@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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stdlib stdmath statistics stats mathematics math covariance matrix sample covariance variance unbiased var dispersion standard deviation stdev correlation corr incremental accumulator

@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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@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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stdlib stdmath statistics stats mathematics math covariance matrix sample covariance correlation anticorrelation correlated corr pearson product-moment distance dist incremental accumulator

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-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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