RunningStatistics 2.0.0

.NET 6.0 This package targets .NET 6.0. The package is compatible with this framework or higher. .NET Standard 2.0 This package targets .NET Standard 2.0. The package is compatible with this framework or higher.
There is a newer version of this package available.
See the version list below for details. 
dotnet add package RunningStatistics --version 2.0.0                

                    
                

            
NuGet\Install-Package RunningStatistics -Version 2.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="RunningStatistics" Version="2.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
paket add RunningStatistics --version 2.0.0                

                    
                

            
#r "nuget: RunningStatistics, 2.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
// Install RunningStatistics as a Cake Addin
#addin nuget:?package=RunningStatistics&version=2.0.0

// Install RunningStatistics as a Cake Tool
#tool nuget:?package=RunningStatistics&version=2.0.0

RunningStatistics

Online (single pass) algorithms for statistical measures based on the Julia package OnlineStats.jl by Josh Day. Useful for streaming and big data.

This package is available on NuGet

Supports .NET Standard 2.0

List of Statistics

Statistic Description
Mean The univariate mean
Sum The overall sum of double observations
Sum<T> The overall sum of any type that implements IAdditionOperators and IAdditiveIdentity
Variance The univariate variance
Extrema The min and max of double observations
Extrema<T> The min and max of any type that implements IComparable<T>
Moments The Mean, Variance, Skewness, and (excess) Kurtosis
EmpiricalCdf Approximate order statistics (quantiles)
CountMap<T> Counts for each unique value
Histogram A histogram with specified bin edges

List of Distributions

Distribution Description
Normal The univariate mean and variance
Beta The number of successes and failures

Common Interface

All running statistics implement the following interfaces:

public interface IRunningStatistic<TObs>
{
    public long Nobs { get; }
    
    public void Fit(TObs value);
    
    public void Fit(TObs value, long count);

    public void Fit(IEnumerable<TObs> values);
    
    public void Fit(IEnumerable<KeyValuePair<TObs, long>> keyValuePairs);

    public void Reset();
    
    public IRunningStatistic<TObs> CloneEmpty();
    
    public IRunningStatistic<TObs> Clone();
    
    public void UnsafeMerge(IRunningStatistic<TObs> other);
}

public interface IRunningStatistic<TObs, TSelf> : IRunningStatistic<TObs> 
    where TSelf : IRunningStatistic<TObs, TSelf>
{
    public TSelf CloneEmpty();

    public TSelf Clone();
    
    public void Merge(TSelf other);
}

The interface is split into a base interface IRunningStatistic<TObs> and a derived interface IRunningStatistic<TObs, TSelf>. The base interface contains the generic methods, while the derived interface contains more type information. The base interface allows for collections of statistics that can be fit to the same observation type.

Abstract Base Class

The abstract class RunningStatisticBase implements the IRunningStatistic<TObs, TSelf> interface and provides default implementations when possible.

Examples

See the RunningStatistics.Examples project for more examples.

Basic Usage

using RunningStatistics;

var mean1 = new Mean();
var mean2 = new Mean();
var ecdf = new EmpiricalCdf();

var rng = new Random();
for (var i = 0; i < 1000; i++)
{
    var x = rng.NextDouble();
    
    mean1.Fit(x);
    mean2.Fit(2*x);
    
    ecdf.Fit(x);
}

mean1.Merge(mean2);
var q1 = ecdf.Quantile(0.25);
Product Compatible and additional computed target framework versions.
.NET net5.0 was computed.  net5.0-windows was computed.  net6.0 is compatible.  net6.0-android was computed.  net6.0-ios was computed.  net6.0-maccatalyst was computed.  net6.0-macos was computed.  net6.0-tvos was computed.  net6.0-windows was computed.  net7.0 was computed.  net7.0-android was computed.  net7.0-ios was computed.  net7.0-maccatalyst was computed.  net7.0-macos was computed.  net7.0-tvos was computed.  net7.0-windows was computed.  net8.0 is compatible.  net8.0-android was computed.  net8.0-browser was computed.  net8.0-ios was computed.  net8.0-maccatalyst was computed.  net8.0-macos was computed.  net8.0-tvos was computed.  net8.0-windows was computed.  net9.0 is compatible.  net9.0-android was computed.  net9.0-browser was computed.  net9.0-ios was computed.  net9.0-maccatalyst was computed.  net9.0-macos was computed.  net9.0-tvos was computed.  net9.0-windows was computed. 
.NET Core netcoreapp2.0 was computed.  netcoreapp2.1 was computed.  netcoreapp2.2 was computed.  netcoreapp3.0 was computed.  netcoreapp3.1 was computed. 
.NET Standard netstandard2.0 is compatible.  netstandard2.1 is compatible. 
.NET Framework net461 was computed.  net462 was computed.  net463 was computed.  net47 was computed.  net471 was computed.  net472 was computed.  net48 was computed.  net481 was computed. 
MonoAndroid monoandroid was computed. 
MonoMac monomac was computed. 
MonoTouch monotouch was computed. 
Tizen tizen40 was computed.  tizen60 was computed. 
Xamarin.iOS xamarinios was computed. 
Xamarin.Mac xamarinmac was computed. 
Xamarin.TVOS xamarintvos was computed. 
Xamarin.WatchOS xamarinwatchos was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last updated
2.0.1 69 1/30/2025
2.0.0 107 1/4/2025
1.1.1 242 6/6/2023
1.1.0 196 4/27/2023
1.0.2 195 4/13/2023
1.0.1 201 4/13/2023
1.0.0 206 4/12/2023
0.3.1 218 4/5/2023
0.3.0 221 4/4/2023
0.2.0 437 5/26/2022
0.1.1-alpha 198 5/13/2022
0.1.0-alpha 180 4/29/2022

Added IRunningStatistic interface. Support only latest dotnet version.