Next: Running Statistics Quantiles, Previous: Running Statistics Adding Data to the Accumulator, Up: Running Statistics [Index]
This function returns the minimum value added to the accumulator.
This function returns the maximum value added to the accumulator.
This function returns the mean of all data added to the accumulator, defined as
\Hat\mu = (1/N) \sum x_i
This function returns the variance of all data added to the accumulator, defined as
\Hat\sigma^2 = (1/(N-1)) \sum (x_i - \Hat\mu)^2
This function returns the standard deviation of all data added to the accumulator, defined as the square root of the variance given above.
This function returns the standard deviation of the mean, defined as
sd_mean = \Hat\sigma / \sqrt{N}
This function returns the root mean square of all data added to the accumulator, defined as
rms = \sqrt ( 1/N \sum x_i^2 )
This function returns the skewness of all data added to the accumulator, defined as
skew = (1/N) \sum ((x_i - \Hat\mu)/\Hat\sigma)^3
This function returns the kurtosis of all data added to the accumulator, defined as
kurtosis = ((1/N) \sum ((x_i - \Hat\mu)/\Hat\sigma)^4) - 3
This function returns an estimate of the median of the data added to the accumulator.
Next: Running Statistics Quantiles, Previous: Running Statistics Adding Data to the Accumulator, Up: Running Statistics [Index]