@stdlib/stats-incr-mmse
Compute a moving mean squared error (MSE) incrementally.
0.2.2 • Published 9 months ago
Delta Packages
@stdlib/stats-incr-mpe
Compute the mean percentage error (MPE) incrementally.
@stdlib/stats-incr-rmse
Compute the root mean squared error (RMSE) incrementally.
@stdlib/stats-incr-rss
Compute the residual sum of squares (RSS) incrementally.
@stdlib/stats-incr-mse
Compute the mean squared error (MSE) incrementally.
@stdlib/stats-incr-mrss
Compute a moving residual sum of squares (RSS) incrementally.
@stdlib/stats-incr-mrmse
Compute a moving root mean squared error (RMSE) incrementally.
@stdlib/math-iter-special-dirac-delta
Create an iterator which evaluates the Dirac delta function for each iterated value.
@stdlib/stats-incr-mmaape
Compute a moving arctangent mean absolute percentage error (MAAPE) incrementally.
@stdlib/stats-incr-mmape
Compute a moving mean absolute percentage error (MAPE) incrementally.
@stdlib/stats-incr-maape
Compute the mean arctangent absolute percentage error (MAAPE) incrementally.
@stdlib/stats-incr-mae
Compute the mean absolute error (MAE) incrementally.
@stdlib/stats-incr-mape
Compute the mean absolute percentage error (MAPE) incrementally.
@stdlib/stats-incr-me
Compute the mean error (ME) incrementally.
@stdlib/stats-incr-mme
Compute a moving mean error (ME) incrementally.
@stdlib/time-toc
Return a high-resolution time difference.
@thebadge/quill-to-pdf
Create a PDF from a QuillJS delta
@typewriter/delta
Format for representing rich text documents and changes.
@typewriter/document
An immutable text document format using Delta format broken into lines for optimized rendering.
black-scholes-model
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.