 | Stats Class |
The `Stats` type contains functions for fast calculation of statistics over
series and frames as well as over a moving and an expanding window in a series.
The resulting series has the same keys as the input series. When there are
no values, or missing values, different functions behave in different ways.
Statistics (e.g. mean) return missing value when any value is missing, while min/max
functions return the minimal/maximal element (skipping over missing values).
## Series statistics
Functions such as `count`, `mean`, `kurt` etc. return the
statistics calculated over all values of a series. The calculation skips
over missing values (or `nan` values), so for example `mean` returns the
average of all _present_ values.
## Frame statistics
The standard functions are exposed as static members and are
overloaded. This means that they can be applied to both `Series<'K, float>` and
to `Frame<'R, 'C>`. When applied to data frame, the functions apply the
statistical calculation to all numerical columns of the frame.
## Moving windows
Moving window means that the window has a fixed size and moves over the series.
In this case, the result of the statisitcs is always attached to the last key
of the window. The function names are prefixed with `moving`.
## Expanding windows
Expanding window means that the window starts as a single-element sized window
and expands as it moves over the series. In this case, statistics is calculated
for all values up to the current key. This means that the result is attached
to the key at the end of the window. The function names are prefixed
with `expanding`.
## Multi-level statistics
For a series with multi-level (hierarchical) index, the
functions prefixed with `level` provide a way to apply statistical operation on
a single level of the index. (For example you can sum values along the `'K1` keys
in a series `Series<'K1 * 'K2, float>` and get `Series<'K1, float>` as the result.)
## Remarks
The windowing functions in the `Stats` type support calculations over a fixed-size
windows specified by the size of the window. If you need more complex windowing
behavior (such as window based on the distance between keys), different handling
of boundary, or chunking (calculation over adjacent chunks), you can use chunking and
windowing functions from the `Series` module such as `Series.windowSizeInto` or
`Series.chunkSizeInto`.
[category:Frame and series operations]
Inheritance HierarchyNamespace: Deedle
Assembly: Deedle (in Deedle.dll) Version: 1.2
SyntaxC#
[SerializableAttribute] public class Stats
The Stats type exposes the following members.
Methods| Name | Description | |
|---|---|---|
  | countR, C(FrameR, C) |
For each column, returns the number of the values in the column.
This excludes missing values and values created from `Double.NaN` etc.
[category:Frame statistics]
|
| countK, V(SeriesK, V) |
Returns the number of the values in a series. This excludes missing values
and values created from `Double.NaN` etc.
[category:Series statistics]
|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| expandingCountK |
Returns a series that contains counts over expanding windows (the value for
a given key is calculated from all elements with smaller keys).
[category:Expanding windows]
|
| expandingKurtK |
Returns a series that contains kurtosis over expanding windows (the value for
a given key is calculated from all elements with smaller keys); If the
entire window contains fewer than 4 values, the result is missing.
[category:Expanding windows]
|
| expandingMaxK |
Returns a series that contains maximum over an expanding window. The value
for a key _k_ in the returned series is the maximum from all elements with
smaller keys.
[category:Expanding windows]
|
| expandingMeanK |
Returns a series that contains means over expanding windows (the value for
a given key is calculated from all elements with smaller keys); If the
entire window contains no values, the result is missing.
[category:Expanding windows]
|
| expandingMinK |
Returns a series that contains minimum over an expanding window. The value
for a key _k_ in the returned series is the minimum from all elements with
smaller keys.
[category:Expanding windows]
|
| expandingSkewK |
Returns a series that contains skewness over expanding windows (the value for
a given key is calculated from all elements with smaller keys); If the
entire window contains fewer than 3 values, the result is missing.
[category:Expanding windows]
|
| expandingStdDevK |
Returns a series that contains standard deviation over expanding windows (the
value for a given key is calculated from all elements with smaller keys); If the
entire window contains fewer than 2 values, the result is missing.
[category:Expanding windows]
|
| expandingSumK |
Returns a series that contains sums over expanding windows (the value for
a given key is calculated from all elements with smaller keys); If the
entire window contains no values, the result is 0.
