streaming-statistics

Streaming statistics

This is module for streaming statistics. It can efficiently calculate statistics on a stream of numbers in a minimum amount of memory.

It provides the following statistics:

Statistic	Description
n	Number of values
min	Minimum value
max	Maximum value
sum	Sum of values
mean	Mean value
stddev	Standard deviation
variance	Variance

In addition to the above statistics, it also provides the following percentiles: 1st, 5th, 25th, 50th, 75th, 95th, and 99th.

Here is an example result:

{
  "n": 177966,
  "mean": 237.02426306148718,
  "variance": 184870.5448188569,
  "stddev": 429.9657484252169,
  "min": 0,
  "max": 33408,
  "sum": 42182260,
  "1st": 5.002829575110743,
  "5th": 17.994143369901202,
  "10th": 25.791844500743554,
  "25th": 49.90296094906744,
  "50th": 100.4945677085671,
  "75th": 242.2894312639693,
  "90th": 607.9931874110874,
  "95th": 925.3552129773512,
  "99th": 1826.5794537820188
}

A script, script/stats will read numbers from standard input and print the statistics to standard output.

Installation

This code uses the poetry system to install Python dependencies. To install, clone this repository, and then:

$ poetry install
$ poetry shell

It is also available as a Python package on PyPI.

$ pip install streaming_statistics