time-to-botec

Benchmark sampling in different programming languages
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README.md (4318B)

      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
     10 
     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 # incrmrmse
     22 
     23 > Compute a moving [root mean squared error][root-mean-squared-error] (RMSE) incrementally.
     24 
     25 <section class="intro">
     26 
     27 For a window of size `W`, the [**root mean squared error**][root-mean-squared-error] (also known as the **root mean square error** (RMSE) and **root mean square deviation** (RMSD)) is defined as
     28 
     29 <!-- <equation class="equation" label="eq:root_mean_squared_error" align="center" raw="\operatorname{RMSE} = \sqrt{ \frac{1}{W} \sum_{i=0}^{W-1} (y_i - x_i)^2 }" alt="Equation for the root mean squared error."> -->
     30 
     31 <div class="equation" align="center" data-raw-text="\operatorname{RMSE} = \sqrt{ \frac{1}{W} \sum_{i=0}^{W-1} (y_i - x_i)^2 }" data-equation="eq:root_mean_squared_error">
     32     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@6c360ad04d4b48c623a626d13723b4dc33ff0e8e/lib/node_modules/@stdlib/stats/incr/mrmse/docs/img/equation_root_mean_squared_error.svg" alt="Equation for the root mean squared 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 incrmrmse = require( '@stdlib/stats/incr/mrmse' );
     48 ```
     49 
     50 #### incrmrmse( window )
     51 
     52 Returns an accumulator `function` which incrementally computes a moving [root mean squared error][root-mean-squared-error]. The `window` parameter defines the number of values over which to compute the moving [root mean squared error][root-mean-squared-error].
     53 
     54 ```javascript
     55 var accumulator = incrmrmse( 3 );
     56 ```
     57 
     58 #### accumulator( \[x, y] )
     59 
     60 If provided input values `x` and `y`, the accumulator function returns an updated [root mean squared error][root-mean-squared-error]. If not provided input values `x` and `y`, the accumulator function returns the current [root mean squared error][root-mean-squared-error].
     61 
     62 ```javascript
     63 var accumulator = incrmrmse( 3 );
     64 
     65 var r = accumulator();
     66 // returns null
     67 
     68 // Fill the window...
     69 r = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
     70 // returns 1.0
     71 
     72 r = accumulator( -1.0, 4.0 ); // [(2.0,3.0), (-1.0,4.0)]
     73 // returns ~3.61
     74 
     75 r = accumulator( 3.0, 9.0 ); // [(2.0,3.0), (-1.0,4.0), (3.0,9.0)]
     76 // returns ~4.55
     77 
     78 // Window begins sliding...
     79 r = accumulator( -7.0, 3.0 ); // [(-1.0,4.0), (3.0,9.0), (-7.0,3.0)]
     80 // returns ~7.33
     81 
     82 r = accumulator( -5.0, -3.0 ); // [(3.0,9.0), (-7.0,3.0), (-5.0,-3.0)]
     83 // returns ~6.83
     84 
     85 r = accumulator();
     86 // returns ~6.83
     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 
    100 </section>
    101 
    102 <!-- /.notes -->
    103 
    104 <section class="examples">
    105 
    106 ## Examples
    107 
    108 <!-- eslint no-undef: "error" -->
    109 
    110 ```javascript
    111 var randu = require( '@stdlib/random/base/randu' );
    112 var incrmrmse = require( '@stdlib/stats/incr/mrmse' );
    113 
    114 var accumulator;
    115 var v1;
    116 var v2;
    117 var i;
    118 
    119 // Initialize an accumulator:
    120 accumulator = incrmrmse( 5 );
    121 
    122 // For each simulated datum, update the moving root mean squared error...
    123 for ( i = 0; i < 100; i++ ) {
    124     v1 = ( randu()*100.0 ) - 50.0;
    125     v2 = ( randu()*100.0 ) - 50.0;
    126     accumulator( v1, v2 );
    127 }
    128 console.log( accumulator() );
    129 ```
    130 
    131 </section>
    132 
    133 <!-- /.examples -->
    134 
    135 <section class="links">
    136 
    137 [root-mean-squared-error]: https://en.wikipedia.org/wiki/Root-mean-square_deviation
    138 
    139 </section>
    140 
    141 <!-- /.links -->