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Coefficient of Variation and Scale Comparability

Install and import#

bash
npm install fintech-algorithms
ts
import { coefficientOfVariationAndScaleComparability } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/dispersion-shape-and-robust-statistics/coefficient-of-variation-and-scale-comparability";

Signature#

coefficientOfVariationAndScaleComparability(input)

Worked example#

verified This is the worked example published in the article, replayed by the test suite on every run. The output cannot drift.

Input#

input
{
  "values": [1, 2, 2, 4, 9]
}

Call#

coefficientOfVariationAndScaleComparability(input)

Returns#

object with 2 fields: coefficientOfVariation, scaleFree

{
  "coefficientOfVariation": 0.8914892519934007,
  "scaleFree": true
}

Diagrams#

Coefficient of Variation and Scale Comparability — article hero
Coefficient of Variation and Scale Comparability — calculation ledger
Coefficient of Variation and Scale Comparability — concept anatomy
Coefficient of Variation and Scale Comparability — failure boundary
Coefficient of Variation and Scale Comparability — method map
Coefficient of Variation and Scale Comparability — scenario contrast

How it works#

This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.

Read the article →

References#

The rest of the Dispersion, Shape, and Robust Statistics family#