incrrmse

Compute the root mean squared error (RMSE) incrementally.

The root mean squared error (also known as the root mean square error (RMSE) and root mean square deviation (RMSD)) is defined as

upper R upper M upper S upper E equals StartRoot StartFraction 1 Over n EndFraction sigma-summation Underscript i equals 0 Overscript n minus 1 Endscripts left-parenthesis y Subscript i Baseline minus x Subscript i Baseline right-parenthesis squared EndRoot

Usage

var incrrmse = require( '@stdlib/stats/incr/rmse' );

incrrmse()

Returns an accumulator function which incrementally computes the root mean squared error.

var accumulator = incrrmse();

accumulator( [x, y] )

If provided input values x and y, the accumulator function returns an updated root mean squared error. If not provided input values x and y, the accumulator function returns the current root mean squared error.

var accumulator = incrrmse();

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

r = accumulator( -1.0, -4.0 );
// returns ~2.24

r = accumulator( -3.0, 5.0 );
// returns ~4.97

r = accumulator();
// returns ~4.97

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 incrrmse = require( '@stdlib/stats/incr/rmse' );

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

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

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