@stdlib/stats-incr-mpe
v0.2.3TypeScript
Compute the mean percentage error (MPE) incrementally.
55/weekUpdated 1 weeks agoApache-2.0Unpacked: 37.8 KB
Published by The Stdlib Authors
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incrmpe
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> Compute the [mean percentage error][mean-percentage-error] (MPE) incrementally.
The [mean percentage error][mean-percentage-error] is defined as
where f_i is the forecast value and a_i is the actual value.
Installation
``bash`
npm install @stdlib/stats-incr-mpe
Usage
`javascript`
var incrmpe = require( '@stdlib/stats-incr-mpe' );
#### incrmpe()
Returns an accumulator function which incrementally computes the [mean percentage error][mean-percentage-error].
`javascript`
var accumulator = incrmpe();
#### accumulator( \[f, a] )
If provided input values f and a, the accumulator function returns an updated [mean percentage error][mean-percentage-error]. If not provided input values f and a, the accumulator function returns the current [mean percentage error][mean-percentage-error].
`javascript
var accumulator = incrmpe();
var m = accumulator( 2.0, 3.0 );
// returns ~33.33
m = accumulator( 1.0, 4.0 );
// returns ~54.17
m = accumulator( 3.0, 5.0 );
// returns ~49.44
m = accumulator();
// returns ~49.44
`
Notes
- Input values are not type checked. If provided NaN or a value which, when used in computations, results in NaN, the accumulated value is NaN 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.a_i
- Be careful when interpreting the [mean percentage error][mean-percentage-error] as errors can cancel. This stated, that errors can cancel makes the [mean percentage error][mean-percentage-error] suitable for measuring the bias in forecasts.
- Warning: the [mean percentage error][mean-percentage-error] is not suitable for intermittent demand patterns (i.e., when is 0). Interpretation is most straightforward when actual and forecast values are positive valued (e.g., number of widgets sold).
Examples
`javascript
var randu = require( '@stdlib/random-base-randu' );
var incrmpe = require( '@stdlib/stats-incr-mpe' );
var accumulator;
var v1;
var v2;
var i;
// Initialize an accumulator:
accumulator = incrmpe();
// For each simulated datum, update the mean percentage 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() );
`
*
See Also
- [@stdlib/stats-incr/mape][@stdlib/stats/incr/mape]: compute the mean absolute percentage error (MAPE) incrementally.
- [@stdlib/stats-incr/me][@stdlib/stats/incr/me]: compute the mean error (ME) incrementally.
- [@stdlib/stats-incr/mmpe][@stdlib/stats/incr/mmpe]: compute a moving mean percentage error (MPE) incrementally.
*
Notice
This package is part of [stdlib][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][stdlib], see the main project [repository][stdlib].
#### Community
[![Chat][chat-image]][chat-url]
---
License
See [LICENSE][stdlib-license].
Copyright
Copyright © 2016-2026. The Stdlib [Authors][stdlib-authors].
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[stdlib]: https://github.com/stdlib-js/stdlib
[stdlib-authors]: https://github.com/stdlib-js/stdlib/graphs/contributors
[umd]: https://github.com/umdjs/umd
[es-module]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Guide/Modules
[deno-url]: https://github.com/stdlib-js/stats-incr-mpe/tree/deno
[deno-readme]: https://github.com/stdlib-js/stats-incr-mpe/blob/deno/README.md
[umd-url]: https://github.com/stdlib-js/stats-incr-mpe/tree/umd
[umd-readme]: https://github.com/stdlib-js/stats-incr-mpe/blob/umd/README.md
[esm-url]: https://github.com/stdlib-js/stats-incr-mpe/tree/esm
[esm-readme]: https://github.com/stdlib-js/stats-incr-mpe/blob/esm/README.md
[branches-url]: https://github.com/stdlib-js/stats-incr-mpe/blob/main/branches.md
[stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-incr-mpe/main/LICENSE
[mean-percentage-error]: https://en.wikipedia.org/wiki/Mean_percentage_error
[@stdlib/stats/incr/mape]: https://www.npmjs.com/package/@stdlib/stats-incr-mape
[@stdlib/stats/incr/me]: https://www.npmjs.com/package/@stdlib/stats-incr-me
[@stdlib/stats/incr/mmpe]: https://www.npmjs.com/package/@stdlib/stats-incr-mmpe