@stdlib/stats-incr-ewstdev
Compute an exponentially weighted standard deviation incrementally.
0.2.2 • Published 12 months ago
Incremental Packages
@stdlib/stats-incr-ewvariance
Compute an exponentially weighted variance incrementally.
@stdlib/stats-incr-gmean
Compute a geometric mean incrementally.
@stdlib/stats-incr-grubbs
Grubbs' test for outliers.
@stdlib/stats-incr-hmean
Compute a harmonic mean incrementally.
@stdlib/stats-incr-kurtosis
Compute a corrected sample excess kurtosis incrementally.
@stdlib/stats-incr-maape
Compute the mean arctangent absolute percentage error (MAAPE) incrementally.
@stdlib/stats-incr-mae
Compute the mean absolute error (MAE) incrementally.
@stdlib/stats-incr-mapcorr
Compute a moving sample absolute Pearson product-moment correlation coefficient incrementally.
@stdlib/stats-incr-mape
Compute the mean absolute percentage error (MAPE) incrementally.
@stdlib/stats-incr-max
Compute a maximum value incrementally.
@stdlib/stats-incr-maxabs
Compute a maximum absolute value incrementally.
@stdlib/stats-incr-mcovariance
Compute a moving unbiased sample covariance incrementally.
@stdlib/stats-incr-mcv
Compute a moving coefficient of variation (CV) incrementally.
@stdlib/stats-incr-mda
Compute the mean directional accuracy (MDA) incrementally.
@stdlib/stats-incr-me
Compute the mean error (ME) incrementally.
@stdlib/stats-incr-mean
Compute an arithmetic mean incrementally.
@stdlib/stats-incr-meanabs
Compute an arithmetic mean of absolute values incrementally.
@stdlib/stats-incr-mmape
Compute a moving mean absolute percentage error (MAPE) incrementally.
@stdlib/stats-incr-mmax
Compute a moving maximum incrementally.