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feat: add stats/incr/nanmpe
hrshya 1d3114f
Update test.ts
hrshya 52cfd20
Update test.js
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Update lib/node_modules/@stdlib/stats/incr/nanmpe/README.md
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Update lib/node_modules/@stdlib/stats/incr/nanmpe/README.md
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Update lib/node_modules/@stdlib/stats/incr/nanmpe/README.md
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<!-- | ||
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@license Apache-2.0 | ||
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Copyright (c) 2025 The Stdlib Authors. | ||
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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 | ||
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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 | ||
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. | ||
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--> | ||
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# incrnanmpe | ||
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> Compute the [mean percentage error][mean-percentage-error] (MPE) incrementally, ignoring `NaN` values. | ||
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<section class="intro"> | ||
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The [mean percentage error][mean-percentage-error] is defined as | ||
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<!-- <equation class="equation" label="eq:mean_percentage_error" align="center" raw="\operatorname{MPE} = \frac{100}{n} \sum_{i=0}^{n-1} \frac{a_i - f_i}{a_i}" alt="Equation for the mean percentage error."> --> | ||
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```math | ||
\mathop{\mathrm{MPE}} = \frac{100}{n} \sum_{i=0}^{n-1} \frac{a_i - f_i}{a_i} | ||
``` | ||
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<!-- <div class="equation" align="center" data-raw-text="\operatorname{MPE} = \frac{100}{n} \sum_{i=0}^{n-1} \frac{a_i - f_i}{a_i}" data-equation="eq:mean_percentage_error"> | ||
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@2acedf866c9a4f1353af22f95780535612c5ee06/lib/node_modules/@stdlib/stats/incr/nanmpe/docs/img/equation_mean_percentage_error.svg" alt="Equation for the mean percentage error."> | ||
<br> | ||
</div> --> | ||
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<!-- </equation> --> | ||
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where `f_i` is the forecast value and `a_i` is the actual value. | ||
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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 | ||
var incrnanmpe = require( '@stdlib/stats/incr/nanmpe' ); | ||
``` | ||
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#### incrnanmpe() | ||
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Returns an accumulator `function` which incrementally computes the [mean percentage error][mean-percentage-error], ignoring `NaN` values. | ||
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```javascript | ||
var accumulator = incrnanmpe(); | ||
``` | ||
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#### accumulator( \[f, a] ) | ||
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If provided input values `f` and `a`, the accumulator function returns an updated [mean percentage error][mean-percentage-error]. If not provided input values `f` and `a`, the accumulator function returns the current [mean percentage error][mean-percentage-error]. | ||
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```javascript | ||
var accumulator = incrnanmpe(); | ||
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var m = accumulator( 2.0, 3.0 ); | ||
// returns ~33.33 | ||
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m = accumulator( 2.0, NaN ); | ||
// returns ~33.33 | ||
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m = accumulator( 1.0, 4.0 ); | ||
// returns ~54.17 | ||
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m = accumulator( 3.0, 5.0 ); | ||
// returns ~49.44 | ||
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m = accumulator(); | ||
// returns ~49.44 | ||
``` | ||
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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. | ||
- Be careful when interpreting the [mean percentage error][mean-percentage-error] as errors can cancel. This stated, that errors can cancel makes the [mean percentage error][mean-percentage-error] suitable for measuring the bias in forecasts. | ||
- **Warning**: the [mean percentage error][mean-percentage-error] is **not** suitable for intermittent demand patterns (i.e., when `a_i` is `0`). Interpretation is most straightforward when actual and forecast values are positive valued (e.g., number of widgets sold). | ||
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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 | ||
var randu = require( '@stdlib/random/base/randu' ); | ||
var incrnanmpe = require( '@stdlib/stats/incr/nanmpe' ); | ||
