JMW just released StreamStats.jl: https://github.com/johnmyleswhite/StreamStats.jl
Which is what you want I think? Cheers, Iain On Wednesday, February 11, 2015 at 10:53:10 PM UTC-5, Christian Peel wrote: > > 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! >
