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RunningWeightedStatistics Class

Running weighted statistics accumulator, allows updating by adding values or by combining two accumulators. Weights are reliability weights, not frequency weights.
Inheritance Hierarchy
SystemObject
  Altaxo.Calc.StatisticsRunningWeightedStatistics

Namespace: Altaxo.Calc.Statistics
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
public class RunningWeightedStatistics

The RunningWeightedStatistics type exposes the following members.

Constructors
 NameDescription
Public methodRunningWeightedStatisticsInitializes a new instance of the RunningWeightedStatistics class
Public methodRunningWeightedStatistics(IEnumerableTupleDouble, Double)Initializes a new instance of the RunningWeightedStatistics class
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Properties
 NameDescription
Public propertyCount Gets the total number of samples with non-zero weight.
Public propertyEffectiveSampleSize The Kish's Effective Sample Size
Public propertyKurtosis Estimates the unbiased population excess kurtosis from the provided samples. Will use the Bessel correction for reliability weighting. Returns NaN if data has less than four entries or if any entry is NaN. Equivalent formula for this for weighted distributions are unknown.
Public propertyMaximum Returns the maximum value in the sample data. Returns NaN if data is empty or if any entry is NaN.
Public propertyMean Evaluates the sample mean, an estimate of the population mean. Returns NaN if data is empty or if any entry is NaN.
Public propertyMinimum Returns the minimum value in the sample data. Returns NaN if data is empty or if any entry is NaN.
Public propertyPopulationKurtosis Evaluates the population excess kurtosis from the full population. Does not use a normalizer and would thus be biased if applied to a subset (type 1). Returns NaN if data has less than three entries or if any entry is NaN.
Public propertyPopulationSkewness Evaluates the population skewness from the full population. Does not use a normalizer and would thus be biased if applied to a subset (type 1). Returns NaN if data has less than two entries or if any entry is NaN.
Public propertyPopulationStandardDeviation Evaluates the standard deviation from the provided full population. On a dataset of size N will use an N normalizer and would thus be biased if applied to a subset. Returns NaN if data is empty or if any entry is NaN.
Public propertyPopulationVariance Evaluates the variance from the provided full population. On a dataset of size N will use an N normalizer and would thus be biased if applied to a subset. Returns NaN if data is empty or if any entry is NaN.
Public propertySkewness Estimates the unbiased population skewness from the provided samples. Will use the Bessel correction for reliability weighting. Returns NaN if data has less than three entries or if any entry is NaN.
Public propertyStandardDeviation Estimates the unbiased population standard deviation from the provided samples. Will use the Bessel correction for reliability weighting. Returns NaN if data has less than two entries or if any entry is NaN.
Public propertyTotalWeight Evaluates the total weight of the population.
Public propertyVariance Estimates the unbiased population variance from the provided samples. Will use the Bessel correction for reliability weighting. Returns NaN if data has less than two entries or if any entry is NaN.
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Methods
 NameDescription
Public methodStatic memberCombine Create a new running statistics over the combined samples of two existing running statistics.
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodPush Update the running statistics by adding another observed sample (in-place).
Public methodPushRange(IEnumerableTupleDouble, Double) Update the running statistics by adding a sequence of weighted observatopms (in-place).
Public methodPushRange(IEnumerableDouble, IEnumerableDouble) Update the running statistics by adding a sequence of weighted observatopms (in-place).
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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Operators
Remarks
This type declares a DataContract for out of the box ephemeral serialization with engines like DataContractSerializer, Protocol Buffers and FsPickler, but does not guarantee any compatibility between versions. It is not recommended to rely on this mechanism for durable persistence.
See Also