Basics
OnlineStats is a Julia package for statistical analysis with algorithms that run both online and in parallel. Online algorithms are well suited for streaming data or when data is too large to hold in memory. Observations are processed one at a time and all algorithms use O(1) memory.
Installation
import Pkg
Pkg.add("OnlineStats")Basics
Every Stat is <: OnlineStat
julia> using OnlineStats
julia> m = Mean()
Mean: n=0 | value=0.0Stats Can Be Updated
julia> y = randn(100);
julia> fit!(m, y)
Mean: n=100 | value=0.0371766Stats Can Be Merged
julia> y2 = randn(100);
julia> m2 = fit!(Mean(), y2)
Mean: n=100 | value=0.0640232
julia> merge!(m, m2)
Mean: n=200 | value=0.0505999Stats Have a Value
julia> value(m)
0.050599885088037436