 | MovingStatistics Class |
Running statistics over a window of data, allows updating by adding values.
Inheritance HierarchyNamespace: MathNet.Numerics.Statistics
Assembly: MathNet.Numerics (in MathNet.Numerics.dll) Version: 3.7
SyntaxC#
public class MovingStatistics
The MovingStatistics type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | MovingStatistics(Int32) | Initializes a new instance of the MovingStatistics class |
| MovingStatistics(Int32, IEnumerableDouble) | Initializes a new instance of the MovingStatistics class |
Properties| Name | Description | |
|---|---|---|
 | Count |
Gets the total number of samples.
|
| Maximum |
Returns the maximum value in the sample data.
Returns NaN if data is empty or if any entry is NaN.
|
| Mean |
Evaluates the sample mean, an estimate of the population mean.
Returns NaN if data is empty or if any entry is NaN.
|
| Minimum |
Returns the minimum value in the sample data.
Returns NaN if data is empty or if any entry is NaN.
|
| PopulationStandardDeviation |
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.
|
| PopulationVariance |
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.
|
| StandardDeviation |
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.
|
| Variance |
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.
|
| WindowSize |
Methods| Name | Description | |
|---|---|---|
| Push |
Update the running statistics by adding another observed sample (in-place).
|
| PushRange |
Update the running statistics by adding a sequence of observed sample (in-place).
|
See Also