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feat: add stats/incr/nanmape
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| <!-- | ||
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| @license Apache-2.0 | ||
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| Copyright (c) 2026 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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| # incrnanmape | ||
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| > Compute the [mean absolute percentage error][mean-absolute-percentage-error] (MAPE) incrementally, ignoring `NaN` values. | ||
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| <section class="intro"> | ||
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| The [mean absolute percentage error][mean-absolute-percentage-error] is defined as | ||
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| <!-- <equation class="equation" label="eq:mean_absolute_percentage_error" align="center" raw="\operatorname{MAPE} = \frac{100}{n} \sum_{i=0}^{n-1} \biggl| \frac{a_i - f_i}{a_i} \biggr|" alt="Equation for the mean absolute percentage error."> --> | ||
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| ```math | ||
| \mathop{\mathrm{MAPE}} = \frac{100}{n} \sum_{i=0}^{n-1} \biggl| \frac{a_i - f_i}{a_i} \biggr| | ||
| ``` | ||
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| <!-- <div class="equation" align="center" data-raw-text="\operatorname{MAPE} = \frac{100}{n} \sum_{i=0}^{n-1} \biggl| \frac{a_i - f_i}{a_i} \biggr|" data-equation="eq:mean_absolute_percentage_error"> | ||
| <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@d4867162fd6445b10f93ca01f3f764bc646662d8/lib/node_modules/@stdlib/stats/incr/nanmape/docs/img/equation_mean_absolute_percentage_error.svg" alt="Equation for the mean absolute 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 incrnanmape = require( '@stdlib/stats/incr/nanmape' ); | ||
| ``` | ||
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| #### incrnanmape() | ||
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| Returns an accumulator `function` which incrementally computes the [mean absolute percentage error][mean-absolute-percentage-error], ignoring `NaN` values. | ||
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| ```javascript | ||
| var accumulator = incrnanmape(); | ||
| ``` | ||
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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 absolute percentage error][mean-absolute-percentage-error]. If not provided input values `f` and `a`, the accumulator function returns the current [mean absolute percentage error][mean-absolute-percentage-error]. | ||
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| ```javascript | ||
| var accumulator = incrnanmape(); | ||
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| var m = accumulator( 2.0, 3.0 ); | ||
| // returns ~33.33 | ||
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| m = accumulator( 1.0, 4.0 ); | ||
| // returns ~54.17 | ||
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| m = accumulator( NaN, 4.0 ); | ||
| // returns ~54.17 | ||
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| m = accumulator( 3.0, 5.0 ); | ||
| // returns ~49.44 | ||
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| m = accumulator( 3.0, NaN ); | ||
| // returns ~49.44 | ||
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| m = accumulator( NaN, NaN ); | ||
| // 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. | ||
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| - **Warning**: the [mean absolute percentage error][mean-absolute-percentage-error] has several shortcomings: | ||
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| - The measure is **not** suitable for intermittent demand patterns (i.e., when `a_i` is `0`). | ||
| - The [mean absolute percentage error][mean-absolute-percentage-error] is not symmetrical, as the measure cannot exceed 100% for forecasts which are too "low" and has no limit for forecasts which are too "high". | ||
| - When used to compare the accuracy of forecast models (e.g., predicting demand), the measure is biased toward forecasts which are too low. | ||
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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 incrnanmape = require( '@stdlib/stats/incr/nanmape' ); | ||
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| var accumulator; | ||
| var v1; | ||
| var v2; | ||
| var i; | ||
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| // Initialize an accumulator: | ||
| accumulator = incrnanmape(); | ||
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| // For each simulated datum, update the mean absolute percentage error... | ||
| for ( i = 0; i < 100; i++ ) { | ||
| v1 = ( randu() < 0.2 ) ? NaN : randu() * 100.0; | ||
| v2 = ( randu() < 0.2 ) ? NaN : randu() * 100.0; | ||
| accumulator( v1, v2 ); | ||
| } | ||
| console.log( '\nFinal MAPE: %d\n', 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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| </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-absolute-percentage-error]: https://en.wikipedia.org/wiki/Mean_absolute_percentage_error | ||
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| </section> | ||
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| <!-- /.links --> |
70 changes: 70 additions & 0 deletions
70
lib/node_modules/@stdlib/stats/incr/nanmape/benchmark/benchmark.js
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| /** | ||
| * @license Apache-2.0 | ||
| * | ||
| * Copyright (c) 2026 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 isnan = require( '@stdlib/math/base/assert/is-nan' ); | ||
| var format = require( '@stdlib/string/format' ); | ||
| var pkg = require( './../package.json' ).name; | ||
| var incrnanmape = 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 = incrnanmape(); | ||
| 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( format( '%s::accumulator', pkg ), function benchmark( b ) { | ||
| var acc; | ||
| var v; | ||
| var i; | ||
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| acc = incrnanmape(); | ||
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| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| v = acc( i + 0.5, i + 0.5 ); | ||
| if ( isnan( v ) ) { | ||
| b.fail( 'should not return NaN' ); | ||
| } | ||
| } | ||
| b.toc(); | ||
| if ( isnan( v ) ) { | ||
| b.fail( 'should not return NaN' ); | ||
| } | ||
| b.pass( 'benchmark finished' ); | ||
| b.end(); | ||
| }); |
87 changes: 87 additions & 0 deletions
87
...@stdlib/stats/incr/nanmape/docs/img/equation_mean_absolute_percentage_error.svg
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,31 @@ | ||
|
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| {{alias}}() | ||
| Returns an accumulator function which incrementally computes the mean | ||
| absolute percentage error (MAPE), ignoring `NaN` values. | ||
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| If provided input values, the accumulator function returns an updated mean | ||
| absolute percentage error. If not provided input values, the accumulator | ||
| function returns the current mean absolute 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( 5.0, 2.0 ) | ||
| ~91.67 | ||
| > m = accumulator( 5.0, NaN ) | ||
| ~91.67 | ||
| > m = accumulator() | ||
| ~91.67 | ||
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| See Also | ||
| -------- | ||
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Should include a note about NaN handling behavior, e.g.: "If provided
NaN, the value is ignored." Seenanmstdevrepl.txtfor reference.