SummaryStats (FSharp.Stats) | FSharp.Stats

FSharp.Stats

SummaryStats Module

Namespace: FSharp.Stats
Assembly: FSharp.Stats.dll

Module to compute summary statistics for a collection of numeric values, including the count, mean, M2 (sum of squared deviations), minimum, and maximum.

Types

Type	Description
SummaryStats<'T>	Represents summary statistics for a collection of numeric values, including the count, mean, M2 (sum of squared deviations), minimum, and maximum.

Functions and values

Function or value	Description
`createSummaryStats n mean sos min max` Full Usage: `createSummaryStats n mean sos min max` Parameters: n : `'a` - The number of observed data points. mean : `'a` - The running mean of the data points. sos : `'a` - The sum of squared deviations fom the mean min : `'a` - The minimum observed value. max : `'a` - The maximum observed value. Returns: `SummaryStats<'a>` A new `SummaryStats` record.	Creates a `SummaryStats` record from the given fields. n : `'a` The number of observed data points. mean : `'a` The running mean of the data points. sos : `'a` The sum of squared deviations fom the mean min : `'a` The minimum observed value. max : `'a` The maximum observed value. Returns: `SummaryStats<'a>` A new `SummaryStats` record.
`mean sStats` Full Usage: `mean sStats` Parameters: sStats : `SummaryStats<'a>` - A summary statistics record. Returns: `'a` The mean of the observed data. Modifiers: inline Type parameters: 'a	Returns the mean (average) value from the specified summary statistics. sStats : `SummaryStats<'a>` A summary statistics record. Returns: `'a` The mean of the observed data.
`ofArray arr` Full Usage: `ofArray arr` Parameters: arr : `^T[]` - An array of numeric data. Returns: `SummaryStats<^T>` A `SummaryStats` record containing the final count, mean, sum of squares, min, and max. Modifiers: inline Type parameters: ^T, ^a, ^b, ^c	Computes Welford-based summary statistics (count, mean, sum of squares, min, max) in a single pass for a given array of numeric data. This function iterates over the array exactly once. It is generic over any numeric type `'T` that supports F# inlined arithmetic. arr : `^T[]` An array of numeric data. Returns: `SummaryStats<^T>` A `SummaryStats` record containing the final count, mean, sum of squares, min, and max.
`ofSeq items` Full Usage: `ofSeq items` Parameters: items : `^T seq` - A sequence of numeric data. Returns: `SummaryStats<^T>` A `SummaryStats` record containing the final count, mean, sum of squares, min, and max. Modifiers: inline Type parameters: ^T, ^a, ^b, ^c	Computes Welford-based summary statistics (count, mean, sum of squares, min, max) in a single pass for a given sequence of numeric data. This function reads the sequence one item at a time (via its enumerator), applying Welford's online update formula. It is generic over any numeric type `'T` that supports F# inlined arithmetic. items : `^T seq` A sequence of numeric data. Returns: `SummaryStats<^T>` A `SummaryStats` record containing the final count, mean, sum of squares, min, and max.
`stDev sStats` Full Usage: `stDev sStats` Parameters: sStats : `SummaryStats<^T>` - A summary statistics record. Returns: `'c` The sample standard deviation of the observed data. Modifiers: inline Type parameters: ^T, ^a, ^b, 'c	Returns the sample standard deviation from the specified summary statistics. This is the square root of the sample variance. sStats : `SummaryStats<^T>` A summary statistics record. Returns: `'c` The sample standard deviation of the observed data.
`stDevPopulation sStats` Full Usage: `stDevPopulation sStats` Parameters: sStats : `SummaryStats<^T>` - A summary statistics record. Returns: `'b` The population standard deviation of the observed data. Modifiers: inline Type parameters: ^T, ^a, 'b	Returns the population standard deviation from the specified summary statistics. This is the square root of the population variance. sStats : `SummaryStats<^T>` A summary statistics record. Returns: `'b` The population standard deviation of the observed data.
`var sStats` Full Usage: `var sStats` Parameters: sStats : `SummaryStats<^T>` - A summary statistics record. Returns: `'b` The sample variance of the observed data. Modifiers: inline Type parameters: ^T, ^a, 'b	Returns the sample variance from the specified summary statistics, using `N - 1` in the denominator. The sample variance is computed as `SumOfSquares / (N - 1)`, which is the unbiased estimator when `N > 1`. sStats : `SummaryStats<^T>` A summary statistics record. Returns: `'b` The sample variance of the observed data.
`varPopulation sStats` Full Usage: `varPopulation sStats` Parameters: sStats : `SummaryStats<^a>` - A summary statistics record. Returns: `'b` The population variance of the observed data. Modifiers: inline Type parameters: ^a, 'b	Returns the population variance from the specified summary statistics. The population variance is defined as `SumOfSquares / N`, where `SumOfSquares` is the sum of squared deviations (M2), and `N` is the total count. sStats : `SummaryStats<^a>` A summary statistics record. Returns: `'b` The population variance of the observed data.