kumulant/com.eignex.kumulant.stat.summary/WeightedVarianceResult

WeightedVarianceResult

@Serializable

@SerialName(value = "WeightedVarianceResult")

data class WeightedVarianceResult(val totalWeights: Double, val mean: Double, val variance: Double) : Result, HasSampleVariance, HasCenterScale(source)

Weighted mean and variance with totalWeights for merge arithmetic.

Constructors

WeightedVarianceResult

constructor(totalWeights: Double, mean: Double, variance: Double)

Properties

center

open override val center: Double

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

mean

val mean: Double

Weighted running mean.

sampleStdDev

open val sampleStdDev: Double

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

sampleVariance

open val sampleVariance: Double

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

scale

open override val scale: Double

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

sst

open val sst: Double

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

stdDev

open val stdDev: Double

Population standard deviation: sqrt([variance]).

totalWeights

open override val totalWeights: Double

Cumulative weight of observations folded into this result.

variance

open override val variance: Double

Population variance: [sst] / [totalWeights]. Zero on an empty stream.