Mercurial > emacs
annotate lisp/calc/calc-stat.el @ 61867:59330b4d0e5b
Rename "full-path" -> "full-name".
author | Stefan Monnier <monnier@iro.umontreal.ca> |
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date | Tue, 26 Apr 2005 20:35:51 +0000 |
parents | 2b456d2d12eb |
children | 842c8b2c2940 f2ebccfa87d4 |
rev | line source |
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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 Free Software Foundation, Inc. |
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4 |
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5 ;; Author: David Gillespie <daveg@synaptics.com> |
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6 ;; Maintainer: Jay Belanger <belanger@truman.edu> |
40785 | 7 |
8 ;; This file is part of GNU Emacs. | |
9 | |
10 ;; GNU Emacs is distributed in the hope that it will be useful, | |
11 ;; but WITHOUT ANY WARRANTY. No author or distributor | |
12 ;; accepts responsibility to anyone for the consequences of using it | |
13 ;; or for whether it serves any particular purpose or works at all, | |
14 ;; unless he says so in writing. Refer to the GNU Emacs General Public | |
15 ;; License for full details. | |
16 | |
17 ;; Everyone is granted permission to copy, modify and redistribute | |
18 ;; GNU Emacs, but only under the conditions described in the | |
19 ;; GNU Emacs General Public License. A copy of this license is | |
20 ;; supposed to have been given to you along with GNU Emacs so you | |
21 ;; can know your rights and responsibilities. It should be in a | |
22 ;; file named COPYING. Among other things, the copyright notice | |
23 ;; and this notice must be preserved on all copies. | |
24 | |
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25 ;;; Commentary: |
40785 | 26 |
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27 ;;; Code: |
40785 | 28 |
29 ;; This file is autoloaded from calc-ext.el. | |
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30 |
40785 | 31 (require 'calc-ext) |
32 (require 'calc-macs) | |
33 | |
34 ;;; Statistical operations on vectors. | |
35 | |
36 (defun calc-vector-count (arg) | |
37 (interactive "P") | |
38 (calc-slow-wrapper | |
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39 (calc-vector-op "coun" 'calcFunc-vcount arg))) |
40785 | 40 |
41 (defun calc-vector-sum (arg) | |
42 (interactive "P") | |
43 (calc-slow-wrapper | |
44 (if (calc-is-hyperbolic) | |
45 (calc-vector-op "vprd" 'calcFunc-vprod arg) | |
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46 (calc-vector-op "vsum" 'calcFunc-vsum arg)))) |
40785 | 47 |
48 (defun calc-vector-product (arg) | |
49 (interactive "P") | |
50 (calc-hyperbolic-func) | |
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51 (calc-vector-sum arg)) |
40785 | 52 |
53 (defun calc-vector-max (arg) | |
54 (interactive "P") | |
55 (calc-slow-wrapper | |
56 (if (calc-is-inverse) | |
57 (calc-vector-op "vmin" 'calcFunc-vmin arg) | |
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58 (calc-vector-op "vmax" 'calcFunc-vmax arg)))) |
40785 | 59 |
60 (defun calc-vector-min (arg) | |
61 (interactive "P") | |
62 (calc-invert-func) | |
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63 (calc-vector-max arg)) |
40785 | 64 |
65 (defun calc-vector-mean (arg) | |
66 (interactive "P") | |
67 (calc-slow-wrapper | |
68 (if (calc-is-hyperbolic) | |
69 (if (calc-is-inverse) | |
70 (calc-vector-op "harm" 'calcFunc-vhmean arg) | |
71 (calc-vector-op "medn" 'calcFunc-vmedian arg)) | |
72 (if (calc-is-inverse) | |
73 (calc-vector-op "meae" 'calcFunc-vmeane arg) | |
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74 (calc-vector-op "mean" 'calcFunc-vmean arg))))) |
40785 | 75 |
76 (defun calc-vector-mean-error (arg) | |
77 (interactive "P") | |
78 (calc-invert-func) | |
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79 (calc-vector-mean arg)) |
40785 | 80 |
81 (defun calc-vector-median (arg) | |
82 (interactive "P") | |
83 (calc-hyperbolic-func) | |
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84 (calc-vector-mean arg)) |
40785 | 85 |
86 (defun calc-vector-harmonic-mean (arg) | |
87 (interactive "P") | |
88 (calc-invert-func) | |
89 (calc-hyperbolic-func) | |
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90 (calc-vector-mean arg)) |
40785 | 91 |
92 (defun calc-vector-geometric-mean (arg) | |
93 (interactive "P") | |
94 (calc-slow-wrapper | |
95 (if (calc-is-hyperbolic) | |
96 (calc-binary-op "geom" 'calcFunc-agmean arg) | |
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97 (calc-vector-op "geom" 'calcFunc-vgmean arg)))) |
40785 | 98 |
99 (defun calc-vector-sdev (arg) | |
100 (interactive "P") | |
101 (calc-slow-wrapper | |
102 (if (calc-is-hyperbolic) | |
103 (if (calc-is-inverse) | |
104 (calc-vector-op "pvar" 'calcFunc-vpvar arg) | |
105 (calc-vector-op "var" 'calcFunc-vvar arg)) | |
106 (if (calc-is-inverse) | |
107 (calc-vector-op "psdv" 'calcFunc-vpsdev arg) | |
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108 (calc-vector-op "sdev" 'calcFunc-vsdev arg))))) |
40785 | 109 |
110 (defun calc-vector-pop-sdev (arg) | |
111 (interactive "P") | |
112 (calc-invert-func) | |
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113 (calc-vector-sdev arg)) |
40785 | 114 |
115 (defun calc-vector-variance (arg) | |
116 (interactive "P") | |
117 (calc-hyperbolic-func) | |
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118 (calc-vector-sdev arg)) |
40785 | 119 |
120 (defun calc-vector-pop-variance (arg) | |
121 (interactive "P") | |
122 (calc-invert-func) | |
123 (calc-hyperbolic-func) | |
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124 (calc-vector-sdev arg)) |
40785 | 125 |
126 (defun calc-vector-covariance (arg) | |
127 (interactive "P") | |
128 (calc-slow-wrapper | |
129 (let ((n (if (eq arg 1) 1 2))) | |
130 (if (calc-is-hyperbolic) | |
131 (calc-enter-result n "corr" (cons 'calcFunc-vcorr | |
132 (calc-top-list-n n))) | |
133 (if (calc-is-inverse) | |
134 (calc-enter-result n "pcov" (cons 'calcFunc-vpcov | |
135 (calc-top-list-n n))) | |
136 (calc-enter-result n "cov" (cons 'calcFunc-vcov | |
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137 (calc-top-list-n n)))))))) |
40785 | 138 |
139 (defun calc-vector-pop-covariance (arg) | |
140 (interactive "P") | |
141 (calc-invert-func) | |
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142 (calc-vector-covariance arg)) |
40785 | 143 |
144 (defun calc-vector-correlation (arg) | |
145 (interactive "P") | |
146 (calc-hyperbolic-func) | |
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147 (calc-vector-covariance arg)) |
40785 | 148 |
149 (defun calc-vector-op (name func arg) | |
150 (setq calc-aborted-prefix name | |
151 arg (prefix-numeric-value arg)) | |
152 (if (< arg 0) | |
153 (error "Negative arguments not allowed")) | |
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154 (calc-enter-result arg name (cons func (calc-top-list-n arg)))) |
