@stdlib/stats-incr-mrmse NPM

incrmrmse

Compute a moving root mean squared error (RMSE) incrementally.

For a window of size W, the root mean squared error (also known as the root mean square error (RMSE) and root mean square deviation (RMSD)) is defined as

Installation

npm install @stdlib/stats-incr-mrmse

Usage

var incrmrmse = require( '@stdlib/stats-incr-mrmse' );

incrmrmse( window )

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

var accumulator = incrmrmse( 3 );

accumulator( [x, y] )

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

var accumulator = incrmrmse( 3 );

var r = accumulator();
// returns null

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

r = accumulator( -1.0, 4.0 ); // [(2.0,3.0), (-1.0,4.0)]
// returns ~3.61

r = accumulator( 3.0, 9.0 ); // [(2.0,3.0), (-1.0,4.0), (3.0,9.0)]
// returns ~4.55

// Window begins sliding...
r = accumulator( -7.0, 3.0 ); // [(-1.0,4.0), (3.0,9.0), (-7.0,3.0)]
// returns ~7.33

r = accumulator( -5.0, -3.0 ); // [(3.0,9.0), (-7.0,3.0), (-5.0,-3.0)]
// returns ~6.83

r = accumulator();
// returns ~6.83

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.

Examples

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

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

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

// For each simulated datum, update the moving root mean squared 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.