Traditional statistical weighting

[joshday]

Add the option to put in StatsBase-like weights.

[jw3126]

Continuing #131: So the rough plan would be to have

struct OnlineWeight <: Weight end
    total_weight::Float64
end

function fit!(stat::MyMean{OnlineWeight}, obs, wt)
    total_weight = stat.weight.total_weight + wt
    μ = stat.μ * (total_weight - wt)/wt + obs * wt/total_weight
    stat.μ = μ
    stat.weight.total_weight = total_weight
    stat.n += 1
end

?

[joshday]

The biggest hurdle is that an OnlineStats.Weight is a fundamentally different thing than StatsBase.AbstractWeights. I'll need to think through it more, but I probably won't have time this week.

[gdkrmr]

I really would like to have this!

[gdkrmr]

This is still WIP: https://github.com/gdkrmr/WeightedOnlineStats.jl

[yakir12]

I would love this too... @gdkrmr, gonna try and use your WeightedOnlineStats.jl