Mercurial > emacs
annotate lisp/calc/calc-stat.el @ 106815:1d1d5d9bd884
Add 2010 to copyright years.
author | Glenn Morris <rgm@gnu.org> |
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date | Wed, 13 Jan 2010 00:35:10 -0800 |
parents | a9dc0e7c3f2b |
children | 376148b31b5e |
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1 ;;; calc-stat.el --- statistical functions for Calc |
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2 |
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3 ;; Copyright (C) 1990, 1991, 1992, 1993, 2001, 2002, 2003, 2004, |
106815 | 4 ;; 2005, 2006, 2007, 2008, 2009, 2010 Free Software Foundation, Inc. |
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5 |
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6 ;; Author: David Gillespie <daveg@synaptics.com> |
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7 ;; Maintainer: Jay Belanger <jay.p.belanger@gmail.com> |
40785 | 8 |
9 ;; This file is part of GNU Emacs. | |
10 | |
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11 ;; GNU Emacs is free software: you can redistribute it and/or modify |
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12 ;; it under the terms of the GNU General Public License as published by |
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13 ;; the Free Software Foundation, either version 3 of the License, or |
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14 ;; (at your option) any later version. |
40785 | 15 |
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16 ;; GNU Emacs is distributed in the hope that it will be useful, |
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17 ;; but WITHOUT ANY WARRANTY; without even the implied warranty of |
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18 ;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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19 ;; GNU General Public License for more details. |
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20 |
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21 ;; You should have received a copy of the GNU General Public License |
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22 ;; along with GNU Emacs. If not, see <http://www.gnu.org/licenses/>. |
40785 | 23 |
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24 ;;; Commentary: |
40785 | 25 |
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26 ;;; Code: |
40785 | 27 |
28 ;; This file is autoloaded from calc-ext.el. | |
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29 |
40785 | 30 (require 'calc-ext) |
31 (require 'calc-macs) | |
32 | |
33 ;;; Statistical operations on vectors. | |
34 | |
35 (defun calc-vector-count (arg) | |
36 (interactive "P") | |
37 (calc-slow-wrapper | |
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38 (calc-vector-op "coun" 'calcFunc-vcount arg))) |
40785 | 39 |
40 (defun calc-vector-sum (arg) | |
41 (interactive "P") | |
42 (calc-slow-wrapper | |
43 (if (calc-is-hyperbolic) | |
44 (calc-vector-op "vprd" 'calcFunc-vprod arg) | |
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45 (calc-vector-op "vsum" 'calcFunc-vsum arg)))) |
40785 | 46 |
47 (defun calc-vector-product (arg) | |
48 (interactive "P") | |
49 (calc-hyperbolic-func) | |
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50 (calc-vector-sum arg)) |
40785 | 51 |
52 (defun calc-vector-max (arg) | |
53 (interactive "P") | |
54 (calc-slow-wrapper | |
55 (if (calc-is-inverse) | |
56 (calc-vector-op "vmin" 'calcFunc-vmin arg) | |
