StatAccumulator Class |
Statistics accumulator helper class suitable for infinite statistics aggregation.
Inheritance HierarchyNamespace: FinAnalysis.Base
Assembly: FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
SyntaxC#
public class StatAccumulator : StatCollection
The StatAccumulator type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | StatAccumulator |
Directly specify weather you estimated quantiles or not (default is false).
|
Properties| Name | Description | |
|---|---|---|
 | ArithmeticMean |
Get Arithmetic Mean.
http://en.wikipedia.org/wiki/Average#Arithmetic_mean
(Inherited from StatCollection.) |
| CoefficientOfVariation |
Get Coefficient Of Variation of stored set of values.
http://en.wikipedia.org/wiki/Coefficient_of_variation
(Inherited from StatCollection.) |
| Count |
Get the number of elements stored.
(Inherited from StatCollection.) |
| ExpectedValue |
Get estimation of distribution's Expected Value.
http://en.wikipedia.org/wiki/Expected_value
(Inherited from StatCollection.) |
| FirstRawMoment |
Get estimation of distribution's First Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
(Inherited from StatCollection.) |
| ForthRawMoment |
Get estimation of distribution's Second Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
(Inherited from StatCollection.) |
| FourthCentralMoment |
Get estimation of distribution's Second Central Moment.
http://en.wikipedia.org/wiki/Central_moment
(Inherited from StatCollection.) |
| GeometricMean |
Get Geometric mean.
https://en.wikipedia.org/wiki/Average#Geometric_mean
(Inherited from StatCollection.) |
| HarmonicMean |
Get Harmonic mean.
http://en.wikipedia.org/wiki/Average#Harmonic_mean
(Inherited from StatCollection.) |
| Kurtosis |
Returns the excess kurtosis of the container's values.
http://en.wikipedia.org/wiki/Kurtosis
(Inherited from StatCollection.) |
| Max |
Returns the maximal value.
(Inherited from StatCollection.) |
| MiddleRange |
Get MiddleRange: the arithmetic mean of the maximum and minimum values in a data set.
http://en.wikipedia.org/wiki/Mid-range
(Inherited from StatCollection.) |
| Min |
Returns the minimal value.
(Inherited from StatCollection.) |
| QuadraticMean |
Get Quadratic Mean.
http://en.wikipedia.org/wiki/Quadratic_mean
(Inherited from StatCollection.) |
| Range |
Get Range: difference between maximum and minimum.
(Inherited from StatCollection.) |
| RootMeanSquare |
The Root mean square (also known as Quadratic Mean).
https://en.wikipedia.org/wiki/Root_mean_square
(Inherited from StatCollection.) |
| SecondCentralMoment |
Get estimation of distribution's Second Central Moment.
http://en.wikipedia.org/wiki/Central_moment
(Inherited from StatCollection.) |
| SecondRawMoment |
Get estimation of distribution's Second Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
(Inherited from StatCollection.) |
| Skewness |
Returns the skewness of the container's values.
http://en.wikipedia.org/wiki/Skewness
(Inherited from StatCollection.) |
| StandardDeviation |
Get distribution's Standard Deviation, same as StandardDeviationPopulation.
http://en.wikipedia.org/wiki/Standard_Deviation
(Inherited from StatCollection.) |
| StandardDeviationPopulation |
Get distribution's Standard Deviation.
http://en.wikipedia.org/wiki/Standard_Deviation
(Inherited from StatCollection.) |
| StandardDeviationSample |
Get estimation of distribution's Standard Deviation.
http://en.wikipedia.org/wiki/Standard_Deviation
(Inherited from StatCollection.) |
| Sum |
Get sum of values stored in the set.
(Inherited from StatCollection.) |
| SumOfAbsoluteValues |
Get sum of absolute values stored in the set.
(Inherited from StatCollection.) |
| SumOfSquares |
Returns sum of squares.
(Inherited from StatCollection.) |
| ThirdCentralMoment |
Get estimation of distribution's Second Central Moment.
http://en.wikipedia.org/wiki/Central_moment
(Inherited from StatCollection.) |
| ThirdRawMoment |
Get estimation of distribution's Second Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
(Inherited from StatCollection.) |
| Variance |
Get distribution's Variance, same as VariancePopulation.
http://en.wikipedia.org/wiki/Variance
(Inherited from StatCollection.) |
| VariancePopulation |
Get distribution's Variance.
http://en.wikipedia.org/wiki/Variance
(Inherited from StatCollection.) |
| VarianceSample |
Get estimation distribution's Variance.
http://en.wikipedia.org/wiki/Variance
(Inherited from StatCollection.) |
Methods| Name | Description | |
|---|---|---|
| Add |
Add new observation.
Note: there is no NaN or Inf values checking.
|
| CopyTo |
Copy internal state to destination object.
(Inherited from StatCollection.) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| Quantile |
Returns quantile estimation.
http://en.wikipedia.org/wiki/Quantile
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also