Fleet  0.0.9
Inference in the LOT
Statistics Directory Reference
Directory dependency graph for Statistics:
src/Statistics

Files

file  FiniteHistory.h [code]
 A FiniteHistory stores the previous N examples of something of type T. This is used e.g. in MCMC in order to count the acceptance ratio on the previous N samples.
 
file  FleetStatistics.h [code]
 
file  MedianFAME.h [code]
 A streaming median class implementing the FAME algorithm Here, we initialize both the step size and M with the current sample http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.108.7376&rep=rep1&type=pdf.
 
file  ReservoirSample.h [code]
 A simple resevoir sampling algorithm. One great disappointment is that this doesn't implement the version where you draw a random unifom for each number and store the lowest. That's such a pretty idea.
 
file  StreamingStatistics.h [code]
 A class to store a bunch of statistics about incoming data points, including min, max, mean, etc.