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External module "stats/incr/mmape/docs/types/index.d"

Index

Type aliases

Functions

Type aliases

accumulator

accumulator: (f?: undefined | number, a?: undefined | number) => number | null

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

input value

param

input value

returns

mean arctangent absolute percentage error or null

Type declaration

    • (f?: undefined | number, a?: undefined | number): number | null
    • Parameters

      • Optional f: undefined | number
      • Optional a: undefined | number

      Returns number | null

Functions

Export assignment incrmmape

  • 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.
    throws

    must provide a positive integer

    Parameters

    • W: number

      window size

    Returns accumulator

    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