About stdlib...
We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.
The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.
When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, wellwritten, studied, documented, tested, measured, and highquality code out there.
To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!
Compute a corrected sample standard deviation incrementally.
The corrected sample standard deviation is defined as
npm install @stdlib/statsincrstdev
var incrstdev = require( '@stdlib/statsincrstdev' );
Returns an accumulator function
which incrementally computes a corrected sample standard deviation.
var accumulator = incrstdev();
If the mean is already known, provide a mean
argument.
var accumulator = incrstdev( 3.0 );
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 = incrstdev();
var s = accumulator( 2.0 );
// returns 0.0
s = accumulator( 1.0 ); // => sqrt(((21.5)^2+(11.5)^2) / (21))
// returns ~0.7071
s = accumulator( 3.0 ); // => sqrt(((22)^2+(12)^2+(32)^2) / (31))
// returns 1.0
s = accumulator();
// returns 1.0
 Input values are not type checked. If provided
NaN
or a value which, when used in computations, results inNaN
, the accumulated value isNaN
for all future invocations. If nonnumeric inputs are possible, you are advised to type check and handle accordingly before passing the value to the accumulator function.
var randu = require( '@stdlib/randombaserandu' );
var incrstdev = require( '@stdlib/statsincrstdev' );
var accumulator;
var v;
var i;
// Initialize an accumulator:
accumulator = incrstdev();
// For each simulated datum, update the sample standard deviation...
for ( i = 0; i < 100; i++ ) {
v = randu() * 100.0;
accumulator( v );
}
console.log( accumulator() );

@stdlib/statsincr/kurtosis
: compute a corrected sample excess kurtosis incrementally. 
@stdlib/statsincr/mean
: compute an arithmetic mean incrementally. 
@stdlib/statsincr/mstdev
: compute a moving corrected sample standard deviation incrementally. 
@stdlib/statsincr/skewness
: compute a corrected sample skewness incrementally. 
@stdlib/statsincr/summary
: compute a statistical summary incrementally. 
@stdlib/statsincr/variance
: compute an unbiased sample variance incrementally.
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.
See LICENSE.
Copyright © 20162024. The Stdlib Authors.