andreacavalli/rust-average
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Vinzent Steinberg 25d894a2f6 Use custom implementation of binomial coefficient 
This lets us get rid of the num-integer dependency and makes the
performance of the code generated by `define_moments` close to that of
`Kurtosis`. Before, it was several times slower.

However, the custom implementation is more vulnerable to integer
overflow. In practise, this should not matter, since it does not make
sense to calculate moments of very high order.
2019-05-22 15:51:11 +02:00
benches Update benchmarks 2019-05-22 14:45:04 +02:00
src Use custom implementation of binomial coefficient 2019-05-22 15:51:11 +02:00
tests Use proptest to test reasonable bounds of mean 2019-04-25 14:53:19 +02:00
.gitignore Initial commit 2017-04-26 20:24:20 +02:00
.travis.yml Guarantee and test minimal version 2019-01-22 14:36:53 +01:00
Cargo.toml Use custom implementation of binomial coefficient 2019-05-22 15:51:11 +02:00
LICENSE-APACHE Include license verbatim 2017-11-19 11:07:58 +01:00
LICENSE-MIT Include license verbatim 2017-11-19 11:07:58 +01:00
README.md Guarantee and test minimal version 2019-01-22 14:36:53 +01:00

README.md

average

Calculate statistics of a sequence iteratively in a single pass, using constant space and avoiding numerical problems. The calculations can be easily parallelized by using merge.

This crate works without std.

Documentation Status Latest Version Build Status

Implemented statistics

  • Mean and its error.
  • Variance, skewness, kurtosis.
  • Arbitrary moments.
  • Minimum and maximum.
  • Quantile.
  • Histogram.

Crate features

The following optional feature is available:

  • serde1 enables serialization, via Serde version 1.

Rust version requirements

Rustc version 1.22 or greater is supported.

Related Projects

  • quantiles: Provides quantile estimates with bounded error but using growing space.