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SimpleAccumulator

Crates.io docs.rs Crates.io

This crate is inspired by Boost::Accumulator which supports incremental statistical computation (online algorithms). This is a work in progress but usable. Please write integration tests before using it in production.

Read Documentation

Notes

  • 2023-12-20: Version 0.6 is a major rewrite that fix many embarassing bugs. In 0.6+, we are relying on watermill crate for underlying algorithms.

Usage:

use simple_accumulator::SimpleAccumulator;

fn main() {
    let k = [1, 2, 3, 4];

    // If second argument is `None` then accumulator stores all the data. 
    let mut x = SimpleAccumulator::new(&k, Some(10));

    println!("{:?}", x);
    
    x.push(5);
    println!("{:?}", x);

    print!("{}", x.mean());
    print!("{}", x.median());
    print!("{}", x.variance());
    print!("{}", x.sum());
    print!("{}", x.kurtosis());
    ...
}

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simpleaccumulator's Issues

Hide inner fields when Serializing

Currently, all fields are being serialized.

    risk_scores: SimpleAccumulator {
        vec: [
            0.85,
            0.85,
            0.75,
        ],
        stats: [],
        r_mean: 0.8166666666666667,
        r_variance: NaN,
        r_total: 3,
        mean: 0.0,
        variance: 0.0,
        min: 0.0,
        min_: 0.0,
        max: 0.0,
        max_: 0.0,
        median: 0.0,
        len: 3,
        capacity: 4,
        fixed_capacity: false,
        last_write_position: 0,
        accumulate: false,
        skewness: 0.0,
        kurtosis: 0.0,
        bimodality: 0.0,
    },

Hide all fields that are not related to data/statistics e.g. capacity, last_write_position, accumulate, fixed_capacity, r_* etc.

Variance is always zero in `default()`

Using version 0.5.0. Created simple accumulator using default() and pushed element. I was expecting statistics to be updated automatically.

 SimpleAccumulator {
    vec: [
        32.0,
        24.0,
        17.0,
        32.0,
        19.0,
        29.0,
        23.0,
        23.0,
        16.0,
        31.0,
        23.0,
        11.0,
        24.0,
        35.0,
        12.0,
        37.0,
        24.0,
        13.0,
        32.0,
        17.0,
        25.0,
        18.0,
        34.0,
        16.0,
        32.0,
        23.0,
        25.0,
        15.0,
        24.0,
        22.0,
        35.0,
        13.0,
        20.0,
        37.0,
        17.0,
        29.0,
        24.0,
        23.0,
        13.0,
        22.0,
        38.0,
        15.0,
        22.0,
        31.0,
        16.0,
        24.0,
        34.0,
        21.0,
        12.0,
        24.0,
        22.0,
        24.0,
        36.0,
        23.0,
        24.0,
        17.0,
        24.0,
        29.0,
        17.0,
        30.0,
        24.0,
        15.0,
        32.0,
        24.0,
        22.0,
        24.0,
        23.0,
        19.0,
        19.0,
        24.0,
        36.0,
        22.0,
        25.0,
        18.0,
        16.0,
        37.0,
        10.0,
        26.0,
        33.0,
        24.0,
        18.0,
        30.0,
        16.0,
        32.0,
        23.0,
        23.0,
        18.0,
        19.0,
        33.0,
        17.0,
        25.0,
        22.0,
        17.0,
        29.0,
        25.0,
        15.0,
        25.0,
        33.0,
        18.0,
    ],
    stats: [],
    r_mean: 23.585858585858585,
    r_variance: NaN,
    r_total: 99,
    mean: 0.0,
    variance: 0.0,
    min: 0.0,
    min_: 0.0,
    max: 0.0,
    max_: 0.0,
    median: 0.0,
    len: 99,
    capacity: 128,
    fixed_capacity: false,
    last_write_position: 0,
    accumulate: false,
    skewness: 0.0,
    kurtosis: 0.0,
    bimodality: 0.0,
}

When new or with_fixed_capacity like let mut acc = SimpleAccumulator::with_fixed_capacity::<f64>(&[], 10, true); then behaviour is as expected.

SimpleAccumulator {
    vec: [
        31.0,
        22.0,
        24.0,
        22.0,
        15.0,
        28.0,
        20.0,
        34.0,
        9.0,
        17.0,
    ],
    stats: [
        22.2,
        511.6,
        -299.0399999999979,
        60328.43199999999,
    ],
    r_mean: 23.454545454545453,
    r_variance: NaN,
    r_total: 99,
    mean: 22.2,
    variance: 51.160000000000004,
    min: 9.0,
    min_: 15.0,
    max: 34.0,
    max_: 31.0,
    median: 22.0,
    len: 10,
    capacity: 10,
    fixed_capacity: true,
    last_write_position: 8,
    accumulate: true,
    skewness: -0.08172096386692998,
    kurtosis: 2.3049471189437107,
    bimodality: 0.0028973835800625873,
}

Requires hotfix and we need to yank all affected versions.

Bug in Accumulator with fixed capacity

Consider this case where I make an accumulator of fixed size 3.

#[test]
fn test_sanity() {
    const CAPACITY : usize = 3;
    let mut acc = SimpleAccumulator::with_fixed_capacity::<f64>(&vec![], CAPACITY, true);

    let data = vec![0.0, 1.1, 2.2, 3.3, 4.4];
    for &v in &data {
        acc.push(v);
    }
    println!("{:?}", acc);
    assert_eq!(acc.vec.len(), 3);
    assert_eq!(acc.vec, vec![3.3,4.4,2.2]);
}
SimpleAccumulator { vec: [0.0, 3.3, 4.4], mean: 2.566666666666667, population_variance: 3.495555555555556, min: 0.0, min_: 0.0, max: 4.4, max_: 1.1, median: 2.3833333333333337, len: 3, capacity: 3, fixed_capacity: true, last_write_position: 2, accumulate: true }
thread 'test_sanity' panicked at 'assertion failed: `(left == right)`
  left: `[0.0, 3.3, 4.4]`,
 right: `[3.3, 4.4, 2.2]`', tests\test_accumulator_fixed.rs:16:5
note: run with `RUST_BACKTRACE=1` environment variable to display a backtrace
test test_sanity ... FAILED```

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