Struct Variance 

pub struct Variance { /* private fields */ }

Online variance accumulator using Welford’s algorithm.

Also exposes the running mean and population/sample standard deviation.

Examples

use rill_ml::stats::{Variance, VarianceKind};
use rill_ml::OnlineStatistic;

let mut v = Variance::new(VarianceKind::Population);
for x in [1.0, 2.0, 3.0, 4.0, 5.0] {
    v.update(x).unwrap();
}
assert!((v.value().unwrap() - 2.0).abs() < 1e-12);

Implementations

impl Variance

pub const fn new(kind: VarianceKind) -> Self

Create a new variance accumulator of the given kind.

pub fn value(&self) -> Option<f64>

Current variance, or None when not enough data has been observed.

pub fn std_dev(&self) -> Option<f64>

Current standard deviation, or None when not enough data has been observed.

pub const fn mean(&self) -> f64

Current running mean.

pub const fn count(&self) -> u64

Number of observations seen so far.

pub const fn kind(&self) -> VarianceKind

The configured variance kind.

Trait Implementations

impl Clone for Variance

fn clone(&self) -> Variance

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Variance

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for Variance

fn default() -> Self

Returns the “default value” for a type.

impl OnlineStatistic for Variance

fn update(&mut self, value: f64) -> Result<(), RillError>

Update the statistic with a new observation.

fn samples_seen(&self) -> u64

How many observations have been incorporated.

fn reset(&mut self)

Reset the statistic.