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Vinzent Steinberg 34d33ef21a Slightly improve calculation of standardized moment
Also test more of the trivial cases.
2018-07-11 12:37:06 +02:00
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src Slightly improve calculation of standardized moment 2018-07-11 12:37:06 +02:00
tests Slightly improve calculation of standardized moment 2018-07-11 12:37:06 +02:00
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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.

Documentation Status Latest Version Build Status

Implemented statistics

  • Mean and its error.
  • Variance, skewness, kurtosis.
  • Arbitrary moments.
  • Minimum and maximum.
  • Quantile.
  • Histogram.
  • quantiles: Provides quantile estimates with bounded error but using growing space.