option to normalise the zscore

focus1691 · Sep 10, 2024 · bb32caf · bb32caf
1 parent 6af8e85
commit bb32caf
Showing 1 changed file with 11 additions and 1 deletion.
diff --git a/src/lib/zscores/index.ts b/src/lib/zscores/index.ts
@@ -9,7 +9,11 @@ export class ZScoreOutput {
 }
 
 export class ZScore {
-  public static calc(input: number[], lag: number, threshold: number, influence: number): ZScoreOutput {
+  public static calc(input: number[], lag: number, threshold: number, influence: number, normaliseData?: boolean): ZScoreOutput {
+    if (normaliseData) {
+      input = ZScore.normaliseData(input);
+    }
+
     const result: ZScoreOutput = new ZScoreOutput()
     const signals: number[] = Array(input.length).fill(0)
     const filteredY: number[] = input.slice(0)
@@ -88,4 +92,10 @@ export class ZScore {
 
     return round(stdDev)
   }
+
+  private static normaliseData(data: number[]): number[] {
+    const min = Math.min(...data);
+    const max = Math.max(...data);
+    return data.map(value => (value - min) / (max - min));
+  }
 }