1) Could the flexibility in weighting new data you're thinking about be fit
into an optional argument to update!()?
3) Agreed. Right now a few methods do the opposite of that with something
like update!(obj, y::Float64) = update!(obj, [y])
I've at least started an issue for a redesign to get a
1) More flexibility is certainly good, as long as it doesn't impact performance
or readability. I would also like additional flexibility on weighting new data.
2) aside from possible overflow, updating averages instead of sums is probably
more performant when you call state() more often than upd
I emailed John Myles White a few months back about merging. One of his
concerns was that OnlineStats looks more ambitious, but he wanted to work
together. I was focused on the implementation progress to show off for my
oral prelim (I'm a PhD student in statistics), so nothing ever came of it.
It looks like you've implemented a lot. I'll take a look in more depth and
see how it fits in with my goals. I'm curious... is there a reason you
haven't merged in some way with StreamStats? It seems to overlap pretty
heavily, but maybe not. If it makes sense, are you open to collaboration
I've been working on https://github.com/joshday/OnlineStats.jl. The
src/README shows the implementation progress. It's partially a playground
for my research (on online algorithms for statistics).
Please take a look and let me know what you think, but my regression stuff
is currently in break
This is great... I haven't looked at StreamStats yet. It certainly seems like
the right package to extend. I'll start a discussion there. Thanks.
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 Brelof
