fintech-algorithms
/
Using a coding agent? Give it the skill: npx skills add IslamBaraka90/Fintech-Algorithms-Library What it does →

Statistical Computing and Reproducibility

10 algorithms in Financial Mathematics, Statistics, and Data Foundations · 10 with asserted arithmetic.

In this family#

  1. Floating-Point Representation, Overflow, and Underflow verified

    floatingPointRepresentationOverflowAndUnderflow(input)
  2. Stable Summation and Mean Calculation verified

    stableSummationAndMeanCalculation(input)
  3. Stable Online Variance and Welford's Algorithm verified

    stableOnlineVarianceAndWelfordsAlgorithm(input)
  4. Batch, Rolling, and Streaming Statistic Equivalence verified

    batchRollingAndStreamingStatisticEquivalence(input)
  5. Missing, Infinite, Invalid, and Unsupported-State Policies verified

    missingInfiniteInvalidAndUnsupportedStatePolicies(input)
  6. Pseudorandom Numbers, Seeds, and Reproducibility verified

    pseudorandomNumbersSeedsAndReproducibility(input)
  7. Vectorization, Index Alignment, and Shape Safety verified

    vectorizationIndexAlignmentAndShapeSafety(input)
  8. Leakage-Free Fitting, Scaling, and Preprocessing verified

    leakageFreeFittingScalingAndPreprocessing(input)
  9. Fixtures, Numerical Tolerances, and Property Tests verified

    fixturesNumericalTolerancesAndPropertyTests(input)
  10. Reproducible Analysis, Metadata, and Audit Trails verified

    reproducibleAnalysisMetadataAndAuditTrails(input)

What they share#

Every topic here is a record-transform, so once you have called one the rest follow the same shape. Import paths differ only in the final segment:

ts
import { floatingPointRepresentationOverflowAndUnderflow } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/statistical-computing-and-reproducibility/floating-point-representation-overflow-and-underflow";
import { stableSummationAndMeanCalculation } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/statistical-computing-and-reproducibility/stable-summation-and-mean-calculation";

Read them in the order above — the sequence is pedagogical, not alphabetical.

Where this sits#

Financial Mathematics, Statistics, and Data Foundations collects 120 algorithms across 12 families. For the concept behind this family rather than the call signatures, see the concept guides.