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Descriptive Statistics Library (22)

Statistical Tests (7)

Short Description Function
Kolmogorov-Smirnov test of two distributions stat.test.kolmogorov
Compute residual of a fit stat.test.residual
Compute the pull of a fit stat.test.pull
Compute the Mahalanobis of a fit stat.test.mahalanobis
Update a cumulative χ2 calculation stat.test.updateChi2
Compute the reduced χ2 stat.test.reducedChi2
Compute the χ2 probability stat.test.chi2Prob

Sample Statistics (12)

Short Description Function
Incremental count, mean, and/or variance stat.sample.update
Incremental covariance matrix stat.sample.updateCovariance
Incremental count, mean, and/or variance in a window stat.sample.updateWindow
Exponentially weighted moving average (EWMA) stat.sample.updateEWMA
Doubly exponential average with trend stat.sample.updateHoltWinters
Triply exponential average: trend and period stat.sample.updateHoltWintersPeriodic
Make one forecast from a Holt-Winters state stat.sample.forecast1HoltWinters
Make many forecasts from a Holt-Winters state stat.sample.forecastHoltWinters
Fill a histogram stat.sample.fillHistogram
Fill a two-dimensional histogram stat.sample.fillHistogram2d
Fill a counter/categorical histogram stat.sample.fillCounter
Maintain a top-N list stat.sample.topN

Change Detection (3)

Short Description Function
Historical record of triggered events stat.change.updateTrigger
Simple difference over uncertainty stat.change.zValue
Cumulative sum stat.change.updateCUSUM