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incrstdev
[![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url]
Compute a [corrected sample standard deviation][sample-stdev] incrementally.
bash
npm install @stdlib/stats-incr-stdev
javascript
var incrstdev = require( '@stdlib/stats-incr-stdev' );
#### incrstdev( [mean] )
Returns an accumulator function
which incrementally computes a [corrected sample standard deviation][sample-stdev].
javascript
var accumulator = incrstdev();
If the mean is already known, provide a mean
argument.
javascript
var accumulator = incrstdev( 3.0 );
#### accumulator( [x] )
If provided an input value x
, the accumulator function returns an updated [corrected sample standard deviation][sample-stdev]. If not provided an input value x
, the accumulator function returns the current [corrected sample standard deviation][sample-stdev].
javascript
var accumulator = incrstdev();
var s = accumulator( 2.0 );
// returns 0.0
s = accumulator( 1.0 ); // => sqrt(((2-1.5)^2+(1-1.5)^2) / (2-1))
// returns ~0.7071
s = accumulator( 3.0 ); // => sqrt(((2-2)^2+(1-2)^2+(3-2)^2) / (3-1))
// returns 1.0
s = accumulator();
// returns 1.0
NaN
or a value which, when used in computations, results in NaN
, the accumulated value is NaN
for all future invocations. If non-numeric inputs are possible, you are advised to type check and handle accordingly before passing the value to the accumulator function.
javascript
var randu = require( '@stdlib/random-base-randu' );
var incrstdev = require( '@stdlib/stats-incr-stdev' );
var accumulator;
var v;
var i;
// Initialize an accumulator:
accumulator = incrstdev();
// For each simulated datum, update the sample standard deviation...
for ( i = 0; i < 100; i++ ) {
v = randu() * 100.0;
accumulator( v );
}
console.log( accumulator() );
@stdlib/stats-incr/kurtosis
][@stdlib/stats/incr/kurtosis]: compute a corrected sample excess kurtosis incrementally.
- [@stdlib/stats-incr/mean
][@stdlib/stats/incr/mean]: compute an arithmetic mean incrementally.
- [@stdlib/stats-incr/mstdev
][@stdlib/stats/incr/mstdev]: compute a moving corrected sample standard deviation incrementally.
- [@stdlib/stats-incr/skewness
][@stdlib/stats/incr/skewness]: compute a corrected sample skewness incrementally.
- [@stdlib/stats-incr/summary
][@stdlib/stats/incr/summary]: compute a statistical summary incrementally.
- [@stdlib/stats-incr/variance
][@stdlib/stats/incr/variance]: compute an unbiased sample variance incrementally.