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Math::Libgsl::Statistics

cpan:FRITH

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NAME

Math::Libgsl::Statistics - An interface to libgsl, the Gnu Scientific Library - Statistics

SYNOPSIS

use Math::Libgsl::Statistics;

my @data = ^10;
say "mean = { mean(@data) }, variance = { variance(@data) }";

DESCRIPTION

Math::Libgsl::Statistics is an interface to the Statistics functions of libgsl, the Gnu Scientific Library.

The functions in this module come in 10 data types:

All the following functions are available for the classes correspondig to each datatype, except where noted.

mean(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function returns the arithmetic mean of @data.

variance(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function returns the estimated variance of @data. This function computes the mean, if you already computed the mean, use the next function.

variance-m(@data!, Num() $mean!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride)

This function returns the sample variance of @data relative to the given value of $mean.

sd(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function returns the estimated standard deviation of @data.

sd-m(@data!, Num() $mean!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function returns the sample standard deviation of @data relative to the given value of $mean.

tss(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

These functions return the total sum of squares (TSS) of @data.

tss-m(@data!, Num() $mean!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

These functions return the total sum of squares (TSS) of @data relative to the given value of $mean.

variance-with-fixed-mean(@data!, Num() $mean!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes an unbiased estimate of the variance of @data when the population mean $mean of the underlying distribution is known a priori.

sd-with-fixed-mean(@data!, Num() $mean!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function calculates the standard deviation of @data for a fixed population mean $mean.

absdev(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the absolute deviation from the mean of @data.

absdev-m(@data!, Num() $mean!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the absolute deviation of the dataset @data relative to the given value of $mean.

skew(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the skewness of @data.

skew-m-sd(@data!, Num() $mean!, Num() $sd!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the skewness of the dataset @data using the given values of the mean $mean and standard deviation $sd,

kurtosis(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the kurtosis of @data.

kurtosis-m-sd(@data!, Num() $mean!, Num() $sd!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the kurtosis of the dataset @data using the given values of the mean $mean and standard deviation $sd,

autocorrelation(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the lag-1 autocorrelation of the dataset @data.

autocorrelation-m(@data!, Num() $mean!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the lag-1 autocorrelation of the dataset @data using the given value of the mean $mean.

covariance(@data1!, @data2! where *.elems == @data1.elems, Int() :$stride1? = 1, Int() :$stride2? = 1, Int() :$n? = (@data1.elems / $stride1).Int --> Num)

This function computes the covariance of the datasets @data1 and @data2.

covariance-m(@data1!, @data2! where *.elems == @data1.elems, Num() $mean1!, Num() $mean2!, Int() :$stride1? = 1, Int() :$stride2? = 1, Int() :$n? = (@data1.elems / $stride1).Int --> Num)

This function computes the covariance of the datasets @data1 and @data2 using the given values of the means, $mean1 and $mean2.

correlation(@data1!, @data2! where *.elems == @data1.elems, Int() :$stride1? = 1, Int() :$stride2? = 1, Int() :$n? = (@data1.elems / $stride1).Int --> Num)

This function efficiently computes the Pearson correlation coefficient between the datasets @data1 and @data2.

spearman(@data1!, @data2! where *.elems == @data1.elems, Int() :$stride1? = 1, Int() :$stride2? = 1, Int() :$n? = (@data1.elems / $stride1).Int --> Num)

This function computes the Spearman rank correlation coefficient between the datasets @data1 and @data2.

wmean(@w!, @data!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function returns the weighted mean of the dataset @data using the set of weights @w. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wvariance(@w!, @data!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function returns the estimated variance of the dataset @data using the set of weights @w. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wvariance-m(@w!, @data!, Num() $wmean!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function returns the estimated variance of the weighted dataset @data using the given weighted mean $wmean. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wsd(@w!, @data!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function returns the standard deviation of the weighted dataset @data. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wsd-m(@w!, @data!, Num() $wmean!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function returns the standard deviation of the weighted dataset @data using the given weighted mean $wmean. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wvariance-with-fixed-mean(@w!, @data!, Num() $mean!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes an unbiased estimate of the variance of the weighted dataset @data when the population mean $mean of the underlying distribution is known a priori. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wsd-with-fixed-mean(@w!, @data!, Num() $mean!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes an unbiased estimate of the standard deviation of the weighted dataset @data when the population mean $mean of the underlying distribution is known a priori. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wtss(@w!, @data!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

These functions return the weighted total sum of squares (TSS) of @data. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wtss-m(@w!, @data!, Num() $wmean!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

