101 lines
2.4 KiB
JavaScript
101 lines
2.4 KiB
JavaScript
/**
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* @license Apache-2.0
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*
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* Copyright (c) 2018 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var isPositiveInteger = require( '@stdlib/assert/is-positive-integer' ).isPrimitive;
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var incrmmean = require( './../../../incr/mmean' );
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var signum = require( '@stdlib/math/base/special/signum' );
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var kroneckerDelta = require( '@stdlib/math/base/special/kronecker-delta' );
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// MAIN //
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/**
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* Returns an accumulator function which incrementally computes a moving mean directional accuracy.
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*
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* @param {PositiveInteger} W - window size
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* @throws {TypeError} must provide a positive integer
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* @returns {Function} accumulator function
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*
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* @example
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* var accumulator = incrmmda( 3 );
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*
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* var m = accumulator();
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* // returns null
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*
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* m = accumulator( 2.0, 3.0 );
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* // returns 1.0
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*
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* m = accumulator( 5.0, 2.0 );
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* // returns 0.5
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*
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* m = accumulator( 3.0, 2.0 );
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* // returns ~0.33
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*
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* m = accumulator( 4.0, 5.0 );
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* // returns ~0.33
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*
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* m = accumulator();
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* // returns ~0.33
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*/
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function incrmmda( W ) {
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var mean;
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var FLG;
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var f0;
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var a0;
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if ( !isPositiveInteger( W ) ) {
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throw new TypeError( 'invalid argument. Must provide a positive integer. Value: `' + W + '`.' );
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}
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mean = incrmmean( W );
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return accumulator;
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/**
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* 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.
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*
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* @private
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* @param {number} [f] - forecast value
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* @param {number} [a] - actual value
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* @returns {(number|null)} mean directional accuracy or null
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*/
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function accumulator( f, a ) {
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var sf;
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var sa;
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if ( arguments.length === 0 ) {
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return mean();
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}
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if ( FLG === void 0 ) {
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FLG = true;
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f0 = f;
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a0 = a;
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}
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sf = signum( f-f0 );
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sa = signum( a-a0 );
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f0 = f;
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a0 = a;
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return mean( kroneckerDelta( sf, sa ) );
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}
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}
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// EXPORTS //
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module.exports = incrmmda;
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