@stdlib/stats-incr-mse
TypeScript icon, indicating that this package has built-in type declarations

0.2.2 • Public • Published
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!

incrmse

NPM version Build Status Coverage Status

Compute the mean squared error (MSE) incrementally.

The mean squared error is defined as

Equation for the mean squared error.

Installation

npm install @stdlib/stats-incr-mse

Usage

var incrmse = require( '@stdlib/stats-incr-mse' );

incrmse()

Returns an accumulator function which incrementally computes the mean squared error.

var accumulator = incrmse();

accumulator( [x, y] )

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

var accumulator = incrmse();

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

m = accumulator( -1.0, -4.0 );
// returns 5.0

m = accumulator( -3.0, 5.0 );
// returns ~24.67

m = accumulator();
// returns ~24.67

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.

Examples

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

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

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

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

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.

Package Sidebar

Install

npm i @stdlib/stats-incr-mse

Homepage

stdlib.io

Weekly Downloads

30

Version

0.2.2

License

Apache-2.0

Unpacked Size

38.4 kB

Total Files

12

Last publish

Collaborators

  • stdlib-bot
  • kgryte
  • planeshifter
  • rreusser