"online" statistics?


#1

I often need to compute running statistics, also called “online”. For example, consider a long-running process which generates a vector of results every 30 seconds. I might want 2nd-order stats, or a histogram. I don’t want to produce an infinitely long vector in order to do this, I need a statistics object that is made to be incrementally updated. Is there anything like this in the Julia world?


#2