fintech-algorithms
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Deviation, Absolute Deviation, and Squared Deviation

Install and import#

bash
npm install fintech-algorithms
ts
import { deviationAbsoluteDeviationAndSquaredDeviation } from "fintech-algorithms/foundations/dispersion-shape-and-robust-statistics/deviation-absolute-deviation-and-squared-deviation";

Signature#

deviationAbsoluteDeviationAndSquaredDeviation(input)

Centres a numeric series on its arithmetic mean and returns the three per-observation distance forms built from that centring: signed, absolute, and squared.

Parameters#

NameTypeNotes
input{ values: number[] }The observations to centre, under the key values. Entries are coerced with Number and must all be finite.

Returns#

{ center: number; deviations: number[]; absoluteDeviations: number[]; squaredDeviations: number[] }

center is the arithmetic mean; the three arrays hold value - center, its absolute value, and its square, each aligned to the caller's input order.

Errors#

  • When input is null, an array, or not an object — throws TypeError
  • When values is missing, is not an array, or is empty — throws RangeError
  • When any entry of values does not coerce to a finite number — throws RangeError

Complexity: time O(n log n), space O(n).

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#

deviationAbsoluteDeviationAndSquaredDeviation(input)

Returns#

object with 2 fields: center, deviations

{
  "center": 3.6,
  "deviations": [-2.6, -1.6, -1.6, 0.3999999999999999, 5.4]
}

Diagrams#

Deviation, Absolute Deviation, and Squared Deviation — article hero
Deviation, Absolute Deviation, and Squared Deviation — calculation ledger
Deviation, Absolute Deviation, and Squared Deviation — concept anatomy
Deviation, Absolute Deviation, and Squared Deviation — failure boundary
Deviation, Absolute Deviation, and Squared Deviation — method map
Deviation, Absolute Deviation, and Squared Deviation — 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#