ndarray-stats

This crate provides statistical methods for ndarray's ArrayBase type.

Currently available routines include:

• order statistics (minimum, maximum, median, quantiles, etc.);
• summary statistics (mean, skewness, kurtosis, central moments, etc.)
• partitioning;
• correlation analysis (covariance, pearson correlation);
• measures from information theory (entropy, KL divergence, etc.);
• deviation functions (distances, counts, errors, etc.);
• histogram computation.

See the documentation for more information.

Please feel free to contribute new functionality! A roadmap can be found here.

Using with Cargo

[dependencies]
ndarray = "0.15"
ndarray-stats = "0.5.1"

Releases

• 0.5.1

  • Fixed bug in implementation of MaybeNaN::remove_nan_mut for f32 and f64 for views with non-standard layouts. Before this fix, the bug could cause incorrect results, buffer overflows, etc., in this method and others which use it. Thanks to @JacekCzupyt for reporting the issue (#89).
  • Minor docs improvements.

  Contributors: @jturner314, @BenMoon

• 0.5.0

  • Breaking changes
  • Minimum supported Rust version: 1.49.0
  • Updated to ndarray:v0.15.0

  Contributors: @Armavica, @cassiersg

• 0.4.0

  • Breaking changes
  • Minimum supported Rust version: 1.42.0
  • New functionality:
  • Summary statistics:
    • Weighted variance
    • Weighted standard deviation
  • Improvements / breaking changes:
  • Documentation improvements for Histograms
  • Updated to ndarray:v0.14.0

  Contributors: @munckymagik, @nilgoyette, @LukeMathWalker, @lebensterben, @xd009642

• 0.3.0

  • Breaking changes
  • Minimum supported Rust version: 1.37
  • New functionality:
  • Deviation functions:
    • Counts equal/unequal
    • l1, l2, linf distances
    • (Root) mean squared error
    • Peak signal-to-noise ratio
  • Summary statistics:
    • Weighted sum
    • Weighted mean
  • Improvements / breaking changes:
  • Updated to ndarray:v0.13.0

  Contributors: @munckymagik, @nilgoyette, @jturner314, @LukeMathWalker

• 0.2.0

  • Breaking changes
  • All ndarray-stats' extension traits are now impossible to implement by users of the library (see #34)
  • Redesigned error handling across the whole crate, standardising on Result
  • New functionality:
  • Summary statistics:
    • Harmonic mean
    • Geometric mean
    • Central moments
    • Kurtosis
    • Skewness
  • Information theory:
    • Entropy
    • Cross-entropy
    • Kullback-Leibler divergence
  • Quantiles and order statistics:
    • argmin / argmin_skipnan
    • argmax / argmax_skipnan
    • Optimized bulk quantile computation (quantiles_mut, quantiles_axis_mut)
  • Fixes:
  • Reduced occurrences of overflow for interpolate::midpoint

  Contributors: @jturner314, @LukeMathWalker, @phungleson, @munckymagik

• 0.1.0

  • Initial release by @LukeMathWalker and @jturner314.

Contributing

Please feel free to create issues and submit PRs.

License

Copyright 2018–2022 ndarray-stats developers

Licensed under the Apache License, Version 2.0, or the MIT license, at your option. You may not use this project except in compliance with those terms.