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57 (calc-vector-op "vmax" 'calcFunc-vmax arg)))) |
40785 | 58 |
59 (defun calc-vector-min (arg) | |
60 (interactive "P") | |
61 (calc-invert-func) | |
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62 (calc-vector-max arg)) |
40785 | 63 |
64 (defun calc-vector-mean (arg) | |
65 (interactive "P") | |
66 (calc-slow-wrapper | |
67 (if (calc-is-hyperbolic) | |
68 (if (calc-is-inverse) | |
69 (calc-vector-op "harm" 'calcFunc-vhmean arg) | |
70 (calc-vector-op "medn" 'calcFunc-vmedian arg)) | |
71 (if (calc-is-inverse) | |
72 (calc-vector-op "meae" 'calcFunc-vmeane arg) | |
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73 (calc-vector-op "mean" 'calcFunc-vmean arg))))) |
40785 | 74 |
75 (defun calc-vector-mean-error (arg) | |
76 (interactive "P") | |
77 (calc-invert-func) | |
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78 (calc-vector-mean arg)) |
40785 | 79 |
80 (defun calc-vector-median (arg) | |
81 (interactive "P") | |
82 (calc-hyperbolic-func) | |
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83 (calc-vector-mean arg)) |
40785 | 84 |
85 (defun calc-vector-harmonic-mean (arg) | |
86 (interactive "P") | |
87 (calc-invert-func) | |
88 (calc-hyperbolic-func) | |
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89 (calc-vector-mean arg)) |
40785 | 90 |
91 (defun calc-vector-geometric-mean (arg) | |
92 (interactive "P") | |
93 (calc-slow-wrapper | |
94 (if (calc-is-hyperbolic) | |
95 (calc-binary-op "geom" 'calcFunc-agmean arg) | |
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96 (calc-vector-op "geom" 'calcFunc-vgmean arg)))) |
40785 | 97 |
98 (defun calc-vector-sdev (arg) | |
99 (interactive "P") | |
100 (calc-slow-wrapper | |
101 (if (calc-is-hyperbolic) | |
102 (if (calc-is-inverse) | |
103 (calc-vector-op "pvar" 'calcFunc-vpvar arg) | |
104 (calc-vector-op "var" 'calcFunc-vvar arg)) | |
105 (if (calc-is-inverse) | |
106 (calc-vector-op "psdv" 'calcFunc-vpsdev arg) | |
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107 (calc-vector-op "sdev" 'calcFunc-vsdev arg))))) |
40785 | 108 |
109 (defun calc-vector-pop-sdev (arg) | |
110 (interactive "P") | |
111 (calc-invert-func) | |
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112 (calc-vector-sdev arg)) |
40785 | 113 |
114 (defun calc-vector-variance (arg) | |
115 (interactive "P") | |
116 (calc-hyperbolic-func) | |
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117 (calc-vector-sdev arg)) |
40785 | 118 |
119 (defun calc-vector-pop-variance (arg) | |
120 (interactive "P") | |
121 (calc-invert-func) | |
122 (calc-hyperbolic-func) | |
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123 (calc-vector-sdev arg)) |
40785 | 124 |
125 (defun calc-vector-covariance (arg) | |
126 (interactive "P") | |
127 (calc-slow-wrapper | |
128 (let ((n (if (eq arg 1) 1 2))) | |
129 (if (calc-is-hyperbolic) | |
130 (calc-enter-result n "corr" (cons 'calcFunc-vcorr | |
131 (calc-top-list-n n))) | |
132 (if (calc-is-inverse) | |
133 (calc-enter-result n "pcov" (cons 'calcFunc-vpcov | |
134 (calc-top-list-n n))) | |
135 (calc-enter-result n "cov" (cons 'calcFunc-vcov | |
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136 (calc-top-list-n n)))))))) |
40785 | 137 |
138 (defun calc-vector-pop-covariance (arg) | |
139 (interactive "P") | |
140 (calc-invert-func) | |
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141 (calc-vector-covariance arg)) |
40785 | 142 |
143 (defun calc-vector-correlation (arg) | |
144 (interactive "P") | |
