Am I mistaken in my experience that the OnlineStats package can’t handle Missing?
Yes, you are mistaken.
Is there anything from Julia Computing that actually works?
OnlineStats is not a product of Julia Computing. It is a product of me that I built during my PhD and continue to maintain for free while I work at Julia Computing.
If you search the documentation for “missing”, the only item that appears is FTSeries, which provides several examples of how to handle missing data. So firstly, read the docs.
Please remember that you are talking to human beings that mostly maintain their open source packages because it’s fun. Please don’t make it less fun for us.