johnmyleswhite / StreamStats.jl

Compute statistics over data streams in pure Julia
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[WIP] Add exact and approx PMF's #17

Open johnmyleswhite opened 9 years ago

johnmyleswhite commented 9 years ago

This PR provides exact PMF's (when the memory cost of the PMF is expected to be low) and approximate PMF's (when memory cost is high, but the majority of the PMF's mass is found within a small number of elements of the stream). It includes a minimal Count-Min Sketch implementation, which is used to derive approximate PMF's.