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Add pkg to incrementally compute the MAAPE
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‎lib/node_modules/@stdlib/stats/incr/maape/README.md‎

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<!--
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@license Apache-2.0
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Copyright (c) 2018 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# incrmaape
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> Compute the [mean arctangent absolute percentage error][@kim:2016a] (MAAPE) incrementally.
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<section class="intro">
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The [mean arctangent absolute percentage error][@kim:2016a] is defined as
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<!-- <equation class="equation" label="eq:mean_arctangent_absolute_percentage_error" align="center" raw="\operatorname{MAAPE} = \frac{1}{n} \sum_{i=0}^{n-1} \operatorname{arctan}\biggl( \biggl| \frac{a_i - f_i}{a_i} \biggr| \biggr)" alt="Equation for the mean arctangent absolute percentage error."> -->
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<div class="equation" align="center" data-raw-text="\operatorname{MAAPE} = \frac{1}{n} \sum_{i=0}^{n-1} \operatorname{arctan} \biggl( \biggl| \frac{a_i - f_i}{a_i} \biggr| \biggr)" data-equation="eq:mean_arctangent_absolute_percentage_error">
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<img src="" alt="Equation for the mean arctangent absolute percentage error.">
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<br>
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</div>
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<!-- </equation> -->
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where `f_i` is the forecast value and `a_i` is the actual value.
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</section>
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<!-- /.intro -->
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<section class="usage">
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## Usage
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```javascript
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var incrmaape = require( '@stdlib/stats/incr/maape' );
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```
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#### incrmaape()
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Returns an accumulator `function` which incrementally computes the [mean arctangent absolute percentage error][@kim:2016a].
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```javascript
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var accumulator = incrmaape();
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```
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#### accumulator( \[f, a] )
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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].
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```javascript
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var accumulator = incrmaape();
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var m = accumulator( 2.0, 3.0 );
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// returns ~0.3218
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m = accumulator( 1.0, 4.0 );
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// returns ~0.4826
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m = accumulator( 3.0, 5.0 );
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// returns ~0.4486
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m = accumulator();
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// returns ~0.4486
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```
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</section>
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<!-- /.usage -->
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<section class="notes">
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## Notes
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- 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.
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- 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].
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</section>
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<!-- /.notes -->
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<section class="examples">
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## Examples
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<!-- eslint no-undef: "error" -->
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```javascript
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var randu = require( '@stdlib/random/base/randu' );
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var incrmaape = require( '@stdlib/stats/incr/maape' );
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var accumulator;
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var v1;
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var v2;
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var i;
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// Initialize an accumulator:
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accumulator = incrmaape();
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// For each simulated datum, update the mean arctangent absolute percentage error...
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for ( i = 0; i < 100; i++ ) {
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v1 = ( randu()*100.0 ) + 50.0;
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v2 = ( randu()*100.0 ) + 50.0;
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accumulator( v1, v2 );
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}
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console.log( accumulator() );
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```
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</section>
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<!-- /.examples -->
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<section class="references">
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## References
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- Kim, Sungil, and Heeyoung Kim. 2016. "A new metric of absolute percentage error for intermittent demand forecasts." _International Journal of Forecasting_ 32 (3): 669–79. doi:[10.1016/j.ijforecast.2015.12.003][@kim:2016a].
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</section>
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<!-- /.references -->
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<section class="links">
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[@kim:2016a]: https://www.sciencedirect.com/science/article/pii/S0169207016000121
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[@stdlib/stats/incr/mape]: https://github.com/stdlib-js/stdlib
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</section>
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<!-- /.links -->

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

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

‎lib/node_modules/@stdlib/stats/incr/maape/docs/img/equation_mean_arctangent_absolute_percentage_error.svg‎

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