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

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# incrmmda

> Compute a moving [mean directional accuracy][mean-directional-accuracy] (MDA) incrementally.

<section class="intro">

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

<!-- <equation class="equation" label="eq:mean_directional_accuracy" align="center" raw="\operatorname{MDA} = \begin{cases} 1 & \textrm{if}\ W = 1 \\ \frac{1}{W} \sum_{i=1}^{W} \delta_{\operatorname{sgn}(\Delta f_{i,i-1}),\ \operatorname{sgn}(\Delta a_{i,i-1})} & \textrm{if}\ W > 1 \end{cases}" alt="Equation for the mean directional accuracy."> -->

<div class="equation" align="center" data-raw-text="\operatorname{MDA} = \begin{cases} 1 & \textrm{if}\ W = 1 \\\frac{1}{W} \sum_{i=1}^{W} \delta_{\operatorname{sgn}(\Delta f_{i,i-1}),\ \operatorname{sgn}(\Delta a_{i,i-1})} & \textrm{if}\ W > 1 \end{cases}" data-equation="eq:mean_directional_accuracy">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@99730afbace8256ce53cfbc0714c7f3cac92466a/lib/node_modules/@stdlib/stats/incr/mmda/docs/img/equation_mean_directional_accuracy.svg" alt="Equation for the mean directional accuracy.">
    <br>
</div>

<!-- </equation> -->

where `f_i` is the forecast value, `a_i` is the actual value, `sgn(x)` is the [signum][@stdlib/math/base/special/signum] function, and `δ` is the [Kronecker delta][@stdlib/math/base/special/kronecker-delta]. 

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var incrmmda = require( '@stdlib/stats/incr/mmda' );
```

#### incrmmda( window )

Returns an accumulator `function` which incrementally computes a moving [mean directional accuracy][mean-directional-accuracy]. The `window` parameter defines the number of values over which to compute the moving [mean directional accuracy][mean-directional-accuracy].

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

#### accumulator( \[f, a] )

If provided input values `f` and `a`, the accumulator function returns an updated [mean directional accuracy][mean-directional-accuracy]. If not provided input values `f` and `a`, the accumulator function returns the current [mean directional accuracy][mean-directional-accuracy].

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

var m = accumulator();
// returns null

// Fill the window...
m = accumulator( 2.0, 3.0 ); // [(+,+)]
// returns 1.0

m = accumulator( 1.0, 4.0 ); // [(+,+), (-,+)]
// returns 0.5

m = accumulator( 3.0, 9.0 ); // [(+,+), (-,+), (+,+)]
// returns ~0.67

// Window begins sliding...
m = accumulator( 7.0, 3.0 ); // [(-,+), (+,+), (+,-)]
// returns ~0.33

m = accumulator( 5.0, 3.0 ); // [(+,+), (+,-), (-,0)]
// returns ~0.33

m = accumulator();
// returns ~0.33
```

</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 **at least** `W-1` 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.
-   As `W` (f,a) 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 incrmmda = require( '@stdlib/stats/incr/mmda' );

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

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

// For each simulated datum, update the moving mean directional accuracy...
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-directional-accuracy]: https://en.wikipedia.org/wiki/Mean_Directional_Accuracy_%28MDA%29

[@stdlib/math/base/special/signum]: https://www.npmjs.com/package/@stdlib/math-base-special-signum

[@stdlib/math/base/special/kronecker-delta]: https://www.npmjs.com/package/@stdlib/math-base-special-kronecker-delta

</section>

<!-- /.links -->