Scientific Software
Updated 9 months ago
OnlineStats.jl
OnlineStats.jl: A Julia package for statistics on data streams - Published in JOSS (2020)
Scientific Software · Peer-reviewed
Updated 9 months ago
com.tdunning:t-digest
A new data structure for accurate on-line accumulation of rank-based statistics such as quantiles and trimmed means
Updated 9 months ago
hermiter
Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)
Updated 9 months ago
https://github.com/ntessore/online-stats
Python micropackage with an online algorithm for mean, variance, and covariance