class QuickStats

Initialize state vars in a new QuickStats object.

• n = 0

• sample_mean = sample_variance = min = max = NaN

# File lib/quickstats.rb, line 25
def initialize
  reset
end

Update the statistics with all elements of an enumerable set.

Arguments

• enumerable_set -> the set of new observation. All elements must be numeric.

Returns

• a reference to the QuickStats object.

# File lib/quickstats.rb, line 77
def add_set(enumerable_set)
  enumerable_set.each { |x| new_obs x }
  self
end

Estimates of quadratic loss (a la Taguchi) relative to a specified target value.

Arguments

• target: -> the designated target value for the loss function.

Returns

• the quadratic loss calculated for the data, or NaN if this is a new or just-reset QuickStats object.

# File lib/quickstats.rb, line 160
def loss(target:)
  fail 'Must supply target to loss function' unless target
  @n > 1 ? (@sample_mean - target)**2 + @ssd / @n : Float::NAN
end

Calculates the MLE sample variance on demand (divisor is n).

Returns

• the MLE sample variance of the data, or NaN if this is a new or just-reset QuickStats object.

# File lib/quickstats.rb, line 100
def mle_sample_variance
  @n > 1 ? @ssd / @n : Float::NAN
end

Calculates the square root of the MLE sample variance on demand.

Returns

• the MLE standard deviation of the data, or NaN if this is a new or just-reset QuickStats object.

# File lib/quickstats.rb, line 123
def mle_standard_deviation
  Math.sqrt mle_sample_variance
end

Calculates sqrt(mle_sample_variance / n) on demand.

Returns

• the sample standard error of the data, or NaN if this is a new or just-reset QuickStats object.

# File lib/quickstats.rb, line 146
def mle_standard_error
  Math.sqrt(mle_sample_variance / @n)
end

Update the sample size, sample mean, sum of squares, min, and max given a new observation. All but the sample size are maintained as floating point.

Arguments

• datum -> the new observation. Must be numeric

Returns

• a reference to the QuickStats object.

Raises

• RuntimeError if datum is non-numeric

# File lib/quickstats.rb, line 52
def new_obs(datum)
  fail 'Observations must be numeric' unless datum.is_a? Numeric
  x = datum.to_f
  @max = x unless x <= @max
  @min = x unless x >= @min
  if @n > 0
    delta = x - @sample_mean
    @n += 1
    @sample_mean += delta / n
    @ssd += delta * (x - @sample_mean)
  else
    @sample_mean = x
    @n += 1
  end
  self
end

Reset all state vars to initial values.

• ssd = n = 0

• sample_mean = sample_variance = min = max = NaN

Returns

• a reference to the QuickStats object.

# File lib/quickstats.rb, line 36
def reset
  @ssd = @n = 0
  @sample_mean = @max = @min = Float::NAN
  self
end

Calculates the unbiased sample variance on demand (divisor is n-1).

Returns

• the sample variance of the data, or NaN if this is a new or just-reset QuickStats object.

# File lib/quickstats.rb, line 89
def sample_variance
  @n > 1 ? @ssd / (@n - 1) : Float::NAN
end

Calculates the square root of the unbiased sample variance on demand.

Returns

• the sample standard deviation of the data, or NaN if this is a new or just-reset QuickStats object.

# File lib/quickstats.rb, line 111
def standard_deviation
  Math.sqrt sample_variance
end

Calculates sqrt(sample_variance / n) on demand.

Returns

• the sample standard error of the data, or NaN if this is a new or just-reset QuickStats object.

# File lib/quickstats.rb, line 135
def standard_error
  Math.sqrt(sample_variance / @n)
end