Collection of functions for computing sample statistics. More...

#include <jwsc/config.h>
#include <stdlib.h>
#include <inttypes.h>
#include "jwsc/base/error.h"
#include "jwsc/vector/vector.h"
#include "jwsc/matrix/matrix.h"

Include dependency graph for stat.h:

Go to the source code of this file.

Functions
sample_mean
Computes the mean of a random sample.
void	sample_mean_f (float mean_out, const Vector_f x)
	Computes the single precision sample mean of a random sample.
void	sample_mean_d (double mean_out, const Vector_d x)
	Computes the double precision sample mean of a random sample.
sample_variance
Computes the variance of a random sample.
void	sample_variance_f (float var_out, const Vector_f x)
	Computes the single precision sample variance of a random sample.
void	sample_variance_d (double var_out, const Vector_d x)
	Computes the double precision sample variance of a random sample.
sample_error
Computes the standard error of a random sample mean.
void	sample_error_f (float err_out, const Vector_f x)
	Computes the single precision standard error of a random sample mean.
void	sample_error_d (double err_out, const Vector_d x)
	Computes the double precision standard error of a random sample mean.
sample_stats
Computes the mean, variance, and standard error of a random sample.
void	sample_stats_f (float mean_out, float var_out, float err_out, const Vector_f x)
	Computes the single precision mean, variance, and standard error of a random sample.
void	sample_stats_d (double mean_out, double var_out, double err_out, const Vector_d x)
	Computes the double precision mean, variance, and standard error of a random sample.
ind_mv_sample_stats
Computes the mean, variance, and standard error of a set of independent random variables in a sample.
void	ind_mv_sample_stats_f (Vector_f means_out, Vector_f vars_out, Vector_f *errs_out, const Matrix_f x)
	Computes the single precision mean, variance, and standard error of a set of independent random variables in a sample.
void	ind_mv_sample_stats_d (Vector_d means_out, Vector_d vars_out, Vector_d *errs_out, const Matrix_d x)
	Computes the double precision mean, variance, and standard error of a set of independent random variables in a sample.
mv_sample_mean
Computes the mean of a multivariate random sample.
void	mv_sample_mean_f (Vector_f *mean_out, const Matrix_f x)
	Computes the single precision sample mean of a multivariate random sample.
void	mv_sample_mean_d (Vector_d *mean_out, const Matrix_d x)
	Computes the double precision sample mean of a multivariate random sample.
mv_sample_variance
Computes the variance of a multivariate random sample.
void	mv_sample_covariance_f (Matrix_f *cov_out, const Matrix_f x)
	Computes the single precision sample covariance of a multivariate random sample.
void	mv_sample_covariance_d (Matrix_d *cov_out, const Matrix_d x)
	Computes the double precision sample covariance of a multivariate random sample.
mv_sample_stats
Computes the mean, variance, and standard error of a multivariate random sample.
void	mv_sample_stats_f (Vector_f mean_out, Matrix_f cov_out, const Matrix_f *x)
	Computes the single precision mean, covariance, and standard error of a multivariate random sample.
void	mv_sample_stats_d (Vector_d mean_out, Matrix_d cov_out, const Matrix_d *x)
	Computes the double precision mean, covariance, and standard error of a multivariate random sample.

Detailed Description

Collection of functions for computing sample statistics.

Author:: Joseph Schlecht

License:: Creative Commons BY-NC-SA 3.0

Definition in file stat.h.

Function Documentation

void sample_mean_f	(	float *	mean_out,
		const Vector_f *	x
	)

Computes the single precision sample mean of a random sample.

Parameters:

mean_out	Result parameter. Contains the mean value of the sample.
x	Sample to compute the mean of.

Definition at line 71 of file stat.c.

void sample_mean_d	(	double *	mean_out,
		const Vector_d *	x
	)

Computes the double precision sample mean of a random sample.

Parameters:

mean_out	Result parameter. Contains the mean value of the sample.
x	Sample to compute the mean of.

Definition at line 91 of file stat.c.

void sample_variance_f	(	float *	var_out,
		const Vector_f *	x
	)

Computes the single precision sample variance of a random sample.

Parameters:

var_out	Result parameter. Contains the variance of the sample.
x	Sample to compute the variance of.

Definition at line 121 of file stat.c.

void sample_variance_d	(	double *	var_out,
		const Vector_d *	x
	)

Computes the double precision sample variance of a random sample.

Parameters:

var_out	Result parameter. Contains the variance of the sample.
x	Sample to compute the variance of.

Definition at line 150 of file stat.c.

void sample_error_f	(	float *	err_out,
		const Vector_f *	x
	)

Computes the single precision standard error of a random sample mean.