[category:Expanding windows]
|
| expandingVarianceK |
Returns a series that contains variance over expanding windows (the value for
a given key is calculated from all elements with smaller keys); If the
entire window contains fewer than 2 values, the result is missing.
[category:Expanding windows]
|
 | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| interpolateK, T |
Interpolates an ordered series given a new sequence of keys. The function iterates through
each new key, and invokes a function on the current key, the nearest smaller and larger valid
observations from the series argument. The function must return a new valid float.
## Parameters
- `keys` - Sequence of new keys that forms the index of interpolated results
- `f` - Function to do the interpolating
[category:Series interoploation]
|
| interpolateLinearK |
Linearly interpolates an ordered series given a new sequence of keys.
## Parameters
- `keys` - Sequence of new keys that forms the index of interpolated results
- `keyDiff` - A function representing "subtraction" between two keys
[category:Series interoploation]
|
| kurtK(SeriesK, Double) |
Returns the kurtosis of the values in a series. The function skips over missing
values and `NaN` values. When there are less than 4 values, the result is NaN.
[category:Series statistics]
|
| kurtR, C(FrameR, C) |
For each numerical column, returns the kurtosis of the values in a series.
The function skips over missing values and `NaN` values. When there are less than 4 values,
the result is NaN.
[category:Frame statistics]
|
| levelCountK, L, V |
For each group with equal keys at the level specified by `level`,
returns the number of the values in the group. This excludes missing
values and values created from `Double.NaN` etc.
[category:Multi-level statistics]
|
| levelKurtK, L |
For each group with equal keys at the level specified by `level`,
returns the kurtosis of the values in a series. The function skips over missing values
and `NaN` values. When there are less than 4 values, the result is NaN.
[category:Multi-level statistics]
|
| levelMeanK, L |
For each group with equal keys at the level specified by `level`,
returns the mean of the values in the group. The function skips over missing
values and `NaN` values. When there are no available values, the result is NaN.
[category:Multi-level statistics]
|
| levelMedianK, L |
For each group with equal keys at the level specified by `level`,
returns the median of the values in the group.
[category:Multi-level statistics]
|
| levelSkewK, L |
For each group with equal keys at the level specified by `level`,
returns the skewness of the values in a series. The function skips over missing
values and `NaN` values. When there are less than 3 values, the result is NaN.
[category:Multi-level statistics]
|
| levelStdDevK, L |
For each group with equal keys at the level specified by `level`,
returns the standard deviation of the values in the group. The function skips over
missing values and `NaN` values. When there are less than 2 values, the result is NaN.
[category:Multi-level statistics]
|
| levelSumK, L |
For each group with equal keys at the level specified by `level`,
returns the sum of the values in the group. The function skips over missing values
and `NaN` values. When there are no available values, the result is 0.
[category:Multi-level statistics]
|
| levelVarianceK, L |
For each group with equal keys at the level specified by `level`,
returns the variance of the values in the group. The function skips over missing
values and `NaN` values. When there are less than 2 values, the result is NaN.
[category:Multi-level statistics]
|
| maxR, C(FrameR, C) |
For each numerical column, returns the maximal values as a series.
The function skips over missing and `NaN` values. When there are no values,
the result is `NaN`.
[category:Frame statistics]
|
| maxK, V(SeriesK, V) |
Returns the maximum of the values in a series. The result is an option value.
When the series contains no values, the result is `None`.
[category:Series statistics]
|
| maxByT, a, K |
Returns the key and value of the greatest element in the series. The result
is an optional value. When the series contains no values, the result is `None`.
[category:Series statistics]
|
| meanK(SeriesK, Double) |
Returns the mean of the values in a series. The function skips over missing values
and `NaN` values. When there are no available values, the result is NaN.
[category:Series statistics]
|
| meanR, C(FrameR, C) |
For each numerical column, returns the mean of the values in the column.
The function skips over missing values and `NaN` values. When there are
no available values, the result is NaN.
[category:Frame statistics]
|
| medianK(SeriesK, Double) |
Returns the median of the elements of the series.
[category:Series statistics]
|
| medianR, C(FrameR, C) |
For each numerical column, returns the median of the values in the column.
[category:Frame statistics]
|
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
| minR, C(FrameR, C) |
For each numerical column, returns the minimal values as a series.