145 (calc-hyperbolic-func) | |
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146 (calc-vector-covariance arg)) |
40785 | 147 |
148 (defun calc-vector-op (name func arg) | |
149 (setq calc-aborted-prefix name | |
150 arg (prefix-numeric-value arg)) | |
151 (if (< arg 0) | |
152 (error "Negative arguments not allowed")) | |
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153 (calc-enter-result arg name (cons func (calc-top-list-n arg)))) |
40785 | 154 |
155 | |
156 | |
157 | |
158 ;;; Useful statistical functions | |
159 | |
160 ;;; Sum, product, etc., of one or more values or vectors. | |
161 ;;; Each argument must be either a number or a vector. Vectors | |
162 ;;; are flattened, but variables inside are assumed to represent | |
163 ;;; non-vectors. | |
164 | |
165 (defun calcFunc-vsum (&rest vecs) | |
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166 (math-reduce-many-vecs 'calcFunc-add 'calcFunc-vsum vecs 0)) |
40785 | 167 |
168 (defun calcFunc-vprod (&rest vecs) | |
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169 (math-reduce-many-vecs 'calcFunc-mul 'calcFunc-vprod vecs 1)) |
40785 | 170 |
171 (defun calcFunc-vmax (&rest vecs) | |
172 (if (eq (car-safe (car vecs)) 'sdev) | |
173 '(var inf var-inf) | |
174 (if (eq (car-safe (car vecs)) 'intv) | |
175 (nth 3 (math-fix-int-intv (car vecs))) | |
176 (math-reduce-many-vecs 'calcFunc-max 'calcFunc-vmax vecs | |
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177 '(neg (var inf var-inf)))))) |
40785 | 178 |
179 (defun calcFunc-vmin (&rest vecs) | |
180 (if (eq (car-safe (car vecs)) 'sdev) | |
181 '(neg (var inf var-inf)) | |
182 (if (eq (car-safe (car vecs)) 'intv) | |
183 (nth 2 (math-fix-int-intv (car vecs))) | |
184 (math-reduce-many-vecs 'calcFunc-min 'calcFunc-vmin vecs | |
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185 '(var inf var-inf))))) |
40785 | 186 |
187 (defun math-reduce-many-vecs (func whole-func vecs ident) | |
188 (let ((const-part nil) | |
189 (symb-part nil) | |
190 val vec) | |
191 (let ((calc-internal-prec (+ calc-internal-prec 2))) | |
192 (while vecs | |
193 (setq val (car vecs)) | |
194 (and (eq (car-safe val) 'var) | |
195 (eq (car-safe (calc-var-value (nth 2 val))) 'vec) | |
196 (setq val (symbol-value (nth 2 val)))) | |
197 (cond ((Math-vectorp val) | |
198 (setq vec (append (and const-part (list const-part)) | |
199 (math-flatten-vector val))) | |
200 (setq const-part (if vec | |
201 (calcFunc-reducer | |
202 (math-calcFunc-to-var func) | |
203 (cons 'vec vec)) | |
204 ident))) | |
205 ((or (Math-objectp val) (math-infinitep val)) | |
206 (setq const-part (if const-part | |
207 (funcall func const-part val) | |
208 val))) | |
209 (t | |
210 (setq symb-part (nconc symb-part (list val))))) | |
211 (setq vecs (cdr vecs)))) | |
212 (if const-part | |
213 (progn | |
214 (setq const-part (math-normalize const-part)) | |
215 (if symb-part | |
216 (funcall func const-part (cons whole-func symb-part)) | |
217 const-part)) | |
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218 (if symb-part (cons whole-func symb-part) ident)))) |
40785 | 219 |
220 | |
221 ;;; Return the number of data elements among the arguments. | |
222 (defun calcFunc-vcount (&rest vecs) | |
223 (let ((count 0)) | |
224 (while vecs | |
225 (setq count (if (Math-vectorp (car vecs)) | |
226 (+ count (math-count-elements (car vecs))) | |
227 (if (Math-objectp (car vecs)) | |
228 (1+ count) | |
229 (if (and (eq (car-safe (car vecs)) 'var) | |
230 (eq (car-safe (calc-var-value | |
231 (nth 2 (car vecs)))) | |
232 'vec)) | |
233 (+ count (math-count-elements | |
234 (symbol-value (nth 2 (car vecs))))) | |
235 (math-reject-arg (car vecs) 'numvecp)))) | |
236 vecs (cdr vecs))) | |
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237 count)) |
40785 | 238 |
239 (defun math-count-elements (vec) | |
240 (let ((count 0)) | |
241 (while (setq vec (cdr vec)) | |
242 (setq count (if (Math-vectorp (car vec)) | |
243 (+ count (math-count-elements (car vec))) | |
244 (1+ count)))) | |
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245 count)) |
40785 | 246 |
247 | |
248 (defun math-flatten-many-vecs (vecs) | |
249 (let ((p vecs) | |
250 (vec (list 'vec))) | |
251 (while p | |
252 (setq vec (nconc vec | |
253 (if (Math-vectorp (car p)) | |
254 (math-flatten-vector (car p)) | |
255 (if (Math-objectp (car p)) | |
256 (list (car p)) | |
257 (if (and (eq (car-safe (car p)) 'var) | |
258 (eq (car-safe (calc-var-value | |
259 (nth 2 (car p)))) 'vec)) | |
260 (math-flatten-vector (symbol-value | |
261 (nth 2 (car p)))) | |
262 (math-reject-arg (car p) 'numvecp))))) | |
263 p (cdr p))) | |
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264 vec)) |
40785 | 265 |
266 (defun calcFunc-vflat (&rest vecs) | |
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267 (math-flatten-many-vecs vecs)) |
40785 | 268 |
269 (defun math-split-sdev-vec (vec zero-ok) | |
270 (let ((means (list 'vec)) | |
271 (wts (list 'vec)) | |
272 (exact nil) | |
273 (p vec)) | |
274 (while (and (setq p (cdr p)) | |
275 (not (and (consp (car p)) | |
276 (eq (car (car p)) 'sdev))))) | |
277 (if (null p) | |
278 (list vec nil) | |
279 (while (setq vec (cdr vec)) | |
280 (if (and (consp (setq p (car vec))) | |
281 (eq (car p) 'sdev)) | |
282 (or exact | |
283 (setq means (cons (nth 1 p) means) | |
284 wts (cons (nth 2 p) wts))) | |
285 (if zero-ok | |
286 (setq means (cons (nth 1 p) means) | |
287 wts (cons 0 wts)) | |
288 (or exact | |
289 (setq means (list 'vec) | |
290 wts nil | |
291 exact t)) | |
292 (setq means (cons p means))))) | |
293 (list (nreverse means) | |
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294 (and wts (nreverse wts)))))) |
40785 | 295 |
296 | |
297 ;;; Return the arithmetic mean of the argument numbers or vectors. | |
298 ;;; (If numbers are error forms, computes the weighted mean.) | |
299 (defun calcFunc-vmean (&rest vecs) | |
300 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil)) | |
301 (means (car split)) | |
302 (wts (nth 1 split)) | |
303 (len (1- (length means)))) | |
304 (if (= len 0) | |
305 (math-reject-arg nil "*Must be at least 1 argument") | |
306 (if (and (= len 1) (eq (car-safe (nth 1 means)) 'intv)) | |
307 (let ((x (math-fix-int-intv (nth 1 means)))) | |
308 (calcFunc-vmean (nth 2 x) (nth 3 x))) | |
309 (math-with-extra-prec 2 | |
310 (if (and wts (> len 1)) | |
311 (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
312 (suminvsqrwts (calcFunc-reduce | |
313 '(var add var-add) | |
314 (calcFunc-map '(var div var-div) | |
315 1 sqrwts)))) | |
316 (math-div (calcFunc-reduce '(var add var-add) | |
317 (calcFunc-map '(var div var-div) | |
318 means sqrwts)) | |
319 suminvsqrwts)) | |
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320 (math-div (calcFunc-reduce '(var add var-add) means) len))))))) |
40785 | 321 |
322 (defun math-fix-int-intv (x) | |
323 (if (math-floatp x) | |
324 x | |
325 (list 'intv 3 | |
326 (if (memq (nth 1 x) '(2 3)) (nth 2 x) (math-add (nth 2 x) 1)) | |
