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stream-statistics implements various statistical measures with online algorithms

Docs moved to API.md

Other Implementations

• stream, in java, on bitbucket, but pretty cool
• sawzall has a lot of online algorithm implementations in C++

References

• https://github.com/brendano/running_stat
• https://github.com/brendano/running_stat/blob/master/running_stat.cc
• http://brenocon.com/blog/2008/11/calculating-running-variance-in-python-and-c/
• http://numerics.mathdotnet.com/blog/2011/4/12/online-computation-of-statistics.html
• http://web.engr.oregonstate.edu/~shindler/papers/StreamingKMeans_soda11.pdf
• Streaming Algorithms and Sketches