Commit Graph

13 Commits

Author SHA1 Message Date
Vinzent Steinberg
bea79374e3 Move random tests to separate file 2017-05-28 23:46:15 +02:00
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
30622be775 Rename average to mean for consistency 2017-05-28 21:13:47 +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
0d1e1c4f12 Implement Max 2017-05-24 19:17:52 +02:00
Vinzent Steinberg
d2ebdc27c3 Implement Min 2017-05-24 19:17:46 +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
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
d25f267529 Move some tests from src to tests 2017-05-19 15:54:13 +02:00
Vinzent Steinberg
53b44d1a13 Add test comparing to streaming-stats 2017-05-05 16:40:23 +02:00