time-to-botec/js/node_modules/@stdlib/stats/incr/me/README.md

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@license Apache-2.0
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# incrme
> Compute the [mean error][mean-absolute-error] (ME) incrementally.
<section class="intro">
The [mean error][mean-absolute-error] is defined as
<!-- <equation class="equation" label="eq:mean_error" align="center" raw="\operatorname{ME} = \frac{1}{n} \sum_{i=0}^{n-1} (y_i - x_i)" alt="Equation for the mean error."> -->
<div class="equation" align="center" data-raw-text="\operatorname{ME} = \frac{1}{n} \sum_{i=0}^{n-1} (y_i - x_i)" data-equation="eq:mean_error">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@7d6e6319f451be0997d35a6cf491b08e1f2cb5cf/lib/node_modules/@stdlib/stats/incr/me/docs/img/equation_mean_error.svg" alt="Equation for the mean error.">
<br>
</div>
<!-- </equation> -->
</section>
<!-- /.intro -->
<section class="usage">
## Usage
```javascript
var incrme = require( '@stdlib/stats/incr/me' );
```
#### incrme()
Returns an accumulator `function` which incrementally computes the [mean error][mean-absolute-error].
```javascript
var accumulator = incrme();
```
#### accumulator( \[x, y] )
If provided input values `x` and `y`, the accumulator function returns an updated [mean error][mean-absolute-error]. If not provided input values `x` and `y`, the accumulator function returns the current [mean error][mean-absolute-error].
```javascript
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
```
</section>
<!-- /.usage -->
<section class="notes">
## 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][mean-absolute-error] as errors can cancel. This stated, that errors can cancel makes the [mean error][mean-absolute-error] suitable for measuring the bias in forecasts.
- **Warning**: the [mean error][mean-absolute-error] is scale-dependent and, thus, the measure should **not** be used to make comparisons between datasets having different scales.
</section>
<!-- /.notes -->
<section class="examples">
## Examples
<!-- eslint no-undef: "error" -->
```javascript
var randu = require( '@stdlib/random/base/randu' );
var incrme = require( '@stdlib/stats/incr/me' );
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() );
```
</section>
<!-- /.examples -->
<section class="links">
[mean-absolute-error]: https://en.wikipedia.org/wiki/Mean_absolute_error
</section>
<!-- /.links -->