Moving Sample Variance
Computes a moving (sliding window) sample variance over a numeric array.
Installation
$ npm install compute-mvariance
For use in the browser, use browserify.
Usage
To use the module,
var mvariance = ;
mvariance( arr, window )
Slides a window
over a numeric array
to compute a moving sample variance.
var data = 1 5 0 10 2 ;var arr = ;// returns [ 7, 25, 28 ]
Note: the returned array
has length L - W + 1
, where L
is the length of the input array
and W
is the window
size.
Examples
var mvariance = ;// Simulate some data...var data = 50 ;for var i = 0; i < datalength; i++data i = Math * 100;// Compute the moving sample variance:var arr = ;console;
To run the example code from the top-level application directory,
$ node ./examples/index.js
Tests
Unit
Unit tests use the Mocha test framework with Chai assertions. To run the tests, execute the following command in the top-level application directory:
$ make test
All new feature development should have corresponding unit tests to validate correct functionality.
Test Coverage
This repository uses Istanbul as its code coverage tool. To generate a test coverage report, execute the following command in the top-level application directory:
$ make test-cov
Istanbul creates a ./reports/coverage
directory. To access an HTML version of the report,
$ make view-cov
License
Copyright
Copyright © 2014. Athan Reines.