Alternatively, there still is https://github.com/davidavdav/BigData.jl which has some infrastructure for storing large data on disc, and there is a stats() function that doesthe accumulation for you.
---david On Thursday, February 12, 2015 at 6:26:03 PM UTC+1, Christian Peel wrote: > > 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! >>> >>
