fintech-algorithms
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Missing, Infinite, Invalid, and Unsupported-State Policies

Install and import#

bash
npm install fintech-algorithms
ts
import { missingInfiniteInvalidAndUnsupportedStatePolicies } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/statistical-computing-and-reproducibility/missing-infinite-invalid-and-unsupported-state-policies";

Signature#

missingInfiniteInvalidAndUnsupportedStatePolicies(input)

Worked example#

verified This is the worked example published in the article, replayed by the test suite on every run. The output cannot drift.

Input#

input
{
  "values": [1, 2, 3, 4, 5],
  "floatingValue": 0.1,
  "maxSafeMagnitude": 1.7976931348623157e+308,
  "window": 3,
  "rawValues": [1, null, 2, "bad", 3],
  "invalidPolicy": "drop-and-report",
  "seed": 42,
  "sampleCount": 5,
  "leftVector": [
    {
      "index": "A",
      "value": 1
    },
    {
      "index": "B",
      "value": 2
    }
  ],
  "rightVector": [
    {
      "index": "B",
      "value": 20
    },
    {
      "index": "C",
      "value": 30
    }
  ],
  "train": [10, 12, 14, 16],
  "test": [18, 20],
  "actual": [1, 2.0000001, 3],
  "expected": [1, 2, 3]
}

Showing 14 of 18 fields.

Call#

missingInfiniteInvalidAndUnsupportedStatePolicies(input)

Returns#

object with 2 fields: accepted, rejectedCount

{
  "accepted": [1, 2, 3],
  "rejectedCount": 2
}

Diagrams#

Missing, Infinite, Invalid, and Unsupported-State Policies — article hero
Missing, Infinite, Invalid, and Unsupported-State Policies — calculation ledger
Missing, Infinite, Invalid, and Unsupported-State Policies — concept anatomy
Missing, Infinite, Invalid, and Unsupported-State Policies — failure boundary
Missing, Infinite, Invalid, and Unsupported-State Policies — method map
Missing, Infinite, Invalid, and Unsupported-State Policies — scenario contrast

How it works#

This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.

Read the article →

References#

The rest of the Statistical Computing and Reproducibility family#