time-to-botec/squiggle/node_modules/@stdlib/stats/incr

Incremental Statistics

Standard library functions for computing statistics incrementally.

Usage

var ns = require( '@stdlib/stats/incr' );

ns

Standard library functions for computing statistics incrementally.

var incr = ns;
// returns {...}

• incrapcorr( [mx, my] ): compute a sample absolute Pearson product-moment correlation coefficient incrementally.
• incrcount(): compute a count incrementally.
• incrcovariance( [mx, my] ): compute an unbiased sample covariance incrementally.
• incrcovmat( out[, means] ): compute an unbiased sample covariance matrix incrementally.
• incrcv( [mean] ): compute the coefficient of variation (CV) incrementally.
• increwmean( alpha ): compute an exponentially weighted mean incrementally.
• increwstdev( alpha ): compute an exponentially weighted standard deviation incrementally.
• increwvariance( alpha ): compute an exponentially weighted variance incrementally.
• incrgmean(): compute a geometric mean incrementally.
• incrgrubbs( [options] ): grubbs' test for outliers.
• incrhmean(): compute a harmonic mean incrementally.
• incrkurtosis(): compute a corrected sample excess kurtosis incrementally.
• incrmaape(): compute the mean arctangent absolute percentage error (MAAPE) incrementally.
• incrmae(): compute the mean absolute error (MAE) incrementally.
• incrmapcorr( window[, mx, my] ): compute a moving sample absolute Pearson product-moment correlation coefficient incrementally.
• incrmape(): compute the mean absolute percentage error (MAPE) incrementally.
• incrmax(): compute a maximum value incrementally.
• incrmaxabs(): compute a maximum absolute value incrementally.
• incrmcovariance( window[, mx, my] ): compute a moving unbiased sample covariance incrementally.
• incrmcv( window[, mean] ): compute a moving coefficient of variation (CV) incrementally.
• incrmda(): compute the mean directional accuracy (MDA) incrementally.
• incrme(): compute the mean error (ME) incrementally.
• incrmean(): compute an arithmetic mean incrementally.
• incrmeanabs(): compute an arithmetic mean of absolute values incrementally.
• incrmeanabs2(): compute an arithmetic mean of squared absolute values incrementally.
• incrmeanstdev( [out] ): compute an arithmetic mean and a corrected sample standard deviation incrementally.
• incrmeanvar( [out] ): compute an arithmetic mean and an unbiased sample variance incrementally.
• incrmgmean( window ): compute a moving geometric mean incrementally.
• incrmgrubbs( window[, options] ): moving Grubbs' test for outliers.
• incrmhmean( window ): compute a moving harmonic mean incrementally.
• incrmidrange(): compute a mid-range incrementally.
• incrmin(): compute a minimum value incrementally.
• incrminabs(): compute a minimum absolute value incrementally.
• incrminmax( [out] ): compute a minimum and maximum incrementally.
• incrminmaxabs( [out] ): compute minimum and maximum absolute values incrementally.
• incrmmaape( window ): compute a moving mean arctangent absolute percentage error (MAAPE) incrementally.
• incrmmae( window ): compute a moving mean absolute error (MAE) incrementally.
• incrmmape( window ): compute a moving mean absolute percentage error incrementally.
• incrmmax( window ): compute a moving maximum value incrementally.
• incrmmaxabs( window ): compute a moving maximum absolute value incrementally.
• incrmmda( window ): compute a moving mean directional accuracy (MDA) incrementally.
• incrmme( window ): compute a moving mean error (ME) incrementally.
• incrmmean( window ): compute a moving arithmetic mean incrementally.
• incrmmeanabs( window ): compute a moving arithmetic mean of absolute values incrementally.
• incrmmeanabs2( window ): compute a moving arithmetic mean of squared absolute values incrementally.
• incrmmeanstdev( [out,] window ): compute a moving arithmetic mean and corrected sample standard deviation incrementally.
