@stdlib/stats-incr-mmae NPM

incrmmae

Compute a moving mean absolute error (MAE) incrementally.

For a window of size W, the mean absolute error is defined as

Installation

npm install @stdlib/stats-incr-mmae

Usage

var incrmmae = require( '@stdlib/stats-incr-mmae' );

incrmmae( window )

Returns an accumulator function which incrementally computes a moving mean absolute error. The window parameter defines the number of values over which to compute the moving mean absolute error.

var accumulator = incrmmae( 3 );

accumulator( [x, y] )

If provided input values x and y, the accumulator function returns an updated mean absolute error. If not provided input values x and y, the accumulator function returns the current mean absolute error.

var accumulator = incrmmae( 3 );

var m = accumulator();
// returns null

// Fill the window...
m = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
// returns 1.0

m = accumulator( -1.0, 4.0 ); // [(2.0,3.0), (-1.0,4.0)]
// returns 3.0

m = accumulator( 3.0, 9.0 ); // [(2.0,3.0), (-1.0,4.0), (3.0,9.0)]
// returns 4.0

// Window begins sliding...
m = accumulator( -7.0, 3.0 ); // [(-1.0,4.0), (3.0,9.0), (-7.0,3.0)]
// returns 7.0

m = accumulator( -5.0, -3.0 ); // [(3.0,9.0), (-7.0,3.0), (-5.0,-3.0)]
// returns 6.0

m = accumulator();
// returns 6.0

Notes

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.
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.
Warning: the mean absolute error is scale-dependent and, thus, the measure should not be used to make comparisons between datasets having different scales.

Examples

var randu = require( '@stdlib/random-base-randu' );
var incrmmae = require( '@stdlib/stats-incr-mmae' );

var accumulator;
var v1;
var v2;
var i;

// Initialize an accumulator:
accumulator = incrmmae( 5 );

// For each simulated datum, update the moving mean absolute error...
for ( i = 0; i < 100; i++ ) {
    v1 = ( randu()*100.0 ) - 50.0;
    v2 = ( randu()*100.0 ) - 50.0;
    accumulator( v1, v2 );
}
console.log( accumulator() );

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.