Variance Packages

Compute a moving minimum and maximum incrementally.

Compute moving minimum and maximum absolute values incrementally.

Compute a moving sample Pearson product-moment correlation coefficient incrementally.

Compute a moving squared sample Pearson product-moment correlation coefficient incrementally.

Compute a moving range incrementally.

Compute a moving corrected sample standard deviation incrementally.

Compute a moving unbiased sample variance incrementally.

Create an iterator which iteratively computes a moving range.

Compute the range of all iterated values.

Compute the corrected sample standard deviation over all iterated values.

Compute the unbiased sample variance over all iterated values.

Compute a sample Pearson product-moment correlation matrix incrementally.

Compute a moving variance-to-mean ratio (VMR) incrementally.

Compute a sample Pearson product-moment correlation coefficient.

Compute a squared sample Pearson product-moment correlation coefficient.

Calculate the standard deviation of a double-precision floating-point strided array using a two-pass algorithm.

Calculate the standard deviation of a double-precision floating-point strided array using a one-pass textbook algorithm.

Calculate the standard deviation of a double-precision floating-point strided array using Welford's algorithm.

Calculate the standard deviation of a double-precision floating-point strided array using a one-pass algorithm proposed by Youngs and Cramer.

Calculate the variance of a single-precision floating-point strided array using extended accumulation and returning an extended precision result.