I think the closest thing is https://github.com/johnmyleswhite/StreamStats.jl Now whether those operations should be in there, or built on top of it, I'm not sure. But definitely open an issue there to get a discussion going.
Cheers, Iain On Friday, April 24, 2015 at 5:13:15 PM UTC-4, Tom Breloff wrote: > > I'm considering writing packages for the following online (i.e. updating > models on the fly as new data arrives) techniques, but this functionality > might exist already, or there might be a package that I should contribute > to instead of writing my own: > > - Online PCA (such as "Candid covariance-free incremental principal > component analysis") > - Online flexible least squares (time-varying regression weights) > - Online support vector machines/regressions > > Are there any packages that might have this functionality, or even a good > framework that I could/should add to? Does anyone else have a need for > these algorithms? >
