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descriptive statistics using Pebay results

Project description

pebaystats

This package is based on the formulas described in the document Formulas for Robust, One-Pass Parallel Computation of Covariances and Arbitrary-Order Statistical Moments, Phillipe Pébay, Sandia National Laboratories

To create an accumulator, do the following:

>>>> import pebaystats as pbs
>>>> stats1 = pbs.dstats(2,1)

>>>> stats3 = pbs.dstats(4,3)

Add data values to the accumulator:

>>>> stats1.add(24.5)
>>>> stats1.add(42)

>>>> stats3.add([24.5,23.4,65])
>>>> stats3.add([24.5,23.4,65])
>>>> stats3.add([25.4,65,23.4])

Remove data values from the accumulator:

>>>> stats1.remove(24.5)

Extract the descriptive statistics from the accumulator:

>>>> stats1.statistics(True)
Data elements accumulated in stats1: 1

array([[ 42.],
       [  0.]])

>>>> stats3.statistics(True)
Data elements accumulated in stats3: 3

array([[ 24.8       ,  37.26666667,  51.13333333],
       [  0.42426407,  19.61042806,  19.61042806],
       [  0.19540667,  61.40667933, -61.40667933],
       [ -1.5       ,  -1.5       ,  -1.5       ]])

History

0.1 (2016-11-13)

  • First release on PyPI

0.2 (2016-11-13)

  • Corrected some setup configuration issues

Project details


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