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

Index

Type aliases

Functions

Type aliases

accumulator

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

If provided a value, the accumulator function returns an updated mean directional accuracy. If not provided a value, the accumulator function returns the current mean directional accuracy.

Notes
  • If provided NaN or a value which, when used in computations, results in NaN, the accumulated value is NaN for all future invocations.
param

forecast value

param

actual value

returns

mean directional accuracy 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 incrmmda

  • Returns an accumulator function which incrementally computes a moving mean directional accuracy.

    Notes
    • The W parameter defines the number of values over which to compute the moving mean directional accuracy.
    • 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 = incrmmda( 3 );

var m = accumulator();
// returns null

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

m = accumulator( 5.0, 2.0 );
// returns 0.5

m = accumulator( 3.0, 2.0 );
// returns ~0.33

m = accumulator( 4.0, 5.0 );
// returns ~0.33

m = accumulator();
// returns ~0.33