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welford-online-mean-variance 0.1.0.0 → 0.1.0.1

raw patch · 4 files changed

+17/−2 lines, 4 filesPVP: minor bump suggested

API additions: PVP suggests at least a minor version bump

API changes (from Hackage documentation)

+ Statistics.Sample.WelfordOnlineMeanVariance: class WelfordOnline a
+ Statistics.Sample.WelfordOnlineMeanVariance: divideInt :: WelfordOnline a => a -> Int -> a
+ Statistics.Sample.WelfordOnlineMeanVariance: minus :: WelfordOnline a => a -> a -> a
+ Statistics.Sample.WelfordOnlineMeanVariance: multiply :: WelfordOnline a => a -> a -> a
+ Statistics.Sample.WelfordOnlineMeanVariance: plus :: WelfordOnline a => a -> a -> a

Files

README.md view
@@ -1,1 +1,16 @@ # Welford: Online mean and variance computation+++Example++    example :: [Double] -> IO ()+    example vals = do+      let n = fromIntegral (length vals)+      mean = VB.sum vals / n+      var = VB.sum (VB.map (\x -> (x - mean) ^ 2) vals) / (n - 1)+      (wMean, _, wVarSample) = finalize $ foldl' addValue (WelfordExistingAggregateEmpty) (VB.toList vals)+      print (mean, var)+      print (wMean, wVarSample)+++`WelfordExistingAggregate` is used to save the state. Use the function `finalize` to retrieve the current estimates for the mean, variance and sample variance.
src/Statistics/Sample/WelfordOnlineMeanVariance.hs view
@@ -3,6 +3,7 @@ {-# LANGUAGE FlexibleInstances #-} module Statistics.Sample.WelfordOnlineMeanVariance   ( WelfordExistingAggregate(..)+  , WelfordOnline (..)   , addValue   , finalize   , nextValue
test/Statistics/Sample/WelfordOnlineTest.hs view
@@ -3,7 +3,6 @@ import           Control.Monad import           Data.List                                   (foldl') import qualified Data.Vector                                 as VB-import           Debug.Trace import           Test.Tasty.QuickCheck  import           Statistics.Sample.WelfordOnlineMeanVariance
welford-online-mean-variance.cabal view
@@ -5,7 +5,7 @@ -- see: https://github.com/sol/hpack  name:           welford-online-mean-variance-version:        0.1.0.0+version:        0.1.0.1 synopsis:       Online computation of mean and variance using the Welford algorithm. description:    Please see the README on GitHub at <https://github.com/githubuser/welford-online-mean-variance#readme> category:       Statistics