Skip to content

Latest commit

 

History

History
280 lines (176 loc) · 9.31 KB

README.md

File metadata and controls

280 lines (176 loc) · 9.31 KB
About stdlib...

We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.

The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.

When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.

To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!

incrme

NPM version Build Status Coverage Status

Compute the mean error (ME) incrementally.

The mean error is defined as

$$\mathop{\mathrm{ME}} = \frac{1}{n} \sum_{i=0}^{n-1} (y_i - x_i)$$

Usage

To use in Observable,

incrme = require( 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-incr-me@umd/browser.js' )

To vendor stdlib functionality and avoid installing dependency trees for Node.js, you can use the UMD server build:

var incrme = require( 'path/to/vendor/umd/stats-incr-me/index.js' )

To include the bundle in a webpage,

<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/stats-incr-me@umd/browser.js"></script>

If no recognized module system is present, access bundle contents via the global scope:

<script type="text/javascript">
(function () {
    window.incrme;
})();
</script>

incrme()

Returns an accumulator function which incrementally computes the mean error.

var accumulator = incrme();

accumulator( [x, y] )

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

var accumulator = incrme();

var m = accumulator( 2.0, 3.0 );
// returns 1.0

m = accumulator( -1.0, -4.0 );
// returns -1.0

m = accumulator( -3.0, 5.0 );
// returns 2.0

m = accumulator();
// returns 2.0

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 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.
  • Be careful when interpreting the mean error as errors can cancel. This stated, that errors can cancel makes the mean error suitable for measuring the bias in forecasts.
  • Warning: the mean error is scale-dependent and, thus, the measure should not be used to make comparisons between datasets having different scales.

Examples

<!DOCTYPE html>
<html lang="en">
<body>
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/random-base-randu@umd/browser.js"></script>
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/stats-incr-me@umd/browser.js"></script>
<script type="text/javascript">
(function () {

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

// Initialize an accumulator:
accumulator = incrme();

// For each simulated datum, update the mean 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() );

})();
</script>
</body>
</html>

See Also


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.

Community

Chat


License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.