incrmse

Compute the mean squared error (MSE) incrementally.

The mean squared error is defined as

Installation

npm install @stdlib/stats-incr-mse

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() );

See Also

• @stdlib/stats-incr/mmse: compute a moving mean squared error (MSE) incrementally.
• @stdlib/stats-incr/rmse: compute the root mean squared error (RMSE) incrementally.
• @stdlib/stats-incr/rss: compute the residual sum of squares (RSS) incrementally.

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.