OnlineSampleStatistics

UnivariateStatistic(T::Type, TW::Type, K::Int)

Constructs an empty UnivariateStatistic object of type T with K moments and weights of type TW.

Inner constructor rawmoments can be given as a vector or a NTuple

UnivariateStatistic(x::AbstractArray{T}, w::AbstractArray, K::Int) where {T<:Number}

Constructs a UnivariateStatistic object of type T with K moments from a vector of samples x and a vector of weights w.

UnivariateStatistic(K::Int, x::AbstractArray{T}) where {T<:Number}

Constructs a UnivariateStatistic object storing the first K moments from the vector of samples x.

UnivariateStatistic(x::T,K::Int) where {T<:Number}

Constructs a UnivariateStatistic object of type T with K moments from a single sample x. The first moment (the mean) is then x and the remaining moments are zeros of type T. The weight counts the number of sample set to 1.

UnivariateStatistic(K::Int, T::Type)

Constructs an empty UnivariateStatistic object of type T with K moments.

UnivariateStatistic(K::Int)

Constructs an empty UnivariateStatistic object of type Float64 with K moments.

UnivariateStatistic(::Type{T}, x, K::Int) where {T}

Constructs a UnivariateStatistic object of type T with a single sample x. xwill be converted to type T is needed.

UnivariateStatistic(x::T, weight::Number, K::Int) where {T<:Number}

Constructs a UnivariateStatistic object with K moments of type T from a single sample x and a weight weight. The first moment (the mean) is then x and the remaining moments are zeros of type T.

copy(A::UnivariateStatistic)

Copy (deepcopy) the UnivariateStatistic A to a new object.

empty!(A::UnivariateStatistic)

Reset the UnivariateStatistic `A` to its initial state.

merge!(A::UnivariateStatistic, B::UnivariateStatistic)

Merges (inplace) the statistics from B into A in-place.

Example

A = UnivariateStatistic(2, [1.0, 0.5])
B = UnivariateStatistic(2, [2.0, 1.5])
merge!(A, B) 
A ≈ UnivariateStatistic(2, [1.0, 0.5, 2.0, 1.5])

zero(::UnivariateStatistic{T}) where {T<:UnivariateStatistic} 
zero(::Type{UnivariateStatistic{T,K,I,L}}) where {T,K,I,L}

return an empty UnivariateStatistic of type `T` with `K` moments and weights of type `I`.

get_moments(x::AbstractArray{UnivariateStatistic}, k::Int)

Retrieve the k-th moments from an array of UnivariateStatistic objects. Returns an array where each element corresponds to the k-th moment of the respective UnivariateStatistic in x.

get_moments(A::UnivariateStatistic, k) -> Number

Compute the k-th moment of a UnivariateStatistic A.

get_rawmoments(x::AbstractArray{UnivariateStatistic}, k::Int)

Retrieve the k-th raw moments from an array of UnivariateStatistic objects. Returns an array where each element corresponds to the k-th raw moment of the respective UnivariateStatistic in x.

get_rawmoments(x::AbstractArray{<:UnivariateStatistic})

Retrieve the raw moments from an array of UnivariateStatistic objects. Returns an array where each element corresponds to the raw moments of the respective UnivariateStatistic in x.

nonnegative(x)

Check if the input x is nonnegative (greater than or equal to zero).

" order(A::UnivariateStatistic) Return the number of moments in a A.

mean(A::UnivariateStatistic)

Compute the sample mean of a A

std(A::UnivariateStatistic)

Compute the uncorrected sample standard deviation of a A.

var(A::UnivariateStatistic; corrected=true)

Compute the sample variance of a A. If corrected is true, the variance is corrected for bias. The unbias variance estimator is only available for an integer number of sample.

fit!(A::UnivariateStatistic{T}, y::T2) where {T, T2}

Pushes a new samples y into the UnivariateStatistic A.

Throws

• ArgumentError: If the type of elements in y is not compatible with the type T of A.

nobs(A::UnivariateStatistic)

Return the number of samples or the sum of weights in a A.

weights(x::AbstractArray{UnivariateStatistic})

Retrieves the weights from an array of UnivariateStatistic objects.

weights(A::UnivariateStatistic)

Return the sum of weights in a A.