WARNING

This module is lack of maintainance.

If you are familiar with python programming maybe you could check stock-pandas which provides powerful statistic indicators support, and is backed by numpy and pandas.

The performance of stock-pandas is many times higher than JavaScript libraries, and can be directly used by machine learning programs.

s-deviation

Math utility to calculate standard deviations, especially for fintech.

Install

$ npm install s-deviation

Usage

import sd from 's-deviation'

sd([1, 2, 4, 8], 2)         // [<1 empty item>, 0.5, 1, 2]

sd([1, 2, 3, 4, 5, 6], 4)
// [
//   <3 empty items>,
//   1.118033988749895,
//   1.118033988749895,
//   1.118033988749895
// ]

sd(datum, size)

• datum Array.<Number> the collection of data
• size Number the sample size of

Returns Array.<Number> the array of standard deviations.

Related Modules

• bollinger-bands: Fintach math utility to calculate bollinger bands.
• s-deviation: Math utility to calculate standard deviations.
• moving-averages: The complete collection of utility methods for Moving average.

License

MIT