onlinestats/online-std

Standard deviation

online-std

Standard deviation calculation (piece-by-piece) Based on the online Welford's algorithm for variance calculation (see online-variance package)

Usage

const Std = require('online-std')
const s1 = Std()
const s2 = Std()
// Direct call:
;[1, 2, 3, 4, 5].forEach(value => { s1(value) })
// or via .fit()
;[1, 2, 3, 4, 5].forEach(value => { s2.fit(value) })


console.log('Population standard deviation:', s1(), s2.value) // ~> 1.41421 1.41421

Population vs Sample std

Use a parameter ddof: 1 to calculate sample standard deviation

const s3 = Std({ddof: 1}) // Delta degrees of freedom. The divisor used in calculations (N - ddof), where N - number of elements
;[1, 2, 3, 4, 5].forEach(value => { s3(value) })

console.log('Sample std:', s3.value) // ~> 1.58114