JSPM

Compute a sample Pearson product-moment correlation matrix incrementally.

Compute an unbiased sample covariance matrix incrementally.

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

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

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

Computes the covariance between one or more numeric arrays.

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

Autocovariance (online algorithm)

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

Compute a sample Pearson product-moment correlation coefficient.

Compute a squared sample Pearson product-moment correlation coefficient.

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

Compute a sample absolute Pearson product-moment correlation coefficient.

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

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

Compute a moving unbiased sample covariance incrementally.

Compute an unbiased sample covariance incrementally.

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

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

Node-RED GPU functions

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

generate random covariance matrices, and MVN samples using them.

A collection of mathematical functions for working with vectors.

JavaScript stats library containing parallel distributed streaming algorithms to compute important frequently used statistics on big data. The library calculates commonly used univariate, multivariate and discrete statistics. It can be used alone in a webpage, or server-side in nodejs (or both since mss's can be merged), or within a big-data no-sql engines such as hadoop, mongodb.

online average, variance, covariance and correlation

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