Commit Graph

217 Commits

Author SHA1 Message Date
Vinzent Steinberg
b8e980d6ce Implement kurtosis
Also improve skewness tests.
2017-05-28 23:33:16 +02:00
Vinzent Steinberg
4f5ddbd6e9 Implement skewness and add missing inline annotations 2017-05-28 22:37:48 +02:00
Vinzent Steinberg
8c6c55190e Fix benchmarks
They were forgotten when renaming average to mean.
2017-05-28 21:19:12 +02:00
Vinzent Steinberg
978f6ec10e Make increment and add_inner private
They mess up invariants if not used correctly and don't have to be public
anymore.
2017-05-28 21:15:59 +02:00
Vinzent Steinberg
30622be775 Rename average to mean for consistency 2017-05-28 21:13:47 +02:00
Vinzent Steinberg
712303b58a Split up moments into one file for each
This anticipates adding skewness.
2017-05-28 21:00:04 +02:00
Vinzent Steinberg
19127cede7 Calculate average in terms of delta/n
This will avoid divisions in the inner loop when calculating higher
moments.
2017-05-28 20:30:05 +02:00
Vinzent Steinberg
9bf56690e6 Make sure quantile works for small samples
Before it was returning wrong results for samples with less than 5
elements.

Also mention that average and quantile will be 0 for empty samples.
2017-05-28 14:03:53 +02:00
Vinzent Steinberg
46c7220c9a Don't use as 2017-05-28 12:45:58 +02:00
Vinzent Steinberg
64a08a073a Panic for invalid p values 2017-05-28 12:44:30 +02:00
Vinzent Steinberg
95a2a1d409 Implement quantile 2017-05-25 15:42:53 +02:00
Vinzent Steinberg
cfab296f58 Improve documentation 2017-05-24 19:45:58 +02:00
Vinzent Steinberg
0d1e1c4f12 Implement Max 2017-05-24 19:17:52 +02:00
Vinzent Steinberg
c1af508205 Inline everything 2017-05-24 19:17:52 +02:00
Vinzent Steinberg
12c3fd76d1 Add benchmark for Min 2017-05-24 19:17:52 +02:00
Vinzent Steinberg
b371d3e8bc Correct benchmark
It was doing less work, because it did not calculate the variance.
2017-05-24 19:17:52 +02:00
Vinzent Steinberg
30ea084366 Generalize Min implementation 2017-05-24 19:17:52 +02:00
Vinzent Steinberg
d2ebdc27c3 Implement Min 2017-05-24 19:17:46 +02:00
Vinzent Steinberg
6aee190e82 Bump version 2017-05-24 11:34:06 +02:00
Vinzent Steinberg
a95ab05c10 Factor out calculation of average
Now it is possible to calculate the average without calculating the
error.
2017-05-24 11:33:15 +02:00
Vinzent Steinberg
962adb91d7 Rename Average to AverageWithError
This anticipates an implementation that does not calculate the error.
2017-05-24 11:32:24 +02:00
Vinzent Steinberg
ee6c5f861c Improve tests 2017-05-23 22:02:06 +02:00
Vinzent Steinberg
4fa92eb9e0 Improve performance by making sure add is inlined 2017-05-23 21:10:50 +02:00
Vinzent Steinberg
262d5c88da Improve docs 2017-05-22 18:47:46 +02:00
Vinzent Steinberg
5c5fdcea55 Bump version 2017-05-22 13:56:58 +02:00
Vinzent Steinberg
9bb501116d Reduce code duplication 2017-05-22 13:55:11 +02:00
Vinzent Steinberg
77fa8b4ed2 Remove inferior estimate of error of weighted average
It was a biased estimator, while the alternative one isn't.
2017-05-22 13:24:57 +02:00
Vinzent Steinberg
efaca98d0c Bump version 2017-05-19 17:54:22 +02:00
Vinzent Steinberg
334d8ae9cd Improve documentation 2017-05-19 17:53:54 +02:00
Vinzent Steinberg
ed4c11e31d Improve documentation of different weighted mean standard errors 2017-05-19 16:38:40 +02:00
Vinzent Steinberg
d25f267529 Move some tests from src to tests 2017-05-19 15:54:13 +02:00
Vinzent Steinberg
fbdb247a0e Implement WinCross estimator of standard error of weighted average 2017-05-19 15:38:39 +02:00
Vinzent Steinberg
eb0fa41619 Commit to SPSS estimator of standard error of weighted average
Before we were calculating some quantities not strictly needed for this.
2017-05-19 14:47:00 +02:00
Vinzent Steinberg
79f449e190 Improve README 2017-05-16 18:21:27 +02:00
Vinzent Steinberg
34a8aadb35 Implement merge for weighted average 2017-05-16 17:47:00 +02:00
Vinzent Steinberg
e54d4aba8b Calculate standard error of weighted mean
Also improve the documentation a bit.
2017-05-05 20:36:10 +02:00
Vinzent Steinberg
0488d6f105 Implement weighted average 2017-05-05 19:07:03 +02:00
Vinzent Steinberg
068381f366 Refactor code into more files 2017-05-05 17:42:21 +02:00
Vinzent Steinberg
623c50c936 Bump version 2017-05-05 17:14:32 +02:00
Vinzent Steinberg
00515c02f3 Tweak README 2017-05-05 17:01:59 +02:00
Vinzent Steinberg
d9d03674e9 Add build status to README 2017-05-05 17:01:10 +02:00
Vinzent Steinberg
f3d9b0d3d1 Fix travis 2017-05-05 16:58:39 +02:00
Vinzent Steinberg
a89d9db954 Enable travis 2017-05-05 16:56:16 +02:00
Vinzent Steinberg
67ebb80241 Tweak README 2017-05-05 16:54:01 +02:00
Vinzent Steinberg
5ad38d9669 Add README 2017-05-05 16:52:54 +02:00
Vinzent Steinberg
53b44d1a13 Add test comparing to streaming-stats 2017-05-05 16:40:23 +02:00
Vinzent Steinberg
a5aa7df51d Make benchmarks work on stable 2017-05-05 16:20:44 +02:00
Vinzent Steinberg
afd46067a9 Improve documentation 2017-05-05 16:04:51 +02:00
Vinzent Steinberg
c75ffc01f1 Add example 2017-05-05 15:59:50 +02:00
Vinzent Steinberg
562588e438 Rename error to err 2017-05-05 15:49:28 +02:00