Numerix v0.0.4 Numerix.Statistics
Common statistical functions.
Summary
Types
Something that may be a float
Functions
Calculates the unbiased covariance from two sample vectors
Calculates the average of a list of numbers
Returns the middle value in a list of numbers
Calculates the most frequent value(s) in a list
Estimates the p-Percentile value from the vector. Approximately median-unbiased irrespective of the sample distribution. This implements the R-8 type of https://en.wikipedia.org/wiki/Quantile
Calculates the population covariance from two full population vectors
Calculates the population standard deviation from a full population vector
Calculates the population variance from a full population vector
Estimates the tau-th quantile from the vector. Approximately median-unbiased irrespective of the sample distribution. This implements the R-8 type of https://en.wikipedia.org/wiki/Quantile
Calculates the difference between the largest and smallest values in a list
Calculates the unbiased standard deviation from a sample vector
Calculates the unbiased population variance from a sample vector
Calculates the weighted measure of how much two vectors change together
Calculates the weighted average of a list of numbers
Types
maybe_float :: float | nil
Something that may be a float.
Functions
Specs
covariance([number], [number]) :: maybe_float
Calculates the unbiased covariance from two sample vectors.
Specs
percentile([number], integer) :: maybe_float
Estimates the p-Percentile value from the vector. Approximately median-unbiased irrespective of the sample distribution. This implements the R-8 type of https://en.wikipedia.org/wiki/Quantile.
Specs
population_covariance([number], [number]) :: maybe_float
Calculates the population covariance from two full population vectors.
Specs
population_std_dev([number]) :: maybe_float
Calculates the population standard deviation from a full population vector.
Specs
population_variance([number]) :: maybe_float
Calculates the population variance from a full population vector.
Specs
quantile([number], number) :: maybe_float
Estimates the tau-th quantile from the vector. Approximately median-unbiased irrespective of the sample distribution. This implements the R-8 type of https://en.wikipedia.org/wiki/Quantile.
Specs
range([number]) :: maybe_float
Calculates the difference between the largest and smallest values in a list.
Specs
std_dev([number]) :: maybe_float
Calculates the unbiased standard deviation from a sample vector.
Specs
variance([number]) :: maybe_float
Calculates the unbiased population variance from a sample vector.
Specs
weighted_covariance([number], [number], [number]) :: maybe_float
Calculates the weighted measure of how much two vectors change together.
Specs
weighted_mean([number], [number]) :: maybe_float
Calculates the weighted average of a list of numbers.