Online calculation of higher-order moments for Julia

OnlineMoments.jl is a Julia package that iteratively calculates the higher-order moments of a sequence of real numbers.

Installation

Within Julia, the package may be installed with

After installation, the test suite may be run with

The package is maintained in a Git repository at https://git.colberg.org/peter/OnlineMoments.jl.

Usage

The package provides immutable types for the iterative calculation of the moments of a sequence: Mean for the first moment, Variance for the first and second moments, and Moments for the first four moments. Results are extracted using the functions nobs(), mean(), var(), std(), sem(), skewness(), and kurtosis().

Calculate first four moments of a sequence:

Calculate mean, variance, standard deviation, and standard error of the mean:

Calculate first four moments of multiple sequences:

Calculate first four moments of a parallel sequence using julia -p <n>: