OnlineStats.jl

Single-pass algorithms for statistics
Popularity
379 Stars
Updated Last
3 Months Ago
Started In
February 2015

Online Algorithms for Statistics, Models, and Big Data Viz

Online algorithms are well suited for streaming data or when data is too large to hold in memory. OnlineStats processes observations one by one and all algorithms use O(1) memory.

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Quickstart

import Pkg

Pkg.add("OnlineStats")

using OnlineStats

o = Series(Mean(), Variance(), P2Quantile(), Extrema())

fit!(o, 1.0)

fit!(o, randn(10^6))

Documentation

Contributing

  • Trivial PRs such as fixing typos are very welcome!
  • For nontrivial changes, you'll probably want to first discuss the changes via issue/email/slack with @joshday.

Authors

See also the list of contributors to OnlineStats.

License

MIT - see the LICENSE file.

Packages Using OnlineStats/OnlineStatsBase