Statistical functions for vector types. More...
#include <o2scl/err_hnd.h>
#include <o2scl/vector.h>
Go to the source code of this file.
Namespaces | |
o2scl | |
The main O2scl namespace. | |
Functions | |
Vector functions | |
template<class vec_t > | |
double | o2scl::vector_mean (size_t n, const vec_t &data) |
Compute the mean of the first n elements of a vector. More... | |
template<class vec_t > | |
double | o2scl::vector_mean (const vec_t &data) |
Compute the mean of all of the vector elements. More... | |
template<class vec_t > | |
double | o2scl::vector_variance_fmean (size_t n, const vec_t &data, double mean) |
Compute variance with specified mean known in advance. More... | |
template<class vec_t > | |
double | o2scl::vector_variance_fmean (const vec_t &data, double mean) |
Compute variance with specified mean known in advance. More... | |
template<class vec_t > | |
double | o2scl::vector_variance (size_t n, const vec_t &data, double mean) |
Compute the variance with specified mean. More... | |
template<class vec_t > | |
double | o2scl::vector_variance (const vec_t &data, double mean) |
Compute the variance with specified mean. More... | |
template<class vec_t > | |
double | o2scl::vector_variance (size_t n, const vec_t &data) |
Compute the variance. More... | |
template<class vec_t > | |
double | o2scl::vector_variance (const vec_t &data) |
Compute the variance. More... | |
template<class vec_t > | |
double | o2scl::vector_stddev_fmean (size_t n, const vec_t &data, double mean) |
Standard deviation with specified mean known in advance. More... | |
template<class vec_t > | |
double | o2scl::vector_stddev_fmean (const vec_t &data, double mean) |
Standard deviation with specified mean known in advance. More... | |
template<class vec_t > | |
double | o2scl::vector_stddev (size_t n, const vec_t &data) |
Standard deviation with specified mean. More... | |
template<class vec_t > | |
double | o2scl::vector_stddev (const vec_t &data) |
Standard deviation with specified mean. More... | |
template<class vec_t > | |
double | o2scl::vector_stddev (size_t n, const vec_t &data, double mean) |
Standard deviation with specified mean. More... | |
template<class vec_t > | |
double | o2scl::vector_stddev (const vec_t &data, double mean) |
Standard deviation with specified mean. More... | |
template<class vec_t > | |
double | o2scl::vector_absdev (size_t n, const vec_t &data, double mean) |
Absolute deviation from the specified mean. More... | |
template<class vec_t > | |
double | o2scl::vector_absdev (const vec_t &data, double mean) |
Absolute deviation from the specified mean. More... | |
template<class vec_t > | |
double | o2scl::vector_absdev (size_t n, const vec_t &data) |
Absolute deviation from the computed mean. More... | |
template<class vec_t > | |
double | o2scl::vector_absdev (const vec_t &data) |
Absolute deviation from the computed mean. More... | |
template<class vec_t > | |
double | o2scl::vector_skew (size_t n, const vec_t &data, double mean, double stddev) |
Skewness with specified mean and standard deviation. More... | |
template<class vec_t > | |
double | o2scl::vector_skew (const vec_t &data, double mean, double stddev) |
Skewness with specified mean and standard deviation. More... | |
template<class vec_t > | |
double | o2scl::vector_skew (size_t n, const vec_t &data) |
Skewness with computed mean and standard deviation. More... | |
template<class vec_t > | |
double | o2scl::vector_skew (const vec_t &data) |
Skewness with computed mean and standard deviation. More... | |
template<class vec_t > | |
double | o2scl::vector_kurtosis (size_t n, const vec_t &data, double mean, double stddev) |
Kurtosis with specified mean and standard deviation. More... | |
template<class vec_t > | |
double | o2scl::vector_kurtosis (const vec_t &data, double mean, double stddev) |
Kurtosis with specified mean and standard deviation. More... | |
template<class vec_t > | |
double | o2scl::vector_kurtosis (size_t n, const vec_t &data) |
Kurtosis with computed mean and standard deviation. More... | |
template<class vec_t > | |
double | o2scl::vector_kurtosis (const vec_t &data) |
Kurtosis with computed mean and standard deviation. More... | |
template<class vec_t > | |
double | o2scl::vector_lag1_autocorr (size_t n, const vec_t &data, double mean) |
Lag-1 autocorrelation. More... | |
template<class vec_t > | |
double | o2scl::vector_lag1_autocorr (const vec_t &data, double mean) |
Lag-1 autocorrelation. More... | |
template<class vec_t > | |
double | o2scl::vector_lag1_autocorr (size_t n, const vec_t &data) |
Lag-1 autocorrelation. More... | |
template<class vec_t > | |
double | o2scl::vector_lag1_autocorr (const vec_t &data) |
Lag-1 autocorrelation. More... | |
template<class vec_t > | |
double | o2scl::vector_lagk_autocorr (size_t n, const vec_t &data, size_t k, double mean) |
Lag-k autocorrelation. More... | |
template<class vec_t > | |
double | o2scl::vector_lagk_autocorr (const vec_t &data, size_t k, double mean) |
Lag-k autocorrelation. More... | |
template<class vec_t > | |
double | o2scl::vector_lagk_autocorr (size_t n, const vec_t &data, size_t k) |
Lag-k autocorrelation. More... | |
template<class vec_t > | |
double | o2scl::vector_lagk_autocorr (const vec_t &data, size_t k) |
