running-stats-calculator v0.1.0

Running Stats Calculator

Overview

This package can be used to efficiently calculate running statistics. This would be useful if you want to keep taking samples until the standard deviation is below some acceptable threshold.

The main export of this package is the StatsAccumulator class. It uses online algorithms which means the class:

• uses constant memory
• inserts new values in constant time
• calculates statistics in constant time

This is the dream trifecta for efficiency.

Example

Using the accumulator is pretty simple.

import { StatsAccumulator } from "running-stats-calculator";

const acc = new StatsAccumulator();
acc.insert(1.234);
acc.insert(5.678);

console.log(acc.getAverage());
console.log(acc.getVariation());
console.log(acc.getStandardDeviation());

And if you want to run until the standard deviation is sufficiently low:

while (acc.getCount() < 2 || acc.getStandardDeviation() < 123) {
  const sample = getSample();
  acc.insert(sample);
}

Testing

yarn test

All tests are located in /test/ and a combination of manual tests and randomized tests are used to make sure the calculator is correct.

Building

yarn build

This library uses the typescript compiler to produce /dist/ which contains compiled .js and .d.ts files. It targets ES2015.