incrmda

Compute the mean directional accuracy (MDA) incrementally.

The mean directional accuracy is defined as

where f_i is the forecast value, a_i is the actual value, sgn(x) is the signum function, and δ is the Kronecker delta.

Usage

var incrmda = require( '@stdlib/stats/incr/mda' );

incrmda()

Returns an accumulator function which incrementally computes the mean directional accuracy.

var accumulator = incrmda();

accumulator( [f, a] )

If provided input values f and a, the accumulator function returns an updated mean directional accuracy. If not provided input values f and a, the accumulator function returns the current mean directional accuracy.

var accumulator = incrmda();

var m = accumulator( 2.0, 3.0 );
// returns 1.0

m = accumulator( -1.0, 4.0 );
// returns 0.5

m = accumulator( -3.0, -2.0 );
// returns ~0.67

m = accumulator();
// returns ~0.67

Notes

• 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.

Examples

var randu = require( '@stdlib/random/base/randu' );
var incrmda = require( '@stdlib/stats/incr/mda' );

var accumulator;
var v1;
var v2;
var i;

// Initialize an accumulator:
accumulator = incrmda();

// For each simulated datum, update the mean directional accuracy...
for ( i = 0; i < 100; i++ ) {
v1 = ( randu()*100.0 ) - 50.0;
v2 = ( randu()*100.0 ) - 50.0;
accumulator( v1, v2 );
}
console.log( accumulator() );