The GSL-FFI-STATISTICS module

Absolute deviation

gsl-stats-abs-dev Function
Signature:

gsl-stats-abs-dev (data stride n) => (mean)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • mean – An instance of <c-double>.

gsl-stats-abs-dev-m Function
Signature:

gsl-stats-abs-dev-m (data stride n mean) => (mean)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

Values:
  • mean – An instance of <c-double>.

Covariance

gsl-stats-covariance Function
Signature:

gsl-stats-covariance (data1 stride1 data2 stride2 n) => (covariance)

Parameters:
  • data1 – An instance of <c-double*>.

  • stride1 – An instance of <c-size-t>.

  • data2 – An instance of <c-double*>.

  • stride2 – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • covariance – An instance of <c-double>.

gsl-stats-covariance-m Function
Signature:

gsl-stats-covariance-m (data1 stride1 data2 stride2 n mean1 mean2) => (covariance)

Parameters:
  • data1 – An instance of <c-double*>.

  • stride1 – An instance of <c-size-t>.

  • data2 – An instance of <c-double*>.

  • stride2 – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean1 – An instance of <c-double>.

  • mean2 – An instance of <c-double>.

Values:
  • covariance – An instance of <c-double>.

Kurtosis

gsl-stats-kurtosis Function
Signature:

gsl-stats-kurtosis (data n stride) => (kurtosis)

Parameters:
  • data – An instance of <c-double*>.

  • n – An instance of <c-size-t>.

  • stride – An instance of <c-size-t>.

Values:
  • kurtosis – An instance of <c-double>.

gsl-stats-kurtosis-m-sd Function
Signature:

gsl-stats-kurtosis-m-sd (data n stride mean sd) => (kurtosis)

Parameters:
  • data – An instance of <c-double*>.

  • n – An instance of <c-size-t>.

  • stride – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

  • sd – An instance of <c-double>.

Values:
  • kurtosis – An instance of <c-double>.

Autocorrelation

gsl-stats-lag1-autocorrelation Function
Signature:

gsl-stats-lag1-autocorrelation (data stride n) => (autocorrelation)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • autocorrelation – An instance of <c-double>.

gsl-stats-lag1-autocorrelation-m Function
Signature:

gsl-stats-lag1-autocorrelation-m (data stride n mean) => (autocorrelation)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

Values:
  • autocorrelation – An instance of <c-double>.

Max/Min

gsl-stats-max Function
Signature:

gsl-stats-max (data stride n) => (maximum)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • maximum – An instance of <c-double>.

gsl-stats-min Function
Signature:

gsl-stats-min (data stride n) => (minimum)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • minimum – An instance of <c-double>.

gsl-stats-minmax Function
Signature:

gsl-stats-minmax (data stride n) => (minimum maximum)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • minimum – An instance of <c-double*>.

  • maximum – An instance of <c-double*>.

gsl-stats-max-index Function
Signature:

gsl-stats-max-index (data stride n) => (max-index)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • max-index – An instance of <c-double>.

gsl-stats-min-index Function
Signature:

gsl-stats-min-index (data stride n) => (min-index)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • min-index – An instance of <c-double>.

gsl-stats-minmax-index Function
Signature:

gsl-stats-minmax-index (data stride n) => (min-index max-index)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • min-index – An instance of <c-double*>.

  • max-index – An instance of <c-double*>.

Mean

gsl-stats-mean Function
Signature:

gsl-stats-mean (data stride n) => (mean)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • mean – An instance of <c-double>.

Standard deviation

gsl-stats-sd Function
Signature:

gsl-stats-sd (data stride n) => (sd)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • sd – An instance of <c-double>.

gsl-stats-sd-m Function
Signature:

gsl-stats-sd-m (data stride n mean) => (sd)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

Values:
  • sd – An instance of <c-double>.

gsl-stats-sd-with-fixed-mean Function
Signature:

gsl-stats-sd-with-fixed-mean (data stride n mean) => (sd)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

Values:
  • sd – An instance of <c-double>.

