mingo/esm/operators/accumulator/_internal.js

MongoDB query language for in-memory objects

function stddev(data, sampled = true) {
  let sum = 0;
  for (let i = 0; i < data.length; i++) sum += data[i];
  const mean = sum / data.length;
  let result = 0;
  for (let i = 0; i < data.length; i++) {
    const x = data[i] - mean;
    result += x * x;
  }
  return Math.sqrt(result / (data.length - Number(sampled)));
}
function covariance(dataset, sampled = true) {
  if (dataset.length < 2) return sampled ? null : 0;
  let meanX = 0;
  let meanY = 0;
  for (let i = 0; i < dataset.length; i++) {
    const [x, y] = dataset[i];
    meanX += x;
    meanY += y;
  }
  meanX /= dataset.length;
  meanY /= dataset.length;
  let result = 0;
  for (let i = 0; i < dataset.length; i++) {
    const [x, y] = dataset[i];
    result += (x - meanX) * (y - meanY);
  }
  return result / (dataset.length - Number(sampled));
}
export {
  covariance,
  stddev
};