WeightedOnlineStats.jl

Weighted version of OnlineStats.jl
Author gdkrmr
Popularity
10 Stars
Updated Last
11 Months Ago
Started In
November 2018

WeightedOnlineStats.jl

DOI CI codecov.io

An extension of OnlineStatsBase.jl that supports proper statistical weighting and arbitrary numerical precision.

Usage

using WeightedOnlineStats

values = rand(100)
weights = rand(100)

# fit using arrays:
o1 = fit!(WeightedMean(), values, weights)

# fit using an iterator that returns a tuple (value, weight):
o2 = fit!(WeightedMean(), zip(values, weights))

# fit single values at a time:
o3 = WeightedMean()
for i in 1:length(values)
    fit!(o3, values[i], weights[i])
end

mean(o1)
mean(o2)
mean(o3)

Statistics

WeightedOnlineStats.jl currently implements the following Statistics:

  • WeightedSum
  • WeightedMean
  • WeightedVariance
  • WeightedCovMatrix
  • WeightedHist
  • WeightedAdaptiveHist