Perfect! And just in time. Thanks
On Wednesday, February 11, 2015 at 9:18:05 PM UTC-8, Iain Dunning wrote: > > 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! >> >