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327 (if (memq (nth 1 x) '(1 3)) (nth 3 x) (math-sub (nth 3 x) 1))))) |
40785 | 328 |
329 ;;; Compute the mean with an error estimate. | |
330 (defun calcFunc-vmeane (&rest vecs) | |
331 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil)) | |
332 (means (car split)) | |
333 (wts (nth 1 split)) | |
334 (len (1- (length means)))) | |
335 (if (= len 0) | |
336 (math-reject-arg nil "*Must be at least 1 argument") | |
337 (math-with-extra-prec 2 | |
338 (if wts | |
339 (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
340 (suminvsqrwts (calcFunc-reduce | |
341 '(var add var-add) | |
342 (calcFunc-map '(var div var-div) | |
343 1 sqrwts)))) | |
344 (math-make-sdev | |
345 (math-div (calcFunc-reduce '(var add var-add) | |
346 (calcFunc-map '(var div var-div) | |
347 means sqrwts)) | |
348 suminvsqrwts) | |
349 (list 'calcFunc-sqrt (math-div 1 suminvsqrwts)))) | |
350 (let ((mean (math-div (calcFunc-reduce '(var add var-add) means) | |
351 len))) | |
352 (math-make-sdev | |
353 mean | |
354 (list 'calcFunc-sqrt | |
355 (math-div (calcFunc-reducer | |
356 '(var add var-add) | |
357 (calcFunc-map '(var pow var-pow) | |
358 (calcFunc-map '(var abs var-abs) | |
359 (calcFunc-map | |
360 '(var add var-add) | |
361 means | |
362 (math-neg mean))) | |
363 2)) | |
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364 (math-mul len (1- len))))))))))) |
40785 | 365 |
366 | |
367 ;;; Compute the median of a list of values. | |
368 (defun calcFunc-vmedian (&rest vecs) | |
369 (let* ((flat (copy-sequence (cdr (math-flatten-many-vecs vecs)))) | |
370 (p flat) | |
371 (len (length flat)) | |
372 (hlen (/ len 2))) | |
373 (if (= len 0) | |
374 (math-reject-arg nil "*Must be at least 1 argument") | |
375 (if (and (= len 1) (memq (car-safe (car flat)) '(sdev intv))) | |
376 (calcFunc-vmean (car flat)) | |
377 (while p | |
378 (if (eq (car-safe (car p)) 'sdev) | |
379 (setcar p (nth 1 (car p)))) | |
380 (or (Math-anglep (car p)) | |
381 (math-reject-arg (car p) 'anglep)) | |
382 (setq p (cdr p))) | |
383 (setq flat (sort flat 'math-lessp)) | |
384 (if (= (% len 2) 0) | |
385 (math-div (math-add (nth (1- hlen) flat) (nth hlen flat)) 2) | |
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386 (nth hlen flat)))))) |
40785 | 387 |
388 | |
389 (defun calcFunc-vgmean (&rest vecs) | |
390 (let* ((flat (math-flatten-many-vecs vecs)) | |
391 (len (1- (length flat)))) | |
392 (if (= len 0) | |
393 (math-reject-arg nil "*Must be at least 1 argument") | |
394 (math-with-extra-prec 2 | |
395 (let ((x (calcFunc-reduce '(var mul math-mul) flat))) | |
396 (if (= len 2) | |
397 (math-sqrt x) | |
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398 (math-pow x (list 'frac 1 len)))))))) |
40785 | 399 |
400 | |
401 (defun calcFunc-agmean (a b) | |
402 (cond ((Math-equal a b) a) | |
403 ((math-zerop a) a) | |
404 ((math-zerop b) b) | |
405 (calc-symbolic-mode (math-inexact-result)) | |
406 ((not (Math-realp a)) (math-reject-arg a 'realp)) | |
407 ((not (Math-realp b)) (math-reject-arg b 'realp)) | |
408 (t | |
409 (math-with-extra-prec 2 | |
410 (setq a (math-float (math-abs a)) | |
411 b (math-float (math-abs b))) | |
412 (let (mean) | |
413 (while (not (math-nearly-equal-float a b)) | |
414 (setq mean (math-mul-float (math-add-float a b) '(float 5 -1)) | |
415 b (math-sqrt-float (math-mul-float a b)) | |
416 a mean)) | |
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417 a))))) |
40785 | 418 |
419 | |
420 (defun calcFunc-vhmean (&rest vecs) | |
421 (let* ((flat (math-flatten-many-vecs vecs)) | |
