Fast and Numerically Stable Statistical Analysis Utilities
npm install wink-statisticsFast and Numerically Stable Statistical Analysis Utilities
Perform fast and numerically stable statistical analysis using wink-statistics. It can handle real-time stream of data and can incrementally compute required statistic that usually would take more than one pass over the data as in standard deviation or simple linear regression.
Use npm to install:
npm install wink-statistics --save
slope, intercept and r2 etc. from a stream of (x, y) data in real-time:javascript
// Load wink-statistics.
var stats = require( 'wink-statistics' );
// Instantiate streaming simple linear regression
var regression = stats.streaming.simpleLinearRegression();
// Following would be ideally placed within a stream of data:
regression.compute( 10, 80 );
regression.compute( 15, 75 );
regression.compute( 16, 65 );
regression.compute( 18, 50 );
regression.compute( 21, 45 );
regression.compute( 30, 30 );
regression.compute( 36, 18 );
regression.compute( 40, 9 );
// Use result() method to access the outcome in real time.
regression.result();
// returns { slope: -2.3621,
// intercept: 101.4188,
// r: -0.9766,
// r2: 0.9537,
// se: 5.624,
// size: 8
// }
`$3
The functions under the data name space require data in an array. Here is an example of boxplot analysis:`javascript
var boxplot = stats.data.boxplot;
var data = [
-12, 14, 14, 14, 16, 18, 20, 20, 21, 23, 27, 27, 27, 29, 31,
31, 32, 32, 34, 36, 40, 40, 40, 40, 40, 42, 51, 56, 60, 88
];boxplot( data );
// returns {
// min: -12, q1: 20, median: 31, q3: 40, max: 88,
// iqr: 20, range: 100, size: 30,
// leftOutliers: { begin: 0, end: 0, count: 1, fence: 14 },
// rightOutliers: { begin: 29, end: 29, count: 1, fence: 60 },
// leftNotch: 25.230655727612252,
// rightNotch: 36.76934427238775
// }
`wink-stats can handle data in different formats to avoid pre-processing. For example, you can compute median from the array of objects containing value:`javascript
var median = stats.data.median;
var data = [
{ value: 1 },
{ value: 1 },
{ value: 2 },
{ value: 2 },
{ value: 3 },
{ value: 3 },
{ value: 4 },
{ value: 4 }
];
// Use key name — value as the accessor
median( data, 'value' );
// returns 2.5
`It even supports passing functions as
accessors` to handle even more complex data structures.If you spot a bug and the same has not yet been reported, raise a new issue or consider fixing it and sending a pull request.
wink-statistics is copyright 2017-20 GRAYPE Systems Private Limited.
It is licensed under the terms of the MIT License.