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refactor(stats/incr/mrmse): add stats/incr/nanmrmse
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‎lib/node_modules/@stdlib/stats/incr/nanmrmse/README.md‎

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<!--
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@license Apache-2.0
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Copyright (c) 2018 The Stdlib Authors.
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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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http://www.apache.org/licenses/LICENSE-2.0
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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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# incrnanmrmse
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> Compute a moving [root mean squared error][root-mean-squared-error] (RMSE) incrementally, ignoring `NaN` values.
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<section class="intro">
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For a window of size `W`, the [**root mean squared error**][root-mean-squared-error] (also known as the **root mean square error** (RMSE) and **root mean square deviation** (RMSD)) is defined as
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<!-- <equation class="equation" label="eq:root_mean_squared_error" align="center" raw="\operatorname{RMSE} = \sqrt{ \frac{1}{W} \sum_{i=0}^{W-1} (y_i - x_i)^2 }" alt="Equation for the root mean squared error."> -->
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```math
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\mathop{\mathrm{RMSE}} = \sqrt{ \frac{1}{W} \sum_{i=0}^{W-1} (y_i - x_i)^2 }
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```
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<!-- <div class="equation" align="center" data-raw-text="\operatorname{RMSE} = \sqrt{ \frac{1}{W} \sum_{i=0}^{W-1} (y_i - x_i)^2 }" data-equation="eq:root_mean_squared_error">
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<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@6c360ad04d4b48c623a626d13723b4dc33ff0e8e/lib/node_modules/@stdlib/stats/incr/mrmse/docs/img/equation_root_mean_squared_error.svg" alt="Equation for the root mean squared error.">
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<br>
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</div> -->
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<!-- </equation> -->
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</section>
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<!-- /.intro -->
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<section class="usage">
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## Usage
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```javascript
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var incrnanmrmse = require( '@stdlib/stats/incr/nanmrmse' );
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```
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#### incrnanmrmse( window )
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Returns an accumulator `function` which incrementally computes a moving [root mean squared error][root-mean-squared-error]. The `window` parameter defines the number of values over which to compute the moving [root mean squared error][root-mean-squared-error], ignoring `NaN` values.
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```javascript
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var accumulator = incrnanmrmse( 3 );
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```
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#### accumulator( \[x, y] )
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If provided input values `x` and `y`, the accumulator function returns an updated [root mean squared error][root-mean-squared-error]. If not provided input values `x` and `y`, the accumulator function returns the current [root mean squared error][root-mean-squared-error].
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```javascript
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var accumulator = incrnanmrmse( 3 );
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var r = accumulator();
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// returns null
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// Fill the window...
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r = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
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// returns 1.0
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r = accumulator( 1.0, NaN ); // [(2.0,3.0)]
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// returns 1.0
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r = accumulator( -1.0, 4.0 ); // [(2.0,3.0), (-1.0,4.0)]
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// returns ~3.61
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r = accumulator( 3.0, 9.0 ); // [(2.0,3.0), (-1.0,4.0), (3.0,9.0)]
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// returns ~4.55
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// Window begins sliding...
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r = accumulator( -7.0, 3.0 ); // [(-1.0,4.0), (3.0,9.0), (-7.0,3.0)]
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// returns ~7.33
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r = accumulator( -5.0, -3.0 ); // [(3.0,9.0), (-7.0,3.0), (-5.0,-3.0)]
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// returns ~6.83
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r = accumulator();
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// returns ~6.83
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```
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</section>
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<!-- /.usage -->
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<section class="notes">
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## Notes
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- Input values are **not** type checked. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function.
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- As `W` (x,y) 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.
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</section>
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<!-- /.notes -->
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<section class="examples">
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## Examples
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<!-- eslint no-undef: "error" -->
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```javascript
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var randu = require( '@stdlib/random/base/randu' );
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var incrnanmrmse = require( '@stdlib/stats/incr/nanmrmse' );
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var accumulator;
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var v1;
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var v2;
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var i;
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// Initialize an accumulator:
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accumulator = incrnanmrmse( 5 );
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// For each simulated datum, update the moving root mean squared error...
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for ( i = 0; i < 100; i++ ) {
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if ( randu() < 0.2 ) {
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v1 = NaN;
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v2 = NaN;
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} else {
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v1 = ( randu()*100.0 ) - 50.0;
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v2 = ( randu()*100.0 ) - 50.0;
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}
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accumulator( v1, v2 );
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}
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console.log( accumulator() );
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```
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</section>
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<!-- /.examples -->
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<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
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<section class="related">
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* * *
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## See Also
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- <span class="package-name">[`@stdlib/stats/incr/mrmse`][@stdlib/stats/incr/mrmse]</span><span class="delimiter">: </span><span class="description">compute a moving root mean squared error (MSE) incrementally.</span>
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</section>
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<!-- /.related -->
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<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="links">
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[root-mean-squared-error]: https://en.wikipedia.org/wiki/Root-mean-square_deviation
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<!-- <related-links> -->
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[@stdlib/stats/incr/mrmse]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mrmse
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<!-- </related-links> -->
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</section>
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<!-- /.links -->

