Struct Statistics

pub struct Statistics<T> { /* private fields */ }

A structure that computes various statistics over a fixed-size window of values.

Statistics<T> maintains a circular buffer of values and computes statistical measures such as mean, variance, standard deviation, median, etc. It can handle both single value statistics and paired statistics (when T is a tuple).

The structure automatically updates statistics as new values are added and old values are removed from the window, making it efficient for streaming data analysis.

Type Parameters

• T - The type of values to compute statistics over. Can be a single numeric type or a tuple for paired statistics.

Implementations

impl<T> Statistics<T>

pub fn new(period: usize) -> Self

where T: Copy + Default,

Creates a new statistics object with the specified period

Arguments

• period - The period of the statistics

Returns

• Statistics<T> - The new statistics object

pub fn reset(&mut self) -> &mut Self

where T: Default + Copy,

Resets the statistics

Returns

• &mut Self - The statistics object

pub const fn len(&self) -> usize

Returns the current number of elements in the buffer.

Returns

• usize - The current number of elements in the buffer

pub const fn is_full(&self) -> bool

Check if the statistics buffer is full

Returns

• bool - True if the statistics buffer is full

pub const fn period(&self) -> usize

Returns the period of the statistics

Returns

• usize - The period of the statistics

pub const fn ddof(&self) -> bool

Returns the Delta Degrees of Freedom

Returns

• bool - The Delta Degrees of Freedom

pub const fn set_ddof(&mut self, ddof: bool) -> &mut Self

Sets the Delta Degrees of Freedom

Arguments

• ddof - The Delta Degrees of Freedom

Returns

• &mut Self - The statistics object

Trait Implementations

impl<T: Clone> Clone for Statistics<T>

fn clone(&self) -> Statistics<T>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<T: Debug> Debug for Statistics<T>

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

Formats the value using the given formatter.

impl<T: Float + Default> PairedStatistics<T> for Statistics<(T, T)>

fn next(&mut self, (x, y): (T, T)) -> &mut Self

Updates the paired statistical calculations with a new value pair in the time series

fn cov(&self) -> Option<T>

Returns the covariance of the paired values in the rolling window

fn corr(&self) -> Option<T>

Returns the correlation coefficient (Pearson’s r) of paired values in the rolling window

fn beta(&self) -> Option<T>

Returns the beta coefficient of the paired values in the rolling window

impl<T: Float + Default + Sum> SingleStatistics<T> for Statistics<T>

fn next(&mut self, value: T) -> &mut Self

Updates the statistical calculations with a new value in the time series

fn sum(&self) -> Option<T>

Returns the sum of all values in the rolling window

fn sum_sq(&self) -> Option<T>

Returns the sum of squares of all values in the rolling window

fn mean(&self) -> Option<T>

Returns the arithmetic mean of all values in the rolling window

fn mean_sq(&self) -> Option<T>

Returns the mean of squares of all values in the rolling window

fn mode(&mut self) -> Option<T>

Returns the mode (most frequently occurring value) in the rolling window

fn median(&mut self) -> Option<T>

Returns the median (middle value) of the rolling window

fn min(&mut self) -> Option<T>

Returns the minimum value in the rolling window

fn max(&mut self) -> Option<T>

Returns the maximum value in the rolling window

fn mean_absolute_deviation(&self) -> Option<T>

Returns the mean absolute deviation of values in the rolling window

fn median_absolute_deviation(&mut self) -> Option<T>

Returns the median absolute deviation of values in the rolling window

fn variance(&self) -> Option<T>

Returns the variance of values in the rolling window

fn stddev(&self) -> Option<T>

Returns the standard deviation of values in the rolling window

fn zscore(&self) -> Option<T>

Returns the z-score of the most recent value relative to the rolling window

fn skew(&self) -> Option<T>

Returns the skewness of values in the rolling window

fn kurt(&self) -> Option<T>

Returns the kurtosis of values in the rolling window

fn linreg_slope(&self) -> Option<T>

Returns the slope of the linear regression line

fn linreg_slope_intercept(&self) -> Option<(T, T)>

Returns both slope and intercept of the linear regression line

fn linreg_intercept(&self) -> Option<T>

Returns the y-intercept of the linear regression line

fn linreg_angle(&self) -> Option<T>

Returns the angle (in degrees) of the linear regression line

fn linreg(&self) -> Option<T>

Returns the linear regression value (predicted y) for the last position

fn drawdown(&mut self) -> Option<T>

Returns the current drawdown from peak

fn max_drawdown(&mut self) -> Option<T>

Returns the maximum drawdown in the window

fn diff(&self) -> Option<T>

Returns the difference between the last and first values

fn pct_change(&self) -> Option<T>

Returns the percentage change between the first and last values

fn log_return(&self) -> Option<T>

Returns the logarithmic return between the first and last values

fn quantile(&mut self, q: f64) -> Option<T>

Returns the quantile of the values in the window

fn iqr(&mut self) -> Option<T>

Returns the interquartile range of the values in the window