Core

This module contains fast and lightweight probability tools for a dataset and a data stream. It has the following features:

• Estimate and summarize probability distributions with high speed and high accuracy using only limited memory for both stationary and non-stationary data streams
• Combine several probability distributions by using probability monad
• Generate random variables from many predefined and estimated probability disributions
• Measure similarity between two probability distribution using various (generalized) statistical distances (e.g., Kullback–Leibler divergence)