Commit | Line | Data |
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c17a8d29 | 1 | import { mean } from 'rambda' |
c7ba22b7 | 2 | |
c17a8d29 JB |
3 | export const min = (...args: number[]): number => |
4 | args.reduce((minimum, num) => (minimum < num ? minimum : num), Infinity) | |
5 | ||
6 | export const max = (...args: number[]): number => | |
7 | args.reduce((maximum, num) => (maximum > num ? maximum : num), -Infinity) | |
4884b8d3 JB |
8 | |
9 | // TODO: use order statistics tree https://en.wikipedia.org/wiki/Order_statistic_tree | |
10 | export const nthPercentile = (dataSet: number[], percentile: number): number => { | |
11 | if (percentile < 0 && percentile > 100) { | |
66a7748d | 12 | throw new RangeError('Percentile is not between 0 and 100') |
4884b8d3 | 13 | } |
b5977da8 | 14 | if (Array.isArray(dataSet) && dataSet.length === 0) { |
66a7748d | 15 | return 0 |
4884b8d3 | 16 | } |
66a7748d | 17 | const sortedDataSet = dataSet.slice().sort((a, b) => a - b) |
4884b8d3 | 18 | if (percentile === 0 || sortedDataSet.length === 1) { |
66a7748d | 19 | return sortedDataSet[0] |
4884b8d3 JB |
20 | } |
21 | if (percentile === 100) { | |
66a7748d | 22 | return sortedDataSet[sortedDataSet.length - 1] |
4884b8d3 | 23 | } |
66a7748d JB |
24 | const percentileIndexBase = (percentile / 100) * (sortedDataSet.length - 1) |
25 | const percentileIndexInteger = Math.floor(percentileIndexBase) | |
5199f9fd | 26 | // eslint-disable-next-line @typescript-eslint/no-unnecessary-condition |
aa63c9b7 | 27 | if (sortedDataSet[percentileIndexInteger + 1] != null) { |
4884b8d3 JB |
28 | return ( |
29 | sortedDataSet[percentileIndexInteger] + | |
30 | (percentileIndexBase - percentileIndexInteger) * | |
31 | (sortedDataSet[percentileIndexInteger + 1] - sortedDataSet[percentileIndexInteger]) | |
66a7748d | 32 | ) |
4884b8d3 | 33 | } |
66a7748d JB |
34 | return sortedDataSet[percentileIndexInteger] |
35 | } | |
4884b8d3 | 36 | |
66b40cf3 JB |
37 | /** |
38 | * Computes the sample standard deviation of the given data set. | |
39 | * | |
40 | * @param dataSet - Data set. | |
41 | * @param dataSetAverage - Average of the data set. | |
42 | * @returns The sample standard deviation of the given data set. | |
43 | * @see https://en.wikipedia.org/wiki/Unbiased_estimation_of_standard_deviation | |
44 | * @internal | |
45 | */ | |
c17a8d29 | 46 | export const stdDeviation = (dataSet: number[], dataSetAverage: number = mean(dataSet)): number => { |
736073f0 | 47 | if (Array.isArray(dataSet) && (dataSet.length === 0 || dataSet.length === 1)) { |
66a7748d | 48 | return 0 |
66b40cf3 | 49 | } |
8f60746c | 50 | return Math.sqrt( |
4e1c771b | 51 | dataSet.reduce((accumulator, num) => accumulator + Math.pow(num - dataSetAverage, 2), 0) / |
66a7748d JB |
52 | (dataSet.length - 1) |
53 | ) | |
54 | } |