Statistical measures for finite or infinite data streams.
All operations use numerically stable floating point arithmetic. Measurements can be performed over the entire input stream or on a sliding window of fixed or variable size. Where possible, measures are computed online without buffering the input stream.
Includes:
- Summary: length, sum, powerSum
- Location: minimum, maximum, rawMoments, means, exponential smoothing
- Spread: range, variance, deviations
- Shape: skewness, kurtosis
- Sample statistics, resampling
- Probablity distribution: frequency, mode, histograms
- Transforms: Fast fourier transform