Statistics and Models

Univariate Statistics

Statistic/ModelOnlineStat
MeanMean
VarianceVariance
QuantilesQuantile and P2Quantile
Maximum/MinimumExtrema
Skewness and kurtosisMoments
SumSum

Time Series

Statistic/ModelOnlineStat
DifferenceDiff
LagLag
Autocorrelation/autocovarianceAutoCov
Tracked historyStatLag

Multivariate Analysis

Statistic/ModelOnlineStat
Covariance/correlation matrixCovMatrix
Principal components analysisCovMatrix
K-means clustering (SGD)KMeans
Multiple univariate statisticsGroup

Nonparametric Density Estimation

Statistic/ModelOnlineStat
Histograms/continuous densityHist and KHist
Approximate order statisticsOrderStats
Count for each unique valueCountMap

Parametric Density Estimation

Statistic/ModelOnlineStat
BetaFitBeta
CauchyFitCauchy
GammaFitGamma
LogNormalFitLogNormal
NormalFitNormal
MultinomialFitMultinomial
MvNormalFitMvNormal

Statistical Learning

Statistic/ModelOnlineStat
GLMs with regularizationStatLearn
Logistic regressionStatLearn
Linear SVMsStatLearn
Quantile regressionStatLearn
Absolute loss regressionStatLearn
Distance-weighted discriminationStatLearn
Huber-loss regressionStatLearn
Linear (also ridge) regressionLinReg, LinRegBuilder
Decision TreesFastTree
Random ForestFastForest
Naive Bayes ClassifierNBClassifier

Other

Statistic/ModelOnlineStat
Statistical BootstrapBootstrap
Approx. count of distinct elementsHyperLogLog
Reservoir samplingReservoirSample
Big Data VizPartition, IndexedPartition

Collection of Stats

Statistic/ModelOnlineStat
Apply stats to same data streamSeries, FTSeries
Apply stats to different data streamsGroup
Calculate stat by groupGroupBy