Covariance Packages

Computes the covariance between one or more numeric arrays.

Computes Pearson product-moment correlation coefficients between one or more numeric arrays.

Kalman filter (and Extended Kalman Filter) Multi-dimensional implementation in Javascript

average, standard deviation, variance, covariance and correlation of data sets

generate random covariance matrices, and MVN samples using them.

Node-RED GPU functions

A collection of mathematical functions for working with vectors.

Reduce transform stream which calculates the covariance of streamed numeric data.

Reduce transform stream which calculates the Pearson product-moment correlation coefficient matrix of streamed numeric data.

online average, variance, covariance and correlation

Online algorithms for data exploration and analysis (piece-by-piece)

Autocovariance (online algorithm)

An average, variance, covariance and correlation calculator written in TypeScript

Tools used to understand or work with numbers in Node.JS, Javascript and derivatives.

Compute a sample absolute Pearson product-moment correlation coefficient.

Compute an unbiased sample covariance incrementally.

Compute an unbiased sample covariance matrix incrementally.

Compute a squared sample Pearson product-moment correlation coefficient.

Compute a sample Pearson product-moment correlation distance matrix incrementally.

Compute a sample Pearson product-moment correlation matrix incrementally.