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    @stdlib/stats-incr-mstdev
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    0.0.6 • Public • Published

    incrmstdev

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    Compute a moving corrected sample standard deviation incrementally.

    For a window of size W, the corrected sample standard deviation is defined as

    Equation for the corrected sample standard deviation.

    Installation

    npm install @stdlib/stats-incr-mstdev

    Usage

    var incrmstdev = require( '@stdlib/stats-incr-mstdev' );

    incrmstdev( window[, mean] )

    Returns an accumulator function which incrementally computes a moving corrected sample standard deviation. The window parameter defines the number of values over which to compute the moving corrected sample standard deviation.

    var accumulator = incrmstdev( 3 );

    If the mean is already known, provide a mean argument.

    var accumulator = incrmstdev( 3, 5.0 );

    accumulator( [x] )

    If provided an input value x, the accumulator function returns an updated corrected sample standard deviation. If not provided an input value x, the accumulator function returns the current corrected sample standard deviation.

    var accumulator = incrmstdev( 3 );
    
    var s = accumulator();
    // returns null
    
    // Fill the window...
    s = accumulator( 2.0 ); // [2.0]
    // returns 0.0
    
    s = accumulator( 1.0 ); // [2.0, 1.0]
    // returns ~0.7071
    
    s = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
    // returns 1.0
    
    // Window begins sliding...
    s = accumulator( -7.0 ); // [1.0, 3.0, -7.0]
    // returns ~5.29
    
    s = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
    // returns ~5.29
    
    s = accumulator();
    // returns ~5.29

    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 at least W-1 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.
    • As W values are needed to fill the window buffer, the first W-1 returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values.

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var incrmstdev = require( '@stdlib/stats-incr-mstdev' );
    
    var accumulator;
    var v;
    var i;
    
    // Initialize an accumulator:
    accumulator = incrmstdev( 5 );
    
    // For each simulated datum, update the moving corrected sample standard deviation...
    for ( i = 0; i < 100; i++ ) {
        v = randu() * 100.0;
        accumulator( v );
    }
    console.log( accumulator() );

    See Also


    Notice

    This package is part of 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, see the main project repository.

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    License

    See LICENSE.

    Copyright

    Copyright © 2016-2022. The Stdlib Authors.

    Install

    npm i @stdlib/stats-incr-mstdev

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    61

    Version

    0.0.6

    License

    Apache-2.0

    Unpacked Size

    59.8 kB

    Total Files

    10

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser