stat

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 Go to latest Published: Aug 4, 2020 License: MIT Imports: 6 Imported by: 4

README

goulash/stat

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Package stat provides functions and data structures for statistics.

There are several sub-packages:

For more information, see the documentation! :-)

This package is licensed under the MIT license.

Documentation

Overview

Package stat provides statistic functions and types.

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func Apply 

func Apply(s Series, f func(float64) float64)

Apply modifies the series by replacing each value v with f(v).

func Autocor 

func Autocor(s Series, lag int) float64

Autocor returns the sample correlation of s with itself lag values later. The series s must be at least 2 longer than lag, else NaN is returned.

func Autocov 

func Autocov(s Series, lag int) float64

Autocov returns the sample covariance of s with itself lag values later. The series s must be at least 2 longer than lag, else NaN is returned.

func Cor 

func Cor(s, t Series) float64

Cor returns the sample correlation of two series s and t.

If the series do not have the same lengths, this function panics. If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

NOTE: This is the same as the population correlation of two series, hence there is no CorP.

func Cov 

func Cov(s, t Series) float64

Cov returns the sample covariance of two series s and t.

If the series do not have the same lengths, this function panics. If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

func CovP 

func CovP(s, t Series) float64

CovP returns the population covariance of two series s and t.

If the series do not have the same lengths, this function panics. If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

func Fold 

func Fold(s Series, a float64, f func(float64, float64) float64) float64

Fold a series into a single value by repeatedly applying a = f(a, x).

For example, to find the maximum value: 

Fold(s, math.Inf(-1), math.Max)

func Max 

func Max(s Series) float64

Max returns the maximum value in the series, or -∞ if the series is empty.

func Mean 

func Mean(s Series) float64

Mean returns the empirical mean of the series s.

The mean calculated here is the running mean, which ensures that an answer is given regardless of how long s is. The accuracy of the answer suffers however.

If s is empty, NaN is returned.

func Median 

func Median(s Series) float64

Median returns the median of the series s.

If s has an even number of elements, the mean of the two middle elements is returned.

If s is empty or has only one element, NaN is returned.

Calculating the median requires sorting a copy of the series.

func Min 

func Min(s Series) float64

Min returns the minimum value in the series, or +∞ if the series is empty.

func Skew 

func Skew(s Series) float64

Skew returns the sample skew of the series.

NOTE: Not implemented yet.

func SkewP 

func SkewP(s Series) float64

SkewP returns the population skew of the series.

NOTE: Not implemented yet.

func Std 

func Std(s Series) float64

Std returns the sample standard deviation of the series.

If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

func StdP 

func StdP(s Series) float64

StdP returns the population standard deviation of the series.

If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

func Var 

func Var(s Series) float64

Var returns the sample variance of the series.

If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

func VarP 

func VarP(s Series) float64

VarP returns the population variance of the series.

If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

Types

type Run 

type Run struct {
	// contains filtered or unexported fields
}

Run calculates the running mean, variance, and standard deviation.

Note: Run contains only plain old datatypes, so a shallow copy is a complete copy.

func (*Run) Add 

func (r *Run) Add(x float64)

Add a new value to the run.

func (*Run) AddN 

func (r *Run) AddN(n int64, x float64)

func (*Run) Max 

func (r *Run) Max() float64

Max returns the max.

func (*Run) Mean 

func (r *Run) Mean() float64

Mean returns the mean.

func (*Run) Min 

func (r *Run) Min() float64

Min returns the min.

func (*Run) N 

func (r *Run) N() int64

func (*Run) Reset 

func (r *Run) Reset()

Reset the values to zero.

func (*Run) Std 

func (r *Run) Std() float64

Std returns the sample standard deviation.

func (*Run) StdP 

func (r *Run) StdP() float64

StdP returns the population standard deviation.

func (*Run) Var 

func (r *Run) Var() float64

Var returns the sample variance.

func (*Run) VarP 

func (r *Run) VarP() float64

VarP returns the population variance.

type Running 

type Running struct {
	// contains filtered or unexported fields
}

Running calculates the running means, variances, and standard deviation over time.

func (*Running) Add 

func (r *Running) Add(t Time, x float64)

func (*Running) Means 

func (r *Running) Means() Series

func (*Running) Stds 

func (r *Running) Stds() Series

func (*Running) StdsP 

func (r *Running) StdsP() Series

func (*Running) Times 

func (r *Running) Times() []Time

func (*Running) Vars 

func (r *Running) Vars() Series

func (*Running) VarsP 

func (r *Running) VarsP() Series

type Series 

type Series []float64

The Series type is a slice of float64 values.

func Add 

func Add(s, t Series) Series

Add returns the components of s and t added to each other.

func Add1 

func Add1(s Series, f float64) Series

Add1 adds f to each value in s and returns a new series.

func Div 

func Div(s, t Series) Series

Div returns the components of s divided by those of t.

func Div1 

func Div1(s Series, f float64) Series

Div1 divides f from each value in s and returns a new series. 

func Head(s Series, n int) Series

Head returns the first n values from s.

If n > len(s), an out-of-bounds panic will occur. The returned slice is a slice from s, not a new series.

func Map 

func Map(s Series, f func(float64) float64) Series

Map creates a new series by applying f to each value in s.

func Map2 

func Map2(s, t Series, f func(a, b float64) float64) Series

Map creates a new series by applying f to each value in s and t.

If the series lengths are not the same, the function panics.

func Mul 

func Mul(s, t Series) Series

Mul returns the components of s and t multiplied to each other.

func Mul1 

func Mul1(s Series, f float64) Series

Mul1 multiplies f to each value in s and returns a new series.

func Resize 

func Resize(s Series, n int) Series

Resize returns s resized to have length n.

If s is empty, the function panics. If n is less than the size of s, the first n elements of s is returned. If n is greater than the size of s, s is appended to s as often as necessary:

Example: 

Resize([1 2 3], 5) -> [1 2 3 1 2]
Resize([1 2 3 4 5], 3) -> [1 2 3]

func Sub 

func Sub(s, t Series) Series

Sub returns the components of s subtracted by those of t.

func Sub1 

func Sub1(s Series, f float64) Series

Sub1 subtracts f from each value in s and returns a new series.

func Tail 

func Tail(s Series, n int) Series

Tail returns the last n values from s.

If n > len(s), an out-of-bounds panic will occur. The returned slice is a slice from s, not a new series.

func (Series) Add 

func (s Series) Add(t Series) Series

func (Series) Add1 

func (s Series) Add1(f float64) Series

func (*Series) Append 

func (s *Series) Append(f ...float64)

func (*Series) Append1 

func (s *Series) Append1(f float64)

func (Series) Autocor 

func (s Series) Autocor(lag int) float64

func (Series) Autocov 

func (s Series) Autocov(lag int) float64

func (Series) Copy 

func (s Series) Copy() Series

Copy returns a copy of the series s.

func (Series) Cor 

func (s Series) Cor(t Series) float64

func (Series) Cov 

func (s Series) Cov(t Series) float64

func (Series) CovP 

func (s Series) CovP(t Series) float64

func (Series) Div 

func (s Series) Div(t Series) Series

func (Series) Div1 

func (s Series) Div1(f float64) Series

func (Series) Head 

func (s Series) Head(n int) Series

func (Series) Len 

func (s Series) Len() int

func (Series) Map 

func (s Series) Map(f func(float64) float64) Series

func (Series) Max 

func (s Series) Max() float64

func (Series) Mean 

func (s Series) Mean() float64

func (Series) Median 

func (s Series) Median() float64

func (Series) Min 

func (s Series) Min() float64

func (Series) Mul 

func (s Series) Mul(t Series) Series

func (Series) Mul1 

func (s Series) Mul1(f float64) Series

func (*Series) Reset 

func (s *Series) Reset()

func (Series) Skew 

func (s Series) Skew() float64

func (Series) SkewP 

func (s Series) SkewP() float64

func (Series) Std 

func (s Series) Std() float64

func (Series) StdP 

func (s Series) StdP() float64

func (Series) String 

func (s Series) String() string

String returns the string representation of a series.

Example: 

// Prints: [1 2 3 4 5]
fmt.Println(Series{1, 2, 3, 4, 5})

func (Series) Sub 

func (s Series) Sub(t Series) Series

func (Series) Sub1 

func (s Series) Sub1(f float64) Series

func (Series) Tail 

func (s Series) Tail(n int) Series

func (Series) Var 

func (s Series) Var() float64

func (Series) VarP 

func (s Series) VarP() float64

func (Series) WriteFile 

func (s Series) WriteFile(path string) error

WriteFile writes the series to a file, where each number is on its own line.

type Time 

type Time uint64

I don't want to take along the baggage of a time.Time.

Source Files

View all Source files

Directories

Path Synopsis
Package dist provides statistical probability distributions for random variables.
 Package dist provides statistical probability distributions for random variables.
Package test provides statistical tests, such as the ChiSquaredTest.
 Package test provides statistical tests, such as the ChiSquaredTest.

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