@bmancini55/finance/dist/stats-basic.d.ts

Finance utilities for JavaScript

/**
 * Calculates the sum of a vector
 */
export declare function calcSum(vals: number[]): number;
/**
 * Calculates the mean of a list a vector
 */
export declare function calcMean(vals: number[]): number;
/**
 * Calculates the deviance of each value from the mean
 * @returns deviance off mean
 */
export declare function calcDeviance(vals: number[], mean?: number): number[];
/**
 * Calculates the variance for a set of numbers
 * @param vals vector of values
 * @param devs optional deviance of each value
 * @param mean optional mean
 * @returns variance for values
 */
export declare function calcVariance(vals: number[], devs?: number[], mean?: number): number;
/**
 * Calculates the standard deviation for a set of values
 */
export declare function calcStdDev(vals: number[], variance?: number): number;
/**
 * Returns the z-score for a given value against the mean and standard
 * deviation
 */
export declare function calcZScore(x: number, mean: number, stddev: number): number;