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Feature request: Running Stats? #729

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NAThompson opened this issue Oct 30, 2021 · 2 comments
Closed

Feature request: Running Stats? #729

NAThompson opened this issue Oct 30, 2021 · 2 comments

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@NAThompson
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Forgive me if this is a dup, but I checked the docs, issues and PRs, but didn't see any documentation on running statistics. Near as I can tell, we need to have an array on hand in order to compute mean and standard deviation, but online algorithms exist so that we can consume samples as they arrive.

Is this an interesting feature for this repo?
@wildart
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wildart commented Oct 31, 2021

Take a look https://github.com/joshday/OnlineStats.jl

@nalimilan
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Closing as OnlineStats is the package to use.

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@wildart @nalimilan @NAThompson