Update documentation

This commit is contained in:
Vinzent Steinberg 2017-05-29 00:39:33 +02:00
parent bea79374e3
commit 80e92f6176
4 changed files with 49 additions and 20 deletions

View File

@ -4,10 +4,11 @@ name = "average"
version = "0.5.0"
license = "MIT/Apache-2.0"
repository = "https://github.com/vks/average"
description = "Calculate the average of a sequence and its error iteratively"
description = "Calculate statistics iteratively"
readme = "README.md"
categories = ["science", "no-std"]
keywords = ["statistics", "stats"]
keywords = ["statistics", "stats", "mean", "variance", "skewness",
"kurtosis", "quantile"]
[dependencies]
conv = "0.3"

View File

@ -1,7 +1,7 @@
# average
Calculate the average of a sequence and its error iteratively in a single pass,
using constant memory and avoiding numerical problems. The calculation can be
Calculate statistics of a sequence iteratively in a single pass, using
constant memory and avoiding numerical problems. The calculations can be
easily parallelized by using `merge`.
[Documentation](https://docs.rs/average) |
@ -9,7 +9,9 @@ easily parallelized by using `merge`.
[![Build Status](https://travis-ci.org/vks/average.svg?branch=master)](https://travis-ci.org/vks/average)
## Advantages over naive calculation of average and variance
## Implemented statistics
* Avoids loss of precision due to cancellation.
* Only needs a single pass over the samples, at the cost of a division inside the loop.
* Mean and its error.
* Variance, skewness, kurtosis.
* Minium and maximum.
* Quantile.

View File

@ -1,14 +1,11 @@
//! This crate provides estimators for the weighted and unweighted average of a
//! sequence of numbers, and for their standard errors. The typical workflow
//! looks like this:
//! This crate provides estimators for statistics on a sequence of numbers. The
//! typical workflow looks like this:
//!
//! 1. Initialize your estimator of choice ([`Mean`], [`MeanWithError`],
//! [`WeightedMean`] or [`WeightedMeanWithError`]) with `new()`.
//! 2. Add some subset (called "samples") of the sequence of numbers (called
//! "population") for which you want to estimate the average, using `add()`
//! 1. Initialize the estimator of your choice with `new()`.
//! 2. Add some subset (called "sample") of the sequence of numbers (called
//! "population") for which you want to estimate the statistic, using `add()`
//! or `collect()`.
//! 3. Calculate the arithmetic mean with `mean()` and its standard error with
//! `error()`.
//! 3. Calculate the statistic with `mean()` or similar.
//!
//! You can run several estimators in parallel and merge them into one with
//! `merge()`.
@ -17,10 +14,38 @@
//! so the sequence of numbers can be an iterator. The used algorithms try to
//! avoid numerical instabilities.
//!
//! [`Mean`]: ./average/struct.Mean.html
//! [`MeanWithError`]: ./average/struct.MeanWithError.html
//! [`WeightedMean`]: ./weighted_average/struct.WeightedMean.html
//! [`WeightedMeanWithError`]: ./weighted_average/struct.WeightedMeanWithError.html
//!
//! ## Estimators
//!
//! * Mean ([`Mean`]) and its error ([`MeanWithError`]).
//! * Weighted mean ([`WeightedMean`]) and its error
//! ([`WeightedMeanWithError`]).
//! * Variance ([`Variance`]), skewness ([`Skewness`]) and kurtosis
//! ([`Kurtosis`]).
//! * Quantiles ([`Quantile`]).
//! * Minimum ([`Min`]) and maximum ([`Max`]).
//!
//! [`Mean`]: ./struct.Mean.html
//! [`MeanWithError`]: ./type.MeanWithError.html
//! [`WeightedMean`]: ./struct.WeightedMean.html
//! [`WeightedMeanWithError`]: ./struct.WeightedMeanWithError.html
//! [`Variance`]: ./struct.Variance.html
//! [`Skewness`]: ./struct.Skewness.html
//! [`Kurtosis`]: ./struct.Kurtosis.html
//! [`Quantile`]: ./struct.Quantile.html
//! [`Min`]: ./struct.Min.html
//! [`Max`]: ./struct.Max.html
//!
//!
//! ## Estimating several statistics at once
//!
//! The estimators are designed to have minimal state. The recommended way to
//! calculate several of them at once is to create a struct with all the
//! estimators you need. You can then implement `add` for your struct by
//! forwarding to the underlying estimators.
//!
//! Note that calculating moments requires calculating the lower moments, so you
//! only need to include the highest moment in your struct.
//!
//!
//! ## Example

View File

@ -3,4 +3,5 @@ include!("variance.rs");
include!("skewness.rs");
include!("kurtosis.rs");
/// Alias for `Variance`.
pub type MeanWithError = Variance;