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Online statistics in Rust online-statistics
is crate
Quickstart
Let's compute the online median and then serialize it:
use online_statistics::quantile::Quantile;
use online_statistics::stats::Univariate;
let data: Vec<f64> = 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.into_iter() {
running_median.update(x); // 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();
Now let's compute the online sum using the iterators:
use online_statistics::iter::IterStatisticsExtend;
let data: Vec<f64> = vec![1., 2., 3.];
let vec_true: Vec<f64> = vec![1., 3., 6.];
for (d, t) in data.into_iter().online_sum().zip(vec_true.into_iter()) {
assert_eq!(d, t); // ^^^^^^^^^^
}
You can also compute rolling statistics; in the following example let's compute the rolling sum on 2 previous data:
use online_statistics::rolling::Rolling;
use online_statistics::stats::Univariate;
use online_statistics::variance::Variance;
let data: Vec<f64> = vec![9., 7., 3., 2., 6., 1., 8., 5., 4.];
let mut running_var: Variance<f64> = Variance::default();
// We wrap `running_var` inside the `Rolling` struct.
let mut rolling_var: Rolling<f64> = Rolling::new(&mut running_var, 2).unwrap();
for x in data.into_iter() {
rolling_var.update(x);
}
assert_eq!(rolling_var.get(), 0.5);
Installation
Add the following line to your cargo.toml
:
[dependencies]
online-statistics = "0.1.0"
Statistics available
Statistics | Rollable ? |
---|---|
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.