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The Stats module covers all moving/expanding statistics (count, sum, mean,
variance, stdDev, skew, kurt, min, max) but was missing median. This adds
Stats.movingMedian and Stats.expandingMedian to fill the gap.
Implementation uses a simple circular-buffer O(n*k log k) approach: for each
window position the window contents are sorted and the median is computed.
This is straightforward and correct for typical window sizes.
Also removes a stale TODO comment ('still to do: median, percentile') since
both median and quantile/percentile are already implemented.
Co-authored-by: Copilot <[email protected]>
9 tasks
dsyme
approved these changes
Mar 19, 2026
dsyme
deleted the
repo-assist/improve-moving-expanding-median-e038a30dda0f6d4b
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🤖 Repo Assist — filling a gap in the Stats moving/expanding window API.
Summary
The
Statsmodule provides a comprehensive set of moving and expanding window statistics — count, sum, mean, variance, stdDev, skew, kurt, min, max — but was missing median. This PR adds:Stats.movingMedian : int -> Series<'K,'V> -> Series<'K,float>— median over a rolling windowStats.expandingMedian : Series<'K,'V> -> Series<'K,float>— cumulative median over an expanding windowBoth functions follow the same conventions as the existing moving/expanding stats functions: they handle missing values, accept any numeric value type (via
toFloatconversion), and skip non-numeric/NaN values within the window.Implementation
A circular-buffer approach: for each window position the non-missing values are collected and sorted, and the median is computed. This is O(n·k log k) per series where k is the window size — straightforward and correct for typical use cases. No new dependencies are required.
For
movingMedian, the firstsize-1elements areMissing(incomplete window), consistent withmovingMean,movingVariance, etc.For
expandingMedian, all positions are present (using 1-element through full window), consistent withexpandingMean,expandingMin, etc.Also removes a stale
// TODO: still to do, possibly: median, percentilecomment (both were already implemented).Tests
Four new tests are added to
tests/Deedle.Tests/Stats.fs, following the same pattern as existing moving/expanding tests:Moving median works— sum of windowed medians matches oracle values for series with NaN, float, and intMoving median - first size-1 values are missing— confirms missing value count for incomplete window headExpanding median works— sum of cumulative medians matches oracle valuesTest Status
✅ All 68 Stats tests pass (
dotnet test tests/Deedle.Tests/Deedle.Tests.fsproj --filter "FullyQualifiedName~Stats")✅
dotnet build src/Deedle/Deedle.fsproj -c Release— 0 errors, 4 pre-existing warnings