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@stdlib/stats

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Standard library statistical functions.

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/* * @license Apache-2.0 * * Copyright (c) 2019 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ // TypeScript Version: 4.1 /// <reference types="@stdlib/types"/> /** * If provided input values, the accumulator function returns an updated mean arctangent absolute percentage error. If not provided input values, the accumulator function returns the current mean arctangent absolute percentage error. * * ## Notes * * - Note that, unlike the mean absolute percentage error (MAPE), the mean arctangent absolute percentage error is expressed in radians on the interval [0,π/2]. * - If provided `NaN` or a value which, when used in computations, results in `NaN`, the accumulated value is `NaN` for all future invocations. * * @param f - input value * @param a - input value * @returns mean arctangent absolute percentage error or null */ type accumulator = ( f?: number, a?: number ) => number | null; /** * Returns an accumulator function which incrementally computes a moving mean absolute percentage error. * * ## Notes * * - The `W` parameter defines the number of values over which to compute the moving mean absolute percentage error. * - As `W` (f,a) 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. * * @param W - window size * @throws must provide a positive integer * @returns accumulator function * * @example * var accumulator = incrmmape( 3 ); * * var m = accumulator(); * // returns null * * m = accumulator( 2.0, 3.0 ); * // returns ~33.33 * * m = accumulator( 5.0, 2.0 ); * // returns ~91.67 * * m = accumulator( 3.0, 2.0 ); * // returns ~77.78 * * m = accumulator( 2.0, 5.0 ); * // returns ~86.67 * * m = accumulator(); * // returns ~86.67 */ declare function incrmmape( W: number ): accumulator; // EXPORTS // export = incrmmape;