@stdlib/stats-iter-variance
v0.2.3TypeScript
Compute the unbiased sample variance over all iterated values.
0/weekUpdated yesterdayApache-2.0Unpacked: 38.0 KB
Published by The Stdlib Authors
npm install @stdlib/stats-iter-varianceWe believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js. The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases. When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there. To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!
About stdlib...
itervariance
[![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url]
> Compute the [unbiased sample variance][sample-variance] over all [iterated][mdn-iterator-protocol] values.
The [unbiased sample variance][sample-variance] is defined as
Installation
``bash`
npm install @stdlib/stats-iter-variance
Usage
`javascript`
var itervariance = require( '@stdlib/stats-iter-variance' );
#### itervariance( iterator\[, mean] )
Computes the [unbiased sample variance][sample-variance] over all [iterated][mdn-iterator-protocol] values.
`javascript
var array2iterator = require( '@stdlib/array-to-iterator' );
var arr = array2iterator( [ 2.0, 1.0, 3.0 ] );
var s2 = itervariance( arr );
// returns 1.0
`
If the mean is already known, provide a mean argument.
`javascript
var array2iterator = require( '@stdlib/array-to-iterator' );
var arr = array2iterator( [ 2.0, 1.0, 3.0 ] );
var s2 = itervariance( arr, 2.0 );
// returns ~0.67
`
Notes
- If an iterated value is non-numeric (including NaN), the returned [iterator][mdn-iterator-protocol] returns NaN. If non-numeric iterated values are possible, you are advised to provide an [iterator][mdn-iterator-protocol] which type checks and handles non-numeric values accordingly.
Examples
`javascript
var runif = require( '@stdlib/random-iter-uniform' );
var itervariance = require( '@stdlib/stats-iter-variance' );
// Create an iterator for generating uniformly distributed pseudorandom numbers:
var rand = runif( -10.0, 10.0, {
'seed': 1234,
'iter': 100
});
// Compute the unbiased sample variance:
var s2 = itervariance( rand );
// returns
console.log( 'Variance: %d.', s2 );
`
*
See Also
- [@stdlib/stats-iter/mean][@stdlib/stats/iter/mean]: compute the arithmetic mean over all iterated values.
- [@stdlib/stats-iter/stdev][@stdlib/stats/iter/stdev]: compute the corrected sample standard deviation over all iterated values.
*
Notice
This package is part of [stdlib][stdlib], a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop [stdlib][stdlib], see the main project [repository][stdlib].
#### Community
[![Chat][chat-image]][chat-url]
---
License
See [LICENSE][stdlib-license].
Copyright
Copyright © 2016-2026. The Stdlib [Authors][stdlib-authors].
[npm-image]: http://img.shields.io/npm/v/@stdlib/stats-iter-variance.svg
[npm-url]: https://npmjs.org/package/@stdlib/stats-iter-variance
[test-image]: https://github.com/stdlib-js/stats-iter-variance/actions/workflows/test.yml/badge.svg?branch=v0.2.3
[test-url]: https://github.com/stdlib-js/stats-iter-variance/actions/workflows/test.yml?query=branch:v0.2.3
[coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-iter-variance/main.svg
[coverage-url]: https://codecov.io/github/stdlib-js/stats-iter-variance?branch=main
[chat-image]: https://img.shields.io/badge/zulip-join_chat-brightgreen.svg
[chat-url]: https://stdlib.zulipchat.com
[stdlib]: https://github.com/stdlib-js/stdlib
[stdlib-authors]: https://github.com/stdlib-js/stdlib/graphs/contributors
[umd]: https://github.com/umdjs/umd
[es-module]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Guide/Modules
[deno-url]: https://github.com/stdlib-js/stats-iter-variance/tree/deno
[deno-readme]: https://github.com/stdlib-js/stats-iter-variance/blob/deno/README.md
[umd-url]: https://github.com/stdlib-js/stats-iter-variance/tree/umd
[umd-readme]: https://github.com/stdlib-js/stats-iter-variance/blob/umd/README.md
[esm-url]: https://github.com/stdlib-js/stats-iter-variance/tree/esm
[esm-readme]: https://github.com/stdlib-js/stats-iter-variance/blob/esm/README.md
[branches-url]: https://github.com/stdlib-js/stats-iter-variance/blob/main/branches.md
[stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-iter-variance/main/LICENSE
[sample-variance]: https://en.wikipedia.org/wiki/Variance
[mdn-iterator-protocol]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Iteration_protocols#The_iterator_protocol
[@stdlib/stats/iter/mean]: https://www.npmjs.com/package/@stdlib/stats-iter-mean
[@stdlib/stats/iter/stdev]: https://www.npmjs.com/package/@stdlib/stats-iter-stdev