import { relativeError } from "https://deno.land/x/simplestatistics@v7.7.5/index.js";
Relative error.
This is more difficult to calculate than it first appears [1,2]. The usual
formula for the relative error between an actual value A and an expected
value E is |(A-E)/E|
, but:
-
If the expected value is 0, any other value has infinite relative error, which is counter-intuitive: if the expected voltage is 0, getting 1/10th of a volt doesn't feel like an infinitely large error.
-
This formula does not satisfy the mathematical definition of a metric [3]. [4] solved this problem by defining the relative error as
|ln(|A/E|)|
, but that formula only works if all values are positive: for example, it reports the relative error of -10 and 10 as 0.
Our implementation sticks with convention and returns:
- 0 if the actual and expected values are both zero
- Infinity if the actual value is non-zero and the expected value is zero
|(A-E)/E|
in all other cases
[1] https://math.stackexchange.com/questions/677852/how-to-calculate-relative-error-when-true-value-is-zero [2] https://en.wikipedia.org/wiki/Relative_change_and_difference [3] https://en.wikipedia.org/wiki/Metric_(mathematics)#Definition [4] F.W.J. Olver: "A New Approach to Error Arithmetic." SIAM Journal on Numerical Analysis, 15(2), 1978, 10.1137/0715024.