• incrmmeanvar( [out,] window ): compute a moving arithmetic mean and unbiased sample variance incrementally.
• incrmmidrange( window ): compute a moving mid-range incrementally.
• incrmmin( window ): compute a moving minimum value incrementally.
• incrmminabs( window ): compute a moving minimum absolute value incrementally.
• incrmminmax( [out,] window ): compute a moving minimum and maximum incrementally.
• incrmminmaxabs( [out,] window ): compute moving minimum and maximum absolute values incrementally.
• incrmmpe( window ): compute a moving mean percentage error (MPE) incrementally.
• incrmmse( window ): compute a moving mean squared error (MSE) incrementally.
• incrmpcorr( window[, mx, my] ): compute a moving sample Pearson product-moment correlation coefficient incrementally.
• incrmpcorr2( window[, mx, my] ): compute a moving squared sample Pearson product-moment correlation coefficient incrementally.
• incrmpcorrdist( window[, mx, my] ): compute a moving sample Pearson product-moment correlation distance incrementally.
• incrmpe(): compute the mean percentage error (MPE) incrementally.
• incrmprod( window ): compute a moving product incrementally.
• incrmrange( window ): compute a moving range incrementally.
• incrmrmse( window ): compute a moving root mean squared error (RMSE) incrementally.
• incrmrss( window ): compute a moving residual sum of squares (RSS) incrementally.
• incrmse(): compute the mean squared error (MSE) incrementally.
• incrmstdev( window[, mean] ): compute a moving corrected sample standard deviation incrementally.
• incrmsum( window ): compute a moving sum incrementally.
• incrmsumabs( window ): compute a moving sum of absolute values incrementally.
• incrmsumabs2( window ): compute a moving sum of squared absolute values incrementally.
• incrmsummary( window ): compute a moving statistical summary incrementally.
• incrmsumprod( window ): compute a moving sum of products incrementally.
• incrmvariance( window[, mean] ): compute a moving unbiased sample variance incrementally.
• incrmvmr( window[, mean] ): compute a moving variance-to-mean ratio (VMR) incrementally.
• incrnancount(): compute a count incrementally, ignoring NaN values.
• incrnansum(): compute a sum incrementally, ignoring NaN values.
• incrnansumabs(): compute a sum of absolute values incrementally, ignoring NaN values.
• incrnansumabs2(): compute a sum of squared absolute values incrementally, ignoring NaN values.
• incrpcorr( [mx, my] ): compute a sample Pearson product-moment correlation coefficient incrementally.
• incrpcorr2( [mx, my] ): compute a squared sample Pearson product-moment correlation coefficient incrementally.
• incrpcorrdist( [mx, my] ): compute a sample Pearson product-moment correlation distance incrementally.
• incrpcorrdistmat( out[, means] ): compute a sample Pearson product-moment correlation distance matrix incrementally.
• incrpcorrmat( out[, means] ): compute a sample Pearson product-moment correlation matrix incrementally.
• incrprod(): compute a product incrementally.
• incrrange(): compute a range incrementally.
• incrrmse(): compute the root mean squared error (RMSE) incrementally.
• incrrss(): compute the residual sum of squares (RSS) incrementally.
• incrskewness(): compute a corrected sample skewness incrementally.
• incrstdev( [mean] ): compute a corrected sample standard deviation incrementally.
• incrsum(): compute a sum incrementally.
• incrsumabs(): compute a sum of absolute values incrementally.
• incrsumabs2(): compute a sum of squared absolute values incrementally.
• incrsummary(): compute a statistical summary incrementally.
• incrsumprod(): compute a sum of products incrementally.
• incrvariance( [mean] ): compute an unbiased sample variance incrementally.
• incrvmr( [mean] ): compute a variance-to-mean ratio (VMR) incrementally.
• incrwmean(): compute a weighted arithmetic mean incrementally.

Examples

var getKeys = require( '@stdlib/utils/keys' );
var ns = require( '@stdlib/stats/incr' );

console.log( getKeys( ns ) );