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I'm looking for a small header-only library which takes a C++ container (or range, or iterator pair) with numbers, and gives you some basic stats about it: average, variation, kurtosis, standard deviation, standard error, order statistics (e.g. quartiles and deciles), mode, support set cardinality - these sorts of things.

This is of course not difficult to write yourself (and a bit of it is in the standard library anyway); so somebody must have written something like up nicely.

Requirements:

  • Header-only
  • Modern C++'ish, i.e. no weird virtual stuff, macro-based metaprogramming etc.
  • Non-restrictive license: 3-BSD, ASL, MIT or such
  • Maintained
  • Gratis
  • Platform-independent

Desired:

  • Single header file
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I can only think of Boost.Accumulators by Eric Niebler, but while it itself is header only, it has a lot of Boost dependencies which might be a bit heavyweight for your use-case. Especially I'm not sure if Boost is "Modern C++'ish" enough for you as it was originally written pre-C++11.

One pro is certainly that it allows to calculate multiple of these stats in one go.

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