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Compute a moving residual sum of squares (RSS) incrementally.
For a window of size W, the residual sum of squares (also referred to as the sum of squared residuals (SSR) and the sum of squared errors (SSE)) is defined as
npm install @stdlib/stats-incr-mrssAlternatively,
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scripttag without installation and bundlers, use the ES Module available on theesmbranch (see README). - If you are using Deno, visit the
denobranch (see README for usage intructions). - For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the
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var incrmrss = require( '@stdlib/stats-incr-mrss' );Returns an accumulator function which incrementally computes a moving residual sum of squares. The window parameter defines the number of values over which to compute the moving residual sum of squares.
var accumulator = incrmrss( 3 );If provided input values x and y, the accumulator function returns an updated residual sum of squares. If not provided input values x and y, the accumulator function returns the current residual sum of squares.
var accumulator = incrmrss( 3 );
var r = accumulator();
// returns null
// Fill the window...
r = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
// returns 1.0
r = accumulator( -1.0, 4.0 ); // [(2.0,3.0), (-1.0,4.0)]
// returns 26.0
r = accumulator( 3.0, 9.0 ); // [(2.0,3.0), (-1.0,4.0), (3.0,9.0)]
// returns 62.0
// Window begins sliding...
r = accumulator( -7.0, 3.0 ); // [(-1.0,4.0), (3.0,9.0), (-7.0,3.0)]
// returns 161.0
r = accumulator( -5.0, -3.0 ); // [(3.0,9.0), (-7.0,3.0), (-5.0,-3.0)]
// returns 140.0
r = accumulator();
// returns 140.0- Input values are not type checked. If provided
NaNor a value which, when used in computations, results inNaN, the accumulated value isNaNfor at leastW-1future invocations. 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(x,y) pairs are needed to fill the window buffer, the firstW-1returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values.
var randu = require( '@stdlib/random-base-randu' );
var incrmrss = require( '@stdlib/stats-incr-mrss' );
var accumulator;
var v1;
var v2;
var i;
// Initialize an accumulator:
accumulator = incrmrss( 5 );
// For each simulated datum, update the moving residual sum of squares...
for ( i = 0; i < 100; i++ ) {
v1 = ( randu()*100.0 ) - 50.0;
v2 = ( randu()*100.0 ) - 50.0;
accumulator( v1, v2 );
}
console.log( accumulator() );@stdlib/stats-incr/rss: compute the residual sum of squares (RSS) incrementally.@stdlib/stats-incr/mmse: compute a moving mean squared error (MSE) incrementally.@stdlib/stats-incr/mrmse: compute a moving root mean squared error (RMSE) incrementally.
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
See LICENSE.
Copyright © 2016-2024. The Stdlib Authors.
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