Statistics and Models
Univariate Statistics
Statistic | OnlineStat |
---|---|
Mean | Mean |
Variance | Variance |
Quantiles | Quantile and P2Quantile |
Maximum/Minimum | Extrema |
Skewness and kurtosis | Moments |
Sum | Sum |
Data Visualization (See Data Viz)
- Note that many
OnlineStat
s also have Plot recipes.
Plot | OnlineStat |
---|---|
Big Data Viz | Partition , IndexedPartition , KIndexedPartition |
Mosaic Plot | Mosaic |
HeatMap | HeatMap |
Time Series
Statistic | OnlineStat |
---|---|
Difference | Diff |
Lag | Lag |
Autocorrelation/autocovariance | AutoCov |
Tracked history | StatLag |
Multivariate Analysis
Statistic/Model | OnlineStat |
---|---|
Covariance/correlation matrix | CovMatrix |
Principal components analysis | CovMatrix , CCIPCA |
K-means clustering | KMeans |
Multiple univariate statistics | Group |
Nonparametric Density Estimation
Statistic/Model | OnlineStat |
---|---|
Histograms/continuous density | Hist , KHist , and ExpandingHist |
ASH KDE | Ash |
Approximate order statistics | OrderStats |
Count for each unique value | CountMap |
Approximate CDF | OrderStats |
Parametric Density Estimation
Distribution | OnlineStat |
---|---|
Beta | FitBeta |
Cauchy | FitCauchy |
Gamma | FitGamma |
LogNormal | FitLogNormal |
Normal | FitNormal |
Multinomial | FitMultinomial |
MvNormal | FitMvNormal |
Statistical Learning
Model | OnlineStat |
---|---|
Linear (also ridge) regression | LinReg , LinRegBuilder |
Decision Trees | FastTree |
Random Forest | FastForest |
Naive Bayes Classifier | NBClassifier |
Other
Statistic/Model | OnlineStat |
---|---|
Handling Missing Data | FTSeries , CountMissing |
Statistical Bootstrap | Bootstrap |
Approx. count of distinct elements | HyperLogLog |
Random sample | ReservoirSample |
Moving Window | MovingWindow , MovingTimeWindow |
Collection of Stats
Statistic/Model | OnlineStat |
---|---|
Univariate data stream | Series , FTSeries |
Multivariate data streams | Group |
Group by categorical variable | GroupBy |