Gaussian

The Gaussian type is a specialized container, which:

• accumulates data points, maintains their sum, sum squared, min, max
• computes basic statistics on the points collected: average, standard deviation
• normalizes (and inverse), standardizes (and inverse)
• computes probability, confidence, with collected data considered part of a normal distribution.

use util;

fn main() {
  var g = Gaussian {};  // default object construction
  g.add(12.4);
  g.add(23.1);
  g.add(15.6);
  g.add(19.6);
  g.add(17.6);
  g.add(18.6);

  println("[${g.min}, ${g.max}], avg=${g.avg()}");
  println("prob(18.0) = ${g.probability(18.0)}");
  println("conf(18.0) = ${g.confidence(18.0)}");

}

Displays:

[12.4, 23.1], avg=17.8166666667
prob(18.0) = 0.1096586343
conf(18.0) = 0.959757557

Reference

type Gaussian {
  sum: float?;
  sum_sq: float?;
  count: int?;
  min : float?;
  max: float?;

  /// Adds a new value to the profile. Returns true if the value has successfully been added, false otherwise.
  native fn add(value: float?);

  /// Returns the standard deviation of the accepted values in the profile.
  native fn std(): float?;

  /// Returns the average of the accepted values in the profile.
  native fn avg(): float?;

  /// Does (value-min)/(max-min)
  native fn normalize(value: float): float?;

  /// Does value*(max-min)+min
  native fn inverse_normalize(value: float): float;

  /// Does (value-avg)/(std)
  native fn standardize(value: float): float;

  /// Does (value*std)+avg
  native fn inverse_standardize(value: float): float;

  /// Returns the probability of obtaining `value` with respect to the normal law described by all the values from the profile.
  native fn probability(value: float): float;

  /// Return the confidence given a value
  native fn confidence(value: float): float;
}