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.

Implemented statistics

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

Crate features

The following features are available:

• libm enables Quantile (using floating point functions provided by libm). This is enabled by default. If the std feature is also enabled, std is preferred over libm.
• std enables Quantile (using floating point functions provided by std).
• serde enables serialization, via Serde version 1.
• rayon enables support for rayon::iter::FromParallelIterator.
• nightly enables the use of const generics for a histogram implementation without macros. Note that nightly features are not stable and therefore not all library and compiler versions will be compatible.

Related Projects

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