@thi.ng/transducers-stats
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2.1.118 • Public • Published

@thi.ng/transducers-stats

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[!NOTE] This is one of 192 standalone projects, maintained as part of the @thi.ng/umbrella monorepo and anti-framework.

🚀 Please help me to work full-time on these projects by sponsoring me on GitHub. Thank you! ❤️

About

Transducers for statistical / technical analysis. This is a support package for @thi.ng/transducers.

This package provides a set of transducers for technical (financial) and statistical analysis and replaces the older @thi.ng/indicators package.

The transducers provided here accept an optional input iterable, which allows them them to be used directly instead of having to wrap their call in one of the transducer execution functions (i.e. transduce(), iterator()). If executed this way, the functions will return a transforming ES6 iterator (generator) instead of a transducer.

Supported indicators

Status

STABLE - used in production

Search or submit any issues for this package

Installation

yarn add @thi.ng/transducers-stats

ESM import:

import * as ts from "@thi.ng/transducers-stats";

Browser ESM import:

<script type="module" src="https://esm.run/@thi.ng/transducers-stats"></script>

JSDelivr documentation

For Node.js REPL:

const ts = await import("@thi.ng/transducers-stats");

Package sizes (brotli'd, pre-treeshake): ESM: 1.39 KB

Dependencies

Usage examples

Several projects in this repo's /examples directory are using this package:

Screenshot Description Live demo Source
ASCII art raymarching with thi.ng/shader-ast & thi.ng/text-canvas Demo Source
Basic crypto-currency candle chart with multiple moving averages plots Demo Source
Fork-join worker-based raymarch renderer (JS/CPU only) Demo Source

API

Generated API docs

import * as tx from "@thi.ng/transducers";
import * as stats from "@thi.ng/transducers-stats";

// Simple moving average (SMA) (sliding window size 5)
// if an input is given (as is the case here), then returns
// a transforming iterator instead of transducer
[...stats.sma(5, [1,2,3,4,5,10,11,12,13,14,9,8,7,6,5])]
// [ 3, 4.8, 6.6, 8.4, 10.2, 12, 11.8, 11.2, 10.2, 8.8, 7 ]

// compute multiple stats at once
tx.transduce(
    tx.comp(
        tx.multiplexObj({
            sma: stats.sma(5),
            ema: stats.ema(5),
            wma: stats.wma(5)
        }),
        // ignore first `period-1` values
        // (because MAs require at least `period` inputs to warm up)
        tx.drop(4)
    ),
    tx.push(),
    [1,2,3,4,5,10,11,12,13,14,9,8,7,6,5]
);
// [ { wma: 3.6666666666666665, ema: 3, sma: 3 },
//   { wma: 6, ema: 5.333333333333333, sma: 4.8 },
//   { wma: 8.066666666666666, ema: 7.222222222222221, sma: 6.6 },
//   { wma: 9.866666666666667, ema: 8.814814814814815, sma: 8.4 },
//   { wma: 11.4, ema: 10.209876543209877, sma: 10.2 },
//   { wma: 12.666666666666666, ema: 11.473251028806585, sma: 12 },
//   { wma: 11.666666666666666, ema: 10.64883401920439, sma: 11.8 },
//   { wma: 10.4, ema: 9.76588934613626, sma: 11.2 },
//   { wma: 9, ema: 8.843926230757507, sma: 10.2 },
//   { wma: 7.6, ema: 7.895950820505004, sma: 8.8 },
//   { wma: 6.333333333333333, ema: 6.93063388033667, sma: 7 } ]

Authors

If this project contributes to an academic publication, please cite it as:

@misc{thing-transducers-stats,
  title = "@thi.ng/transducers-stats",
  author = "Karsten Schmidt",
  note = "https://thi.ng/transducers-stats",
  year = 2017
}

License

© 2017 - 2024 Karsten Schmidt // Apache License 2.0

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Install

npm i @thi.ng/transducers-stats

Weekly Downloads

76

Version

2.1.118

License

Apache-2.0

Unpacked Size

48.1 kB

Total Files

38

Last publish

Collaborators

  • thi.ng