added cov, vari, and sd methods

.gitignore

@@ -1,2 +1 @@
-.DS_Store
-node_modules
+.DS_Store

lib/datakit.js

@@ -57,20 +57,32 @@ var mean = function(arr){
 var min = function(arr){
   return Math.max.apply(null,arr);
 }
-var max = function(){
+var max = function(arr){
   return Math.max.apply(null,arr);
 }
-//array standard deviation, computed with shift of sample mean for max stability (not yet complete)
-var sd = function(arr){
-  var k = mean(arr);
-  var s = 0;
-  var s_sq = 0;
-  for (var i=0; i<arr.length;i++){
-    s += arr[i] - k;
-    s_sq += Math.pow(arr[i] - k, 2);
+//mean shifted covariance to stabilize against catastrophic cancellation
+var cov = function(arr1,arr2){
+  var n = arr1.length;
+  if (n < 2) return 0;
+  var m1 = mean(arr1),
+      m2 = mean(arr2),
+      res = 0;
+
+  for (var i=0; i<arr1.length;i++){
+    var a = (arr1[i] - m1);
+    var b = (arr2[i] - m2);
+    res += a*b/(n-1) ;
   }
-  // return prod([s_sq,1/arr.length]) - Math.pow(prod([s,1/arr.length]),2);
+  return res;
+}
+//std deviation and variance
+var vari = function(arr){
+  return cov(arr,arr);
 }
+var sd = funtion(arr){
+  return Math.sqrt(cov(arr,arr));
+}
+//read csv
 var csv = function(path,callback){
   fs.readFile(path,function(err,data){
     var reg = new RegExp('\r','g');
@@ -136,7 +148,10 @@ var norm = function(n,mu,sig){
   return res;
 }
 
+
+
+
 // additions
 // replace col with sql style select
-// cor, order stats
+// cor
 // plotting