chickadee » micro-stats

micro-stats

This egg provides simple statistical operations. Very simple.

Documentation

Types

sequence

statistics-alist

sequence : (or string vector list ...)type

statistics-alist : (list-of (pair symbol *))type

Note a sequence as understood by the sequences egg.

Usage

(import micro-stats)

generate-statistics

generate-statistics SEQ #!optional SET-IDprocedure

SEQ

(sequence-of real) ; SEQ of all iterations, in microseconds

SET-ID

symbol ; 'normal

Returns an alist with the following:

size

the count of the SEQ

min

the minimum of the SEQ

max

the maximum of the SEQ

mean

arithmetic-mean alias

arithmetic-mean

the arithmetic average of the SEQ

sd

standard-deviation alias

sigma

standard-deviation alias

standard-deviation

the standard deviation for the SEQ

When verbose adds the following:

95th

the 95th percentile of the SEQ

harmonic-mean

the harmonic average of the SEQ

geometric-mean

the geometric average of the SEQ

median

the median of the SEQ

mode

the mode of the SEQ

var

variance alias

sigma^2

variance alias

variance

the variance for the SEQ

When full adds the following:

basic-statistics

basic-statistics SEQprocedure

Returns #(m h g s v) for the SEQ.

SEQ

(sequence-of real) ; the sample

generate-statistics-alist

generate-statistics-alist SEQ FUNCS #!optional BASICSprocedure

Returns an alist for a set of statistical functions results.

SEQ

(sequence-of real) ; the sample

FUNCS

(list-of function-spec); the report template

BASICS

#(m h g s v) ; required statistics

A function-spec is:

size

sample count

min

sample minimum

max

sample maximum

arithmetic-mean

sample arithmetic-average

standard-deviation

sample standard-deviation

percentile

sample Pth-percentile ; default is 95

harmonic-mean

sample harmonic-average

geometric-mean

sample geometric-average

median

sample median

mode

sample mode

variance

sample variance

...

(KEY . (F [PARAM ...]))

sample parameterized (: F function-spec)

percentile

percentile SEQ #!optional Pprocedure

Returns Pth percentile of SEQ.

SEQ

(sequence-of real)

P

[0 .. 100] ; defaults is 95

quantile

quantile SEQ Pprocedure

Returns p-quantile of SEQ.

SEQ

(sequence-of real)

P

[0 .. 1]

interquartile-range

interquartile-range SEQprocedure

Returns Q(.75) - Q(.25).

SEQ

(sequence-of real)

five-number-summary

five-number-summary SEQprocedure

Returns Q(0.0) Q(.25) Q(.50) Q(.75) Q(1.0).

SEQ

(sequence-of real)

mean*

mean* SEQprocedure

Returns the arithmetic, harmonic, & geometric means for SEQ.

SEQ

(sequence-of real)

arithmetic-mean

mean

arithmetic-mean SEQprocedure

mean SEQprocedure

Returns the average for SEQ.

SEQ

(sequence-of real)

harmonic-mean

harmonic-mean SEQprocedure

geometric-mean

geometric-mean SEQprocedure

median

median SEQprocedure

Returns the median of the SEQ.

SEQ

(sequence-of real)

mode

mode SEQprocedure

Returns the mode of the SEQ.

SEQ

(sequence-of real)

variance

variance SEQ #!optional BIASprocedure

Returns the variance for SEQ.

SEQ

(sequence-of real)

BIAS

(or boolean integer) ; bias correction, default is #f

Bias correction gets disabled by setting BIAS to {#f}, or a positive integer can be used instead of the number of elements.

standard-deviation*

standard-deviation* SEQ #!optional BIASprocedure

Returns the standard-deviation & variance for SEQ.

SEQ

(sequence-of real)

BIAS

(or boolean integer) ; bias correction, default is #f

standard-deviation

standard-deviation SEQ #!optional BIASprocedure

Returns the standard-deviation for SEQ.

SEQ

(sequence-of real)

BIAS

(or boolean integer) ; bias correction, default is #f

absolute-deviation

absolute-deviation SEQprocedure

SEQ

(sequence-of real)

kurtosis

kurtosis SEQ #!optional BIASprocedure

Returns Pearson's measure of a dataset.

SEQ

(sequence-of real)

BIAS

(or boolean integer) ; bias correction, default is #f

skewness

skewness SEQ #!optional BIASprocedure

Returns Pearson's measure of a dataset.

SEQ

(sequence-of real)

BIAS

(or boolean integer) ; bias correction, default is #f

covariance

covariance SEQ-A SEQ-B #!optional BIAS/JPprocedure

Returns a measure of the variability of two datasets.

SEQ-A

(sequence-of real)

SEQ-B

(sequence-of real)

BIAS/JP

(or boolean integer sequence) ; bias correction or joint-probabilities, default is #f

correlation

correlation SEQ-A SEQ-B #!optional BIAS/JPprocedure

Returns a measure of the linear relation of two datasets.

SEQ-A

(sequence-of real)

SEQ-B

(sequence-of real)

BIAS/JP

(or boolean integer sequence) ; bias correction or joint-probabilities, default is #f

chi-square

chi-square EXPECTED OBSERVED #!optional YATESprocedure

Returns Pearson's χ2 test w/ optional ''Yates Correction'.

EXPECTED

(sequence-of real)

OBSERVED

(sequence-of real)

YATES

boolean ; use Yates Correction, default #f

Requirements

srfi-1 sequences sequences-utils

Authors

David Krentzlin Kon Lovett

Repository

This egg is hosted on the CHICKEN Subversion repository:

https://anonymous@code.call-cc.org/svn/chicken-eggs/release/5/micro-stats

If you want to check out the source code repository of this egg and you are not familiar with Subversion, see this page.

Version history

0.7.1

Fix covariance & correlation arguments.

0.7.0

Default bias is #f. Add covariance, correlation, kurtosis, chi-square, & skewness.

0.6.0

Multi-valued return functions are suffixed w/ a * and single-valued provided. Fix bias type.

0.5.0

C6 release.

License

This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or (at
your option) any later version.

This program is distributed in the hope that it will be useful, but
WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
General Public License for more details.

A full copy of the GPL license can be found at
<http://www.gnu.org/licenses/>.