130 lines
3.2 KiB
Markdown
130 lines
3.2 KiB
Markdown
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<!--
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@license Apache-2.0
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Copyright (c) 2018 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# incrmse
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> Compute the [mean squared error][mean-squared-error] (MSE) incrementally.
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<section class="intro">
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The [mean squared error][mean-squared-error] is defined as
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<!-- <equation class="equation" label="eq:mean_squared_error" align="center" raw="\operatorname{MSE} = \frac{1}{n} \sum_{i=0}^{n-1} (y_i - x_i)^2" alt="Equation for the mean squared error."> -->
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<div class="equation" align="center" data-raw-text="\operatorname{MSE} = \frac{1}{n} \sum_{i=0}^{n-1} (y_i - x_i)^2" data-equation="eq:mean_squared_error">
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<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@f5d4f0cac0a117ba1e0c70706a2fb284f69e7291/lib/node_modules/@stdlib/stats/incr/mse/docs/img/equation_mean_squared_error.svg" alt="Equation for the mean squared error.">
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<br>
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</div>
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<!-- </equation> -->
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</section>
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<!-- /.intro -->
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<section class="usage">
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## Usage
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```javascript
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var incrmse = require( '@stdlib/stats/incr/mse' );
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```
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#### incrmse()
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Returns an accumulator `function` which incrementally computes the [mean squared error][mean-squared-error].
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```javascript
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var accumulator = incrmse();
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```
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#### accumulator( \[x, y] )
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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].
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```javascript
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var accumulator = incrmse();
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var m = accumulator( 2.0, 3.0 );
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// returns 1.0
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m = accumulator( -1.0, -4.0 );
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// returns 5.0
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m = accumulator( -3.0, 5.0 );
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// returns ~24.67
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m = accumulator();
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// returns ~24.67
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```
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</section>
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<!-- /.usage -->
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<section class="notes">
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## Notes
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- 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.
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</section>
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<!-- /.notes -->
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<section class="examples">
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## Examples
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<!-- eslint no-undef: "error" -->
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```javascript
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var randu = require( '@stdlib/random/base/randu' );
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var incrmse = require( '@stdlib/stats/incr/mse' );
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var accumulator;
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var v1;
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var v2;
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var i;
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// Initialize an accumulator:
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accumulator = incrmse();
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// For each simulated datum, update the mean squared error...
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for ( i = 0; i < 100; i++ ) {
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v1 = ( randu()*100.0 ) - 50.0;
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v2 = ( randu()*100.0 ) - 50.0;
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accumulator( v1, v2 );
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}
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console.log( accumulator() );
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```
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</section>
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<!-- /.examples -->
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<section class="links">
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[mean-squared-error]: https://en.wikipedia.org/wiki/Mean_squared_error
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</section>
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<!-- /.links -->
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