-
-
Notifications
You must be signed in to change notification settings - Fork 1.2k
feat: adding stats/incr/nanmmse
#6190
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Merged
Planeshifter
merged 10 commits into
stdlib-js:develop
from
satansin123:feature/adding-nanmmse-package-5599
Mar 10, 2026
Merged
Changes from 7 commits
Commits
Show all changes
10 commits
Select commit
Hold shift + click to select a range
4648b77
feat: adding stats/incr/nanmmse
satansin123 694e89c
style: as suggested by the reviewer
satansin123 86ff247
style: as suggested by the reviewer
satansin123 1a67828
docs: update description
Planeshifter a8baf93
docs: remove backticks
Planeshifter 2b131b8
docs: make related packages section empty
Planeshifter 51329d7
docs: remove empty line
Planeshifter cdfc0a3
docs: remove links
Planeshifter a882c00
Merge remote-tracking branch 'upstream/develop' into feature/adding-n…
stdlib-bot 9d06efa
chore: update copyright years
stdlib-bot File filter
Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
There are no files selected for viewing
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,173 @@ | ||
| <!-- | ||
|
|
||
| @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. | ||
|
|
||
| --> | ||
|
|
||
| # incrnanmmse | ||
|
|
||
| > Compute a moving [mean squared error][mean-squared-error] (MSE) incrementally, ignoring `NaN` values. | ||
|
|
||
| <section class="intro"> | ||
|
|
||
| For a window of size `W`, the [mean squared error][mean-squared-error] is defined as | ||
|
|
||
| <!-- <equation class="equation" label="eq:mean_squared_error" align="center" raw="\operatorname{MSE} = \frac{1}{W} \sum_{i=0}^{W-1} (y_i - x_i)^2" alt="Equation for the mean squared error."> --> | ||
|
|
||
| ```math | ||
| \mathop{\mathrm{MSE}} = \frac{1}{W} \sum_{i=0}^{W-1} (y_i - x_i)^2 | ||
| ``` | ||
|
|
||
| <!-- <div class="equation" align="center" data-raw-text="\operatorname{MSE} = \frac{1}{W} \sum_{i=0}^{W-1} (y_i - x_i)^2" data-equation="eq:mean_squared_error"> | ||
| <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@9cb3c4a2fcf92ca07ed60c34de1ceda40f75919c/lib/node_modules/@stdlib/stats/incr/nanmmse/docs/img/equation_mean_squared_error.svg" alt="Equation for the mean squared error."> | ||
| <br> | ||
| </div> --> | ||
|
|
||
| <!-- </equation> --> | ||
|
|
||
| </section> | ||
|
|
||
| <!-- /.intro --> | ||
|
|
||
| <section class="usage"> | ||
|
|
||
| ## Usage | ||
|
|
||
| ```javascript | ||
| var incrnanmmse = require( '@stdlib/stats/incr/nanmmse' ); | ||
| ``` | ||
|
|
||
| #### incrnanmmse( window ) | ||
|
|
||
| Returns an accumulator `function` which incrementally computes a moving [mean squared error][mean-squared-error]. The `window` parameter defines the number of values over which to compute the moving [mean squared error][mean-squared-error], ignoring `NaN` values. | ||
|
|
||
| ```javascript | ||
| var accumulator = incrnanmmse( 3 ); | ||
| ``` | ||
|
|
||
| #### accumulator( \[x, y] ) | ||
|
|
||
| If provided input values `x` and `y`, the accumulator function returns an updated [mean squared error][mean-squared-error]. If not provided input values `x` and `y`, the accumulator function returns the current [mean squared error][mean-squared-error]. | ||
|
|
||
| ```javascript | ||
| var accumulator = incrnanmmse( 3 ); | ||
|
|
||
| var m = accumulator(); | ||
| // returns null | ||
|
|
||
| // Fill the window... | ||
| m = accumulator( 2.0, 3.0 ); // [(2.0,3.0)] | ||
| // returns 1.0 | ||
|
|
||
| m = accumulator( -1.0, 4.0 ); // [(2.0,3.0), (-1.0,4.0)] | ||
| // returns 13.0 | ||
|
|
||
| m = accumulator( 3.0, 9.0 ); // [(2.0,3.0), (-1.0,4.0), (3.0,9.0)] | ||
| // returns ~20.67 | ||
|
|
||
| // Window begins sliding... | ||
| m = accumulator( -7.0, 3.0 ); // [(-1.0,4.0), (3.0,9.0), (-7.0,3.0)] | ||
| // returns ~53.67 | ||
|
|
||
| m = accumulator( NaN, 3.0 ); // [(-1.0,4.0), (3.0,9.0), (-7.0,3.0)] | ||
| // returns ~53.67 | ||
|
|
||
| m = accumulator( -5.0, -3.0 ); // [(3.0,9.0), (-7.0,3.0), (-5.0,-3.0)] | ||
| // returns ~46.67 | ||
|
|
||
| m = accumulator(); | ||
| // returns ~46.67 | ||
| ``` | ||
|
|
||
| </section> | ||
|
|
||
| <!-- /.usage --> | ||
|
|
||
| <section class="notes"> | ||
|
|
||
| ## Notes | ||
|
|
||
| - 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. | ||
