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<title>GNU Scientific Library &ndash; Reference Manual: Running Statistics</title>

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<a name="Running-Statistics"></a>
<div class="header">
<p>
Next: <a href="Histograms.html#Histograms" accesskey="n" rel="next">Histograms</a>, Previous: <a href="Statistics.html#Statistics" accesskey="p" rel="previous">Statistics</a>, Up: <a href="index.html#Top" accesskey="u" rel="up">Top</a> &nbsp; [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
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<hr>
<a name="Running-Statistics-1"></a>
<h2 class="chapter">22 Running Statistics</h2>
<a name="index-running-statistics"></a>
<a name="index-online-statistics"></a>

<p>This chapter describes routines for computing running statistics,
also known as online statistics, of data. These routines are
suitable for handling large datasets for which it may be
inconvenient or impractical to store in memory all at once.
The data can be processed in a single pass, one point at a time.
Each time a data point is added to the accumulator, internal
parameters are updated in order to compute the current mean, variance,
standard deviation, skewness, and kurtosis. These statistics are
exact, and are updated with numerically stable single-pass algorithms.
The median and arbitrary quantiles are also available, however these
calculations use algorithms which provide approximations, and grow
more accurate as more data is added to the accumulator.
</p>
<p>The functions described in this chapter are declared in the header file
<samp>gsl_rstat.h</samp>.
</p>
<table class="menu" border="0" cellspacing="0">
<tr><td align="left" valign="top">&bull; <a href="Running-Statistics-Initializing-the-Accumulator.html#Running-Statistics-Initializing-the-Accumulator" accesskey="1">Running Statistics Initializing the Accumulator</a>:</td><td>&nbsp;&nbsp;</td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">&bull; <a href="Running-Statistics-Adding-Data-to-the-Accumulator.html#Running-Statistics-Adding-Data-to-the-Accumulator" accesskey="2">Running Statistics Adding Data to the Accumulator</a>:</td><td>&nbsp;&nbsp;</td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">&bull; <a href="Running-Statistics-Current-Statistics.html#Running-Statistics-Current-Statistics" accesskey="3">Running Statistics Current Statistics</a>:</td><td>&nbsp;&nbsp;</td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">&bull; <a href="Running-Statistics-Quantiles.html#Running-Statistics-Quantiles" accesskey="4">Running Statistics Quantiles</a>:</td><td>&nbsp;&nbsp;</td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">&bull; <a href="Running-Statistics-Example-programs.html#Running-Statistics-Example-programs" accesskey="5">Running Statistics Example programs</a>:</td><td>&nbsp;&nbsp;</td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">&bull; <a href="Running-Statistics-References-and-Further-Reading.html#Running-Statistics-References-and-Further-Reading" accesskey="6">Running Statistics References and Further Reading</a>:</td><td>&nbsp;&nbsp;</td><td align="left" valign="top">
</td></tr>
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