The GSL-STATISTICS module¶
Mean, Standard Deviation and Variance¶
- mean Function¶
- Signature:
mean (data #key stride) => (mean)
- Parameters:
data – An instance of
<gsl-vector>.stride (#key) – An instance of
<integer>.
- Values:
mean – An instance of
<double-float>.
- standard-deviation Function¶
- Signature:
standard-deviation (data #key stride mean fixed-mean?) => (sd)
- Parameters:
data – An instance of
<gsl-vector>.stride (#key) – An instance of
<integer>.mean (#key) – An instance of
<double-float?>.fixed-mean? (#key) – An instance of
<boolean>.
- Values:
sd – An instance of
<double-float>.
- tss Function¶
- Signature:
tss (data #key stride mean) => (tss)
- Parameters:
data – An instance of
<gsl-vector>.stride (#key) – An instance of
<integer>.mean (#key) – An instance of
<double-float?>.
- Values:
tss – An instance of
<double-float>.
- variance Function¶
- Signature:
variance (data #key stride mean population?) => (variance)
- Parameters:
data – An instance of
<gsl-vector>.stride (#key) – An instance of
<integer>.mean (#key) – An instance of
<double-float?>.population? (#key) – An instance of
<boolean>.
- Values:
variance – An instance of
<double-float>.
Absolute deviation¶
- abs-dev Function¶
- Signature:
abs-dev (data #key stride mean) => (mean)
- Parameters:
data – An instance of
<gsl-vector>.stride (#key) – An instance of
<integer>.mean (#key) – An instance of
<double-float?>.
- Values:
mean – An instance of
<double-float>.
Covariance¶
- covariance Function¶
- Signature:
covariance (data1 data2 #key stride1 stride2 mean1 mean2) => (covariance)
- Parameters:
data1 – An instance of
<gsl-vector>.data2 – An instance of
<gsl-vector>.stride1 (#key) – An instance of
<integer>.stride2 (#key) – An instance of
<integer>.mean1 (#key) – An instance of
<double-float?>.mean2 (#key) – An instance of
<double-float?>.
- Values:
covariance – An instance of
<double-float>.
Higher moments (skewness and kurtosis)¶
- skew Function¶
- Signature:
skew (data #key stride mean sd) => (skewness)
- Parameters:
data – An instance of
<gsl-vector>.stride (#key) – An instance of
<integer>.mean (#key) – An instance of
<double-float?>.sd (#key) – An instance of
<double-float?>.
- Values:
skewness – An instance of
<double-float>.
- kurtosis Function¶
- Signature:
kurtosis (data #key stride mean sd) => (kurtosis)
- Parameters:
data – An instance of
<gsl-vector>.stride (#key) – An instance of
<integer>.mean (#key) – An instance of
<double-float?>.sd (#key) – An instance of
<double-float?>.
- Values:
kurtosis – An instance of
<double-float>.
Autocorrelation¶
- lag1-autocorrelation Function¶
- Signature:
lag1-autocorrelation (data #key stride mean) => (autocorrelation)
- Parameters:
data – An instance of
<gsl-vector>.stride (#key) – An instance of
<integer>.mean (#key) – An instance of
<double-float?>.
- Values:
autocorrelation – An instance of
<double-float>.
Maximum and Minimum¶
- maximum Function¶
- Signature:
maximum (data) => (max)
- Parameters:
data – An instance of
<gsl-vector>.
- Values:
max – An instance of
<double-float>.
- minimum Function¶
- Signature:
minimum (data) => (min)
- Parameters:
data – An instance of
<gsl-vector>.
- Values:
min – An instance of
<double-float>.
- minimum-maximum Function¶
- Signature:
minimum-maximum (data) => (minimum maximum)
- Parameters:
data – An instance of
<gsl-vector>.
- Values:
minimum – An instance of
<double-float>.maximum – An instance of
<double-float>.
- maximum-index Function¶
- Signature:
maximum-index (data) => (max-index)
- Parameters:
data – An instance of
<gsl-vector>.
- Values:
max – An instance of
<double-float>.
- minimum-index Function¶
- Signature:
minimum (data) => (min-index)
- Parameters:
data – An instance of
<gsl-vector>.
- Values:
min – An instance of
<double-float>.
- minmax-index Function¶
- Signature:
minimum-maximum (data) => (min-index max-index)
- Parameters:
data – An instance of
<gsl-vector>.
- Values:
min-index – An instance of
<double-float>.max-index – An instance of
<double-float>.
Correlation¶
- correlation Function¶
- Signature:
correlation (data1 data2 #key stride1 stride2) => (correlation)
- Parameters:
data1 – An instance of
<gsl-vector>.data2 – An instance of
<gsl-vector>.stride1 (#key) – An instance of
<integer>.stride2 (#key) – An instance of
<integer>.
- Values:
correlation – An instance of
<double-float>.
- spearman Function¶
- Signature:
spearman (data1 data2 work #key stride1 stride2) => (correlation-sd)
- Parameters:
data1 – An instance of
<gsl-vector>.data2 – An instance of
<gsl-vector>.work – An instance of
<gsl-vector>.stride1 (#key) – An instance of
<integer>.stride2 (#key) – An instance of
<integer>.
- Values:
correlation-sd – An instance of
<double-float>.
Weighted samples¶
- wmean Function¶
- Signature:
wmean (weights data #key weights-stride data-stride) => (wmean)
- Parameters:
weights – An instance of
<gsl-vector>.data – An instance of
<gsl-vector>.weights-stride (#key) – An instance of
<integer>.data-stride (#key) – An instance of
<integer>.
