variance-reduce2.js

this.getReducedSTD2 = function(dimensionGroup, variable) {
  // see https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
  var reduceAdd = function (p, v) {
    var value = +v.variables[variable];
    if( _.isNaN(value) ) {
      //pass
    }
    else {
      if( p.n === 0 ) {
        p.k = value;
      }
      p.n = p.n + 1;
      p.ex = p.ex + (value-p.k);
      p.ex2 = p.ex2 + (value-p.k) * (value-p.k);
    }
    return p;
  };

  var reduceRemove = function (p, v) {
    var value = +v.variables[variable];
    if( _.isNaN(value) ) {
      //pass
    } else {
      p.n = p.n - 1;
      p.ex = p.ex - (value-p.k);
      p.ex2 = p.ex2 - (value-p.k) * (value-p.k);
    }
    return p;
  };

  var reduceInitial = function () {
    var p = {
      k: 0,
      n: 0,
      ex: 0,
      ex2: 0,
      valueOf: function() {
        var variance = (p.ex2 - (p.ex * p.ex)/p.n) / (p.n-1);
        var mean = p.k + p.ex / p.n;
        return {
          variance: variance,
          stddev: Math.sqrt(variance),
          mean: mean
        };
      }
    };
    return p;
  };
  return dimensionGroup.reduce(reduceAdd, reduceRemove, reduceInitial);
};