Lag-k autocorrelation. More... | |
template<class vec_t , class resize_vec_t > | |
void | o2scl::vector_autocorr_vector (const vec_t &data, resize_vec_t &ac_vec) |
Construct an autocorrelation vector. More... | |
template<class vec_t , class resize_vec_t > | |
size_t | o2scl::vector_autocorr_tau (const vec_t &data, const vec_t &ac_vec, resize_vec_t &five_tau_over_M) |
Use the Goodman method to compute the autocorrelation length. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::vector_covariance (size_t n, const vec_t &data1, const vec2_t &data2, double mean1, double mean2) |
Compute the covariance of two vectors. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::vector_covariance (const vec_t &data1, const vec2_t &data2, double mean1, double mean2) |
Compute the covariance of two vectors. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::vector_covariance (size_t n, const vec_t &data1, const vec2_t &data2) |
Compute the covariance of two vectors. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::vector_covariance (const vec_t &data1, const vec2_t &data2) |
Compute the covariance of two vectors. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::vector_correlation (size_t n, const vec_t &data1, const vec2_t &data2) |
Pearson's correlation. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::vector_correlation (const vec_t &data1, const vec2_t &data2) |
Pearson's correlation. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::vector_pvariance (size_t n1, const vec_t &data1, size_t n2, const vec2_t &data2) |
The pooled variance of two vectors. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::vector_pvariance (const vec_t &data1, const vec2_t &data2) |
The pooled variance of two vectors. More... | |
template<class vec_t > | |
double | o2scl::vector_quantile_sorted (size_t n, const vec_t &data, const double f) |
Quantile from sorted data (ascending only) More... | |
template<class vec_t > | |
double | o2scl::vector_quantile_sorted (const vec_t &data, const double f) |
Quantile from sorted data (ascending only) More... | |
template<class vec_t > | |
double | o2scl::vector_median_sorted (size_t n, const vec_t &data) |
Return the median of sorted (ascending or descending) data. More... | |
template<class vec_t > | |
double | o2scl::vector_median_sorted (const vec_t &data) |
Return the median of sorted (ascending or descending) data. More... | |
template<class vec_t , class vec2_t , class vec3_t > | |
double | o2scl::vector_chi_squared (size_t n, const vec_t &obs, const vec2_t &exp, const vec3_t &err) |
Compute the chi-squared statistic. More... | |
template<class vec_t , class vec2_t , class vec3_t > | |
double | o2scl::vector_chi_squared (const vec_t &obs, const vec2_t &exp, const vec3_t &err) |
Compute the chi-squared statistic. More... | |
template<class vec_t > | |
double | o2scl::vector_bin_size_scott (size_t n, const vec_t &v) |
Optimal bin size using Scott's method for the first n elements. | |
template<class vec_t > | |
double | o2scl::vector_bin_size_scott (const vec_t &v) |
Optimal bin size using Scott's method. More... | |
template<class vec_t > | |
double | o2scl::vector_sorted_quantile (size_t n, const vec_t &v, double f) |
Obtain a quantile from a sorted vector. More... | |
template<class vec_t > | |
double | o2scl::vector_bin_size_freedman (size_t n, vec_t &v) |
Optimal bin size using the Freedman-Diaconis rule for the first n elements. | |
template<class vec_t > | |
double | o2scl::vector_bin_size_freedman (vec_t &v) |
Optimal bin size using the Freedman-Diaconis rule. More... | |
Weighted vector functions | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_mean (size_t n, const vec_t &data, const vec2_t &weights) |
Compute the mean of weighted data. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_mean (const vec_t &data, const vec2_t &weights) |
Compute the mean of weighted data. More... | |
template<class vec_t > | |
double | o2scl::wvector_factor (size_t n, const vec_t &weights) |
Compute a normalization factor for weighted data. More... | |
template<class vec_t > | |
double | o2scl::wvector_factor (const vec_t &weights) |
Compute a normalization factor for weighted data. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_variance_fmean (size_t n, const vec_t &data, const vec2_t &weights, double wmean) |
Compute the variance of a weighted vector with a mean known in advance. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_variance_fmean (const vec_t &data, const vec2_t &weights, double wmean) |
Compute the variance of a weighted vector with a mean known in advance. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_variance (size_t n, const vec_t &data, const vec2_t &weights, double wmean) |
Compute the variance of a weighted vector with specified mean. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_variance (const vec_t &data, const vec2_t &weights, double wmean) |
Compute the variance of a weighted vector with specified mean. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_variance (size_t n, const vec_t &data, const vec2_t &weights) |
Compute the variance of a weighted vector where mean is computed automatically. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_variance (const vec_t &data, const vec2_t &weights) |
