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
Exibir arquivo 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