- Values:
wmean – An instance of
<double-float>.
- wvariance Function¶
- Signature:
wvariance (weights data #key weights-stride data-stride mean fixed-mean? population?) => (wvariance)
- Parameters:
weights – An instance of
<gsl-vector>.data – An instance of
<gsl-vector>.weights-stride (#key) – An instance of
<integer>.data-stride (#key) – An instance of
<integer>.mean (#key) – An instance of
<double-float?>.fixed-mean? (#key) – An instance of
<boolean>.population? (#key) – An instance of
<boolean>.
- Values:
wvariance – An instance of
<double-float>.
- wsd Function¶
- Signature:
wsd (weights data #key weights-stride data-stride mean) => (wsd)
- Parameters:
weights – An instance of
<gsl-vector>.data – An instance of
<gsl-vector>.weights-stride (#key) – An instance of
<integer>.data-stride (#key) – An instance of
<integer>.mean (#key) – An instance of
<double-float?>.
- Values:
wsd – An instance of
<double-float>.
- wtss Function¶
- Signature:
wtss (weights data #key weights-stride data-stride mean) => (wtss)
- Parameters:
weights – An instance of
<gsl-vector>.data – An instance of
<gsl-vector>.weights-stride (#key) – An instance of
<integer>.data-stride (#key) – An instance of
<integer>.mean (#key) – An instance of
<double-float?>.
- Values:
wtss – An instance of
<double-float>.
- wabs-dev Function¶
- Signature:
wabs-dev (weights data #key weights-stride data-stride mean) => (wabs-dev)
- Parameters:
weights – An instance of
<gsl-vector>.data – An instance of
<gsl-vector>.weights-stride (#key) – An instance of
<integer>.data-stride (#key) – An instance of
<integer>.mean (#key) – An instance of
<double-float?>.
- Values:
wabs-dev – An instance of
<double-float>.
- wskew Function¶
- Signature:
wskew (weights data #key weights-stride data-stride) => (wskew)
- Parameters:
weights – An instance of
<gsl-vector>.data – An instance of
<gsl-vector>.weights-stride (#key) – An instance of
<integer>.data-stride (#key) – An instance of
<integer>.
- Values:
wskew – An instance of
<double-float>.
- wkurtosis Function¶
- Signature:
wkurtosis (weights data #key weights-stride data-stride mean sd) => (wkurtosis)
- Parameters:
weights – An instance of
<gsl-vector>.data – An instance of
<gsl-vector>.weights-stride (#key) – An instance of
<integer>.data-stride (#key) – An instance of
<integer>.mean (#key) – An instance of
<double-float?>.sd (#key) – An instance of
<double-float?>.
- Values:
wkurtosis – An instance of
<double-float>.
Median and Percentiles¶
- median Function¶
- Signature:
median (data #key stride sorted?) => (median)
- Parameters:
data – An instance of
<gsl-vector>.stride (#key) – An instance of
<integer>.sorted? (#key) – An instance of
<boolean>.
- Values:
median – An instance of
<double-float>.
- quantile-from-sorted-data Function¶
- Signature:
quantile-from-sorted-data (data f) => (quantile)
- Parameters:
data – An instance of
<gsl-vector>.f – An instance of
<double-float>.
- Values:
quantile – An instance of
<double-float>.
Order Statistics¶
- kth-order-statistic Function¶
- Signature:
kth-order-statistic (data k #key stride) => (kth-order-statistic)
- Parameters:
data – An instance of
<gsl-vector>.k – An instance of
<double-float>.stride (#key) – An instance of
<integer>.
- Values:
kth-order-statistic – An instance of
<double-float>.
Robust Location Estimates¶
- trimmed-mean Function¶
- Signature:
trimmed-mean (sorted-data alpha #key stride) => (trimmed-mean)
- Parameters:
sorted-data – An instance of
<gsl-vector>.alpha – An instance of
<double-float>.stride (#key) – An instance of
<integer>.
- Values:
trimmed-mean – An instance of
<double-float>.
- gastwirth-estimator Function¶
- Signature:
gastwirth-estimator (sorted-data #key stride) => (gastwirth-estimator)
- Parameters:
sorted-data – An instance of
<gsl-vector>.stride (#key) – An instance of
<integer>.
- Values:
gastwirth-estimator – An instance of
<double-float>.
Robust Scale Estimates¶
- mad Function¶
- Signature:
mad (data #key stride) => (mad)
- Parameters:
data – An instance of
<gsl-vector>.stride (#key) – An instance of
<integer>.
- Values:
mad – An instance of
<double-float>.
- mad0 Function¶
- Signature:
mad0 (data #key stride) => (mad0)
- Parameters:
data – An instance of
<gsl-vector>.stride (#key) – An instance of
<integer>.
- Values:
mad0 – An instance of
<double-float>.
\(S_n\) Statistic¶
- sn0 Function¶
- Signature:
sn0 (sorted-data) => (sn0)
- Parameters:
data – An instance of
<gsl-vector>.
- Values:
sn0 – An instance of
<double-float>.
- sn Function¶
- Signature:
sn (sorted-data) => (sn)
- Parameters:
data – An instance of
<gsl-vector>.
- Values:
sn – An instance of
<double-float>.
\(Q_n\) Statistic¶
- qn0 Function¶
- Signature:
qn0 (sorted-data) => (qn0)
- Parameters:
data – An instance of
<gsl-vector>.
- Values:
qn0 – An instance of
<double-float>.
- qn Function¶
- Signature:
qn (sorted-data) => (qn)
- Parameters:
data – An instance of
<gsl-vector>.
- Values:
qn – An instance of
<double-float>.