Crate watermill

Crate watermill 

Source
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§watermill

watermill is crate for Blazingly fast, generic and serializable online statistics.

§Quickstart

Let’s compute the online median and then serialize it:

use watermill::quantile::Quantile;
use watermill::stats::Univariate;
let data = vec![9., 7., 3., 2., 6., 1., 8., 5., 4.];
let mut running_median: Quantile<f64> = Quantile::new(0.5_f64).unwrap();
for x in data.iter() {
    running_median.update(*x as f64); // update the current statistics
    println!("The actual median value is: {}", running_median.get());
}
assert_eq!(running_median.get(), 5.0);

// Convert the statistic to a JSON string.
let serialized = serde_json::to_string(&running_median).unwrap();

// Convert the JSON string back to a statistic.
let deserialized: Quantile<f64> = serde_json::from_str(&serialized).unwrap();

§Installation

Add the following line to your cargo.toml:

[dependencies]
 watermill = "0.1.0"

§Statistics available

StatisticsRevertable ?
Mean✅
Variance✅
Sum✅
Min✅
Max✅
Count❌
Quantile✅
Peak to peak✅
Exponentially weighted mean❌
Exponentially weighted variance❌
Interquartile range✅
Kurtosis❌
Skewness❌
Covariance❌

§Inspiration

The stats module of the river library in Python greatly inspired this crate.

Modules§

count
covariance
ewmean
ewvariance
iqr
iter
kurtosis
maximum
mean
minimum
moments
ptp
quantile
rolling
skew
sorted_window
stats
sum
variance