watermill is crate 🦀 for Blazingly fast, generic and serializable online statistics.
Quickstart
Let's compute the online median and then serialize it:
use watermill::quantile::Quantile; use watermill::stats::Univariate; let data: Vec<f64> = vec![9., 7., 3., 2., 6., 1., 8., 5., 4.]; let mut running_median: Quantile<f64> = Quantile::new(0.5_f64).unwrap(); for x in data.into_iter() { running_median.update(x); // update the current statistics println!("The actual median value is: {}", running_median.get()); } assert_eq!(running_median.get(), 5.0); // Convert the statistic to a JSON string. let serialized = serde_json::to_string(&running_median).unwrap(); // Convert the JSON string back to a statistic. let deserialized: Quantile<f64> = serde_json::from_str(&serialized).unwrap();
Now let's compute the online sum using the iterators:
use watermill::iter::IterStatisticsExtend; let data: Vec<f64> = vec![1., 2., 3.]; let vec_true: Vec<f64> = vec![1., 3., 6.]; for (d, t) in data.into_iter().online_sum().zip(vec_true.into_iter()) { assert_eq!(d, t); // ^^^^^^^^^^ }
You can also compute rolling statistics; in the following example let's compute the rolling sum on 2 previous data:
use watermill::rolling::Rolling; use watermill::stats::Univariate; use watermill::variance::Variance; let data: Vec<f64> = vec![9., 7., 3., 2., 6., 1., 8., 5., 4.]; let mut running_var: Variance<f64> = Variance::default(); // We wrap `running_var` inside the `Rolling` struct. let mut rolling_var: Rolling<f64> = Rolling::new(&mut running_var, 2).unwrap(); for x in data.into_iter() { rolling_var.update(x); } assert_eq!(rolling_var.get(), 0.5);
Installation
Add the following line to your cargo.toml:
[dependencies]
watermill = "0.1.0"
Statistics available
| Statistics | Rollable ? |
|---|---|
| Mean | ✅ |
| Variance | ✅ |
| Sum | ✅ |
| Min | ✅ |
| Max | ✅ |
| Count | ❌ |
| Quantile | ✅ |
| Peak to peak | ✅ |
| Exponentially weighted mean | ❌ |
| Exponentially weighted variance | ❌ |
| Interquartile range | ✅ |
| Kurtosis | ❌ |
| Skewness | ❌ |
| Covariance | ❌ |
Inspiration
The stats module of the river library in Python greatly inspired this crate.