A simple class for tracking mean, variance and standard deviation in an online fashion.
Example use
const OnlineStatistics = require('lib-online-statistics');
const o = new OnlineStatistics();
o.observe(1);
console.log(o.mean()); // prints 1
o.observe(2);
console.log(o.mean()); // prints 1.5
Available methods on the object are
observe(record)
- observe a new data point.
mean()
- get the mean so far.
variance(sample = false)
- get the variance so far (sample or population).
standardDeviation(sample = false)
- get the corrected standard deviation (sample or population).
The stateful tracker can be serialized for storage in a file or database with JSON.stringify
and provides a static fromJSON
method.