feat: add stats/incr/nanmmaape #5581

lib/node_modules/@stdlib/stats/incr/README.md

@@ -118,6 +118,7 @@ var incr = ns;
 -   <span class="signature">[`incrnanmaxabs()`][@stdlib/stats/incr/nanmaxabs]</span><span class="delimiter">: </span><span class="description">compute a maximum absolute value incrementally, ignoring `NaN` values.</span>
 -   <span class="signature">[`incrnanmean()`][@stdlib/stats/incr/nanmean]</span><span class="delimiter">: </span><span class="description">compute an arithmetic mean incrementally, ignoring `NaN` values.</span>
 -   <span class="signature">[`incrnanmeanabs()`][@stdlib/stats/incr/nanmeanabs]</span><span class="delimiter">: </span><span class="description">compute an arithmetic mean of absolute values incrementally, ignoring `NaN` values.</span>
+-   <span class="signature">[`incrnanmmaape( window )`][@stdlib/stats/incr/nanmmaape]</span><span class="delimiter">: </span><span class="description">compute a moving mean arctangent absolute percentage error (MAAPE) incrementally, ignoring NaN values.</span>
 -   <span class="signature">[`incrnanmstdev( window[, mean] )`][@stdlib/stats/incr/nanmstdev]</span><span class="delimiter">: </span><span class="description">compute a moving corrected sample standard deviation incrementally, ignoring NaN values.</span>
 -   <span class="signature">[`incrnanmsum( window )`][@stdlib/stats/incr/nanmsum]</span><span class="delimiter">: </span><span class="description">compute a moving sum incrementally, ignoring `NaN` values.</span>
 -   <span class="signature">[`incrnanskewness()`][@stdlib/stats/incr/nanskewness]</span><span class="delimiter">: </span><span class="description">compute a corrected sample skewness incrementally, ignoring `NaN` values.</span>
@@ -336,6 +337,8 @@ console.log( getKeys( ns ) );
 
 [@stdlib/stats/incr/nanmeanabs]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/nanmeanabs
 
+[@stdlib/stats/incr/nanmmaape]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/nanmmaape
+
 [@stdlib/stats/incr/nanmstdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/nanmstdev
 
 [@stdlib/stats/incr/nanmsum]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/nanmsum

lib/node_modules/@stdlib/stats/incr/lib/index.js

@@ -16,7 +16,7 @@
 * limitations under the License.
 */
 
 'use strict';
 
 /*
 * When adding modules to the namespace, ensure that they are added in alphabetical order according to module name.
@@ -711,6 +711,15 @@
 */
 setReadOnly( ns, 'incrnanmeanabs', require( '@stdlib/stats/incr/nanmeanabs' ) );
 
+/**
+* @name incrnanmmaape
+* @memberof ns
+* @readonly
+* @type {Function}
+* @see {@link module:@stdlib/stats/incr/nanmmaape}
+*/
+setReadOnly( ns, 'incrnanmmaape', require( '@stdlib/stats/incr/nanmmaape' ) );
+
 /**
 * @name incrnanmstdev
 * @memberof ns

