ml

src/main/ml.ts

@@ -1,4 +1,5 @@
 import { setDecimalPlaces } from './format';
+import { getArithmeticMean } from './statistics';
 
 /**
  * Returns a copy of array, where each value will be in the range [0, 1].
@@ -18,4 +19,24 @@ export const mlNormalize = (data: number[], decimalPlaces = Infinity): number[]
     }
 
     return copy;
+};
+
+export const mlStandardize = (data: number[]): number[] => {
+
+    const mean = getArithmeticMean(data) ?? 0;
+
+    // Calculate the standard deviation ----------
+    // variance (spread or dispersion) is calculated by summing up the squared differences
+    // between each element and the mean,
+    // and then dividing by the number of elements.
+    const variance = data.reduce((acc, val) => acc + Math.pow(val - mean, 2), 0) / data.length;
+    // stdDev is the square root of the variance.
+    const stdDev = Math.sqrt(variance);
+
+    // Standardize each element in the data array
+    // Each element in the data array is standardized
+    // by subtracting the mean and dividing by the standard deviation.
+    const standardizedData = data.map(val => (val - mean) / stdDev);
+
+    return standardizedData;
 };