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Standard deviation, in JavaScript
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var sum = values.reduce(function(sum, value){ | |
return sum + value; | |
}, 0); | |
var avg = sum / data.length; |
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var diffs = values.map(function(value){ | |
var diff = value - avg; | |
return diff; | |
}); |
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var squareDiffs = values.map(function(value){ | |
var diff = value - avg; | |
var sqr = diff * diff; | |
return sqr; | |
}); |
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function average(data){ | |
var sum = data.reduce(function(sum, value){ | |
return sum + value; | |
}, 0); | |
var avg = sum / data.length; | |
return avg; | |
} |
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var avgSquareDiff = average(squareDiffs); |
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var stdDev = Math.sqrt(avgSquareDiff); |
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function standardDeviation(values){ | |
var avg = average(values); | |
var squareDiffs = values.map(function(value){ | |
var diff = value - avg; | |
var sqrDiff = diff * diff; | |
return sqrDiff; | |
}); | |
var avgSquareDiff = average(squareDiffs); | |
var stdDev = Math.sqrt(avgSquareDiff); | |
return stdDev; | |
} | |
function average(data){ | |
var sum = data.reduce(function(sum, value){ | |
return sum + value; | |
}, 0); | |
var avg = sum / data.length; | |
return avg; | |
} |
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This doesn't compute standard deviation, it computes the uncorrected standard deviation, because it uses
1/N
. The denominator for stdev should beN-1
, notN
. The squared differences should not be averaged.