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
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 inNaN
, the accumulated value isNaN
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() );