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Univariate overview

A random sampling of data in one and two dimensions with associated statistical tools.

Added in v1.0.0


Table of contents


Model

BivariateSample (type alias)

A bivariate sample is a (free) sampling of two variables

Signature

export type BivariateSample = RNEA.ReadonlyNonEmptyArray<readonly [number, number]>

Added in v1.0.0

Sample (type alias)

A sample is a univariate collection of data

Signature

export type Sample = RNEA.ReadonlyNonEmptyArray<number>

Added in v1.0.0

Statistics

correlation

The correlation matrix where each index: i, j represent the correlation between those two random variables

Signature

export declare const correlation: (ab: BivariateSample) => number

Added in v1.0.0

covariance

The covariance of a bivariate sample, is the mutual variance between the two random variables

Signature

export declare const covariance: (ab: BivariateSample) => number

Added in v1.0.0

deviation

The difference in observation from a mean of Sample

Signature

export declare const deviation: (s: Sample) => Sample

Added in v1.0.0

mean

The average value over different variables

Signature

export declare const mean: (s: Sample) => number

Added in v1.0.0

variance

The variance of a univariate sample

Signature

export declare const variance: (ab: Sample) => number

Added in v1.0.0