Compute the variance of a weighted vector where mean is computed automatically. More... | |
template<class vec_t , class vec2_t , class vec3_t > | |
double | o2scl::wvector_covariance (size_t n, const vec_t &data1, const vec2_t &data2, const vec3_t &weights) |
The weighted covariance of two vectors. More... | |
template<class vec_t , class vec2_t , class vec3_t > | |
double | o2scl::wvector_covariance (const vec_t &data1, const vec2_t &data2, const vec3_t &weights) |
The weighted covariance of two vectors. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_stddev_fmean (size_t n, const vec_t &data, const vec2_t &weights, double wmean) |
Compute the standard deviation of a weighted vector with a mean known in advance. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_stddev_fmean (const vec_t &data, const vec2_t &weights, double wmean) |
Compute the standard deviation of a weighted vector with a mean known in advance. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_stddev (size_t n, const vec_t &data, const vec2_t &weights) |
Compute the standard deviation of a weighted vector where mean is computed automatically. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_stddev (const vec_t &data, const vec2_t &weights) |
Compute the standard deviation of a weighted vector where mean is computed automatically. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_stddev (size_t n, const vec_t &data, const vec2_t &weights, double wmean) |
Compute the standard deviation of a weighted vector with specified mean. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_stddev (const vec_t &data, const vec2_t &weights, double wmean) |
Compute the standard deviation of a weighted vector with specified mean. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_sumsq (size_t n, const vec_t &data, const vec2_t &weights, double wmean) |
Compute the weighted sum of squares of data about the specified weighted mean. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_sumsq (const vec_t &data, const vec2_t &weights, double wmean) |
Compute the weighted sum of squares of data about the specified weighted mean. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_sumsq (size_t n, const vec_t &data, const vec2_t &weights) |
Compute the weighted sum of squares of data about the weighted mean. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_sumsq (const vec_t &data, const vec2_t &weights) |
Compute the weighted sum of squares of data about the weighted mean. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_absdev (size_t n, const vec_t &data, const vec2_t &weights, double wmean) |
Compute the absolute deviation of data about a specified mean. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_absdev (const vec_t &data, const vec2_t &weights, double wmean) |
Compute the absolute deviation of data about a specified mean. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_absdev (size_t n, const vec_t &data, const vec2_t &weights) |
Compute the absolute deviation of data about a specified mean. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_absdev (const vec_t &data, const vec2_t &weights) |
Compute the absolute deviation of data about a specified mean. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_skew (size_t n, const vec_t &data, const vec2_t &weights, double wmean, double wsd) |
Compute the skewness of data with specified mean and standard deviation. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_skew (const vec_t &data, const vec2_t &weights, double wmean, double wsd) |
Compute the skewness of data with specified mean and standard deviation. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_skew (size_t n, const vec_t &data, const vec2_t &weights) |
Compute the skewness of data with specified mean and standard deviation. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_skew (const vec_t &data, const vec2_t &weights) |
Compute the skewness of data with specified mean and standard deviation. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_kurtosis (size_t n, const vec_t &data, const vec2_t &weights, double wmean, double wsd) |
Compute the kurtosis of data with specified mean and standard deviation. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_kurtosis (const vec_t &data, const vec2_t &weights, double wmean, double wsd) |
Compute the kurtosis of data with specified mean and standard deviation. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_kurtosis (size_t n, const vec_t &data, const vec2_t &weights) |
Compute the kurtosis of data with specified mean and standard deviation. More... | |
template<class vec_t , class vec2_t > | |
double | o2scl::wvector_kurtosis (const vec_t &data, const vec2_t &weights) |
Compute the kurtosis of data with specified mean and standard deviation. More... | |
This file contains several function templates for computing statistics of vectors of double-precision data. It includes mean, median, variance, standard deviation, covariance, correlation, and other functions.
No additional range checking is done on the vectors.
Definition in file vec_stats.h.
Documentation generated with Doxygen. Provided under the
GNU Free Documentation License (see License Information).