Online Algorithms for Statistics, Models, and Big Data Viz
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import Pkg
Pkg.add("OnlineStats")
using OnlineStats
# Create several statistics
o = Series(Mean(), Variance(), Extrema())
# Update with single data point
fit!(o, 1.0)
# Iterate through and update with lots of data
fit!(o, randn(10^6))
# Get the values of the statistics
value(o) # (value(mean), value(variance), value(extrema))
@joshday
.See also the list of contributors to OnlineStats.