I've been doing a lot of streaming data analysis in Julia lately, so I finally put together a package with some core functionality for working with data streams:
https://github.com/johnmyleswhite/StreamStats.jl My hope is that the community can help refine the design over time. After it's settled down, I'll move the package over to JuliaStats so that we have a canonical place for storing streaming algorithms. I'll be adding approximate quantiles via q-digest and some basic regression modeling functions via SGD in the next few days. -- John
