source download stat.lsp
Module: stat.lsp
Basic statistics and plotting library
Version: 3.0 - Eliminated plot functions and f-prob which now is built-in as prob-f
Version: 3.1 - Documentation changes
Version: 3.2 - Documentation, mention built-in 'stats' function since 10.4.2
Author: Lutz Mueller, 2001-2014
Functions for statistics
To use this module it has to be loaded at the beginning of the program file:(load (append (env "NEWLISPDIR") "/modules/stat.lsp")) ; or shorter (module "stat.lsp")All functions work on integers and floats or a mix of both. lists are normal LISP lists. matrices are lists of lists, one list for each row in the two dimensional data matrix. See the function stat:matrix on how to make matrices from lists.
In version 3.0 of stat.lsp the usage for Gnuplot the stat:plot and stat:plotXY functions has been eliminated. Instead use the module plot.lsp shipped with all binary and source distributions. The F-distribution function f-prob has also been eliminated instead use one of new the built-in prob-f or crit-f functions.
The documention contains only the call patterns. See the source for more documentation.
Summary of functions
General uni- and bi- variate statistics
stat:sum - sum of a vector of numbers (see also built-in stats since 10.4.2) stat:mean - arithmetik mean of a vector of numbers (see also built-in stats since 10.4.2) stat:var - estimated variance of numbers in a vector sample stat:sdev - estimated standard deviation of numbers in a vector (see also built-in stats since 10.4.2) stat:sum-sq - sum of squares of a data vector stat:sum-xy - sum of products of a two data vectors stat:corr - correlation coefficient between two vectors (built-in since 10.4.2) stat:cov - covariance of two number vectors stat:sum-d2 - sum of squared differences of a vector from its mean stat:sum-d2xy - sum of squared diffferences of two vectors stat:regression - calculates the intecept and slope of a regression estimate stat:fit - return the fitted line using regression coefficients stat:moments - calulates 1st to 3rd moments from a vector of numbersMulti variate statistics
stat:multiple-reg - calculates a multiple regression stat:cov-matrix - calculates a covariance matrix stat:corr-matrix - calculates a correlation matrixTime series
stat:smooth - smoothes a vector of numbers stat:lag - calcultes a difference list with specified lag stat:cumulate - cumulate a data vector stat:power - calculate the power spectrum of a time seriesMatrix and list utilities
stat:matrix - make a matrix from column vectors stat:diagonal - make a diagonal matrix stat:get-diagonal - return the diagonal of a matrix in a vector stat:mat-map - map a binary function on to matrices§
stat:corr
syntax: (stat:corr X Y)
parameter: X - A list of numbers.
parameter: Y - A list of numbers.
return: Correlation coefficient of lists X and Y.
A corr native function is built into newLISP since 10.4.2.§
stat:cov
syntax: (stat:cov X Y)
parameter: X - A list of numbers.
parameter: Y - A list of numbers.
return: Covariance of data in lists X and Y
§
stat:cov-matrix
syntax: (stat:cov-matrix X)
parameter: X - A matrix of numbers.
return: Covariance matrix of X with N rows and k columns.
§
stat:corr-matrix
syntax: (stat:corr-matrix X)
parameter: X - A matrix of numbers.
return: Correlation matrix of X with N rows and k columns.
§
stat:cumulate
syntax: (stat:cumulate X)
parameter: X - A list of numbers.
return: The cumulated list of X.
§
stat:diagonal
syntax: (stat:diagonal item N)
parameter: item - The diagonal element.
return: A diagonal matrix of length N with item in the diagonal.
§
stat:fit
syntax: (stat:fit X Y)
parameter: X - A list of numbers.
parameter: Y - A list of numbers.
return: fitted line based on (stat:regression X Y).
§
stat:f-prob
syntax: (stat:f-prob F df1 df2)
parameter: F - The variance ratio.
parameter: df1 - Degrees of freedom.
parameter: df2 - Degrees of freedom.
return: Probablity of F variance ratio for df1, df2 degress of freedom.
§
stat:get-diagonal
syntax: (stat:get-diagonal X)
parameter: X - An matrix filled with numbers.
return: A list from the diagonal elements of X.
§
stat:lag
syntax: (stat:lag X n)
parameter: X - A list of numbers.
parameter: n - Lag n.
return: A differenced list of X with a lag of n.
If the length of list X is l then the length of the resulting differenced list is l - n.§
stat:mat-map
syntax: (stat:mat-map op A B)
return: Matrix map, e.g. (stat:mat-map + A B).
Used for adding and subtracting matrices.§
stat:matrix
syntax: (stat:matrix C1 .... CN)
parameter: C1 - The first column list of values.
parameter: CN - The Nth column list of values.
return: A matrix off 1 to N columns C.
§
stat:mean
syntax: (stat:mean X)
parameter: X - A list of numbers.
return: The mean of data in list X.
§
stat:moments
syntax: (stat:moments X)
parameter: X - A list of numbers.
return: Calculates all moments of list X.
§
stat:multiple-reg
syntax: (stat:multiple-reg X offY)
parameter: X - A matrix of numbers.
parameter: offY - Zero based offset into Y.
return: Multiple regression of vars in X onto Y at offsetY.
§
stat:power
syntax: (stat:power TS)
parameter: TS - A time series of numbers.
return: The power spectrum of a time series
§
stat:regression
syntax: (stat:regression X Y)
parameter: X - A list of numbers.
parameter: Y - A list of numbers.
returns (b0 b1) coefficients of regression Y = b0 + b1*X.§
stat:sdev
syntax: (stat:sdev X)
parameter: X - A list of numbers.
return: Standard deviation of data in list X.
§
stat:smooth
syntax: (stat:smooth X alpha)
parameter: X - A list of numbers.
parameter: alpha - Smoothing coefficient 0 < alpha < 1.
return: Exponentially smoothed sequence in X.
§
stat:sum
syntax: (stat:sum X)
parameter: X - A list of numbers,
return: Sum of data in list X.
§
stat:sum-d2
syntax: (stat:sum-d2 X)
parameter: X - A list of numbers.
return: Sum of squared diffs (x - mean(X))^2 in list X.
§
stat:sum-d2xy
syntax: (stat:sum-d2xy X Y)
return: Sum of squared differences (x - y)^2 of elements in lists X and Y.
§
stat:sum-sq
syntax: (stat:sum-sq X)
parameter: X - A list of numbers.
return: Sum of x*x data elements in list X.
§
stat:sum-xy
syntax: (stat:sum-xy X Y)
parameter: X - A list of numbers.
parameter: Y - A list of numbers.
return: Sum of products x*y data elements in lists X and Y.
§
stat:var
syntax: (stat:var X)
parameter: X - A list of numbers.
return: The variance of the data in list X.
- ∂ -
generated with newLISP and newLISPdoc