Package Exports

compute-variance

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Readme

Variance

Computes the variance of an array.

Installation

$ npm install compute-variance

For use in the browser, use browserify.

Usage

var variance = require( 'compute-variance' );

variance( arr[, opts] )

Computes the variance of an array. For numeric arrays,

var data = [ 2, 4, 5, 3, 4, 3, 1, 5, 6, 9 ];

var s2 = variance( data );
// returns 5.067

The function accepts two options:

accessor: accessor function for accessing array values
bias: boolean indicating whether to compute the population variance (biased sample variance) or the (unbiased) sample variance. Default: false; i.e., the unbiased sample variance.

For non-numeric arrays, provide an accessor function for accessing numeric array values

var data = [
    {'x':2},
    {'x':4},
    {'x':5},
    {'x':3},
    {'x':4},
    {'x':3},
    {'x':1},
    {'x':5},
    {'x':6},
    {'x':9}
];

function getValue( d ) {
    return d.x;
}

var s2 = variance( data, {
    'accessor': getValue
});
// returns 5.067

By default, the function calculates the unbiased sample variance. To calculate the population variance (or a biased sample variance), set the bias option to true.

var data = [ 2, 4, 5, 3, 4, 3, 1, 5, 6, 9 ];

var value = variance( data, {
    'bias': true	
});
// returns 4.56

Note: if provided an empty array, the function returns null.

Examples

var variance = require( 'compute-variance' );

var data = new Array( 1000 );
for ( var i = 0; i < data.length; i++ ) {
    data[ i ] = Math.random() * 100;
}

console.log( variance( data ) );

To run the example code from the top-level application directory,

$ node ./examples/index.js

Tests

Unit

Unit tests use the Mocha test framework with Chai assertions. To run the tests, execute the following command in the top-level application directory:

$ make test

All new feature development should have corresponding unit tests to validate correct functionality.

Test Coverage

This repository uses Istanbul as its code coverage tool. To generate a test coverage report, execute the following command in the top-level application directory:

$ make test-cov

Istanbul creates a ./reports/coverage directory. To access an HTML version of the report,

$ make view-cov

License

MIT license.

compute-variance