87 lines
2.1 KiB
JavaScript
87 lines
2.1 KiB
JavaScript
|
/**
|
||
|
|
* @license Apache-2.0
|
||
|
|
*
|
||
|
|
* Copyright (c) 2018 The Stdlib Authors.
|
||
|
|
*
|
||
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
||
|
|
* you may not use this file except in compliance with the License.
|
||
|
|
* You may obtain a copy of the License at
|
||
|
|
*
|
||
|
|
* http://www.apache.org/licenses/LICENSE-2.0
|
||
|
|
*
|
||
|
|
* Unless required by applicable law or agreed to in writing, software
|
||
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
||
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||
|
|
* See the License for the specific language governing permissions and
|
||
|
|
* limitations under the License.
|
||
|
|
*/
|
||
|
|
|
||
|
|
'use strict';
|
||
|
|
|
||
|
|
// MODULES //
|
||
|
|
|
||
|
|
var isPositiveInteger = require( '@stdlib/assert/is-positive-integer' ).isPrimitive;
|
||
|
|
var incrmmean = require( './../../../incr/mmean' );
|
||
|
|
|
||
|
|
|
||
|
|
// MAIN //
|
||
|
|
|
||
|
|
/**
|
||
|
|
* Returns an accumulator function which incrementally computes a moving mean squared error.
|
||
|
|
*
|
||
|
|
* @param {PositiveInteger} W - window size
|
||
|
|
* @throws {TypeError} must provide a positive integer
|
||
|
|
* @returns {Function} accumulator function
|
||
|
|
*
|
||
|
|
* @example
|
||
|
|
* var accumulator = incrmmse( 3 );
|
||
|
|
*
|
||
|
|
* var m = accumulator();
|
||
|
|
* // returns null
|
||
|
|
*
|
||
|
|
* m = accumulator( 2.0, 3.0 );
|
||
|
|
* // returns 1.0
|
||
|
|
*
|
||
|
|
* m = accumulator( -5.0, 2.0 );
|
||
|
|
* // returns 25.0
|
||
|
|
*
|
||
|
|
* m = accumulator( 3.0, 2.0 );
|
||
|
|
* // returns 17.0
|
||
|
|
*
|
||
|
|
* m = accumulator( 5.0, -2.0 );
|
||
|
|
* // returns 33.0
|
||
|
|
*
|
||
|
|
* m = accumulator();
|
||
|
|
* // returns 33.0
|
||
|
|
*/
|
||
|
|
function incrmmse( W ) {
|
||
|
|
var mean;
|
||
|
|
if ( !isPositiveInteger( W ) ) {
|
||
|
|
throw new TypeError( 'invalid argument. Must provide a positive integer. Value: `' + W + '`.' );
|
||
|
|
}
|
||
|
|
mean = incrmmean( W );
|
||
|
|
return accumulator;
|
||
|
|
|
||
|
|
/**
|
||
|
|
* If provided input values, the accumulator function returns an updated mean squared error. If not provided input values, the accumulator function returns the current mean squared error.
|
||
|
|
*
|
||
|
|
* @private
|
||
|
|
* @param {number} [x] - input value
|
||
|
|
* @param {number} [y] - input value
|
||
|
|
* @returns {(number|null)} mean squared error or null
|
||
|
|
*/
|
||
|
|
function accumulator( x, y ) {
|
||
|
|
var r;
|
||
|
|
if ( arguments.length === 0 ) {
|
||
|
|
return mean();
|
||
|
|
}
|
||
|
|
r = y - x;
|
||
|
|
return mean( r*r );
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
// EXPORTS //
|
||
|
|
|
||
|
|
module.exports = incrmmse;
|