time-to-botec

Benchmark sampling in different programming languages
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main.js (2459B)

      1 /**
      2 * @license Apache-2.0
      3 *
      4 * Copyright (c) 2018 The Stdlib Authors.
      5 *
      6 * Licensed under the Apache License, Version 2.0 (the "License");
      7 * you may not use this file except in compliance with the License.
      8 * You may obtain a copy of the License at
      9 *
     10 *    http://www.apache.org/licenses/LICENSE-2.0
     11 *
     12 * Unless required by applicable law or agreed to in writing, software
     13 * distributed under the License is distributed on an "AS IS" BASIS,
     14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
     15 * See the License for the specific language governing permissions and
     16 * limitations under the License.
     17 */
     18 
     19 'use strict';
     20 
     21 // MODULES //
     22 
     23 var isPositiveInteger = require( '@stdlib/assert/is-positive-integer' ).isPrimitive;
     24 var incrmmean = require( './../../../incr/mmean' );
     25 var signum = require( '@stdlib/math/base/special/signum' );
     26 var kroneckerDelta = require( '@stdlib/math/base/special/kronecker-delta' );
     27 
     28 
     29 // MAIN //
     30 
     31 /**
     32 * Returns an accumulator function which incrementally computes a moving mean directional accuracy.
     33 *
     34 * @param {PositiveInteger} W - window size
     35 * @throws {TypeError} must provide a positive integer
     36 * @returns {Function} accumulator function
     37 *
     38 * @example
     39 * var accumulator = incrmmda( 3 );
     40 *
     41 * var m = accumulator();
     42 * // returns null
     43 *
     44 * m = accumulator( 2.0, 3.0 );
     45 * // returns 1.0
     46 *
     47 * m = accumulator( 5.0, 2.0 );
     48 * // returns 0.5
     49 *
     50 * m = accumulator( 3.0, 2.0 );
     51 * // returns ~0.33
     52 *
     53 * m = accumulator( 4.0, 5.0 );
     54 * // returns ~0.33
     55 *
     56 * m = accumulator();
     57 * // returns ~0.33
     58 */
     59 function incrmmda( W ) {
     60 	var mean;
     61 	var FLG;
     62 	var f0;
     63 	var a0;
     64 	if ( !isPositiveInteger( W ) ) {
     65 		throw new TypeError( 'invalid argument. Must provide a positive integer. Value: `' + W + '`.' );
     66 	}
     67 	mean = incrmmean( W );
     68 	return accumulator;
     69 
     70 	/**
     71 	* If provided input values, the accumulator function returns an updated mean directional accuracy. If not provided input values, the accumulator function returns the current mean directional.
     72 	*
     73 	* @private
     74 	* @param {number} [f] - forecast value
     75 	* @param {number} [a] - actual value
     76 	* @returns {(number|null)} mean directional accuracy or null
     77 	*/
     78 	function accumulator( f, a ) {
     79 		var sf;
     80 		var sa;
     81 		if ( arguments.length === 0 ) {
     82 			return mean();
     83 		}
     84 		if ( FLG === void 0 ) {
     85 			FLG = true;
     86 			f0 = f;
     87 			a0 = a;
     88 		}
     89 		sf = signum( f-f0 );
     90 		sa = signum( a-a0 );
     91 		f0 = f;
     92 		a0 = a;
     93 		return mean( kroneckerDelta( sf, sa ) );
     94 	}
     95 }
     96 
     97 
     98 // EXPORTS //
     99 
    100 module.exports = incrmmda;