lib/node_modules/@stdlib/stats/incr/nanmmaape/README.md

@@ -0,0 +1,187 @@
+<!--
+
+@license Apache-2.0
+
+Copyright (c) 2018 The Stdlib Authors.
+
+Licensed under the Apache License, Version 2.0 (the "License");
+you may not use this file except in compliance with the License.
+You may obtain a copy of the License at
+
+   http://www.apache.org/licenses/LICENSE-2.0
+
+Unless required by applicable law or agreed to in writing, software
+distributed under the License is distributed on an "AS IS" BASIS,
+WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+See the License for the specific language governing permissions and
+limitations under the License.
+
+-->
+
+# incrmmaape
+
+> Compute a moving [mean arctangent absolute percentage error][@kim:2016a] (MAAPE) incrementally, ignoring `NaN` values.
+
+<section class="intro">
+
+For a window of size `W`, the [mean arctangent absolute percentage error][@kim:2016a] is defined as
+
+<!-- <equation class="equation" label="eq:mean_arctangent_absolute_percentage_error" align="center" raw="\operatorname{MAAPE}  = \frac{1}{W} \sum_{i=0}^{W-1} \operatorname{arctan}\biggl( \biggl| \frac{a_i - f_i}{a_i} \biggr| \biggr)" alt="Equation for the mean arctangent absolute percentage error."> -->
+
+```math
+\mathop{\mathrm{MAAPE}}  = \frac{1}{W} \sum_{i=0}^{W-1} \mathop{\mathrm{arctan}}\biggl( \biggl| \frac{a_i - f_i}{a_i} \biggr| \biggr)
+```
+
+<!-- <div class="equation" align="center" data-raw-text="\operatorname{MAAPE}  = \frac{1}{W} \sum_{i=0}^{W-1} \operatorname{arctan} \biggl( \biggl| \frac{a_i - f_i}{a_i} \biggr| \biggr)" data-equation="eq:mean_arctangent_absolute_percentage_error">
+    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@677f6828831c61cabc84859897a5ee7e079d6ddf/lib/node_modules/@stdlib/stats/incr/mmaape/docs/img/equation_mean_arctangent_absolute_percentage_error.svg" alt="Equation for the mean arctangent absolute percentage error.">
+    <br>
+</div> -->
+
+<!-- </equation> -->
+
+where `f_i` is the forecast value and `a_i` is the actual value.
+
+</section>
+
+<!-- /.intro -->
+
+<section class="usage">
+
+## Usage
+
+```javascript
+var incrnanmmaape = require( '@stdlib/stats/incr/nanmmaape' );
+```
+
+#### incrnanmmaape( window )
+
+Returns an accumulator `function` which incrementally computes a moving [mean arctangent absolute percentage error][@kim:2016a]. The `window` parameter defines the number of values over which to compute the moving [mean arctangent absolute percentage error][@kim:2016a].
+
+```javascript
+var accumulator = incrnanmmaape( 3 );
+```
+
+#### accumulator( \[f, a] )
+
+If provided input values `f` and `a`, the accumulator function returns an updated [mean arctangent absolute percentage error][@kim:2016a]. If not provided input values `f` and `a`, the accumulator function returns the current [mean arctangent absolute percentage error][@kim:2016a].
+
+```javascript
+var accumulator = incrnanmmaape( 3 );
+
+var m = accumulator();
+// returns null
+
+// Fill the window...
+m = accumulator( 2.0, 3.0 );
+// returns ~0.32
+
+m = accumulator( NaN, 4.0 );
+// returns ~0.32
+
+m = accumulator( 1.0, 4.0 );
+// returns ~0.48
+
+m = accumulator( 3.0, 9.0 );
+// returns ~0.52
+
+// Window begins sliding...
+m = accumulator( 7.0, 3.0 );
+// returns ~0.72
+
+m = accumulator();
+// returns ~0.72
+```
+
+</section>
+
+<!-- /.usage -->
+
+<section class="notes">
+
+## Notes
+
+-   Input values are **not** type checked. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function.
+-   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.
+-   Note that, unlike the [mean absolute percentage error][@stdlib/stats/incr/mape] (MAPE), the [mean arctangent absolute percentage error][@kim:2016a] is expressed in radians on the interval \[0,π/2].
+
+</section>
+
+<!-- /.notes -->
+
+<section class="examples">
+
+## Examples
+
+<!-- eslint no-undef: "error" -->
+
+```javascript
+var randu = require( '@stdlib/random/base/randu' );
+var incrnanmmaape = require( '@stdlib/stats/incr/nanmmaape' );
+
+var accumulator;
+var v1;
+var v2;
+var i;
+
+// Initialize an accumulator:
+accumulator = incrnanmmaape( 5 );
+
+// For each simulated datum, update the moving mean arctangent absolute percentage error...
+for ( i = 0; i < 100; i++ ) {
+    if ( randu() < 0.2 ) {
+        v1 = NaN;
+    } else {
+        v1 = ( randu()*100.0 ) + 50.0;
+    }
+    if ( randu() < 0.2 ) {
+        v2 = NaN;
+    } else {
+        v2 = ( randu()*100.0 ) + 50.0;
+    }
+    accumulator( v1, v2 );
+}
+console.log( accumulator() );
+```
+
+</section>
+
+<!-- /.examples -->
+
+<section class="references">
+
+</section>
+
+<!-- /.references -->
+
+<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
+
+<section class="related">
+
+* * *
+
+## See Also
+
+-   <span class="package-name">[`@stdlib/stats/incr/mmaape`][@stdlib/stats/incr/mmaape]</span><span class="delimiter">: </span><span class="description">compute a moving mean arctangent absolute percentage error (MAAPE) incrementally..</span>
+
+</section>
+
+<!-- /.related -->
+
+<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
+
+<section class="links">
+
+[@kim:2016a]: https://www.sciencedirect.com/science/article/pii/S0169207016000121
+
+[@stdlib/stats/incr/mape]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mape
+
+
+<!-- <related-links> -->
+
+[@stdlib/stats/incr/mmaape]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmaape
+
+<!-- </related-links> -->
+
+</section>
+
+<!-- /.links -->

lib/node_modules/@stdlib/stats/incr/nanmmaape/benchmark/benchmark.js

@@ -0,0 +1,69 @@
+/**
+* @license Apache-2.0
+*
+* Copyright (c) 2018 The Stdlib Authors.
+*
+* Licensed under the Apache License, Version 2.0 (the "License");
+* you may not use this file except in compliance with the License.
+* You may obtain a copy of the License at
+*
+*    http://www.apache.org/licenses/LICENSE-2.0
+*
+* Unless required by applicable law or agreed to in writing, software
+* distributed under the License is distributed on an "AS IS" BASIS,
+* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+* See the License for the specific language governing permissions and
+* limitations under the License.
+*/
+
+'use strict';
+
+// MODULES //
+
+var bench = require( '@stdlib/bench' );
+var randu = require( '@stdlib/random/base/randu' );
+var pkg = require( './../package.json' ).name;
+var incrmmaape = require( './../lib' );
+
+
+// MAIN //
+
+bench( pkg, function benchmark( b ) {
+	var f;
+	var i;
+	b.tic();
+	for ( i = 0; i < b.iterations; i++ ) {
+		f = incrmmaape( (i%5)+1 );
+		if ( typeof f !== 'function' ) {
+			b.fail( 'should return a function' );
+		}
+	}
+	b.toc();
+	if ( typeof f !== 'function' ) {
+		b.fail( 'should return a function' );
+	}
+	b.pass( 'benchmark finished' );
+	b.end();
+});
+
+bench( pkg+'::accumulator', function benchmark( b ) {
+	var acc;
+	var v;
+	var i;
+
+	acc = incrmmaape( 5 );
+
+	b.tic();
+	for ( i = 0; i < b.iterations; i++ ) {
+		v = acc( randu()+0.5, randu()+0.5 );
+		if ( v !== v ) {
+			b.fail( 'should not return NaN' );
+		}
+	}
+	b.toc();
+	if ( v !== v ) {
+		b.fail( 'should not return NaN' );
+	}
+	b.pass( 'benchmark finished' );
+	b.end();
+});