JSPM

Node-RED GPU functions

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

online average, variance, covariance and correlation

generate random covariance matrices, and MVN samples using them.

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

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

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

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