Safe Haskell | Safe |
---|---|

Language | Haskell2010 |

## Synopsis

- data Medianer a b = Medianer {}
- onlineL1 :: (Ord b, Fractional b) => b -> b -> (a -> b) -> (b -> b) -> Fold a b
- onlineL1' :: (Ord b, Fractional b) => b -> b -> (a -> b) -> (b -> b) -> Fold a (b, b)
- maL1 :: (Ord a, Fractional a) => a -> a -> a -> Fold a a
- absmaL1 :: (Ord a, Fractional a) => a -> a -> a -> Fold a a
- covL1 :: (Ord a, Fractional a) => a -> a -> a -> Fold (a, a) a
- corrL1 :: (Ord a, Floating a) => a -> a -> a -> Fold (a, a) a
- betaL1 :: (Ord a, Floating a) => a -> a -> a -> Fold (a, a) a
- alphaL1 :: (Ord a, Floating a) => a -> a -> a -> Fold (a, a) a
- autocorrL1 :: (Floating a, RealFloat a) => a -> a -> a -> a -> Fold a a

# convert a statistic to an online median stat equivalent to L1

A rough Median. The average absolute value of the stat is used to callibrate estimate drift towards the median

onlineL1 :: (Ord b, Fractional b) => b -> b -> (a -> b) -> (b -> b) -> Fold a b Source #

onlineL1 takes a function and turns it into a `Fold`

where the step is an incremental update of an (isomorphic) median statistic.

onlineL1' :: (Ord b, Fractional b) => b -> b -> (a -> b) -> (b -> b) -> Fold a (b, b) Source #

onlineL1' takes a function and turns it into a `Fold`

where the step is an incremental update of an (isomorphic) median statistic.

# online statistics

maL1 :: (Ord a, Fractional a) => a -> a -> a -> Fold a a Source #

moving median >>> L.fold (maL1 inc d r) [1..n] 93.92822312742108

betaL1 :: (Ord a, Floating a) => a -> a -> a -> Fold (a, a) a Source #

the beta in a simple linear regression of a tuple