variance

Description

Computes the variance of an Observable using [Welford's Online Algorithm]([https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford's_online_algorithm](https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford's_online_algorithm)\).

By default, it will compute the sample variance.

Examples

Sample Variance

import { from } from 'rxjs';
import { takeLast } from 'rxjs';
import { variance } from '@bottlenose/rxstats';

const variance$ = from([600, 470, 170, 430, 300]).pipe(
  variance(),
  takeLast(1)
);

variance$.subscribe(console.log);
// Output:
// 27130

Population Variance

import { from } from 'rxjs';
import { takeLast } from 'rxjs';
import { variance } from '@bottlenose/rxstats';

const variance$ = from([600, 470, 170, 430, 300]).pipe(
  variance(false),
  takeLast(1)
);

variance$.subscribe(console.log);
// Output:
// 21704

API

variance(
  [initialState={index: 0, mean: 0, m2: null}],
  [sample=true]
)

Since

0.1

Parameters

None

Options

• initialState: Object: Sets a warm start value so that the calculation can continue from a non-zero starting point (instead of a blank state). The initialState should have these keys:

  • index: Number: The starting index. (The total number of items in the sample minus one.)

  • mean: Number: The initial mean of the sample.

  • m2: Number The initial m2 value for the sample. (See the source code to see how m2 is calculated.)

• sample: Boolean: The default is true. If true, then it will calculate the sample variance. Otherwise, it will calculate population variance.

Returns

Number. (The current variance of the Observable.)