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@stdlib/stats-incr-mcovariance

Compute a moving unbiased sample covariance incrementally.

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

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stdlibstdmathstatisticsstatsmathematicsmathcovariancesample covariancevarianceunbiasedvardeviationdispersionstandard deviationstdevcorrelationcorrincrementalaccumulatormoving covariancesliding windowslidingwindowmoving

@stdlib/stats-incr-mpcorr

Compute a moving sample Pearson product-moment correlation coefficient incrementally.

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

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stdlibstdmathstatisticsstatsmathematicsmathcovariancesample covariancevarianceunbiasedvarcorrelationcorrpcorrpearsonproduct-momentbivariateincrementalaccumulatormoving covariancemoving correlationsliding windowslidingwindowmovingrolling

@stdlib/stats-incr-mapcorr

Compute a moving sample absolute Pearson product-moment correlation coefficient incrementally.

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

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stdlibstdmathstatisticsstatsmathematicsmathcovariancesample covariancevarianceunbiasedvarcorrelationcorrapcorrpearsonproduct-momentabsolutevalueabsbivariateincrementalaccumulatormoving covariancemoving correlationsliding windowslidingwindowmovingrolling

@vascosantos/moving-average

Exponential Moving Average

v1.1.0 URL: https://unpkg.com/@vascosantos/moving-average@1.1.0/index.js

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movingaverageaveragestatistics

@stdlib/stats-incr-mpcorr2

Compute a moving squared sample Pearson product-moment correlation coefficient incrementally.

v0.2.2 URL: https://unpkg.com/@stdlib/stats-incr-mpcorr2@0.2.2/lib/index.js

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stdlibstdmathstatisticsstatsmathematicsmathcovariancesample covariancevarianceunbiasedvarcorrelationcorrpcorrpearsonproduct-momentr-squaredr2bivariateincrementalaccumulatormoving covariancemoving correlationsliding windowslidingwindowmovingrolling