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var accumulator; | ||
var v1; | ||
var v2; | ||
var i; | ||
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// Initialize an accumulator: | ||
accumulator = incrnanmpe(); | ||
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// For each simulated datum, update the mean percentage error... | ||
for ( i = 0; i < 100; i++ ) { | ||
if ( randu() < 0.2 ) { | ||
v1 = NaN; | ||
v2 = NaN; | ||
} else { | ||
v1 = ( randu()*100.0 ) + 50.0; | ||
v2 = ( randu()*100.0 ) + 50.0; | ||
} | ||
accumulator( v1, v2 ); | ||
} | ||
console.log( accumulator() ); | ||
``` | ||
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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/mape`][@stdlib/stats/incr/mape]</span><span class="delimiter">: </span><span class="description">compute the mean absolute percentage error (MAPE) incrementally.</span> | ||
- <span class="package-name">[`@stdlib/stats/incr/me`][@stdlib/stats/incr/me]</span><span class="delimiter">: </span><span class="description">compute the mean error (ME) incrementally.</span> | ||
- <span class="package-name">[`@stdlib/stats/incr/mmpe`][@stdlib/stats/incr/mmpe]</span><span class="delimiter">: </span><span class="description">compute a moving mean percentage error (MPE) 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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[mean-percentage-error]: https://en.wikipedia.org/wiki/Mean_percentage_error | ||
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<!-- <related-links> --> | ||
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[@stdlib/stats/incr/mape]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mape | ||
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[@stdlib/stats/incr/me]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/me | ||
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[@stdlib/stats/incr/mmpe]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmpe | ||
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<!-- </related-links> --> | ||
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</section> | ||
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<!-- /.links --> |
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69
lib/node_modules/@stdlib/stats/incr/nanmpe/benchmark/benchmark.js
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/** | ||
* @license Apache-2.0 | ||
* | ||
* Copyright (c) 2025 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. | ||
*/ | ||
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'use strict'; | ||
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// MODULES // | ||
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var bench = require( '@stdlib/bench' ); | ||
var randu = require( '@stdlib/random/base/randu' ); | ||
var pkg = require( './../package.json' ).name; | ||
var incrnanmpe = require( './../lib' ); | ||
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// MAIN // | ||
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bench( pkg, function benchmark( b ) { | ||
var f; | ||
var i; | ||
b.tic(); | ||
for ( i = 0; i < b.iterations; i++ ) { | ||
f = incrnanmpe(); | ||
if ( typeof f !== 'function' ) { | ||
b.fail( 'should return a function' ); | ||
} | ||
} | ||
b.toc(); | ||
if ( typeof f !== 'function' ) { | ||
b.fail( 'should return a function' ); | ||
} | ||
b.pass( 'benchmark finished' ); | ||
b.end(); | ||
}); | ||
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bench( pkg+'::accumulator', function benchmark( b ) { | ||
var acc; | ||
var v; | ||
var i; | ||
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acc = incrnanmpe(); | ||
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b.tic(); | ||
for ( i = 0; i < b.iterations; i++ ) { | ||
v = acc( randu()+0.5, randu()+0.5 ); | ||
if ( v !== v ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
} | ||
b.toc(); | ||
if ( v !== v ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
b.pass( 'benchmark finished' ); | ||
b.end(); | ||
}); |
65 changes: 65 additions & 0 deletions
65
...e_modules/@stdlib/stats/incr/nanmpe/docs/img/equation_mean_percentage_error.svg
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{{alias}}() | ||
Returns an accumulator function which incrementally computes the mean | ||
percentage error (MPE), ignoring `NaN` values. | ||
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If provided input values, the accumulator function returns an updated mean | ||
percentage error. If not provided input values, the accumulator function | ||
returns the current mean percentage error. | ||
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Returns | ||
------- | ||
acc: Function | ||
Accumulator function. | ||
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Examples | ||
-------- | ||
> var accumulator = {{alias}}(); | ||
> var m = accumulator() | ||
null | ||
> m = accumulator( 2.0, 3.0 ) | ||
~33.33 | ||
> m = accumulator( 2.0, NaN ) | ||
~33.33 | ||
> m = accumulator( 5.0, 2.0 ) | ||
~-58.33 | ||
> m = accumulator() | ||
~-58.33 | ||
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See Also | ||
-------- |
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