1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
|
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
<html>
<!-- Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016 The GSL Team.
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
any later version published by the Free Software Foundation; with the
Invariant Sections being "GNU General Public License" and "Free Software
Needs Free Documentation", the Front-Cover text being "A GNU Manual",
and with the Back-Cover Text being (a) (see below). A copy of the
license is included in the section entitled "GNU Free Documentation
License".
(a) The Back-Cover Text is: "You have the freedom to copy and modify this
GNU Manual." -->
<!-- Created by GNU Texinfo 5.1, http://www.gnu.org/software/texinfo/ -->
<head>
<title>GNU Scientific Library – Reference Manual: Running Statistics Current Statistics</title>
<meta name="description" content="GNU Scientific Library – Reference Manual: Running Statistics Current Statistics">
<meta name="keywords" content="GNU Scientific Library – Reference Manual: Running Statistics Current Statistics">
<meta name="resource-type" content="document">
<meta name="distribution" content="global">
<meta name="Generator" content="makeinfo">
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<link href="index.html#Top" rel="start" title="Top">
<link href="Function-Index.html#Function-Index" rel="index" title="Function Index">
<link href="Running-Statistics.html#Running-Statistics" rel="up" title="Running Statistics">
<link href="Running-Statistics-Quantiles.html#Running-Statistics-Quantiles" rel="next" title="Running Statistics Quantiles">
<link href="Running-Statistics-Adding-Data-to-the-Accumulator.html#Running-Statistics-Adding-Data-to-the-Accumulator" rel="previous" title="Running Statistics Adding Data to the Accumulator">
<style type="text/css">
<!--
a.summary-letter {text-decoration: none}
blockquote.smallquotation {font-size: smaller}
div.display {margin-left: 3.2em}
div.example {margin-left: 3.2em}
div.indentedblock {margin-left: 3.2em}
div.lisp {margin-left: 3.2em}
div.smalldisplay {margin-left: 3.2em}
div.smallexample {margin-left: 3.2em}
div.smallindentedblock {margin-left: 3.2em; font-size: smaller}
div.smalllisp {margin-left: 3.2em}
kbd {font-style:oblique}
pre.display {font-family: inherit}
pre.format {font-family: inherit}
pre.menu-comment {font-family: serif}
pre.menu-preformatted {font-family: serif}
pre.smalldisplay {font-family: inherit; font-size: smaller}
pre.smallexample {font-size: smaller}
pre.smallformat {font-family: inherit; font-size: smaller}
pre.smalllisp {font-size: smaller}
span.nocodebreak {white-space:nowrap}
span.nolinebreak {white-space:nowrap}
span.roman {font-family:serif; font-weight:normal}
span.sansserif {font-family:sans-serif; font-weight:normal}
ul.no-bullet {list-style: none}
-->
</style>
</head>
<body lang="en" bgcolor="#FFFFFF" text="#000000" link="#0000FF" vlink="#800080" alink="#FF0000">
<a name="Running-Statistics-Current-Statistics"></a>
<div class="header">
<p>
Next: <a href="Running-Statistics-Quantiles.html#Running-Statistics-Quantiles" accesskey="n" rel="next">Running Statistics Quantiles</a>, Previous: <a href="Running-Statistics-Adding-Data-to-the-Accumulator.html#Running-Statistics-Adding-Data-to-the-Accumulator" accesskey="p" rel="previous">Running Statistics Adding Data to the Accumulator</a>, Up: <a href="Running-Statistics.html#Running-Statistics" accesskey="u" rel="up">Running Statistics</a> [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
</div>
<hr>
<a name="Current-Statistics"></a>
<h3 class="section">22.3 Current Statistics</h3>
<dl>
<dt><a name="index-gsl_005frstat_005fmin"></a>Function: <em>double</em> <strong>gsl_rstat_min</strong> <em>(gsl_rstat_workspace * <var>w</var>)</em></dt>
<dd><p>This function returns the minimum value added to the accumulator.
</p></dd></dl>
<dl>
<dt><a name="index-gsl_005frstat_005fmax"></a>Function: <em>double</em> <strong>gsl_rstat_max</strong> <em>(gsl_rstat_workspace * <var>w</var>)</em></dt>
<dd><p>This function returns the maximum value added to the accumulator.
