Crate watermill

Expand description

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

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