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
.
- Mean and its error.
- Variance, skewness, kurtosis.
- Arbitrary moments.
- Minimum and maximum.
- Quantile.
- Histogram.
The following features are available:
libm
enablesQuantile
(using floating point functions provided bylibm
). This is enabled by default. If thestd
feature is also enabled,std
is preferred overlibm
.std
enablesQuantile
(using floating point functions provided bystd
).serde1
enables serialization, via Serde version 1.rayon
enables support forrayon::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.
Rustc version 1.56 or greater is supported.
quantiles
: Provides quantile estimates with bounded error but using growing space.