‎lib/node_modules/@stdlib/stats/incr/nanmrmse/benchmark/benchmark.js‎

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/**
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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 bench = require( '@stdlib/bench' );
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var randu = require( '@stdlib/random/base/randu' );
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var pkg = require( './../package.json' ).name;
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var incrnanmrmse = require( './../lib' );
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// MAIN //
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bench( pkg, function benchmark( b ) {
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var f;
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var i;
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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f = incrnanmrmse( (i%5)+1 );
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if ( typeof f !== 'function' ) {
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b.fail( 'should return a function' );
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}
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}
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b.toc();
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if ( typeof f !== 'function' ) {
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b.fail( 'should return a function' );
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}
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b.pass( 'benchmark finished' );
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b.end();
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});
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bench( pkg+'::accumulator', function benchmark( b ) {
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var acc;
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var v;
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var i;
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acc = incrnanmrmse( 5 );
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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v = acc( randu()-0.5, randu()-0.5 );
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if ( v !== v ) {
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b.fail( 'should not return NaN' );
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}
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}
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b.toc();
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if ( v !== v ) {
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b.fail( 'should not return NaN' );
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}
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b.pass( 'benchmark finished' );
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b.end();
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});

‎lib/node_modules/@stdlib/stats/incr/nanmrmse/docs/img/equation_root_mean_squared_error.svg‎

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‎lib/node_modules/@stdlib/stats/incr/nanmrmse/docs/repl.txt‎

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{{alias}}( W )
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Returns an accumulator function which incrementally computes a moving root
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mean squared error (RMSE), ignoring 'NaN' values.
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The `W` parameter defines the number of values over which to compute the
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moving root mean squared error.
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If provided a value, the accumulator function returns an updated moving root
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mean squared error. If not provided a value, the accumulator function
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returns the current moving root mean squared error.
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As `W` values are needed to fill the window buffer, the first `W-1` returned
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values are calculated from smaller sample sizes. Until the window is full,
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each returned value is calculated from all provided values.
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Parameters
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----------
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W: integer
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Window size.
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Returns
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-------
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acc: Function
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Accumulator function.
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Examples
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--------
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> var accumulator = {{alias}}( 3 );
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> var r = accumulator()
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null
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> r = accumulator( 2.0, 3.0 )
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1.0
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> r = accumulator( 1.0, NaN )
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1.0
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> r = accumulator( -5.0, 2.0 )
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5.0
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> r = accumulator( 3.0, 2.0 )
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~4.12
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> r = accumulator( 5.0, -2.0 )
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~5.74
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> r = accumulator()
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~5.74
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See Also
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--------
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