davharris/Heraclitus: Compute Streaming (Online) Moments
Compute the mean and variance of a data stream as it is made available, without storing the entire stream. Welford's one-pass algorithm is used for computing the variance in a numerically stable way. Some code has been translated from the 'StreamStats.jl' package by John Myles White.
Getting started
Browse package contents
Package details |
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| Author | David J. Harris |
| Maintainer | David J. Harris <dave@harris-research.me> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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