NAME

       Statistics::OnLine - Pure Perl implementation of the on-line algorithm to produce
       statistics

SYNOPSIS

        use Statistics::OnLine;
        my $s = Statistics::OnLine->new;

        my @data = (1, 2, 3, 4, 5);
        $s->add_data( @data );
        $s->add_data( 6, 7 );
        $s->add_data( 8 );

        print "count = ",$s->count,"\tmean = ",$s->mean,"\tvariance = ",$s->variance,"\tvariance_n = ",
              $s->variance_n,"\tskewness = ",$s->skewness,"\tkurtosis = ",$s->kurtosis,"\n";

        $s->add_data( ); # does nothing!
        print "count = ",$s->count,"\tmean = ",$s->mean,"\tvariance = ",$s->variance,"\tvariance_n = ",
              $s->variance_n,"\tskewness = ",$s->skewness,"\tkurtosis = ",$s->kurtosis,"\n";

        $s->add_data( 9, 10 );
        print "count = ",$s->count,"\tmean = ",$s->mean,"\tvariance = ",$s->variance,"\tvariance_n = ",
              $s->variance_n,"\tskewness = ",$s->skewness,"\tkurtosis = ",$s->kurtosis,"\n";

DESCRIPTION

       This module implements a tool to perform statistic operations on large datasets which,
       typically, could not fit the memory of the machine, e.g. a stream of data from the
       network.

       Once instantiated, an object of the class provide an "add_data" method to add data to the
       dataset. When the computation of some statistics is required, at some point of the stream,
       the appropriate method can be called. After the execution of the statistics it is possible
       to continue to add new data. In turn, the object will continue to update the existing data
       to provide new statistics.

METHODS

       new()
           Creates a new "Statistics::OnLine" object and returns it.

       add_data(@)
           Adds new data to the object and updates the internal state of the statistics.

           The method return the object itself in order to use it in chaining:

            my $v = $s->add_data( 1, 2, 3, 4 )->variance;

       clean()
           Cleans the internal state of the object and resets all the internal statistics.

           Return the object itself in order to use it in chaining:

            my $v = $s->clean->add_data( 1, 2, 3, 4 )->variance;

       count()
           Returns the actual number or elements inserted and processed by the object.

       mean()
           Returns the average of the elements inserted into the system:

            \fract{ \sum_1^n{x_i} }{ n }

       variance()
           Returns the variance of the element inserted into the system:

            \fract{ \sum_1^n{avg - x_i} }{ n - 1 }

       variance_n()
           Returns the variance of the element inserted into the system:

            \fract{ \sum_1^n{avg - x_i} }{ n }

       skewness()
           Returns the skewness (third standardized moment) of the element inserted into the
           system <http://en.wikipedia.org/wiki/Skewness>

       kurtosis()
           Returns the kurtosis (fourth standardized moment) of the element inserted into the
           system <http://en.wikipedia.org/wiki/Kurtosis>

ERROR MESSAGES

       The conditions in which the system can return errors, using a "die" are:

       too few elements to compute function
           Some functions need a minimum number of elements to be computed: "mean", "variance_n"
           and "skewness" need at least one element, "variance" at least two and "kurtosis" needs
           at least four.

       variance is zero: cannot compute kurtosis|skewness
           Both kurtosis and skewness need that variance to be greater than zero.

THEORY

       On-line statistics are based on strong mathematical foundations which transform the
       standard computations into a sequence of operations that incrementally update with new
       values the actual ones.

       There are some referencence in the web. This documentation suggest to start your
       investigation from
       <http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Higher-order_statistics>.
       The linked page provides other useful references on the foundations of the method.

CAVEAT

       The module is intended to be used in all the situations in which: (1) the number of data
       elements could be too large with respect the memory of the system, or (2) the elements
       arrive at different time stamps and intermediate results are needed.

       If the length of the stream is fixed, all the data elements are present in a single place
       and there is not need for intermediate results, it could be better to use different
       modules, for instance Statistics::Lite, to make computations.

       The reason for this choice is that the module uses a stable approximation, well suited for
       the use on steams (effectively an on-line algorithm). Using this system on fixed datasets
       could introduce some (little) approximation.

HISTORY

       0.02
           Corrected typos in documentation

       0.01
           Initial version of the module

AUTHOR

       Francesco Nidito

COPYRIGHT

       Copyright 2009 Francesco Nidito. All rights reserved.

       This library is free software; you can redistribute it and/or modify it under the same
       terms as Perl itself.

SEE ALSO

       Statistics::Lite,
       <http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Higher-order_statistics>