External module "stats/incr/mstdev/docs/types/index.d"

Export assignment incrmstdev

• incrmstdev(W: number, mean?: undefined | number): accumulator

• Returns an accumulator function which incrementally computes a moving corrected sample standard deviation.

  Notes

  • The W parameter defines the number of values over which to compute the moving sum.
  • As W values are needed to fill the window buffer, the first W-1 returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values.

  throws

  first argument must be a positive integer

  Parameters

  • W: number

    window size

  • Optional mean: undefined | number

    mean value

  Returns accumulator

  accumulator function

  Example

  var accumulator = incrmstdev( 3 );
  
  var s = accumulator();
  // returns null
  
  s = accumulator( 2.0 );
  // returns 0.0
  
  s = accumulator( -5.0 );
  // returns ~4.95
  
  s = accumulator( 3.0 );
  // returns ~4.36
  
  s = accumulator( 5.0 );
  // returns ~5.29
  
  s = accumulator();
  // returns ~5.29

  Example

  var accumulator = incrmstdev( 3, 5.0 );