computation of moments for streaming data

Statistical Sums/Cross-products Support Streaming Computation for Large Datasets

The Summary Statistics (SSL) is a subcomponent of the Vector Statistical Library (VSL) included in the Intel® Math Kernel Library (Intel® MKL). The library provides rich set of functions to compute various statistical estimates for multi-dimensional datasets.

  • Developers
  • Intermediate
  • Intel® Math Kernel Library
  • VSL
  • VSL_SS_METHOD_CP_TO_COVCOR
  • variance-covariance
  • correlation matrices
  • VSL_SS_METHOD_SUM_TO_MOM
  • computation of moments for streaming data
  • Development Tools
  • Optimization
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