The GSL-FFI-STATISTICS module ***************************** .. current-library:: dylan-gsl .. current-module:: gsl-ffi-statistics Absolute deviation ================== .. function:: gsl-stats-abs-dev :signature: gsl-stats-abs-dev (data stride n) => (mean) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value mean: An instance of ``. .. function:: gsl-stats-abs-dev-m :signature: gsl-stats-abs-dev-m (data stride n mean) => (mean) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :value mean: An instance of ``. Covariance ========== .. function:: gsl-stats-covariance :signature: gsl-stats-covariance (data1 stride1 data2 stride2 n) => (covariance) :parameter data1: An instance of ``. :parameter stride1: An instance of ``. :parameter data2: An instance of ``. :parameter stride2: An instance of ``. :parameter n: An instance of ``. :value covariance: An instance of ``. .. function:: gsl-stats-covariance-m :signature: gsl-stats-covariance-m (data1 stride1 data2 stride2 n mean1 mean2) => (covariance) :parameter data1: An instance of ``. :parameter stride1: An instance of ``. :parameter data2: An instance of ``. :parameter stride2: An instance of ``. :parameter n: An instance of ``. :parameter mean1: An instance of ``. :parameter mean2: An instance of ``. :value covariance: An instance of ``. Kurtosis ======== .. function:: gsl-stats-kurtosis :signature: gsl-stats-kurtosis (data n stride) => (kurtosis) :parameter data: An instance of ``. :parameter n: An instance of ``. :parameter stride: An instance of ``. :value kurtosis: An instance of ``. .. function:: gsl-stats-kurtosis-m-sd :signature: gsl-stats-kurtosis-m-sd (data n stride mean sd) => (kurtosis) :parameter data: An instance of ``. :parameter n: An instance of ``. :parameter stride: An instance of ``. :parameter mean: An instance of ``. :parameter sd: An instance of ``. :value kurtosis: An instance of ``. Autocorrelation =============== .. function:: gsl-stats-lag1-autocorrelation :signature: gsl-stats-lag1-autocorrelation (data stride n) => (autocorrelation) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value autocorrelation: An instance of ``. .. function:: gsl-stats-lag1-autocorrelation-m :signature: gsl-stats-lag1-autocorrelation-m (data stride n mean) => (autocorrelation) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :value autocorrelation: An instance of ``. Max/Min ======= .. function:: gsl-stats-max :signature: gsl-stats-max (data stride n) => (maximum) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value maximum: An instance of ``. .. function:: gsl-stats-min :signature: gsl-stats-min (data stride n) => (minimum) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value minimum: An instance of ``. .. function:: gsl-stats-minmax :signature: gsl-stats-minmax (data stride n) => (minimum maximum) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value minimum: An instance of ``. :value maximum: An instance of ``. .. function:: gsl-stats-max-index :signature: gsl-stats-max-index (data stride n) => (max-index) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value max-index: An instance of ``. .. function:: gsl-stats-min-index :signature: gsl-stats-min-index (data stride n) => (min-index) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value min-index: An instance of ``. .. function:: gsl-stats-minmax-index :signature: gsl-stats-minmax-index (data stride n) => (min-index max-index) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value min-index: An instance of ``. :value max-index: An instance of ``. Mean ==== .. function:: gsl-stats-mean :signature: gsl-stats-mean (data stride n) => (mean) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value mean: An instance of ``. Standard deviation ================== .. function:: gsl-stats-sd :signature: gsl-stats-sd (data stride n) => (sd) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value sd: An instance of ``. .. function:: gsl-stats-sd-m :signature: gsl-stats-sd-m (data stride n mean) => (sd) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :value sd: An instance of ``. .. function:: gsl-stats-sd-with-fixed-mean :signature: gsl-stats-sd-with-fixed-mean (data stride n mean) => (sd) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :value sd: An instance of ``. Skewness ======== .. function:: gsl-stats-skew :signature: gsl-stats-skew (data n stride) => (skewness) :parameter data: An instance of ``. :parameter n: An instance of ``. :parameter stride: An instance of ``. :value skewness: An instance of ``. .. function:: gsl-stats-skew-m-sd :signature: gsl-stats-skew-m-sd (data n stride mean sd) => (skewness) :parameter data: An instance of ``. :parameter n: An instance of ``. :parameter stride: An instance of ``. :parameter mean: An instance of ``. :parameter sd: An instance of ``. :value skewness: An instance of ``. Total sum of squares ==================== .. function:: gsl-stats-tss :signature: gsl-stats-tss (data stride n) => (tss) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value tss: An instance of ``. .. function:: gsl-stats-tss-m :signature: gsl-stats-tss-m (data stride n mean) => (tss) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :value tss: An instance of ``. Variance ======== .. function:: gsl-stats-variance :signature: gsl-stats-variance (data stride n) => (variance) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value variance: An instance of ``. .. function:: gsl-stats-variance-m :signature: gsl-stats-variance-m (data stride n mean) => (variance) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :value variance: An instance of ``. .. function:: gsl-stats-variance-with-fixed-mean :signature: gsl-stats-variance-with-fixed-mean (data stride n mean) => (variance) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :value variance: An instance of ``. Correlation =========== .. function:: gsl-stats-correlation :signature: gsl-stats-correlation (data1 stride1 data2 stride2 n) => (correlation) :parameter data1: An instance of ``. :parameter stride1: An instance of ``. :parameter data2: An instance of ``. :parameter stride2: An instance of ``. :parameter n: An instance of ``. :value correlation: An instance of ``. .. function:: gsl-stats-spearman :signature: gsl-stats-spearman (data1 stride1 data2 stride2 n work) => (correlation-sd) :parameter data1: An instance of ``. :parameter stride1: An instance of ``. :parameter data2: An instance of ``. :parameter stride2: An instance of ``. :parameter n: An instance of ``. :parameter work: An instance of ``. :value correlation-sd: An instance of ``. Weighted samples ================ .. function:: gsl-stats-wmean :signature: gsl-stats-wmean (w wstride data stride n) => (wmean) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value wmean: An instance of ``. .. function:: gsl-stats-wvariance :signature: gsl-stats-wvariance (w wstride data stride n) => (wvariance) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value wvariance: An instance of ``. .. function:: gsl-stats-wvariance-m :signature: gsl-stats-wvariance-m (w wstride data stride n mean) => (wvariance) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :value wvariance: An instance of ``. .. function:: gsl-stats-wsd :signature: gsl-stats-wsd (w wstride data stride n) => (wsd) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value wsd: An instance of ``. .. function:: gsl-stats-wsd-m :signature: gsl-stats-wsd-m (w wstride data stride n mean) => (wsd) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :value wsd: An instance of ``. .. function:: gsl-stats-wsd-with-fixed-mean :signature: gsl-stats-wsd-with-fixed-mean (w wstride data stride n mean) => (wsd) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :value wsd: An instance of ``. .. function:: gsl-stats-wtss :signature: gsl-stats-wtss (w wstride data stride n) => (wtss) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value wtss: An instance of ``. .. function:: gsl-stats-wtss-m :signature: gsl-stats-wtss-m (w wstride data stride n mean) => (wtss) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :value wtss: An instance of ``. .. function:: gsl-stats-wabsdev :signature: gsl-stats-wabsdev (w wstride data stride n) => (wabsdev) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value wabsdev: An instance of ``. .. function:: gsl-stats-wabsdev-m :signature: gsl-stats-wabsdev-m (w wstride data stride n mean) => (wabsdev) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :value wabsdev: An instance of ``. .. function:: gsl-stats-wskew :signature: gsl-stats-wskew (w wstride data stride n) => (wskew) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value wskew: An instance of ``. .. function:: gsl-stats-wkurtosis :signature: gsl-stats-wkurtosis (w wstride data stride n) => (wkurtosis) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value wkurtosis: An instance of ``. .. function:: gsl-stats-wkurtosis-m-sd :signature: gsl-stats-wkurtosis-m-sd (w wstride data stride n mean sd) => (wkurtosis) :parameter w: An instance of ``. :parameter wstride: An instance of ``. :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter mean: An instance of ``. :parameter sd: An instance of ``. :value wkurtosis: An instance of ``. Median and Percentiles ====================== .. function:: gsl-stats-median-from-sorted-data :signature: gsl-stats-median-from-sorted-data (sorted-data stride n) => (median) :parameter sorted-data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value median: An instance of ``. .. function:: gsl-stats-median :signature: gsl-stats-median (data stride n) => (median) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value median: An instance of ``. .. function:: gsl-stats-quantile-from-sorted-data :signature: gsl-stats-quantile-from-sorted-data (sorted-data stride n f) => (quantile) :parameter sorted-data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter f: An instance of ``. :value quantile: An instance of ``. Order Statistics ================ .. function:: gsl-stats-select :signature: gsl-stats-select (data stride n k) => (kth-order-statistic) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter k: An instance of ``. :value kth-order-statistic: An instance of ``. Robust Location Estimates ========================= .. function:: gsl-stats-trmean-from-sorted-data :signature: gsl-stats-trmean-from-sorted-data (alpha sorted-data stride n) => (trmean) :parameter alpha: An instance of ``. :parameter sorted-data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value trmean: An instance of ``. .. function:: gsl-stats-gastwirth-from-sorted-data :signature: gsl-stats-gastwirth-from-sorted-data (sorted-data stride n) => (gastwirth) :parameter sorted-data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :value gastwirth: An instance of ``. Robust Scale Estimates ====================== .. function:: gsl-stats-mad0 :signature: gsl-stats-mad0 (data stride n work) => (mad) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter work: An instance of ``. :value mad: An instance of ``. .. function:: gsl-stats-mad :signature: gsl-stats-mad (data stride n work) => (mad) :parameter data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter work: An instance of ``. :value mad: An instance of ``. :math:`S_n` Statistic ===================== .. function:: gsl-stats-sn0-from-sorted-data :signature: gsl-stats-sn0-from-sorted-data (sorted-data stride n work) => (sn0) :parameter sorted-data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter work: An instance of ``. :value sn0: An instance of ``. .. function:: gsl-stats-sn-from-sorted-data :signature: gsl-stats-sn-from-sorted-data (sorted-data stride n work) => (sn) :parameter sorted-data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter work: An instance of ``. :value sn: An instance of ``. :math:`Q_n` Statistic ===================== .. function:: gsl-stats-qn0-from-sorted-data :signature: gsl-stats-qn0-from-sorted-data (sorted-data stride n work work-int) => (qn0) :parameter sorted-data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter work: An instance of ``. :parameter work-int: An instance of ``. :value qn0: An instance of ``. .. function:: gsl-stats-qn-from-sorted-data :signature: gsl-stats-qn-from-sorted-data (sorted-data stride n work work-int) => (qn) :parameter sorted-data: An instance of ``. :parameter stride: An instance of ``. :parameter n: An instance of ``. :parameter work: An instance of ``. :parameter work-int: An instance of ``. :value qn: An instance of ``.