Skewness

gsl-stats-skew Function
Signature:

gsl-stats-skew (data n stride) => (skewness)

Parameters:
  • data – An instance of <c-double*>.

  • n – An instance of <c-size-t>.

  • stride – An instance of <c-size-t>.

Values:
  • skewness – An instance of <c-double>.

gsl-stats-skew-m-sd Function
Signature:

gsl-stats-skew-m-sd (data n stride mean sd) => (skewness)

Parameters:
  • data – An instance of <c-double*>.

  • n – An instance of <c-size-t>.

  • stride – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

  • sd – An instance of <c-double>.

Values:
  • skewness – An instance of <c-double>.

Total sum of squares

gsl-stats-tss Function
Signature:

gsl-stats-tss (data stride n) => (tss)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • tss – An instance of <c-double>.

gsl-stats-tss-m Function
Signature:

gsl-stats-tss-m (data stride n mean) => (tss)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

Values:
  • tss – An instance of <c-double>.

Variance

gsl-stats-variance Function
Signature:

gsl-stats-variance (data stride n) => (variance)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • variance – An instance of <c-double>.

gsl-stats-variance-m Function
Signature:

gsl-stats-variance-m (data stride n mean) => (variance)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

Values:
  • variance – An instance of <c-double>.

gsl-stats-variance-with-fixed-mean Function
Signature:

gsl-stats-variance-with-fixed-mean (data stride n mean) => (variance)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

Values:
  • variance – An instance of <c-double>.

Correlation

gsl-stats-correlation Function
Signature:

gsl-stats-correlation (data1 stride1 data2 stride2 n) => (correlation)

Parameters:
  • data1 – An instance of <c-double*>.

  • stride1 – An instance of <c-size-t>.

  • data2 – An instance of <c-double*>.

  • stride2 – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • correlation – An instance of <c-double>.

gsl-stats-spearman Function
Signature:

gsl-stats-spearman (data1 stride1 data2 stride2 n work) => (correlation-sd)

Parameters:
  • data1 – An instance of <c-double*>.

  • stride1 – An instance of <c-size-t>.

  • data2 – An instance of <c-double*>.

  • stride2 – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • work – An instance of <c-double*>.

Values:
  • correlation-sd – An instance of <c-double>.

Weighted samples

gsl-stats-wmean Function
Signature:

gsl-stats-wmean (w wstride data stride n) => (wmean)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • wmean – An instance of <c-double>.

gsl-stats-wvariance Function
Signature:

gsl-stats-wvariance (w wstride data stride n) => (wvariance)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • wvariance – An instance of <c-double>.

gsl-stats-wvariance-m Function
Signature:

gsl-stats-wvariance-m (w wstride data stride n mean) => (wvariance)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

Values:
  • wvariance – An instance of <c-double>.

gsl-stats-wsd Function
Signature:

gsl-stats-wsd (w wstride data stride n) => (wsd)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • wsd – An instance of <c-double>.

gsl-stats-wsd-m Function
Signature:

gsl-stats-wsd-m (w wstride data stride n mean) => (wsd)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

Values:
  • wsd – An instance of <c-double>.

gsl-stats-wsd-with-fixed-mean Function
Signature:

gsl-stats-wsd-with-fixed-mean (w wstride data stride n mean) => (wsd)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

Values:
  • wsd – An instance of <c-double>.

gsl-stats-wtss Function
Signature:

gsl-stats-wtss (w wstride data stride n) => (wtss)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • wtss – An instance of <c-double>.

gsl-stats-wtss-m Function
Signature:

gsl-stats-wtss-m (w wstride data stride n mean) => (wtss)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

Values:
  • wtss – An instance of <c-double>.

gsl-stats-wabsdev Function
Signature:

gsl-stats-wabsdev (w wstride data stride n) => (wabsdev)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • wabsdev – An instance of <c-double>.

gsl-stats-wabsdev-m Function
Signature:

gsl-stats-wabsdev-m (w wstride data stride n mean) => (wabsdev)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

Values:
  • wabsdev – An instance of <c-double>.

gsl-stats-wskew Function
Signature:

gsl-stats-wskew (w wstride data stride n) => (wskew)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • wskew – An instance of <c-double>.

gsl-stats-wkurtosis Function
Signature:

gsl-stats-wkurtosis (w wstride data stride n) => (wkurtosis)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • wkurtosis – An instance of <c-double>.

gsl-stats-wkurtosis-m-sd Function
Signature:

gsl-stats-wkurtosis-m-sd (w wstride data stride n mean sd) => (wkurtosis)

Parameters:
  • w – An instance of <c-double*>.

