Compute a moving variance-to-mean ratio (VMR) incrementally.
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Updated
Apr 12, 2024 - JavaScript
Compute a moving variance-to-mean ratio (VMR) incrementally.
Calculate the variance of a single-precision floating-point strided array using a one-pass trial mean algorithm.
Calculate the variance of a double-precision floating-point strided array provided a known mean and using a one-pass textbook algorithm.
Calculate the variance of a single-precision floating-point strided array using a two-pass algorithm.
Calculate the variance of a strided array.
Properties of estimators using the Univariate Normal model
Calculate the variance of a strided array ignoring NaN values and using Welford's algorithm.
Calculate the variance of a single-precision floating-point strided array ignoring NaN values and using Welford's algorithm.
Calculate the variance of a strided array ignoring NaN values.
Calculate the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and returning an extended precision result.
Compute an arithmetic mean and corrected sample standard deviation incrementally.
Calculate the variance of a single-precision floating-point strided array using a one-pass textbook algorithm.
Calculate the variance of a double-precision floating-point strided array ignoring NaN values.
Calculate the variance of a single-precision floating-point strided array ignoring NaN values and using a one-pass algorithm proposed by Youngs and Cramer.
Calculate the variance of a single-precision floating-point strided array ignoring NaN values and using a two-pass algorithm.
Calculate the variance of a strided array ignoring NaN values and using a one-pass textbook algorithm.
Compute a moving arithmetic mean and unbiased sample variance incrementally.
Calculate the variance of a double-precision floating-point strided array using a two-pass algorithm.
Compute the unbiased sample variance over all iterated values.
Unbiasedness of the Sample Variance through a Monte-Carlo simulation.
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