Parameters:

err_out	Result parameter. Contains the error of the sample mean.
x	Sample to compute the error of.

Definition at line 189 of file stat.c.

void sample_error_d	(	double *	err_out,
		const Vector_d *	x
	)

Computes the double precision standard error of a random sample mean.

Parameters:

err_out	Result parameter. Contains the error of the sample mean.
x	Sample to compute the error of.

Definition at line 202 of file stat.c.

void sample_stats_f	(	float *	mean_out,
		float *	var_out,
		float *	err_out,
		const Vector_f *	x
	)

Computes the single precision mean, variance, and standard error of a random sample.

Parameters:

mean_out	Result parameter. Contains the mean of the sample.
var_out	Result parameter. Contains the variance of the sample.
err_out	Result parameter. Contains the error of the sample mean.
x	Sample to compute the statistics of.

Definition at line 228 of file stat.c.

void sample_stats_d	(	double *	mean_out,
		double *	var_out,
		double *	err_out,
		const Vector_d *	x
	)

Computes the double precision mean, variance, and standard error of a random sample.

Parameters:

mean_out	Result parameter. Contains the mean of the sample.
var_out	Result parameter. Contains the variance of the sample.
err_out	Result parameter. Contains the error of the sample mean.
x	Sample to compute the statistics of.

Definition at line 269 of file stat.c.

void ind_mv_sample_stats_f	(	Vector_f **	means_out,
		Vector_f **	vars_out,
		Vector_f **	errs_out,
		const Matrix_f *	x
	)

Computes the single precision mean, variance, and standard error of a set of independent random variables in a sample.

Parameters:

means_out	Result parameter. Contains the mean of the sample.
vars_out	Result parameter. Contains the variance of the sample.
errs_out	Result parameter. Contains the error of the sample mean.
x	Sample to compute the statistics of.

Definition at line 321 of file stat.c.

void ind_mv_sample_stats_d	(	Vector_d **	means_out,
		Vector_d **	vars_out,
		Vector_d **	errs_out,
		const Matrix_d *	x
	)

Computes the double precision mean, variance, and standard error of a set of independent random variables in a sample.

Parameters:

means_out	Result parameter. Contains the mean of the sample.
vars_out	Result parameter. Contains the variance of the sample.
errs_out	Result parameter. Contains the error of the sample mean.
x	Sample to compute the statistics of.

Definition at line 373 of file stat.c.

void mv_sample_mean_f	(	Vector_f **	mean_out,
		const Matrix_f *	x
	)

Computes the single precision sample mean of a multivariate random sample.

Parameters:

mean_out	Result parameter. Contains the mean value of the sample.
x	Sample to compute the mean of.

Definition at line 432 of file stat.c.

void mv_sample_mean_d	(	Vector_d **	mean_out,
		const Matrix_d *	x
	)

Computes the double precision sample mean of a multivariate random sample.

Parameters:

mean_out	Result parameter. Contains the mean value of the sample.
x	Sample to compute the mean of.

Definition at line 459 of file stat.c.

void mv_sample_covariance_f	(	Matrix_f **	cov_out,
		const Matrix_f *	x
	)

Computes the single precision sample covariance of a multivariate random sample.

Parameters:

cov_out	Result parameter. Contains the covariance of the sample.
x	Sample to compute the covariance of.

Definition at line 496 of file stat.c.

void mv_sample_covariance_d	(	Matrix_d **	cov_out,
		const Matrix_d *	x
	)

Computes the double precision sample covariance of a multivariate random sample.

Parameters:

cov_out	Result parameter. Contains the covariance of the sample.
x	Sample to compute the covariance of.

Definition at line 541 of file stat.c.

void mv_sample_stats_f	(	Vector_f **	mean_out,
		Matrix_f **	cov_out,
		const Matrix_f *	x
	)

Computes the single precision mean, covariance, and standard error of a multivariate random sample.

Parameters:

mean_out	Result parameter. Contains the mean of the sample.
cov_out	Result parameter. Contains the covariance of the sample.
x	Sample to compute the statistics of.

Definition at line 599 of file stat.c.

void mv_sample_stats_d	(	Vector_d **	mean_out,
		Matrix_d **	cov_out,
		const Matrix_d *	x
	)

Computes the double precision mean, covariance, and standard error of a multivariate random sample.

Parameters:

mean_out	Result parameter. Contains the mean of the sample.
cov_out	Result parameter. Contains the covariance of the sample.
x	Sample to compute the statistics of.

Definition at line 663 of file stat.c.

Functions

Detailed Description

Function Documentation