Documentation
¶
Index ¶
- Variables
- type ConvergenceDetector
- type StreamStats
- func (inst *StreamStats) Count() int64
- func (inst *StreamStats) IsMeanPrecise(relativePrecision float64) (precise bool)
- func (inst *StreamStats) Kurtosis() float64
- func (inst *StreamStats) MarshalJSON() (data []byte, err error)
- func (inst *StreamStats) Max() float64
- func (inst *StreamStats) Mean() float64
- func (inst *StreamStats) Merge(other *StreamStats)
- func (inst *StreamStats) Min() float64
- func (inst *StreamStats) Push(x float64)
- func (inst *StreamStats) PushFloat32(x float32)
- func (inst *StreamStats) PushSeq(seq iter.Seq[float64])
- func (inst *StreamStats) Reset()
- func (inst *StreamStats) Skewness() float64
- func (inst *StreamStats) StdDev() float64
- func (inst *StreamStats) UnmarshalJSON(data []byte) (err error)
- func (inst *StreamStats) Variance() float64
Constants ¶
This section is empty.
Variables ¶
var PackageProps = packageprops.Props{ WASMWASI: packageprops.WASMCompiles, WASMJS: packageprops.WASMCompiles, WASMFreestanding: packageprops.WASMCompiles, }
PackageProps records this package's curated properties (ADR-0080). Seeded by `boxer code analysis golang wasmsurvey props generate`; curate by hand. The same group's `props verify` reconciles it.
Functions ¶
This section is empty.
Types ¶
type ConvergenceDetector ¶
type ConvergenceDetector struct {
*StreamStats
// contains filtered or unexported fields
}
ConvergenceDetector wraps StreamStats to detect when the standard deviation stabilizes.
func NewConvergenceDetector ¶
func NewConvergenceDetector(windowSize int, varianceTolerance float64) (inst *ConvergenceDetector)
func (*ConvergenceDetector) CheckConvergence ¶
func (inst *ConvergenceDetector) CheckConvergence() (stable bool)
func (*ConvergenceDetector) Push ¶
func (inst *ConvergenceDetector) Push(x float64) (stable bool)
func (*ConvergenceDetector) Reset ¶
func (inst *ConvergenceDetector) Reset()
type StreamStats ¶
type StreamStats struct {
// contains filtered or unexported fields
}
StreamStats computes Mean, Variance, Skewness, Kurtosis, Min, and Max using Compensated (Kahan) Welford's Algorithm.
func NewStreamStats ¶
func NewStreamStats() (inst *StreamStats)
func (*StreamStats) Count ¶
func (inst *StreamStats) Count() int64
func (*StreamStats) IsMeanPrecise ¶
func (inst *StreamStats) IsMeanPrecise(relativePrecision float64) (precise bool)
IsMeanPrecise returns true if the 95% confidence interval of the mean is smaller than the given relative precision.
func (*StreamStats) Kurtosis ¶
func (inst *StreamStats) Kurtosis() float64
Kurtosis returns the Excess Kurtosis (fisher). Normal distribution = 0.0. Returns 0 if variance is 0 or N < 4.
func (*StreamStats) MarshalJSON ¶
func (inst *StreamStats) MarshalJSON() (data []byte, err error)
func (*StreamStats) Max ¶
func (inst *StreamStats) Max() float64
func (*StreamStats) Mean ¶
func (inst *StreamStats) Mean() float64
func (*StreamStats) Merge ¶
func (inst *StreamStats) Merge(other *StreamStats)
Merge combines another StreamStats into this one using Pébay's formulas.
func (*StreamStats) Min ¶
func (inst *StreamStats) Min() float64
func (*StreamStats) Push ¶
func (inst *StreamStats) Push(x float64)
Push adds a single float64 value. Complexity: O(1).
func (*StreamStats) PushFloat32 ¶
func (inst *StreamStats) PushFloat32(x float32)
func (*StreamStats) Reset ¶
func (inst *StreamStats) Reset()
func (*StreamStats) Skewness ¶
func (inst *StreamStats) Skewness() float64
Skewness returns the Fisher-Pearson coefficient of skewness. Returns 0 if variance is 0 or N < 3.
func (*StreamStats) StdDev ¶
func (inst *StreamStats) StdDev() float64
func (*StreamStats) UnmarshalJSON ¶
func (inst *StreamStats) UnmarshalJSON(data []byte) (err error)
func (*StreamStats) Variance ¶
func (inst *StreamStats) Variance() float64
Variance returns the sample variance.
Directories
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| Path | Synopsis |
|---|---|
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Package distsql implements the ADR-0161 distribution result contract: the fixed probability grid the descriptiveStatistics macro emits, the claim validation rules the play Distribution panel applies, and the letterval.QuantileOracle adapter that feeds a boxenplot ladder from a server-side quantile grid.
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Package distsql implements the ADR-0161 distribution result contract: the fixed probability grid the descriptiveStatistics macro emits, the claim validation rules the play Distribution panel applies, and the letterval.QuantileOracle adapter that feeds a boxenplot ladder from a server-side quantile grid. |
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Package ecdfbands implements finite-sample exact simultaneous confidence bands on the empirical cumulative distribution function of an iid univariate sample.
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Package ecdfbands implements finite-sample exact simultaneous confidence bands on the empirical cumulative distribution function of an iid univariate sample. |
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digest
Package digest bridges a tdigest.TDigest to the ecdfbands library.
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Package digest bridges a tdigest.TDigest to the ecdfbands library. |
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Package letterval computes letter-value summaries (Hofmann, Wickham & Kafadar 2017) from any source that can answer Quantile/CDF queries.
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Package letterval computes letter-value summaries (Hofmann, Wickham & Kafadar 2017) from any source that can answer Quantile/CDF queries. |
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Package tdigest provides a streaming quantile sketch with tail-biased accuracy, based on Dunning 2019 (arXiv:1902.04023).
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Package tdigest provides a streaming quantile sketch with tail-biased accuracy, based on Dunning 2019 (arXiv:1902.04023). |