@stdlib/stats-incr-variance
v0.2.2
Published
Compute an unbiased sample variance incrementally.
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incrvariance
Compute an unbiased sample variance incrementally.
The unbiased sample variance is defined as
Installation
npm install @stdlib/stats-incr-variance
Usage
var incrvariance = require( '@stdlib/stats-incr-variance' );
incrvariance( [mean] )
Returns an accumulator function
which incrementally computes an unbiased sample variance.
var accumulator = incrvariance();
If the mean is already known, provide a mean
argument.
var accumulator = incrvariance( 3.0 );
accumulator( [x] )
If provided an input value x
, the accumulator function returns an updated unbiased sample variance. If not provided an input value x
, the accumulator function returns the current unbiased sample variance.
var accumulator = incrvariance();
var s2 = accumulator( 2.0 );
// returns 0.0
s2 = accumulator( 1.0 ); // => ((2-1.5)^2+(1-1.5)^2) / (2-1)
// returns 0.5
s2 = accumulator( 3.0 ); // => ((2-2)^2+(1-2)^2+(3-2)^2) / (3-1)
// returns 1.0
s2 = accumulator();
// returns 1.0
Notes
- 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 non-numeric inputs are possible, you are advised to type check and handle accordingly before passing the value to the accumulator function.
Examples
var randu = require( '@stdlib/random-base-randu' );
var incrvariance = require( '@stdlib/stats-incr-variance' );
var accumulator;
var v;
var i;
// Initialize an accumulator:
accumulator = incrvariance();
// For each simulated datum, update the unbiased sample variance...
for ( i = 0; i < 100; i++ ) {
v = randu() * 100.0;
accumulator( v );
}
console.log( accumulator() );
See Also
@stdlib/stats-incr/kurtosis
: compute a corrected sample excess kurtosis incrementally.@stdlib/stats-incr/mean
: compute an arithmetic mean incrementally.@stdlib/stats-incr/mstdev
: compute a moving corrected sample standard deviation incrementally.@stdlib/stats-incr/skewness
: compute a corrected sample skewness incrementally.@stdlib/stats-incr/stdev
: compute a corrected sample standard deviation incrementally.@stdlib/stats-incr/summary
: compute a statistical summary incrementally.
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.
Community
License
See LICENSE.
Copyright
Copyright © 2016-2024. The Stdlib Authors.