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Last active August 1, 2020 03:07
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Calculate Standard Deviation is PowerShell
using namespace System.Collections.Generic
using namespace System.Linq
class StandardDeviation{
hidden [decimal] $Average
StandardDeviation([decimal] $average){
$this.Average = $average
}
hidden [Func[decimal,decimal]] DiffSquare()
{
return $this.GetType().GetMethod("DiffSquareImpl").
CreateDelegate([Func[decimal,decimal]], $this)
}
hidden [decimal] DiffSquareImpl([decimal] $current){
return [Math]::Pow($current - $this.Average, 2)
}
static [tuple[decimal,decimal]] CalculateVarianceAverage([IList[decimal]] $numbers)
{
$stddev = [StandardDeviation]::new([Enumerable]::Average($numbers))
$sumOfSqrsAvg = ([Enumerable]::Sum($numbers, $stddev.DiffSquare())/$numbers.Count)
return [tuple[decimal,decimal]]::new($sumOfSqrsAvg, $stddev.Average)
}
}
class StandardDeviationResult{
[decimal] $Variance
[decimal] $StdDev
[decimal] $Average
[int] $Count
[decimal[]] $Values
}
function Get-StandardDeviation{
<#
.SYNOPSIS
Calculate standard deviation of a set of numbers
.DESCRIPTION
For a finite set of numbers, the standard deviation is found by taking the square root
of the average of the squared deviations of the values from their average value
.PARAMETER Value
The values to create the standard deviation of.
.EXAMPLE
Get-StandardDeviation -Value 2,4,4,4,5,5,7,9
Returns a StandardDeviationResult
Variance : 4
StdDev : 2
Average : 5
Count : 8
Values : {2, 4, 4, 4...}
.EXAMPLE
2,4,4,4,5,5,7,9 | Get-StandardDeviation
Returns a StandardDeviationResult
Variance : 4
StdDev : 2
Average : 5
Count : 8
Values : {2, 4, 4, 4...}
.LINK
https://en.wikipedia.org/wiki/Standard_deviation
.INPUTS
System.Decimal[]
.OUTPUTS
StandardDeviationResult
#>
[CmdletBinding()]
[Alias('stddev')]
[OutputType([StandardDeviationResult])]
param(
[Parameter(Mandatory,HelpMessage='Values to calculate standard deviation from', ValueFromPipeline)]
[decimal[]] $Value
)
begin{
[List[decimal]] $numbers = [List[decimal]]::new(1000)
}
process{
$numbers.AddRange($Value)
}
end{
$var = [StandardDeviation]::CalculateVarianceAverage($numbers)
$stddev = [StandardDeviationResult] @{
Values = [Enumerable]::ToArray($numbers)
Variance = $var.Item1
Average = $var.Item2
Count = $numbers.Count
StdDev = [Math]::Sqrt($var.Item1)
}
$PSCmdlet.WriteObject($stddev)
}
}
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