Expand description
Online univariate statistics with bounded memory.
Every non-rolling statistic in this module uses O(1) memory.
Rolling statistics use O(window_size) memory.
Re-exports§
pub use count::Count;pub use ew_mean::ExponentiallyWeightedMean;pub use extrema::Max;pub use extrema::Min;pub use mean::Mean;pub use rolling::RollingMean;pub use rolling::RollingVariance;pub use sum::Sum;pub use variance::Variance;pub use variance::VarianceKind;
Modules§
- count
- Online count of observations.
- ew_mean
- Exponentially weighted mean.
- extrema
- Online min and max trackers.
- mean
- Online mean using a numerically stable incremental update.
- rolling
- Rolling (windowed) statistics with fixed capacity.
- sum
- Online sum of observations.
- variance
- Online variance using Welford’s algorithm.