@stdlib/stats-incr-mcovariance
Compute a moving unbiased sample covariance incrementally.
0.2.2 • Published 2 years ago
Incremental Packages
@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-meanabs2
Compute an arithmetic mean of squared absolute values incrementally.
@stdlib/stats-incr-meanstdev
Compute an arithmetic mean and corrected sample standard deviation incrementally.
@stdlib/stats-incr-meanvar
Compute an arithmetic mean and unbiased sample variance incrementally.
@stdlib/stats-incr
Incremental statistics.
@stdlib/stats-incr-apcorr
Compute a sample absolute Pearson product-moment correlation coefficient.
@stdlib/stats-incr-count
Compute a count incrementally.
@stdlib/stats-incr-covariance
Compute an unbiased sample covariance incrementally.
@stdlib/stats-incr-covmat
Compute an unbiased sample covariance matrix incrementally.
@stdlib/stats-incr-cv
Compute the coefficient of variation (CV) incrementally.
@stdlib/stats-incr-ewmean
Compute an exponentially weighted mean incrementally.
@stdlib/stats-incr-ewstdev
Compute an exponentially weighted standard deviation incrementally.
@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.