Statistics and Models

Univariate Statistics

StatisticOnlineStat
MeanMean
VarianceVariance
QuantilesQuantile and P2Quantile
Maximum/MinimumExtrema
Skewness and kurtosisMoments
SumSum

Data Visualization (See Data Viz)

  • Note that many OnlineStats also have Plot recipes.
PlotOnlineStat
Big Data VizPartition, IndexedPartition, KIndexedPartition
Mosaic PlotMosaic
HeatMapHeatMap

Time Series

StatisticOnlineStat
DifferenceDiff
LagLag
Autocorrelation/autocovarianceAutoCov
Tracked historyStatLag

Multivariate Analysis

Statistic/ModelOnlineStat
Covariance/correlation matrixCovMatrix
Principal components analysisCovMatrix, CCIPCA
K-means clusteringKMeans
Multiple univariate statisticsGroup

Nonparametric Density Estimation

Statistic/ModelOnlineStat
Histograms/continuous densityHist, KHist, and ExpandingHist
ASH KDEAsh
Approximate order statisticsOrderStats
Count for each unique valueCountMap
Approximate CDFOrderStats

Parametric Density Estimation

DistributionOnlineStat
BetaFitBeta
CauchyFitCauchy
GammaFitGamma
LogNormalFitLogNormal
NormalFitNormal
MultinomialFitMultinomial
MvNormalFitMvNormal

Statistical Learning

ModelOnlineStat
Linear (also ridge) regressionLinReg, LinRegBuilder
Decision TreesFastTree
Random ForestFastForest
Naive Bayes ClassifierNBClassifier

Other

Statistic/ModelOnlineStat
Handling Missing DataFTSeries, CountMissing
Statistical BootstrapBootstrap
Approx. count of distinct elementsHyperLogLog
Random sampleReservoirSample
Moving WindowMovingWindow, MovingTimeWindow

Collection of Stats

Statistic/ModelOnlineStat
Univariate data streamSeries, FTSeries
Multivariate data streamsGroup
Group by categorical variableGroupBy