ndarray-moments

Statistical moments of ndarrays

npm install ndarray-moments
16 downloads in the last month

ndarray-moments

Calculate unnormalized moments) of an ndarray. Another name for these things is that they are the expected value of polynomials. The first unnormalized moment is just the mean, the second is the expected value of x^2, the 3rd is E[x^3], etc. Using this data, you can compute any polynomial statistic like variance, kurtosis, or skewness using the method of moments (aka linearity of expectation).

Example

var ndarray = require("ndarray")
var x = ndarray(new Float64Array([1, 2, 5, -10]))

//Compute moments
var moments = require("ndarray-moments")(2, x)

//Print out statistics
console.log("Mean:", moments[0])
console.log("Variance:", moments[1] - moments[0]*moments[0])

Install

npm install ndarray-moments

require("ndarray-moments")(n, array)

Calcuates the first n moments of array

  • n is the number of moments
  • array is the array we are iterating over

Returns An array of moments of the array.

Credits

(c) 2013 Mikola Lysenko. MIT License

npm loves you