</p></dd></dl>
<dl>
<dt><a name="index-gsl_005frstat_005fmean"></a>Function: <em>double</em> <strong>gsl_rstat_mean</strong> <em>(gsl_rstat_workspace * <var>w</var>)</em></dt>
<dd><p>This function returns the mean of all data added to the accumulator,
defined as
</p>
<div class="example">
<pre class="example">\Hat\mu = (1/N) \sum x_i
</pre></div>
</dd></dl>
<dl>
<dt><a name="index-gsl_005frstat_005fvariance"></a>Function: <em>double</em> <strong>gsl_rstat_variance</strong> <em>(gsl_rstat_workspace * <var>w</var>)</em></dt>
<dd><p>This function returns the variance of all data added to the accumulator,
defined as
</p>
<div class="example">
<pre class="example">\Hat\sigma^2 = (1/(N-1)) \sum (x_i - \Hat\mu)^2
</pre></div>
</dd></dl>
<dl>
<dt><a name="index-gsl_005frstat_005fsd"></a>Function: <em>double</em> <strong>gsl_rstat_sd</strong> <em>(gsl_rstat_workspace * <var>w</var>)</em></dt>
<dd><p>This function returns the standard deviation of all data added to the
accumulator, defined as the square root of the variance given above.
</p></dd></dl>
<dl>
<dt><a name="index-gsl_005frstat_005fsd_005fmean"></a>Function: <em>double</em> <strong>gsl_rstat_sd_mean</strong> <em>(gsl_rstat_workspace * <var>w</var>)</em></dt>
<dd><p>This function returns the standard deviation of the mean, defined as
</p>
<div class="example">
<pre class="example">sd_mean = \Hat\sigma / \sqrt{N}
</pre></div>
</dd></dl>
<dl>
<dt><a name="index-gsl_005frstat_005frms"></a>Function: <em>double</em> <strong>gsl_rstat_rms</strong> <em>(gsl_rstat_workspace * <var>w</var>)</em></dt>
<dd><p>This function returns the root mean square of all data added to the
accumulator, defined as
</p>
<div class="example">
<pre class="example">rms = \sqrt ( 1/N \sum x_i^2 )
</pre></div>
</dd></dl>
<dl>
<dt><a name="index-gsl_005frstat_005fskew"></a>Function: <em>double</em> <strong>gsl_rstat_skew</strong> <em>(gsl_rstat_workspace * <var>w</var>)</em></dt>
<dd><p>This function returns the skewness of all data added to the accumulator,
defined as
</p>
<div class="example">
<pre class="example">skew = (1/N) \sum ((x_i - \Hat\mu)/\Hat\sigma)^3
</pre></div>
</dd></dl>
<dl>
<dt><a name="index-gsl_005frstat_005fkurtosis"></a>Function: <em>double</em> <strong>gsl_rstat_kurtosis</strong> <em>(gsl_rstat_workspace * <var>w</var>)</em></dt>
<dd><p>This function returns the kurtosis of all data added to the accumulator,
defined as
</p>
<div class="example">
<pre class="example">kurtosis = ((1/N) \sum ((x_i - \Hat\mu)/\Hat\sigma)^4) - 3
</pre></div>
</dd></dl>
<dl>
<dt><a name="index-gsl_005frstat_005fmedian"></a>Function: <em>double</em> <strong>gsl_rstat_median</strong> <em>(gsl_rstat_workspace * <var>w</var>)</em></dt>
<dd><p>This function returns an estimate of the median of the data added to
the accumulator.
</p></dd></dl>
<hr>
<div class="header">
<p>
Next: <a href="Running-Statistics-Quantiles.html#Running-Statistics-Quantiles" accesskey="n" rel="next">Running Statistics Quantiles</a>, Previous: <a href="Running-Statistics-Adding-Data-to-the-Accumulator.html#Running-Statistics-Adding-Data-to-the-Accumulator" accesskey="p" rel="previous">Running Statistics Adding Data to the Accumulator</a>, Up: <a href="Running-Statistics.html#Running-Statistics" accesskey="u" rel="up">Running Statistics</a> [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
</div>
</body>
</html>
|
