Math with frequency

Math functions to use with frequency table.

Installation

Install math-with-frequency using npm:

npm install math-with-frequency

Disclaimer

The library was created on the basis of personal needs, therefore a small number of functions is available. Any pull requests are welcome!

Why

Some math libraries (mathjs, simple-statistics) accepts the array of numbers to calculate the result. There are tasks when to use this type of libraries, you will have to create large arrays of numbers.

Example task:

Given: Array of Bitcoin sales with price and trade volume.
Task: Find the mean sale price.

const btcSales = [
  { price: 57000, volume: 1500 },
  { price: 56000, volume: 2200 },
  { price: 59000, volume: 1900 },
];

some-other-math-library example:

// salePrices.length === 5600
const salePrices = btcSales.flatMap((sale) => new Array(sale.volume).fill(sale.price));
mean(btcSalePrices); // 57285.71428571428

math-with-frequency example:

// saleNumbers.length === 3
const saleNumbers = btcSales.map((sale) => ({ value: sale.price, frequency: sale.volume }));
mean(saleNumbers); // 57285.71428571428

If you don't see any problem with creating big arrays of same numbers, then maybe you don't need to use this library

Common Input format

type Frequency = number; // int value, bigger than 0. Default is 1.

type FrequencyObject<Value> = { value: Value; frequency?: Frequency };
type FrequencyTuple<Value> = [Value] | [Value, Frequency];

type Item<Value> = Value | FrequencyObject<Value> | FrequencyTuple<Value>;

const validInput: Item<number>[] = [
  100, // frequency is 1
  { value: 100 }, // frequency is 1
  { value: 100, frequency: 5 },
  [100], // frequency is 1
  [100, 5],
];

API

mean(items: Item<number>[]): number

The arithmetic mean (or simply mean) of a list of numbers, is the sum of all of the numbers divided by the number of numbers.

const input = [
  { value: 1, frequency: 10 },
  { value: 3, frequency: 20 },
];
const meanValue = mean(input); // 2.3333333333333335

std(items: Item<number>[], type = StandardDeviationType.POPULATION): number

Calculate standard deviation. You can also specify StandardDeviationType. Read more about type differencies here.

const input = [
  { value: -100, frequency: 5 },
  { value: 300, frequency: 15 },
  { value: 255, frequency: 55 },
];
const populationStd = std(input); // 92.69064437987016
const sampleStd = std(input, StandardDeviationType.SAMPLE); // 93.31483085585946

quantile(items: Item<number>[], prob: number, isAscSorted = false)

Find quantile.

const input = [
  { value: 999, frequency: 1000 },
  { value: 3, frequency: 1 },
  { value: 1, frequency: 1000 },
];
const median = quantile(input, 0.5); // 3

License

MIT License

Copyright (c) 2021 Eugene Korobkov ([email protected])

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.