kumulant
com.eignex.kumulant/stat/summary/SummaryResult

SummaryResult

@Serializable
@SerialName(value = "SummaryResult")
data class SummaryResult(val totalWeights: Double, val mean: Double, val variance: Double, val min: Double, val max: Double) : Result, HasSampleVariance, HasCenterScale, HasMinMax(source)

Snapshot exposing running mean, variance, min, and max simultaneously.

Constructors

SummaryResult

constructor(totalWeights: Double, mean: Double, variance: Double, min: Double, max: Double)(source)

Properties

center

open override val center: Double(source)

Center of the distribution; typically a mean, median, or smoothed level.

max

open override val max: Double(source)

Running maximum value.

mean

val mean: Double(source)

Weighted running mean.

min

open override val min: Double(source)

Running minimum value.

scale

open override val scale: Double(source)

Scale of the distribution; typically a standard deviation, MAD, or span.

totalWeights

open override val totalWeights: Double(source)

Cumulative observation weight folded in.

variance

open override val variance: Double(source)

Population variance: sst / totalWeights.

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open val sampleStdDev: Double

Unbiased sample standard deviation: sqrt([sampleVariance]).

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open val sampleVariance: Double

Unbiased sample variance: [sst] / ([totalWeights] - 1). Zero when totalWeights <= 1.

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open val sst: Double

Sum of squared deviations from the running mean: Sum (x - mean)^2 * weight.

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open val stdDev: Double

Population standard deviation: sqrt([variance]).