lazy-stats

online average, variance, covariance and correlation

Usage no npm install needed!

<script type="module">
  import lazyStats from 'https://cdn.skypack.dev/lazy-stats';
</script>

README

lazy-stats

online average, variance, covariance and correlation

ExampleFeaturesLimitationsAPILicense

Example

import LazyStats from 'lazy-stats'
const stat = new LazyStats(3), // for 3 random variables

stat.push(2,1,0)
stat.push([1,1,1])
stat.push(0,1,2)

const average0 = stat.ave(0),
      average1 = stat.ave(1),
      variance2 = stat.var(2),
      covariance12 = stat.cov(1,2),
      correlation20 = stat.cor(2,0)

Features

Limitations

  • all variables must have the same number of samples, pushed at the same time
  • no skew and kurtosis

API

Properties

  • .N number: total samples received

Methods

  • .push(number0, number1, ...) => {number} sampleSize - add sample value(s) and returns the sampe size
  • .push([number0, number1, ...]) => {number} sampleSize - add array of sample value(s) and returns the sampe size
  • .ave(index) => {number} - average of a given dataset
  • .var(index) => {number} - variance of a given dataset
  • .dev(index) => {number} - standard deviation of a given dataset
  • .cov(i, j) => {number} - covariance between two datasets
  • .cor(i, j) => {number} - correlation between two datasets
  • .reset() => {object} this - clears all sums and counts back to 0

License

Released under the MIT License