Struct RunningMoments 

pub struct RunningMoments { /* private fields */ }

Welford’s online accumulator for the running mean and variance of a stream.

Maintains the count, running mean, and the sum of squared deviations (M2) so that the mean and the Bessel-corrected sample variance are available after any number of updates without storing the values themselves. Numerically stable: it avoids the catastrophic cancellation of the naive “sum of squares minus square of sum” formula.

Invariants

The struct holds exactly three scalar fields, so size_of::<RunningMoments>() is constant regardless of stream length — the bounded-memory guarantee.

Examples

use stats_claw::streaming::RunningMoments;

let mut m = RunningMoments::new();
for x in [2.0, 4.0, 4.0, 4.0, 5.0, 5.0, 7.0, 9.0] {
    m.update(x);
}
// Mean of the eight values is 5.0.
assert!((m.mean() - 5.0).abs() < 1e-12);

Implementations

impl RunningMoments

pub const fn new() -> Self

Creates an empty accumulator that has consumed no values.

Returns

A RunningMoments with zero count; Self::mean is 0.0 until the first Self::update.

pub fn update(&mut self, x: f64)

Folds one observation into the running summary using Welford’s update.

Arguments

• x — the next value of the stream. Any finite f64; NaN/±∞ propagate into the running statistics unchanged.

pub const fn mean(&self) -> f64

Returns the running arithmetic mean of all values consumed so far.

Returns

The mean, or 0.0 if no values have been consumed yet.

pub fn variance(&self) -> f64

Returns the running Bessel-corrected sample variance.

Returns

The sample variance M2 / (n - 1), or 0.0 when fewer than two values have been consumed (variance is undefined for a single observation, and 0.0 is the natural, panic-free convention here).

pub fn std_dev(&self) -> f64

Returns the running sample standard deviation (the square root of Self::variance).

pub const fn count(&self) -> u64

Returns the number of values consumed so far.

Trait Implementations

impl Clone for RunningMoments

fn clone(&self) -> RunningMoments

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for RunningMoments

impl Debug for RunningMoments

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

Formats the value using the given formatter.

impl Default for RunningMoments

fn default() -> Self

Returns an empty accumulator, equivalent to RunningMoments::new.

impl PartialEq for RunningMoments

fn eq(&self, other: &RunningMoments) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for RunningMoments