Is there a function for batch mean and std

Specific Domains Statistics
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1

Hi,

Is there a package that has a function doing something similar to Batch updates for simple statistics

In other words, I want to calculate std(vcat(a,b)) and know mean(a), mean(b), std(a), std(b), length(a), length(b), but don’t know a and b.

2

Maybe that’s not really what you’re asking for, but have you checked OnlineStats?

3 Likes
3

Thank you, OnlineStats.jl does actually have what I need, it is the merge function. I do actually have the original data (a and b), I just don’t want to save it.