrmpcorrdist( 3 );\nd = accumulator()\nd = accumulator( 2.0, 1.0 )\nd = accumulator( -5.0, 3.14 )\nd = accumulator( 3.0, -1.0 )\nd = accumulator( 5.0, -9.5 )\nd = accumulator()\n",
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"incrmpe": "accumulator = incrmpe();\nm = accumulator()\nm = accumulator( 2.0, 3.0 )\nm = accumulator( 5.0, 2.0 )\nm = accumulator()\n",
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"incrmprod": "accumulator = incrmprod( 3 );\np = accumulator()\np = accumulator( 2.0 )\np = accumulator( -5.0 )\np = accumulator( 3.0 )\np = accumulator( 5.0 )\np = accumulator()\n",
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"incrmrange": "accumulator = incrmrange( 3 );\nr = accumulator()\nr = accumulator( 2.0 )\nr = accumulator( -5.0 )\nr = accumulator( 3.0 )\nr = accumulator( 5.0 )\nr = accumulator()\n",
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"incrmrss": "accumulator = incrmrss( 3 );\nr = accumulator()\nr = accumulator( 2.0, 3.0 )\nr = accumulator( -5.0, 2.0 )\nr = accumulator( 3.0, 2.0 )\nr = accumulator( 5.0, -2.0 )\nr = accumulator()\n",
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"incrmse": "accumulator = incrmse();\nr = accumulator()\nr = accumulator( 2.0, 3.0 )\nr = accumulator( -5.0, 2.0 )\nr = accumulator()\n",
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"incrmstdev": "accumulator = incrmstdev( 3 );\ns = accumulator()\ns = accumulator( 2.0 )\ns = accumulator( -5.0 )\ns = accumulator( 3.0 )\ns = accumulator( 5.0 )\ns = accumulator()\n",
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"incrmsum": "accumulator = incrmsum( 3 );\ns = accumulator()\ns = accumulator( 2.0 )\ns = accumulator( -5.0 )\ns = accumulator( 3.0 )\ns = accumulator( 5.0 )\ns = accumulator()\n",
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"incrmsumabs": "accumulator = incrmsumabs( 3 );\ns = accumulator()\ns = accumulator( 2.0 )\ns = accumulator( -5.0 )\ns = accumulator( 3.0 )\ns = accumulator( -5.0 )\ns = accumulator()\n",

‎lib/node_modules/@stdlib/repl/help/lib/db.js‎

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

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*/
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setReadOnly( ns, 'incrmmpe', require( '@stdlib/stats/incr/mmpe' ) );
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/**
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* @name incrmmse
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* @memberof ns
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* @readonly
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* @type {Function}
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* @see {@link module:@stdlib/stats/incr/mmse}
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*/
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setReadOnly( ns, 'incrmmse', require( '@stdlib/stats/incr/mmse' ) );
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/**
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* @name incrmpcorr
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* @memberof ns
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*/
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setReadOnly( ns, 'incrmrss', require( '@stdlib/stats/incr/mrss' ) );
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/**
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* @name incrmse
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* @memberof ns
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* @readonly
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* @type {Function}
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* @see {@link module:@stdlib/stats/incr/mse}
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*/
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setReadOnly( ns, 'incrmse', require( '@stdlib/stats/incr/mse' ) );
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/**
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* @name incrmstdev
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* @memberof ns

‎lib/node_modules/@stdlib/stats/incr/mmse/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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# incrmmse
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> Compute a moving [mean squared error][mean-squared-error] (MSE) incrementally.
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<section class="intro">
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For a window of size `W`, the [mean squared error][mean-squared-error] is defined as
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<!-- <equation class="equation" label="eq:mean_squared_error" align="center" raw="\operatorname{MSE} = \frac{1}{W} \sum_{i=0}^{W-1} (y_i - x_i)^2" alt="Equation for the mean squared error."> -->
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<div class="equation" align="center" data-raw-text="\operatorname{MSE} = \frac{1}{W} \sum_{i=0}^{W-1} (y_i - x_i)^2" data-equation="eq:mean_squared_error">
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<img src="https://cdn.rawgit.com/stdlib-js/stdlib/9cb3c4a2fcf92ca07ed60c34de1ceda40f75919c/lib/node_modules/@stdlib/stats/incr/mmse/docs/img/equation_mean_squared_error.svg" alt="Equation for the mean squared 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 incrmmse = require( '@stdlib/stats/incr/mmse' );
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```
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#### incrmmse( window )
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Returns an accumulator `function` which incrementally computes a moving [mean squared error][mean-squared-error]. The `window` parameter defines the number of values over which to compute the moving [mean squared error][mean-squared-error].
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```javascript
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var accumulator = incrmmse( 3 );
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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 squared error][mean-squared-error]. If not provided input values `x` and `y`, the accumulator function returns the current [mean squared error][mean-squared-error].
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```javascript
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var accumulator = incrmmse( 3 );
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var m = accumulator();
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// returns null
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// Fill the window...
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m = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
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// returns 1.0
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m = accumulator( -1.0, 4.0 ); // [(2.0,3.0), (-1.0,4.0)]
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// returns 13.0
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m = accumulator( 3.0, 9.0 ); // [(2.0,3.0), (-1.0,4.0), (3.0,9.0)]
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// returns ~20.67
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// Window begins sliding...
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m = accumulator( -7.0, 3.0 ); // [(-1.0,4.0), (3.0,9.0), (-7.0,3.0)]
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// returns ~53.67
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m = accumulator( -5.0, -3.0 ); // [(3.0,9.0), (-7.0,3.0), (-5.0,-3.0)]
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// returns ~46.67
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m = accumulator();
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// returns ~46.67
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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 **at least** `W-1` 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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- 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.
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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 incrmmse = require( '@stdlib/stats/incr/mmse' );
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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 = incrmmse( 5 );
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// For each simulated datum, update the moving mean squared 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-squared-error]: https://en.wikipedia.org/wiki/Mean_squared_error
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</section>
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<!-- /.links -->

‎lib/node_modules/@stdlib/stats/incr/mmse/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 incrmmse = 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 = incrmmse( (i%5)+1 );
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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 = incrmmse( 5 );
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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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});

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