stdev

Description

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

By default, it will compute the sample (rather than population) standard deviation.

API

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

Since

0.5

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.)

Arguments

None

Options

None

Examples

import { from } from 'rxjs';
import { takeLast } from 'rxjs';
import { stdev, roundTo } from '@buccaneer/rxjs-stats';

const stdev$ = from([600, 470, 170, 430, 300]).pipe(
  stdev(),
  takeLast(1),
  roundTo(6)
);

stdev$.subscribe(console.log);
// Output:
// 164.71187