C# Class Accord.Statistics.Running.RunningNormalStatistics

Running (normal) statistics.

This class computes the running variance using Welford’s method. Running statistics need only one pass over the data, and do not require all data to be available prior to computing.

References: John D. Cook. Accurately computing running variance. Available on: http://www.johndcook.com/standard_deviation.html Chan, Tony F.; Golub, Gene H.; LeVeque, Randall J. (1983). Algorithms for Computing the Sample Variance: Analysis and Recommendations. The American Statistician 37, 242-247. Ling, Robert F. (1974). Comparison of Several Algorithms for Computing Sample Means and Variances. Journal of the American Statistical Association, Vol. 69, No. 348, 859-866.

Inheritance: IRunningStatistics

Show file Open project: accord-net/framework Class Usage Examples

Public Methods

Method	Description
Clear ( ) : void	Clears all measures previously computed.
Push ( double value ) : void	Registers the occurrence of a value.
RunningNormalStatistics ( ) : System	Initializes a new instance of the RunningNormalStatistics class.

Method Details

Clear() public method

Clears all measures previously computed.

public Clear ( ) : void
return	void

Push() public method

Registers the occurrence of a value.

public Push ( double value ) : void
value	double	The value to be registered.
return	void

RunningNormalStatistics() public method

Initializes a new instance of the RunningNormalStatistics class.

public RunningNormalStatistics ( ) : System
return	System