time-to-botec/squiggle/node_modules/@stdlib/stats/incr/rmse/README.md

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# incrrmse

> Compute the [root mean squared error][root-mean-squared-error] (RMSE) incrementally.

<section class="intro">

The [**root mean squared error**][root-mean-squared-error] (also known as the **root mean square error** (RMSE) and **root mean square deviation** (RMSD)) is defined as

<!-- <equation class="equation" label="eq:root_mean_squared_error" align="center" raw="\operatorname{RMSE} = \sqrt{ \frac{1}{n} \sum_{i=0}^{n-1} (y_i - x_i)^2 }" alt="Equation for the root mean squared error."> -->

<div class="equation" align="center" data-raw-text="\operatorname{RMSE} = \sqrt{ \frac{1}{n} \sum_{i=0}^{n-1} (y_i - x_i)^2 }" data-equation="eq:root_mean_squared_error">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@831e7903fe8f57ea6c3ccab4bf697bc45c3c1934/lib/node_modules/@stdlib/stats/incr/rmse/docs/img/equation_root_mean_squared_error.svg" alt="Equation for the root mean squared error.">
    <br>
</div>

<!-- </equation> -->

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var incrrmse = require( '@stdlib/stats/incr/rmse' );
```

#### incrrmse()

Returns an accumulator `function` which incrementally computes the [root mean squared error][root-mean-squared-error].

```javascript
var accumulator = incrrmse();
```

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

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

```javascript
var accumulator = incrrmse();

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

r = accumulator( -1.0, -4.0 );
// returns ~2.24

r = accumulator( -3.0, 5.0 );
// returns ~4.97

r = accumulator();
// returns ~4.97
```

</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.

</section>

<!-- /.notes -->

<section class="examples">

## Examples

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

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

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

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

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

</section>

<!-- /.examples -->

<section class="links">

[root-mean-squared-error]: https://en.wikipedia.org/wiki/Root-mean-square_deviation

</section>

<!-- /.links -->