Stats
Namespace: Deedle
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).
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
.
Table of contents
- Expanding windows
- Frame statistics
- Moving windows
- Multi-level statistics
- Series interoploation
- Series statistics
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
.
Static members
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.
Static members
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
.
Static members
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.)
Static members
Series interoploation
Static members
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.