davharris/Heraclitus: Compute Streaming (Online) Moments
Version 0.1.0

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

Package details

AuthorDavid J. Harris
MaintainerDavid J. Harris <[email protected]>
LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
davharris/Heraclitus documentation built on May 12, 2017, 7:40 p.m.