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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compute-covariance

Computes the covariance between one or more numeric arrays.

v1.0.1 URL: https://unpkg.com/compute-covariance@1.0.1/lib/index.js

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compute-pcorr

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

v1.0.0 URL: https://unpkg.com/compute-pcorr@1.0.0/lib/index.js

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@stdlib/stats-incr-pcorr2

Compute a squared sample Pearson product-moment correlation coefficient.

v0.2.2 URL: https://unpkg.com/@stdlib/stats-incr-pcorr2@0.2.2/lib/index.js

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online-stats

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

v1.5.0 URL: https://unpkg.com/online-stats@1.5.0/index.js

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statistics exploratory analysis online algorithm autocorrelation autocovariance covariance histogram lag regression mean median std variance