RunningStatistics 0.1.0-alpha

This is a prerelease version of RunningStatistics.
There is a newer version of this package available.
See the version list below for details.
dotnet add package RunningStatistics --version 0.1.0-alpha                
NuGet\Install-Package RunningStatistics -Version 0.1.0-alpha                
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="RunningStatistics" Version="0.1.0-alpha" />                
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add RunningStatistics --version 0.1.0-alpha                
#r "nuget: RunningStatistics, 0.1.0-alpha"                
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
// Install RunningStatistics as a Cake Addin
#addin nuget:?package=RunningStatistics&version=0.1.0-alpha&prerelease

// Install RunningStatistics as a Cake Tool
#tool nuget:?package=RunningStatistics&version=0.1.0-alpha&prerelease                

RunningStatistics

Online (single pass) algorithms for statistical measures based on the Julia package OnlineStats.jl by Josh Day. Useful for streaming and big data.

List of Statistics

Statistic Description
Mean The univariate mean
Sum The overall sum
Variance The univariate variance
Extrema The min and max observations and their counts
Moments Mean, Variance, Skewness, and (excess) Kurtosis
EmpiricalCdf Approximate order statistics (quantiles)
Countmap Counts for each unique value
Histogram A histogram with specified bin edges

In addition to the above statistics, we also provide the Series type which allows for fitting a collection of running statistics.

Methods

The IRunningStatistic<T> interface provides the following members:

public interface IRunningStatistic<TObs>
{
    public nint Count { get; }

    public void Fit(IEnumerable<TObs> values);

    public void Fit(TObs value);

    public void Reset();
    
    public void Merge(IRunningStatistic<TObs> other);
}

Do note that if two running statistics have different concrete classes, then no merging will be performed.

Examples

using RunningStatistics;

var mean1 = new Mean();
var mean2 = new Mean();
var ecdf = new EmpiricalCdf();
var series = new Series(new Moments(), new Extrema()); 

var rng = new Random();
for (var i = 0; i < 1000; i++)
{
    var x = rng.NextDouble();
    
    mean1.Fit(x);
    mean2.Fit(2*x);
    
    ecdf.Fit(x);
    series.Fit(x);
}

mean1.Merge(mean2);
var q1 = ecdf.Quantile(0.25);
Product Compatible and additional computed target framework versions.
.NET net6.0 is compatible.  net6.0-android was computed.  net6.0-ios was computed.  net6.0-maccatalyst was computed.  net6.0-macos was computed.  net6.0-tvos was computed.  net6.0-windows was computed.  net7.0 was computed.  net7.0-android was computed.  net7.0-ios was computed.  net7.0-maccatalyst was computed.  net7.0-macos was computed.  net7.0-tvos was computed.  net7.0-windows was computed.  net8.0 was computed.  net8.0-android was computed.  net8.0-browser was computed.  net8.0-ios was computed.  net8.0-maccatalyst was computed.  net8.0-macos was computed.  net8.0-tvos was computed.  net8.0-windows was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.
  • net6.0

    • No dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last updated
1.1.1 228 6/6/2023
1.1.0 190 4/27/2023
1.0.2 189 4/13/2023
1.0.1 195 4/13/2023
1.0.0 200 4/12/2023
0.3.1 212 4/5/2023
0.3.0 215 4/4/2023
0.2.0 429 5/26/2022
0.1.1-alpha 194 5/13/2022
0.1.0-alpha 176 4/29/2022