@stdlib/stats-incr-covmat

Compute an unbiased sample covariance matrix incrementally.
v0.2.2 URL: https://unpkg.com/@stdlib/stats-incr-covmat@0.2.2/lib/index.js
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stdlibstdmathstatisticsstatsmathematicsmathcovariancematrixsample covariancevarianceunbiasedvardispersionstandard deviationstdevcorrelationcorrincrementalaccumulator

@stdlib/stats-incr-pcorrmat

Compute a sample Pearson product-moment correlation matrix incrementally.
v0.2.2 URL: https://unpkg.com/@stdlib/stats-incr-pcorrmat@0.2.2/lib/index.js
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stdlibstdmathstatisticsstatsmathematicsmathcovariancematrixsample covariancevarianceunbiasedvardispersionstandard deviationstdevcorrelationanticorrelationcorrelatedcorrpearsonproduct-momentincrementalaccumulator

@stdlib/stats-incr-pcorrdistmat

Compute a sample Pearson product-moment correlation distance matrix incrementally.
v0.2.2 URL: https://unpkg.com/@stdlib/stats-incr-pcorrdistmat@0.2.2/lib/index.js
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stdlibstdmathstatisticsstatsmathematicsmathcovariancematrixsample covariancecorrelationanticorrelationcorrelatedcorrpearsonproduct-momentdistancedistincrementalaccumulator

correlation-id

Correlation id for node.js
v5.2.0 URL: https://unpkg.com/correlation-id@5.2.0/index.js
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loggingcorrelationdebug

kalman-filter

Kalman filter (and Extended Kalman Filter) Multi-dimensional implementation in Javascript
v2.3.0 URL: https://unpkg.com/kalman-filter@2.3.0/index.js
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kalmanfilterkalmanfilterkalman-filterextendedextended-kalman-filterextended-kalmanfilterextended-kalmanextended-filterconstantspeedaccelerationdynamicmodeltrackingmathsmoothingmulti-dimensionnoiselineardynamicmodelsforwardsmoothingonlineforward-backwardsmoothingautocovariancecorrelationcovariance