README.md (3483B)
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 # incrrss 22 23 > Compute the [residual sum of squares][residual-sum-of-squares] (RSS) incrementally. 24 25 <section class="intro"> 26 27 The [**residual sum of squares**][residual-sum-of-squares] (also referred to as the **sum of squared residuals** (SSR) and the **sum of squared errors** (SSE)) is defined as 28 29 <!-- <equation class="equation" label="eq:residual_sum_of_squares" align="center" raw="\operatorname{RSS} = \sum_{i=0}^{n-1} (y_i - x_i)^2" alt="Equation for the residual sum of squares."> --> 30 31 <div class="equation" align="center" data-raw-text="\operatorname{RSS} = \sum_{i=0}^{n-1} (y_i - x_i)^2" data-equation="eq:residual_sum_of_squares"> 32 <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@78799028a150a44d463029bdb62ac870b1c1f9d4/lib/node_modules/@stdlib/stats/incr/rss/docs/img/equation_residual_sum_of_squares.svg" alt="Equation for the residual sum of squares."> 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 incrrss = require( '@stdlib/stats/incr/rss' ); 48 ``` 49 50 #### incrrss() 51 52 Returns an accumulator `function` which incrementally computes the [residual sum of squares][residual-sum-of-squares]. 53 54 ```javascript 55 var accumulator = incrrss(); 56 ``` 57 58 #### accumulator( \[x, y] ) 59 60 If provided input values `x` and `y`, the accumulator function returns an updated [residual sum of squares][residual-sum-of-squares]. If not provided input values `x` and `y`, the accumulator function returns the current [residual sum of squares][residual-sum-of-squares]. 61 62 ```javascript 63 var accumulator = incrrss(); 64 65 var r = accumulator( 2.0, 3.0 ); 66 // returns 1.0 67 68 r = accumulator( -1.0, -4.0 ); 69 // returns 10.0 70 71 r = accumulator( -3.0, 5.0 ); 72 // returns 74.0 73 74 r = accumulator(); 75 // returns 74.0 76 ``` 77 78 </section> 79 80 <!-- /.usage --> 81 82 <section class="notes"> 83 84 ## Notes 85 86 - 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. 87 88 </section> 89 90 <!-- /.notes --> 91 92 <section class="examples"> 93 94 ## Examples 95 96 <!-- eslint no-undef: "error" --> 97 98 ```javascript 99 var randu = require( '@stdlib/random/base/randu' ); 100 var incrrss = require( '@stdlib/stats/incr/rss' ); 101 102 var accumulator; 103 var v1; 104 var v2; 105 var i; 106 107 // Initialize an accumulator: 108 accumulator = incrrss(); 109 110 // For each simulated datum, update the residual sum of squares... 111 for ( i = 0; i < 100; i++ ) { 112 v1 = ( randu()*100.0 ) - 50.0; 113 v2 = ( randu()*100.0 ) - 50.0; 114 accumulator( v1, v2 ); 115 } 116 console.log( accumulator() ); 117 ``` 118 119 </section> 120 121 <!-- /.examples --> 122 123 <section class="links"> 124 125 [residual-sum-of-squares]: https://en.wikipedia.org/wiki/Residual_sum_of_squares 126 127 </section> 128 129 <!-- /.links -->