everyutil/number/rollingStdDev.js

A comprehensive library of lightweight, reusable utility functions for JavaScript and TypeScript, designed to streamline common programming tasks such as string manipulation, array processing, date handling, and more.

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.rollingStdDev = void 0;
/**
 * Calculates the standard deviation in a moving window over the input array.
 * @author @dailker
 * @param {number[]} array - The input array of numbers.
 * @param {number} window - The window size for the rolling calculation.
 * @returns {number[]} An array of rolling standard deviations.
 */
function rollingStdDev(array, window) {
    const result = [];
    for (let i = 0; i <= array.length - window; i++) {
        const win = array.slice(i, i + window);
        const mean = win.reduce((a, b) => a + b, 0) / win.length;
        const std = Math.sqrt(win.reduce((a, b) => a + Math.pow(b - mean, 2), 0) / win.length);
        result.push(std);
    }
    return result;
}
exports.rollingStdDev = rollingStdDev;