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
- Primary Author: Josh Day (@joshday)
- Significant early contributions from Tom Breloff (@tbreloff)
See also the list of contributors to OnlineStats.
License
MIT - see the LICENSE file.