/** * @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' ); var signum = require( '@stdlib/math/base/special/signum' ); var kroneckerDelta = require( '@stdlib/math/base/special/kronecker-delta' ); // MAIN // /** * Returns an accumulator function which incrementally computes a moving mean directional accuracy. * * @param {PositiveInteger} W - window size * @throws {TypeError} must provide a positive integer * @returns {Function} accumulator function * * @example * var accumulator = incrmmda( 3 ); * * var m = accumulator(); * // returns null * * m = accumulator( 2.0, 3.0 ); * // returns 1.0 * * m = accumulator( 5.0, 2.0 ); * // returns 0.5 * * m = accumulator( 3.0, 2.0 ); * // returns ~0.33 * * m = accumulator( 4.0, 5.0 ); * // returns ~0.33 * * m = accumulator(); * // returns ~0.33 */ function incrmmda( W ) { var mean; var FLG; var f0; var a0; 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 directional accuracy. If not provided input values, the accumulator function returns the current mean directional. * * @private * @param {number} [f] - forecast value * @param {number} [a] - actual value * @returns {(number|null)} mean directional accuracy or null */ function accumulator( f, a ) { var sf; var sa; if ( arguments.length === 0 ) { return mean(); } if ( FLG === void 0 ) { FLG = true; f0 = f; a0 = a; } sf = signum( f-f0 ); sa = signum( a-a0 ); f0 = f; a0 = a; return mean( kroneckerDelta( sf, sa ) ); } } // EXPORTS // module.exports = incrmmda;