time-to-botec

Benchmark sampling in different programming languages
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README.md (4281B)

      1 <!--
      2 
      3 @license Apache-2.0
      4 
      5 Copyright (c) 2018 The Stdlib Authors.
      6 
      7 Licensed under the Apache License, Version 2.0 (the "License");
      8 you may not use this file except in compliance with the License.
      9 You may obtain a copy of the License at
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     11    http://www.apache.org/licenses/LICENSE-2.0
     12 
     13 Unless required by applicable law or agreed to in writing, software
     14 distributed under the License is distributed on an "AS IS" BASIS,
     15 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
     16 See the License for the specific language governing permissions and
     17 limitations under the License.
     18 
     19 -->
     20 
     21 # incrmmae
     22 
     23 > Compute a moving [mean absolute error][mean-absolute-error] (MAE) incrementally.
     24 
     25 <section class="intro">
     26 
     27 For a window of size `W`, the [mean absolute error][mean-absolute-error] is defined as
     28 
     29 <!-- <equation class="equation" label="eq:mean_absolute_error" align="center" raw="\operatorname{MAE} = \frac{1}{W} \sum_{i=0}^{W-1} |y_i - x_i|" alt="Equation for the mean absolute error."> -->
     30 
     31 <div class="equation" align="center" data-raw-text="\operatorname{MAE} = \frac{1}{W} \sum_{i=0}^{W-1} |y_i - x_i|" data-equation="eq:mean_absolute_error">
     32     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@2fd94e331f96b2984303ca92fad16757cfc5fdcb/lib/node_modules/@stdlib/stats/incr/mmae/docs/img/equation_mean_absolute_error.svg" alt="Equation for the mean absolute error.">
     33     <br>
     34 </div>
     35 
     36 <!-- </equation> -->
     37 
     38 </section>
     39 
     40 <!-- /.intro -->
     41 
     42 <section class="usage">
     43 
     44 ## Usage
     45 
     46 ```javascript
     47 var incrmmae = require( '@stdlib/stats/incr/mmae' );
     48 ```
     49 
     50 #### incrmmae( window )
     51 
     52 Returns an accumulator `function` which incrementally computes a moving [mean absolute error][mean-absolute-error]. The `window` parameter defines the number of values over which to compute the moving [mean absolute error][mean-absolute-error].
     53 
     54 ```javascript
     55 var accumulator = incrmmae( 3 );
     56 ```
     57 
     58 #### accumulator( \[x, y] )
     59 
     60 If provided input values `x` and `y`, the accumulator function returns an updated [mean absolute error][mean-absolute-error]. If not provided input values `x` and `y`, the accumulator function returns the current [mean absolute error][mean-absolute-error].
     61 
     62 ```javascript
     63 var accumulator = incrmmae( 3 );
     64 
     65 var m = accumulator();
     66 // returns null
     67 
     68 // Fill the window...
     69 m = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
     70 // returns 1.0
     71 
     72 m = accumulator( -1.0, 4.0 ); // [(2.0,3.0), (-1.0,4.0)]
     73 // returns 3.0
     74 
     75 m = accumulator( 3.0, 9.0 ); // [(2.0,3.0), (-1.0,4.0), (3.0,9.0)]
     76 // returns 4.0
     77 
     78 // Window begins sliding...
     79 m = accumulator( -7.0, 3.0 ); // [(-1.0,4.0), (3.0,9.0), (-7.0,3.0)]
     80 // returns 7.0
     81 
     82 m = accumulator( -5.0, -3.0 ); // [(3.0,9.0), (-7.0,3.0), (-5.0,-3.0)]
     83 // returns 6.0
     84 
     85 m = accumulator();
     86 // returns 6.0
     87 ```
     88 
     89 </section>
     90 
     91 <!-- /.usage -->
     92 
     93 <section class="notes">
     94 
     95 ## Notes
     96 
     97 -   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 **at least** `W-1` 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.
     98 -   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.
     99 -   **Warning**: the [mean absolute error][mean-absolute-error] is scale-dependent and, thus, the measure should **not** be used to make comparisons between datasets having different scales.
    100 
    101 </section>
    102 
    103 <!-- /.notes -->
    104 
    105 <section class="examples">
    106 
    107 ## Examples
    108 
    109 <!-- eslint no-undef: "error" -->
    110 
    111 ```javascript
    112 var randu = require( '@stdlib/random/base/randu' );
    113 var incrmmae = require( '@stdlib/stats/incr/mmae' );
    114 
    115 var accumulator;
    116 var v1;
    117 var v2;
    118 var i;
    119 
    120 // Initialize an accumulator:
    121 accumulator = incrmmae( 5 );
    122 
    123 // For each simulated datum, update the moving mean absolute error...
    124 for ( i = 0; i < 100; i++ ) {
    125     v1 = ( randu()*100.0 ) - 50.0;
    126     v2 = ( randu()*100.0 ) - 50.0;
    127     accumulator( v1, v2 );
    128 }
    129 console.log( accumulator() );
    130 ```
    131 
    132 </section>
    133 
    134 <!-- /.examples -->
    135 
    136 <section class="links">
    137 
    138 [mean-absolute-error]: https://en.wikipedia.org/wiki/Mean_absolute_error
    139 
    140 </section>
    141 
    142 <!-- /.links -->