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* @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 isPositiveInteger = require( '@stdlib/assert/is-positive-integer' ).isPrimitive;
var incrmmean = require( '@stdlib/stats/incr/mmean' );
var signum = require( '@stdlib/math/base/special/signum' );
var kroneckerDelta = require( '@stdlib/math/base/special/kronecker-delta' );
var format = require( '@stdlib/string/format' );
// MAIN //
/**
* Returns an accumulator function which incrementally computes a moving mean directional accuracy.
*
* @param {PositiveInteger} W - window size
* @throws {TypeError} must provide a positive integer
* @returns {Function} 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
*/
function incrmmda( W ) {
var mean;
var FLG;
var f0;
var a0;
if ( !isPositiveInteger( W ) ) {
throw new TypeError( format( 'invalid argument. Must provide a positive integer. Value: `%s`.', W ) );
}
mean = incrmmean( W );
return accumulator;
/**
* If provided input values, the accumulator function returns an updated mean directional accuracy. If not provided input values, the accumulator function returns the current mean directional.
*
* @private
* @param {number} [f] - forecast value
* @param {number} [a] - actual value
* @returns {(number|null)} mean directional accuracy or null
*/
function accumulator( f, a ) {
var sf;
var sa;
if ( arguments.length === 0 ) {
return mean();
}
if ( FLG === void 0 ) {
FLG = true;
f0 = f;
a0 = a;
}
sf = signum( f-f0 );
sa = signum( a-a0 );
f0 = f;
a0 = a;
return mean( kroneckerDelta( sf, sa ) );
}
}
// EXPORTS //
module.exports = incrmmda;
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