These functions return the weighted total sum of squares (TSS) of @data when the population mean $mean of the underlying distribution is known a priori. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wabsdev(@w!, @data!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the weighted absolute deviation from the weighted mean of @data. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wabsdev-m(@w!, @data!, Num() $wmean!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the absolute deviation of the weighted dataset @data about the given weighted mean $wmean. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wskew(@w!, @data!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the weighted skewness of the dataset @data. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wskew-m-sd(@w!, @data!, Num() $wmean!, Num() $wsd!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the weighted skewness of the dataset @data using the given values of the weighted mean and weighted standard deviation, $wmean and $wsd. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wkurtosis(@w!, @data!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the weighted kurtosis of the dataset @data. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

wkurtosis-m-sd(@w!, @data!, Num() $wmean!, Num() $wsd!, Int() :$wstride? = 1, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function computes the weighted kurtosis of the dataset @data using the given values of the weighted mean and weighted standard deviation, $wmean and $wsd. This function is available only for Numeric types, so only when using Math::Libgsl::Statistics or Math::Libgsl::Statistics::Num32.

smax(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function returns the maximum value in @data.

smin(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function returns the minimum value in @data.

sminmax(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> List)

This function returns both the minimum and maximum values in @data in a single pass.

smax-index(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Int)

This function returns the index of the maximum value in @data.

smin-index(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Int)

This function returns the index of the minimum value in @data.

sminmax-index(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> List)

This function returns the indexes of the minimum and maximum values in @data in a single pass.

median-from-sorted-data(@sorted-data! where { [<] @sorted-data }, Int() :$stride? = 1, Int() :$n? = (@sorted-data.elems / $stride).Int --> Num)

This function returns the median value of @sorted-data.

median(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function returns the median value of @data.

quantile-from-sorted-data(@sorted-data! where { [<] @sorted-data }, Num() $percentile!, Int() :$stride? = 1, Int() :$n? = (@sorted-data.elems / $stride).Int --> Num)

This function returns a quantile value of @sorted-data. The quantile is determined by the $percentile, a fraction between 0 and 1. For example, to compute the value of the 75th percentile $percentile should have the value 0.75.

select(@data!, Int() $k, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

This function finds the k-th smallest element of the input array @data.

trmean-from-sorted-data(Num() $alpha, @sorted-data! where { [<] @sorted-data }, Int() :$stride? = 1, Int() :$n? = (@sorted-data.elems / $stride).Int --> Num)

This function returns the trimmed mean of @sorted-data.

gastwirth-from-sorted-data(@sorted-data! where { [<] @sorted-data }, Int() :$stride? = 1, Int() :$n? = (@sorted-data.elems / $stride).Int --> Num)

This function returns the Gastwirth location estimator of @sorted-data.

mad0(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

mad(@data!, Int() :$stride? = 1, Int() :$n? = (@data.elems / $stride).Int --> Num)

These functions return the median absolute deviation of @data. The mad0 function calculates the MAD statistic without the bias correction scale factor.

Sn0-from-sorted-data(@sorted-data! where { [<] @sorted-data }, Int() :$stride? = 1, Int() :$n? = (@sorted-data.elems / $stride).Int --> Num)

Sn-from-sorted-data(@sorted-data! where { [<] @sorted-data }, Int() :$stride? = 1, Int() :$n? = (@sorted-data.elems / $stride).Int --> Num)

These functions return the Sₙ statistic of @sorted-data. The Sn0 function calculates the Sₙ statistic without the bias correction scale factors.

Qn0-from-sorted-data(@sorted-data! where { [<] @sorted-data }, Int() :$stride? = 1, Int() :$n? = (@sorted-data.elems / $stride).Int --> Num)

Qn-from-sorted-data(@sorted-data! where { [<] @sorted-data }, Int() :$stride? = 1, Int() :$n? = (@sorted-data.elems / $stride).Int --> Num)

These functions return the Qₙ statistic of @sorted-data. The Qn0 function calculates the Qₙ statistic without the bias correction scale factors.

C Library Documentation

For more details on libgsl see https://www.gnu.org/software/gsl/. The excellent C Library manual is available here https://www.gnu.org/software/gsl/doc/html/index.html, or here https://www.gnu.org/software/gsl/doc/latex/gsl-ref.pdf in PDF format.

Prerequisites

This module requires the libgsl library to be installed. Please follow the instructions below based on your platform:

Debian Linux and Ubuntu 20.04

sudo apt install libgsl23 libgsl-dev libgslcblas0

That command will install libgslcblas0 as well, since it's used by the GSL.

Ubuntu 18.04

libgsl23 and libgslcblas0 have a missing symbol on Ubuntu 18.04. I solved the issue installing the Debian Buster version of those three libraries:

Installation

To install it using zef (a module management tool):

$ zef install Math::Libgsl::Statistics

AUTHOR

Fernando Santagata nando.santagata@gmail.com

COPYRIGHT AND LICENSE

Copyright 2020 Fernando Santagata

This library is free software; you can redistribute it and/or modify it under the Artistic License 2.0.