streamly-statistics

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