422 (len (1- (length flat)))) | |
423 (if (= len 0) | |
424 (math-reject-arg nil "*Must be at least 1 argument") | |
425 (math-with-extra-prec 2 | |
426 (math-div len | |
427 (calcFunc-reduce '(var add math-add) | |
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428 (calcFunc-map '(var inv var-inv) flat))))))) |
40785 | 429 |
430 | |
431 | |
432 ;;; Compute the sample variance or standard deviation of numbers or vectors. | |
433 ;;; (If the numbers are error forms, only the mean part of them is used.) | |
434 (defun calcFunc-vvar (&rest vecs) | |
435 (if (and (= (length vecs) 1) | |
436 (memq (car-safe (car vecs)) '(sdev intv))) | |
437 (if (eq (car-safe (car vecs)) 'intv) | |
438 (math-intv-variance (car vecs) nil) | |
439 (math-sqr (nth 2 (car vecs)))) | |
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440 (math-covariance vecs nil nil 0))) |
40785 | 441 |
442 (defun calcFunc-vsdev (&rest vecs) | |
443 (if (and (= (length vecs) 1) | |
444 (memq (car-safe (car vecs)) '(sdev intv))) | |
445 (if (eq (car-safe (car vecs)) 'intv) | |
446 (if (math-floatp (car vecs)) | |
447 (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs))) | |
448 (math-sqrt-12)) | |
449 (math-sqrt (calcFunc-vvar (car vecs)))) | |
450 (nth 2 (car vecs))) | |
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451 (math-sqrt (math-covariance vecs nil nil 0)))) |
40785 | 452 |
453 ;;; Compute the population variance or std deviation of numbers or vectors. | |
454 (defun calcFunc-vpvar (&rest vecs) | |
455 (if (and (= (length vecs) 1) | |
456 (memq (car-safe (car vecs)) '(sdev intv))) | |
457 (if (eq (car-safe (car vecs)) 'intv) | |
458 (math-intv-variance (car vecs) t) | |
459 (math-sqr (nth 2 (car vecs)))) | |
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460 (math-covariance vecs nil t 0))) |
40785 | 461 |
462 (defun calcFunc-vpsdev (&rest vecs) | |
463 (if (and (= (length vecs) 1) | |
464 (memq (car-safe (car vecs)) '(sdev intv))) | |
465 (if (eq (car-safe (car vecs)) 'intv) | |
466 (if (math-floatp (car vecs)) | |
467 (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs))) | |
468 (math-sqrt-12)) | |
469 (math-sqrt (calcFunc-vpvar (car vecs)))) | |
470 (nth 2 (car vecs))) | |
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471 (math-sqrt (math-covariance vecs nil t 0)))) |
40785 | 472 |
473 (defun math-intv-variance (x pop) | |
474 (or (math-constp x) (math-reject-arg x 'constp)) | |
475 (if (math-floatp x) | |
476 (math-div (math-sqr (math-sub (nth 3 x) (nth 2 x))) 12) | |
477 (let* ((x (math-fix-int-intv x)) | |
478 (len (math-sub (nth 3 x) (nth 2 x))) | |
479 (hlen (math-quotient len 2))) | |
480 (math-div (if (math-evenp len) | |
481 (calcFunc-sum '(^ (var X var-X) 2) '(var X var-X) | |
482 (math-neg hlen) hlen) | |
483 (calcFunc-sum '(^ (- (var X var-X) (/ 1 2)) 2) | |
484 '(var X var-X) | |
485 (math-neg hlen) (math-add hlen 1))) | |
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486 (if pop (math-add len 1) len))))) |
40785 | 487 |
488 ;;; Compute the covariance and linear correlation coefficient. | |
489 (defun calcFunc-vcov (vec1 &optional vec2) | |
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490 (math-covariance (list vec1) (list vec2) nil 1)) |
40785 | 491 |
492 (defun calcFunc-vpcov (vec1 &optional vec2) | |
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493 (math-covariance (list vec1) (list vec2) t 1)) |
40785 | 494 |
495 (defun calcFunc-vcorr (vec1 &optional vec2) | |
