MovingStatistics - Math.NET Numerics Documentation

Namespaces

Types in MathNet.Numerics.Statistics

Running statistics over a window of data, allows updating by adding values.

Constructors

Methods

Properties

Public Constructors

MovingStatistics(int windowSize)

MovingStatistics(int windowSize, IEnumerable<double> values)

Public Methods

bool Equals(object obj)

int GetHashCode()

Type GetType()

void Push(double value)

Update the running statistics by adding another observed sample (in-place).

void PushRange(IEnumerable<double> values)

Update the running statistics by adding a sequence of observed sample (in-place).

string ToString()

Public Properties

long Count get;

Gets the total number of samples.

double Maximum get;

Returns the maximum value in the sample data. Returns NaN if data is empty or if any entry is NaN.

double Mean get;

Evaluates the sample mean, an estimate of the population mean. Returns NaN if data is empty or if any entry is NaN.

double Minimum get;

Returns the minimum value in the sample data. Returns NaN if data is empty or if any entry is NaN.

double PopulationStandardDeviation get;

Evaluates the standard deviation from the provided full population. On a dataset of size N will use an N normalizer and would thus be biased if applied to a subset. Returns NaN if data is empty or if any entry is NaN.

double PopulationVariance get;

Evaluates the variance from the provided full population. On a dataset of size N will use an N normalizer and would thus be biased if applied to a subset. Returns NaN if data is empty or if any entry is NaN.

double StandardDeviation get;

Estimates the unbiased population standard deviation from the provided samples. On a dataset of size N will use an N-1 normalizer (Bessel's correction). Returns NaN if data has less than two entries or if any entry is NaN.

double Variance get;

Estimates the unbiased population variance from the provided samples. On a dataset of size N will use an N-1 normalizer (Bessel's correction). Returns NaN if data has less than two entries or if any entry is NaN.