time-to-botec/squiggle/node_modules/@stdlib/stats/incr/mse

incrmse

Compute the mean squared error (MSE) incrementally.

The mean squared error is defined as

Usage

var incrmse = require( '@stdlib/stats/incr/mse' );

incrmse()

Returns an accumulator function which incrementally computes the mean squared error.

var accumulator = incrmse();

accumulator( [x, y] )

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

var accumulator = incrmse();

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

m = accumulator( -1.0, -4.0 );
// returns 5.0

m = accumulator( -3.0, 5.0 );
// returns ~24.67

m = accumulator();
// returns ~24.67

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.

Examples

var randu = require( '@stdlib/random/base/randu' );
var incrmse = require( '@stdlib/stats/incr/mse' );

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

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

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