I'm curious if someone has implemented a statistical accumulator in julia
similar to that in boost:
http://www.boost.org/doc/libs/1_55_0/doc/html/accumulators.html
I'm aware of the accumulator in DataStructures.jl, but if I read it right
it doesn't do statistical accumulation, just a running sum or a running
histogram. Looking at accumulator.jl
(https://github.com/JuliaLang/DataStructures.jl/blob/master/src/accumulator.jl
) I see a "+" symbol at the end
push!{T,V<:Number}(ct::Accumulator{T,V}, x::T, a::V) = (ct.map[x] =
ct[x] + a)
I'm looking for code that can (for example) calculate the variance on the
fly using only the second moment and mean as illustrated in eq 1.21 of this
page from the boost docs:
http://www.boost.org/doc/libs/1_55_0/doc/html/boost/accumulators/impl/lazy_variance_impl.html
I've done this before in Matlab, just don't want to repeat it in Julia if I
don't need to.
Thanks!
