/** * * @param source * @param period * @param size * @returns */ export async function stddev( source: Array, period: number, size: number = source.length ) { const output: Array = [] const scale = 1.0 / period // if (period < 1) throw new Error("Invalid Options") // if (size <= period - 1) throw new Error("Out of range") let sum = 0 let sum2 = 0 for (let i = 0; i < period; ++i) { sum += source[i] sum2 += source[i] * source[i] } let s2s2 = (sum2 * scale - (sum * scale) * (sum * scale)) if (s2s2 > 0.0) s2s2 = Math.sqrt(s2s2) output.push(s2s2) for (let i = period; i < size; ++i) { sum += source[i] sum2 += source[i] * source[i] sum -= source[i - period] sum2 -= source[i - period] * source[i - period] let s2s2 = (sum2 * scale - (sum * scale) * (sum * scale)) if (s2s2 > 0.0) s2s2 = Math.sqrt(s2s2) output.push(s2s2) } return output }