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

Afficher le fichier Open project: accord-net/framework Class Usage Examples

Méthodes publiques

Méthode	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 méthode

Clears all measures previously computed.

public Clear ( ) : void
Résultat	void

Push() public méthode

Registers the occurrence of a value.

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

RunningNormalStatistics() public méthode

Initializes a new instance of the RunningNormalStatistics class.

public RunningNormalStatistics ( ) : System
Résultat	System