| - 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. | ||
|
|
||
| </section> | ||
|
|
||
| <!-- /.notes --> | ||
|
|
||
| <section class="examples"> | ||
|
|
||
| ## Examples | ||
|
|
||
| <!-- eslint no-undef: "error" --> | ||
|
|
||
| ```javascript | ||
| var randu = require( '@stdlib/random/base/randu' ); | ||
| var incrnanmmse = require( '@stdlib/stats/incr/nanmmse' ); | ||
|
|
||
| var accumulator; | ||
| var v1; | ||
| var v2; | ||
| var i; | ||
|
|
||
| // Initialize an accumulator: | ||
| accumulator = incrnanmmse( 5 ); | ||
|
|
||
| // For each simulated datum, update the moving mean squared 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() ); | ||
| ``` | ||
|
|
||
| </section> | ||
|
|
||
| <!-- /.examples --> | ||
|
|
||
| <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> | ||
|
|
||
| <section class="related"> | ||
|
|
||
| </section> | ||
|
|
||
| <!-- /.related --> | ||
|
|
||
| <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
|
|
||
| <section class="links"> | ||
|
|
||
| [mean-squared-error]: https://en.wikipedia.org/wiki/Mean_squared_error | ||
|
|
||
| <!-- <related-links> --> | ||
|
|
||
| [@stdlib/stats/incr/mrmse]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mrmse | ||
|
|
||
| [@stdlib/stats/incr/mrss]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mrss | ||
|
|
||
| [@stdlib/stats/incr/mse]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mse | ||
|
|
||
|
Planeshifter marked this conversation as resolved.
Outdated
|
||
| <!-- </related-links> --> | ||
|
|
||
| </section> | ||
|
|
||
| <!-- /.links --> | ||
69 changes: 69 additions & 0 deletions
69
lib/node_modules/@stdlib/stats/incr/nanmmse/benchmark/benchmark.js
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,69 @@ | ||
| /** | ||
| * @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. | ||
| */ | ||
|
|
||
| 'use strict'; | ||
|
|
||
| // MODULES // | ||
|
|
||
| var bench = require( '@stdlib/bench' ); | ||
| var randu = require( '@stdlib/random/base/randu' ); | ||
| var pkg = require( './../package.json' ).name; | ||
| var incrnanmmse = require( './../lib' ); | ||
|
|
||
|
|
||
| // MAIN // | ||
|
|
||
| bench( pkg, function benchmark( b ) { | ||
| var f; | ||
| var i; | ||
| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| f = incrnanmmse( (i%5)+1 ); | ||
| 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(); | ||
| }); | ||
|
|
||
| bench( pkg+'::accumulator', function benchmark( b ) { | ||
| var acc; | ||
| var v; | ||
| var i; | ||
|
|
||
| acc = incrnanmmse( 5 ); | ||
|
|
||
| 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(); | ||
| }); |
60 changes: 60 additions & 0 deletions
60
...ode_modules/@stdlib/stats/incr/nanmmse/docs/img/equation_mean_squared_error.svg
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,49 @@ | ||
|
|
||
| {{alias}}( W ) | ||
| Returns an accumulator function which incrementally computes a moving mean | ||
| squared error (MSE), ignoring `NaN` values. | ||
|
|
||
| The `W` parameter defines the number of values over which to compute the | ||
| moving mean squared error. | ||
|
|
||
| If provided a value, the accumulator function returns an updated moving mean | ||
| squared error. If not provided a value, the accumulator function returns the | ||
| current moving mean squared error. | ||
|
|
||
| As `W` values 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. | ||
|
|
||
| Parameters | ||
| ---------- | ||
| W: integer | ||
| Window size. | ||
|
|
||
| Returns | ||
| ------- | ||
| acc: Function | ||
| Accumulator function. | ||
|
|
||
| Examples | ||
| -------- | ||
| > var accumulator = {{alias}}( 3 ); | ||
| > var m = accumulator() | ||
| null | ||
| > m = accumulator( 2.0, 3.0 ) | ||
| 1.0 | ||
| > m = accumulator( -5.0, 2.0 ) | ||
| 25.0 | ||
| > m = accumulator( NaN, 2.0 ) | ||
| 25.0 | ||
| > m = accumulator( 3.0, 2.0 ) | ||
| 17.0 | ||
| > m = accumulator( 3.0, NaN ) | ||
| 17.0 | ||
| > m = accumulator( 5.0, -2.0 ) | ||
| 33.0 | ||
| > m = accumulator() | ||
| 33.0 | ||
|
|
||
| See Also | ||
| -------- | ||
|
|
Oops, something went wrong.
Oops, something went wrong.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Uh oh!
There was an error while loading. Please reload this page.