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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

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.iocomputecomputationmathematicsmathstatisticsstatsvariancecovariancesamplecovariancecovariance matrixcovvardispersioncorrelationcovarytimeseriesarray

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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compute.iocomputecomputationmathematicsmathstatisticsstatsvariancecovariancesamplepopulationcovariancecovariance matrixcovvarlinearcorrelationcorrelation matrixcorrcoefficientcoefcovarytimeseriesarraypearsonpearsons rpccppmcc

@stdlib/stats-incr-pcorr

Compute a sample Pearson product-moment correlation coefficient.

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

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stdlibstdmathstatisticsstatsmathematicsmathcovariancesample covariancevarianceunbiasedvarcorrelationcorrpearsonproduct-momentbivariateincrementalaccumulator

online-autocovariance

Autocovariance (online algorithm)

v0.0.1 URL: https://unpkg.com/online-autocovariance@0.0.1/index.js

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variancecovarianceautocovariancestatisticsonlinealgorithm