https://github.com/joshday/OnlineStats.jl

⚡ Single-pass algorithms for statistics
https://github.com/joshday/OnlineStats.jl

big-data julia julia-language julialang online-algorithms onlinestats statistics stochastic-approximation streaming-data

Last synced: about 2 months ago
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⚡ Single-pass algorithms for statistics

• Host: GitHub
• URL: https://github.com/joshday/OnlineStats.jl
• Owner: joshday
• License: mit
• Created: 2015-02-04T18:12:54.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2024-05-21T17:35:45.000Z (4 months ago)
• Last Synced: 2024-06-19T07:41:42.548Z (3 months ago)
• Topics: big-data, julia, julia-language, julialang, online-algorithms, onlinestats, statistics, stochastic-approximation, streaming-data
• Language: Julia
• Homepage: https://joshday.github.io/OnlineStats.jl/latest/
• Size: 89.4 MB
• Stars: 824
• Watchers: 23
• Forks: 61
• Open Issues: 19
• Metadata Files:
  • Readme: README.md
  • Funding: .github/FUNDING.yml
  • License: LICENSE

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README

        


  





  Online Algorithms for Statistics, Models, and Big Data Viz



- ⚡ High-performance single-pass algorithms for statistics and data viz.

- ➕ Updated one observation at a time.

- ✅ Algorithms use O(1) memory.

- 📈 Perfect for streaming and big data.



  



| Docs | Build | Test | Citation | Dependents |

|:-----|:------|:-----|----------|------------|

| [![](https://img.shields.io/badge/docs-stable-blue.svg)](https://joshday.github.io/OnlineStats.jl/stable) [![](https://img.shields.io/badge/docs-latest-blue.svg)](https://joshday.github.io/OnlineStats.jl/latest) | [![Build status](https://github.com/joshday/OnlineStats.jl/workflows/CI/badge.svg)](https://github.com/joshday/OnlineStats.jl/actions?query=workflow%3ACI+branch%3Amaster) | [![codecov](https://codecov.io/gh/joshday/OnlineStats.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/joshday/OnlineStats.jl) | [![DOI](https://joss.theoj.org/papers/10.21105/joss.01816/status.svg)](https://doi.org/10.21105/joss.01816) | [![deps](https://juliahub.com/docs/OnlineStats/deps.svg)](https://juliahub.com/ui/Packages/OnlineStats/G3mU6?t=2) |




## 🚀 Quickstart

```julia

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))

```




## 📖 Documentation

[![](https://img.shields.io/badge/docs-stable-blue.svg)](https://joshday.github.io/OnlineStats.jl/stable)

[![](https://img.shields.io/badge/docs-latest-blue.svg)](https://joshday.github.io/OnlineStats.jl/latest)




## ✨ Contributing

- Pull requests are very welcome!

- For major changes, you'll probably want to first discuss the changes via issue/email/slack with [`@joshday`](https://github.com/joshday).




## ✏️ Authors

- Primary Author: [**Josh Day (@joshday)**](https://github.com/joshday)

- Significant early contributions from [**Tom Breloff (@tbreloff)**](https://github.com/tbreloff)

- Many algorithms developed under mentorship of [**Hua Zhou (@Hua-Zhou)**](https://github.com/Hua-Zhou)

See also the list of [contributors](https://github.com/joshday/OnlineStats.jl/contributors) to OnlineStats.