mingo
Version:
MongoDB query language for in-memory objects
32 lines (31 loc) • 737 B
JavaScript
function stddev(data, sampled = true) {
const sum = data.reduce((acc, n) => acc + n, 0);
const N = data.length || 1;
const avg = sum / N;
return Math.sqrt(
data.reduce((acc, n) => acc + Math.pow(n - avg, 2), 0) / (N - Number(sampled))
);
}
function covariance(dataset, sampled = true) {
if (!dataset)
return null;
if (dataset.length < 2)
return sampled ? null : 0;
let meanX = 0;
let meanY = 0;
for (const [x, y] of dataset) {
meanX += x;
meanY += y;
}
meanX /= dataset.length;
meanY /= dataset.length;
let result = 0;
for (const [x, y] of dataset) {
result += (x - meanX) * (y - meanY);
}
return result / (dataset.length - Number(sampled));
}
export {
covariance,
stddev
};