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8.0.0.2. Statistical Functions

(packages/libnum/stats.lsh)

This is a set of simple statistical functions. Most of them are high-level calls to GSL functions. They operate on vectors of double. Included some of the other functions not included in the Lush distrib.

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8.0.0.2.0. (stat-mean v)

(packages/libnum/stats.lsh)

return the mean of elements of vector v .

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8.0.0.2.1. (stat-absdev v)

(packages/libnum/stats.lsh)

returns the absolute deviation of elements of vector v

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8.0.0.2.2. (stat-median v)

(packages/libnum/stats.lsh)

returns the median value of sorted list v (idx-d1sortup v)

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8.0.0.2.3. (stat-quantile v f)

(packages/libnum/stats.lsh)

returns the quantile of sorted list v (idx-d1sortup v) quantile f

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8.0.0.2.4. (stat-autocorr v)

(packages/libnum/stats.lsh)

returns the lag 1 autocorrelation of elements of vector v

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8.0.0.2.5. (stat-variance v)

(packages/libnum/stats.lsh)

return the variance of values in vector v .

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8.0.0.2.6. (stat-sd v)

(packages/libnum/stats.lsh)

return the standard deviation of values in vector v .

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8.0.0.2.7. (stat-skew v)

(packages/libnum/stats.lsh)

return the skew (measure asymmetry) of the distributions of values in v .

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8.0.0.2.8. (stat-kurtosis v)

(packages/libnum/stats.lsh)

return the kurtosis (measure non-gaussianness) of the distributions of values in v .

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8.0.0.2.9. (stat-covariance v1 v2)

(packages/libnum/stats.lsh)

compute convariance of v1 and v2. covariance = 1/(n - 1) sum_i (v1_i - [v1]) (v2_i - [v2])

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8.0.0.2.10. (stat-wmean v w)

(packages/libnum/stats.lsh)

weighted mean of vector v with weights w

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8.0.0.2.11. (stat-wvariance v w)

(packages/libnum/stats.lsh)

weighted variance of vector v with weights w

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8.0.0.2.12. (stat-wsdev v w)

(packages/libnum/stats.lsh)

weighted standard deviation of vector v with weights w

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8.0.0.2.13. (stat-wabsdev v w)

(packages/libnum/stats.lsh)

weighted absolute deviation of vector v with weights w

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8.0.0.2.14. (stat-wskew v w)

(packages/libnum/stats.lsh)

weighted skew of vector v with weights w

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8.0.0.2.15. (stat-wkurtosis v w)

(packages/libnum/stats.lsh)

weighted kurtosis of vector v with weights w