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Vinzent Steinberg 3a0dcafd21 Implement histograms
In order for them to have constant size, a macro is provided to crate
the histogram type. This should be replaced by const generics once Rust
has them.
2018-03-06 15:54:30 +01:00
benches Benchmark generic vs. handwritten implementation of kurtosis 2018-01-11 19:37:25 +01:00
src Implement histograms 2018-03-06 15:54:30 +01:00
tests Implement histograms 2018-03-06 15:54:30 +01:00
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average

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 Status Latest Version Build Status

Implemented statistics

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