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Statistical moments of ndarrays


Calculate unnormalized moments of an ndarray. Another name for these things is that they are the expected value of polynomials. The first unnormalized moment is just the mean, the second is the expected value of x^2, the 3rd is E[x^3], etc. Using this data, you can compute any polynomial statistic like variance, kurtosis, or skewness using the method of moments (aka linearity of expectation).


var ndarray = require("ndarray")
var x = ndarray(new Float64Array([1, 2, 5, -10]))
//Compute moments 
var moments = require("ndarray-moments")(2, x)
//Print out statistics 
console.log("Mean:", moments[0])
console.log("Variance:", moments[1] - moments[0]*moments[0])


npm install ndarray-moments

require("ndarray-moments")(n, array)

Calcuates the first n moments of array

  • n is the number of moments
  • array is the array we are iterating over

Returns An array of moments of the array.


(c) 2013 Mikola Lysenko. MIT License