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feat: adding stats/incr/nanmmse #6190

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181 changes: 181 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmmse/README.md
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<!--

@license Apache-2.0

Copyright (c) 2025 The Stdlib Authors.

Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.

-->

# incrnanmmse

> Compute a moving [mean squared error][mean-squared-error] (MSE) incrementally, ignoring `NaN` values.

<section class="intro">

For a window of size `W`, the [mean squared error][mean-squared-error] is defined as

<!-- <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."> -->

```math
\mathop{\mathrm{MSE}} = \frac{1}{W} \sum_{i=0}^{W-1} (y_i - x_i)^2
```

<!-- <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">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@9cb3c4a2fcf92ca07ed60c34de1ceda40f75919c/lib/node_modules/@stdlib/stats/incr/nanmmse/docs/img/equation_mean_squared_error.svg" alt="Equation for the mean squared error.">
<br>
</div> -->

<!-- </equation> -->

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var incrnanmmse = require( '@stdlib/stats/incr/nanmmse' );
```

#### incrnanmmse( window )

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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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].
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], ignoring `NaN` values.


```javascript
var accumulator = incrnanmmse( 3 );
```

#### accumulator( \[x, y] )

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].

```javascript
var accumulator = incrnanmmse( 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 13.0

m = accumulator( 3.0, 9.0 ); // [(2.0,3.0), (-1.0,4.0), (3.0,9.0)]
// returns ~20.67

// Window begins sliding...
m = accumulator( -7.0, 3.0 ); // [(-1.0,4.0), (3.0,9.0), (-7.0,3.0)]
// returns ~53.67

m = accumulator( NaN, 3.0 ); // [(-1.0,4.0), (3.0,9.0), (-7.0,3.0)]
// returns ~53.67

m = accumulator( -5.0, -3.0 ); // [(3.0,9.0), (-7.0,3.0), (-5.0,-3.0)]
// returns ~46.67

m = accumulator();
// returns ~46.67
```

</section>

<!-- /.usage -->

<section class="notes">

## Notes

- Input values are **not** type checked. 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.

</section>

<!-- /.notes -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var randu = require( '@stdlib/random/base/randu' );
var incrnanmmse = require( '@stdlib/stats/incr/nanmmse' );

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

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

// For each simulated datum, update the moving mean squared error...
for ( i = 0; i < 100; i++ ) {
if ( randu() < 0.2 ) {
v1 = NaN;
v2 = NaN;
} else {
v1 = ( randu()*100.0 ) - 50.0;
v2 = ( randu()*100.0 ) - 50.0;
}
accumulator( v1, v2 );
}
console.log( accumulator() );
```

</section>

<!-- /.examples -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

* * *

## See Also

- <span class="package-name">[`@stdlib/stats/incr/mrmse`][@stdlib/stats/incr/mrmse]</span><span class="delimiter">: </span><span class="description">compute a moving root mean squared error (RMSE) incrementally.</span>
- <span class="package-name">[`@stdlib/stats/incr/mrss`][@stdlib/stats/incr/mrss]</span><span class="delimiter">: </span><span class="description">compute a moving residual sum of squares (RSS) incrementally.</span>
- <span class="package-name">[`@stdlib/stats/incr/mse`][@stdlib/stats/incr/mse]</span><span class="delimiter">: </span><span class="description">compute the mean squared error (MSE) incrementally.</span>

</section>

<!-- /.related -->

<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="links">

[mean-squared-error]: https://en.wikipedia.org/wiki/Mean_squared_error

<!-- <related-links> -->

[@stdlib/stats/incr/mrmse]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mrmse

[@stdlib/stats/incr/mrss]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mrss

[@stdlib/stats/incr/mse]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mse

<!-- </related-links> -->

</section>

<!-- /.links -->
69 changes: 69 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmmse/benchmark/benchmark.js
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/**
* @license Apache-2.0
*
* Copyright (c) 2025 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/

'use strict';

// MODULES //

var bench = require( '@stdlib/bench' );
var randu = require( '@stdlib/random/base/randu' );
var pkg = require( './../package.json' ).name;
var incrnanmmse = require( './../lib' );


// MAIN //

bench( pkg, function benchmark( b ) {
var f;
var i;
b.tic();
for ( i = 0; i < b.iterations; i++ ) {
f = incrnanmmse( (i%5)+1 );
if ( typeof f !== 'function' ) {
b.fail( 'should return a function' );
}
}
b.toc();
if ( typeof f !== 'function' ) {
b.fail( 'should return a function' );
}
b.pass( 'benchmark finished' );
b.end();
});

bench( pkg+'::accumulator', function benchmark( b ) {
var acc;
var v;
var i;

acc = incrnanmmse( 5 );

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
v = acc( randu()-0.5, randu()-0.5 );
if ( v !== v ) {
b.fail( 'should not return NaN' );
}
}
b.toc();
if ( v !== v ) {
b.fail( 'should not return NaN' );
}
b.pass( 'benchmark finished' );
b.end();
});
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49 changes: 49 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmmse/docs/repl.txt
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{{alias}}( W )
Returns an accumulator function which incrementally computes a moving mean
squared error (MSE), ignoring `NaN` values.

The `W` parameter defines the number of values over which to compute the
moving mean squared error.

If provided a value, the accumulator function returns an updated moving mean
squared error. If not provided a value, the accumulator function returns the
current moving mean squared error.

As `W` values 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.

Parameters
----------
W: integer
Window size.

Returns
-------
acc: Function
Accumulator function.

Examples
--------
> var accumulator = {{alias}}( 3 );
> var m = accumulator()
null
> m = accumulator( 2.0, 3.0 )
1.0
> m = accumulator( -5.0, 2.0 )
25.0
> m = accumulator( NaN, 2.0 )
25.0
> m = accumulator( 3.0, 2.0 )
17.0
> m = accumulator( 3.0, NaN )
17.0
> m = accumulator( 5.0, -2.0 )
33.0
> m = accumulator()
33.0

See Also
--------

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