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Calculate Standard Deviation is PowerShell
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using namespace System.Collections.Generic | |
using namespace System.Linq | |
class StandardDeviation{ | |
hidden [decimal] $Average | |
StandardDeviation([decimal] $average){ | |
$this.Average = $average | |
} | |
hidden [Func[decimal,decimal]] DiffSquare() | |
{ | |
return $this.GetType().GetMethod("DiffSquareImpl"). | |
CreateDelegate([Func[decimal,decimal]], $this) | |
} | |
hidden [decimal] DiffSquareImpl([decimal] $current){ | |
return [Math]::Pow($current - $this.Average, 2) | |
} | |
static [tuple[decimal,decimal]] CalculateVarianceAverage([IList[decimal]] $numbers) | |
{ | |
$stddev = [StandardDeviation]::new([Enumerable]::Average($numbers)) | |
$sumOfSqrsAvg = ([Enumerable]::Sum($numbers, $stddev.DiffSquare())/$numbers.Count) | |
return [tuple[decimal,decimal]]::new($sumOfSqrsAvg, $stddev.Average) | |
} | |
} | |
class StandardDeviationResult{ | |
[decimal] $Variance | |
[decimal] $StdDev | |
[decimal] $Average | |
[int] $Count | |
[decimal[]] $Values | |
} | |
function Get-StandardDeviation{ | |
<# | |
.SYNOPSIS | |
Calculate standard deviation of a set of numbers | |
.DESCRIPTION | |
For a finite set of numbers, the standard deviation is found by taking the square root | |
of the average of the squared deviations of the values from their average value | |
.PARAMETER Value | |
The values to create the standard deviation of. | |
.EXAMPLE | |
Get-StandardDeviation -Value 2,4,4,4,5,5,7,9 | |
Returns a StandardDeviationResult | |
Variance : 4 | |
StdDev : 2 | |
Average : 5 | |
Count : 8 | |
Values : {2, 4, 4, 4...} | |
.EXAMPLE | |
2,4,4,4,5,5,7,9 | Get-StandardDeviation | |
Returns a StandardDeviationResult | |
Variance : 4 | |
StdDev : 2 | |
Average : 5 | |
Count : 8 | |
Values : {2, 4, 4, 4...} | |
.LINK | |
https://en.wikipedia.org/wiki/Standard_deviation | |
.INPUTS | |
System.Decimal[] | |
.OUTPUTS | |
StandardDeviationResult | |
#> | |
[CmdletBinding()] | |
[Alias('stddev')] | |
[OutputType([StandardDeviationResult])] | |
param( | |
[Parameter(Mandatory,HelpMessage='Values to calculate standard deviation from', ValueFromPipeline)] | |
[decimal[]] $Value | |
) | |
begin{ | |
[List[decimal]] $numbers = [List[decimal]]::new(1000) | |
} | |
process{ | |
$numbers.AddRange($Value) | |
} | |
end{ | |
$var = [StandardDeviation]::CalculateVarianceAverage($numbers) | |
$stddev = [StandardDeviationResult] @{ | |
Values = [Enumerable]::ToArray($numbers) | |
Variance = $var.Item1 | |
Average = $var.Item2 | |
Count = $numbers.Count | |
StdDev = [Math]::Sqrt($var.Item1) | |
} | |
$PSCmdlet.WriteObject($stddev) | |
} | |
} |
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