[Numpy-discussion] new incremental statistics project

Hans Meine meine@informatik.uni-hamburg...
Mon Jan 19 04:34:47 CST 2009


On Friday 19 December 2008 03:27:12 Bradford Cross wrote:
> This is a new project I just released.
>
> I know it is C#, but some of the design and idioms would be nice in
> numpy/scipy for working with discrete event simulators, time series, and
> event stream processing.
>
> http://code.google.com/p/incremental-statistics/

Hi, do you know about the boost accumulators project?

It's still in boost's sandbox, but I love its design, and it provides a large 
number of well-documented, mathematically sound estimators for variance, mean, 
etc.:
http://boost-sandbox.sourceforge.net/libs/accumulators/doc/html/index.html

Just a heads-up, in case someone finds this useful here.
(Don't know about people's fondness of boost and/or C++ here.)

Greetings,
  Hans


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