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rust-average
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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.

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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.

Related Projects

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