Streaming Algorithms

1. Overview

1.1. Count-min Sketch

The Count-min sketch calculates the frequency of an item in a stream.

1.2. Matrix

Matrix data structure for a 2d matrix.

1.3. Piecewise Parabolic Prediction (P2)

The p2 algorithm for dynamic calculation of quantiles and histograms without storing observation.

1.4. Running Stats

Calculates the mean, variance, and standard deviation

1.5. Time Series

Time series data structure for windowed calculations.

Full Documentation

2. Installation

2.1. Prerequisites

2.1.1. Optional (used for documentation)

2.2. CMake Build Instructions

git clone
cd streaming_algorithms
mkdir release
cd release


# Windows Visual Studio 2013
cmake -DCMAKE_BUILD_TYPE=Release -G "NMake Makefiles" ..


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