The function skips over missing and `NaN` values. When there are no values,
the result is `NaN`.
[category:Frame statistics]
|
| minK, V(SeriesK, V) |
Returns the minimum of the values in a series. The result is an option value.
When the series contains no values, the result is `None`.
[category:Series statistics]
|
| minByT, a, K |
Returns the key and value of the least element in the series. The result
is an optional value. When the series contains no values, the result is `None`.
[category:Series statistics]
|
| movingCountK |
Returns a series that contains counts over a moving window of the specified size.
The first `size-1` elements of the returned series are always missing; if the
entire window contains missing values, the result is 0.
[category:Moving windows]
|
| movingKurtK |
Returns a series that contains kurtosis over a moving window of the specified size.
The first `size-1` elements of the returned series are always missing; if the
entire window contains missing values, the result is also missing.
[category:Moving windows]
|
| movingMaxK |
Returns a series that contains maximum over a moving window of the specified size.
The first `size-1` elements are calculated using smaller windows spanning over `1 .. size-1`
values. If the entire window contains missing values, the result is missing.
[category:Moving windows]
|
| movingMeanK |
Returns a series that contains means over a moving window of the specified size.
The first `size-1` elements of the returned series are always missing; if the
entire window contains missing values, the result is also missing.
[category:Moving windows]
|
| movingMinK |
Returns a series that contains minimum over a moving window of the specified size.
The first `size-1` elements are calculated using smaller windows spanning over `1 .. size-1`
values. If the entire window contains missing values, the result is missing.
[category:Moving windows]
|
| movingSkewK |
Returns a series that contains skewness over a moving window of the specified size.
The first `size-1` elements of the returned series are always missing; if the
entire window contains missing values, the result is also missing.
[category:Moving windows]
|
| movingStdDevK |
Returns a series that contains standard deviations over a moving window of the specified size.
The first `size-1` elements of the returned series are always missing; if the
entire window contains missing values, the result is also missing.
[category:Moving windows]
|
| movingSumK |
Returns a series that contains sums over a moving window of the specified size.
The first `size-1` elements of the returned series are always missing; if the
entire window contains missing values, the result is 0.
[category:Moving windows]
|
| movingVarianceK |
Returns a series that contains variance over a moving window of the specified size.
The first `size-1` elements of the returned series are always missing; if the
entire window contains missing values, the result is also missing.
[category:Moving windows]
|
| numSumK, V |
Sum that operates only any appropriate numeric type. When there are no available
values, the result is zero of the approriate numeric type.
[category:Series statistics]
|
| skewK(SeriesK, Double) |
Returns the skewness of the values in a series. The function skips over missing
values and `NaN` values. When there are less than 3 values, the result is NaN.
[category:Series statistics]
|
| skewR, C(FrameR, C) |
For each numerical column, returns the skewness of the values in a series.
The function skips over missing values and `NaN` values. When there are less than 3 values,
the result is NaN.
[category:Frame statistics]
|
| stdDevK(SeriesK, Double) |
Returns the standard deviation of the values in a series. The function skips over
missing values and `NaN` values. When there are less than 2 values, the result is NaN.
[category:Series statistics]
|
| stdDevR, C(FrameR, C) |
For each numerical column, returns the standard deviation of the values in the column.
The function skips over missing values and `NaN` values. When there are less than 2 values,
the result is NaN.
[category:Frame statistics]
|
| sumK(SeriesK, Double) |
Returns the sum of the values in a series. The function skips over missing values
and `NaN` values. When there are no available values, the result is NaN.
[category:Series statistics]
|
| sumR, C(FrameR, C) |
For each numerical column, returns the sum of the values in the column.
The function skips over missing values and `NaN` values. When there are no
[category:Frame statistics]
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
| varianceK(SeriesK, Double) |
Returns the variance of the values in a series. The function skips over missing values
and `NaN` values. When there are less than 2 values, the result is NaN.
[category:Series statistics]
|
| varianceR, C(FrameR, C) |
For each numerical column, returns the variance of the values in the column.
The function skips over missing values and `NaN` values. When there are less
than 2 values, the result is NaN.
[category:Frame statistics]
|
See Also