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Calculate statistics iteratively

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average

Calculate statistics of a sequence iteratively in a single pass, using constant space and avoiding numerical problems. The calculations can be easily parallelized by using merge.

This crate works without std.

Documentation Status Latest Version Build Status

Implemented statistics

  • Mean and its error.
  • Variance, skewness, kurtosis.
  • Arbitrary moments.
  • Minimum and maximum.
  • Quantile.
  • Histogram.

Crate features

The following optional features are available:

  • serde1 enables serialization, via Serde version 1.
  • rayon enables support for rayon::iter::FromParallelIterator.

Rust version requirements

Rustc version 1.32 or greater is supported.

Related Projects

  • quantiles: Provides quantile estimates with bounded error but using growing space.

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  • Rust 100.0%