A light statstical package for incremental (i.e. rolling, streaming) sets of numbers.
E.g. given a source of numbers of unknown length that you would like to at any given time know any of:
- count
- min
- max
- sum
- variance
- standard_deviation
- simple moving average
This module can be used either with Node streams
via a wrapper such as through2
or without being streaming.
Non-streaming:
var Stats = require("stats-incremental")
var dice = require("dice")
var s = Stats()
var rolls = []
for (var i = 0; i < 100; i++) {
s.update(dice.sum(dice.roll("2d6")))
console.log(s.getAll())
}
/* E.g.
{ n: 97,
min: 2,
max: 12,
sum: 673,
mean: 6.938144329896907,
variance: 5.851843979168881,
standard_deviation: 2.419058490233107,
sma50: 6.82 }
*/
console.log(s.mean)
console.log(s.standard_deviation)
With streams:
var spigot = require("stream-spigot")
var through2 = require("through2")
var terminus = require("terminus")
var Stats = require("stats-incremental")
var s = Stats()
var statStream = through2.obj(function (chunk, encoding, callback) {
s.update(chunk)
if (s.n % 100000 === 0) {
console.log(s.getAll())
}
this.push(chunk)
callback()
})
spigot.sync({objectMode: true}, Math.random)
.pipe(statStream)
.pipe(terminus.devnull({objectMode: true}))
/*
{ n: 100000,
min: 2.0884908735752106e-7,
max: 0.9999937505926937,
sum: 49861.06196602131,
mean: 0.49861061966021336,
variance: 0.08331362954827709,
standard_deviation: 0.28864100462040576,
sma50: 0.5422519558777934 }
{ n: 200000,
min: 2.0884908735752106e-7,
max: 0.9999937505926937,
sum: 99904.73041411326,
mean: 0.49952365207056687,
variance: 0.08316120223669865,
standard_deviation: 0.2883768406732736,
sma50: 0.4396136475716979 }
*/
Create a new incremental stats aggregator. The smaBins
argument is optional (default 50) and will choose the size of recent window to retain to calculate the Simple Moving Average on the recent data.
Update the aggregator with a value. Converted to a Number via parseFloat. If this results in NaN the update is skipped.
Get a up-to-date clone of all of the stats stored.
E.g.
{ n: 97,
min: 2,
max: 12,
sum: 673,
mean: 6.938144329896907,
variance: 5.851843979168881,
standard_deviation: 2.419058490233107,
sma50: 6.82 }
The count of observations.
The min value observed.
The max value observed.
The sum of all values observed.
The arithmetic mean of the observations.
The variance from the mean.
The standard deviation of the values from the mean.
Get the Simple Moving Average of the recent data. Default is to store 50 recent records and expose an sma50
property with the simple moving average. If the Stats
object is created with an argument of a number of SMA bins, the property will reflect the number of bins, e.g. Stats(100)
will have an sma100
instead of sma50
property.
stats-lite Operates on complete sets of numbers.
stream-statistics Is a similar module dedicated to streams.
MIT