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496 (math-covariance (list vec1) (list vec2) nil 2)) |
40785 | 497 |
498 | |
499 (defun math-covariance (vec1 vec2 pop mode) | |
500 (or (car vec2) (= mode 0) | |
501 (progn | |
502 (if (and (eq (car-safe (car vec1)) 'var) | |
503 (eq (car-safe (calc-var-value (nth 2 (car vec1)))) 'vec)) | |
504 (setq vec1 (symbol-value (nth 2 (car vec1)))) | |
505 (setq vec1 (car vec1))) | |
506 (or (math-matrixp vec1) (math-dimension-error)) | |
507 (or (= (length (nth 1 vec1)) 3) (math-dimension-error)) | |
508 (setq vec2 (list (math-mat-col vec1 2)) | |
509 vec1 (list (math-mat-col vec1 1))))) | |
510 (math-with-extra-prec 2 | |
511 (let* ((split1 (math-split-sdev-vec (math-flatten-many-vecs vec1) nil)) | |
512 (means1 (car split1)) | |
513 (wts1 (nth 1 split1)) | |
514 split2 means2 (wts2 nil) | |
515 (sqrwts nil) | |
516 suminvsqrwts | |
517 (len (1- (length means1)))) | |
518 (if (< len (if pop 1 2)) | |
519 (math-reject-arg nil (if pop | |
520 "*Must be at least 1 argument" | |
521 "*Must be at least 2 arguments"))) | |
522 (if (or wts1 wts2) | |
523 (setq sqrwts (math-add | |
524 (if wts1 | |
525 (calcFunc-map '(var mul var-mul) wts1 wts1) | |
526 0) | |
527 (if wts2 | |
528 (calcFunc-map '(var mul var-mul) wts2 wts2) | |
529 0)) | |
530 suminvsqrwts (calcFunc-reduce | |
531 '(var add var-add) | |
532 (calcFunc-map '(var div var-div) 1 sqrwts)))) | |
533 (or (= mode 0) | |
534 (progn | |
535 (setq split2 (math-split-sdev-vec (math-flatten-many-vecs vec2) | |
536 nil) | |
537 means2 (car split2) | |
538 wts2 (nth 2 split1)) | |
539 (or (= len (1- (length means2))) (math-dimension-error)))) | |
540 (let* ((diff1 (calcFunc-map | |
541 '(var add var-add) | |
542 means1 | |
543 (if sqrwts | |
544 (math-div (calcFunc-reduce | |
545 '(var add var-add) | |
546 (calcFunc-map '(var div var-div) | |
547 means1 sqrwts)) | |
548 (math-neg suminvsqrwts)) | |
549 (math-div (calcFunc-reducer '(var add var-add) means1) | |
550 (- len))))) | |
551 (diff2 (if (= mode 0) | |
552 diff1 | |
553 (calcFunc-map | |
554 '(var add var-add) | |
555 means2 | |
556 (if sqrwts | |
557 (math-div (calcFunc-reduce | |
558 '(var add var-add) | |
559 (calcFunc-map '(var div var-div) | |
560 means2 sqrwts)) | |
561 (math-neg suminvsqrwts)) | |
562 (math-div (calcFunc-reducer '(var add var-add) means2) | |
563 (- len)))))) | |
564 (covar (calcFunc-map '(var mul var-mul) diff1 diff2))) | |
565 (if sqrwts | |
566 (setq covar (calcFunc-map '(var div var-div) covar sqrwts))) | |
567 (math-div | |
568 (calcFunc-reducer '(var add var-add) covar) | |
569 (if (= mode 2) | |
570 (let ((var1 (calcFunc-map '(var mul var-mul) diff1 diff1)) | |
571 (var2 (calcFunc-map '(var mul var-mul) diff2 diff2))) | |
572 (if sqrwts | |
573 (setq var1 (calcFunc-map '(var div var-div) var1 sqrwts) | |
574 var2 (calcFunc-map '(var div var-div) var2 sqrwts))) | |
575 (math-sqrt | |
576 (math-mul (calcFunc-reducer '(var add var-add) var1) | |
577 (calcFunc-reducer '(var add var-add) var2)))) | |
578 (if sqrwts | |
579 (if pop | |
580 suminvsqrwts | |
581 (math-div (math-mul suminvsqrwts (1- len)) len)) | |
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582 (if pop len (1- len))))))))) |
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584 (provide 'calc-stat) |
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585 |
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586 ;; arch-tag: 423858e9-8513-489c-9f35-710cd9d9c307 |
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587 ;;; calc-stat.el ends here |