  • wstride – An instance of <c-size-t>.

  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • mean – An instance of <c-double>.

  • sd – An instance of <c-double>.

Values:
  • wkurtosis – An instance of <c-double>.

Median and Percentiles

gsl-stats-median-from-sorted-data Function
Signature:

gsl-stats-median-from-sorted-data (sorted-data stride n) => (median)

Parameters:
  • sorted-data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • median – An instance of <c-double>.

gsl-stats-median Function
Signature:

gsl-stats-median (data stride n) => (median)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • median – An instance of <c-double>.

gsl-stats-quantile-from-sorted-data Function
Signature:

gsl-stats-quantile-from-sorted-data (sorted-data stride n f) => (quantile)

Parameters:
  • sorted-data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • f – An instance of <c-double>.

Values:
  • quantile – An instance of <c-double>.

Order Statistics

gsl-stats-select Function
Signature:

gsl-stats-select (data stride n k) => (kth-order-statistic)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • k – An instance of <c-size-t>.

Values:
  • kth-order-statistic – An instance of <c-double>.

Robust Location Estimates

gsl-stats-trmean-from-sorted-data Function
Signature:

gsl-stats-trmean-from-sorted-data (alpha sorted-data stride n) => (trmean)

Parameters:
  • alpha – An instance of <c-double>.

  • sorted-data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • trmean – An instance of <c-double>.

gsl-stats-gastwirth-from-sorted-data Function
Signature:

gsl-stats-gastwirth-from-sorted-data (sorted-data stride n) => (gastwirth)

Parameters:
  • sorted-data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

Values:
  • gastwirth – An instance of <c-double>.

Robust Scale Estimates

gsl-stats-mad0 Function
Signature:

gsl-stats-mad0 (data stride n work) => (mad)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • work – An instance of <c-double*>.

Values:
  • mad – An instance of <c-double>.

gsl-stats-mad Function
Signature:

gsl-stats-mad (data stride n work) => (mad)

Parameters:
  • data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • work – An instance of <c-double*>.

Values:
  • mad – An instance of <c-double>.

\(S_n\) Statistic

gsl-stats-sn0-from-sorted-data Function
Signature:

gsl-stats-sn0-from-sorted-data (sorted-data stride n work) => (sn0)

Parameters:
  • sorted-data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • work – An instance of <c-double*>.

Values:
  • sn0 – An instance of <c-double>.

gsl-stats-sn-from-sorted-data Function
Signature:

gsl-stats-sn-from-sorted-data (sorted-data stride n work) => (sn)

Parameters:
  • sorted-data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • work – An instance of <c-double*>.

Values:
  • sn – An instance of <c-double>.

\(Q_n\) Statistic

gsl-stats-qn0-from-sorted-data Function
Signature:

gsl-stats-qn0-from-sorted-data (sorted-data stride n work work-int) => (qn0)

Parameters:
  • sorted-data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • work – An instance of <c-double*>.

  • work-int – An instance of <c-int*>.

Values:
  • qn0 – An instance of <c-double>.

gsl-stats-qn-from-sorted-data Function
Signature:

gsl-stats-qn-from-sorted-data (sorted-data stride n work work-int) => (qn)

Parameters:
  • sorted-data – An instance of <c-double*>.

  • stride – An instance of <c-size-t>.

  • n – An instance of <c-size-t>.

  • work – An instance of <c-double*>.

  • work-int – An instance of <c-int*>.

Values:
  • qn – An instance of <c-double>.