40785 | 155 |
156 | |
157 | |
158 | |
159 ;;; Useful statistical functions | |
160 | |
161 ;;; Sum, product, etc., of one or more values or vectors. | |
162 ;;; Each argument must be either a number or a vector. Vectors | |
163 ;;; are flattened, but variables inside are assumed to represent | |
164 ;;; non-vectors. | |
165 | |
166 (defun calcFunc-vsum (&rest vecs) | |
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167 (math-reduce-many-vecs 'calcFunc-add 'calcFunc-vsum vecs 0)) |
40785 | 168 |
169 (defun calcFunc-vprod (&rest vecs) | |
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170 (math-reduce-many-vecs 'calcFunc-mul 'calcFunc-vprod vecs 1)) |
40785 | 171 |
172 (defun calcFunc-vmax (&rest vecs) | |
173 (if (eq (car-safe (car vecs)) 'sdev) | |
174 '(var inf var-inf) | |
175 (if (eq (car-safe (car vecs)) 'intv) | |
176 (nth 3 (math-fix-int-intv (car vecs))) | |
177 (math-reduce-many-vecs 'calcFunc-max 'calcFunc-vmax vecs | |
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178 '(neg (var inf var-inf)))))) |
40785 | 179 |
180 (defun calcFunc-vmin (&rest vecs) | |
181 (if (eq (car-safe (car vecs)) 'sdev) | |
182 '(neg (var inf var-inf)) | |
183 (if (eq (car-safe (car vecs)) 'intv) | |
184 (nth 2 (math-fix-int-intv (car vecs))) | |
185 (math-reduce-many-vecs 'calcFunc-min 'calcFunc-vmin vecs | |
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186 '(var inf var-inf))))) |
40785 | 187 |
188 (defun math-reduce-many-vecs (func whole-func vecs ident) | |
189 (let ((const-part nil) | |
190 (symb-part nil) | |
191 val vec) | |
192 (let ((calc-internal-prec (+ calc-internal-prec 2))) | |
193 (while vecs | |
194 (setq val (car vecs)) | |
195 (and (eq (car-safe val) 'var) | |
196 (eq (car-safe (calc-var-value (nth 2 val))) 'vec) | |
197 (setq val (symbol-value (nth 2 val)))) | |
198 (cond ((Math-vectorp val) | |
199 (setq vec (append (and const-part (list const-part)) | |
200 (math-flatten-vector val))) | |
201 (setq const-part (if vec | |
202 (calcFunc-reducer | |
203 (math-calcFunc-to-var func) | |
204 (cons 'vec vec)) | |
205 ident))) | |
206 ((or (Math-objectp val) (math-infinitep val)) | |
207 (setq const-part (if const-part | |
208 (funcall func const-part val) | |
209 val))) | |
210 (t | |
211 (setq symb-part (nconc symb-part (list val))))) | |
212 (setq vecs (cdr vecs)))) | |
213 (if const-part | |
214 (progn | |
215 (setq const-part (math-normalize const-part)) | |
216 (if symb-part | |
217 (funcall func const-part (cons whole-func symb-part)) | |
218 const-part)) | |
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219 (if symb-part (cons whole-func symb-part) ident)))) |
40785 | 220 |
221 | |
222 ;;; Return the number of data elements among the arguments. | |
223 (defun calcFunc-vcount (&rest vecs) | |
224 (let ((count 0)) | |
225 (while vecs | |
226 (setq count (if (Math-vectorp (car vecs)) | |
227 (+ count (math-count-elements (car vecs))) | |
228 (if (Math-objectp (car vecs)) | |
229 (1+ count) | |
230 (if (and (eq (car-safe (car vecs)) 'var) | |
231 (eq (car-safe (calc-var-value | |
232 (nth 2 (car vecs)))) | |
233 'vec)) | |
234 (+ count (math-count-elements | |
235 (symbol-value (nth 2 (car vecs))))) | |
236 (math-reject-arg (car vecs) 'numvecp)))) | |
237 vecs (cdr vecs))) | |
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238 count)) |
40785 | 239 |
240 (defun math-count-elements (vec) | |
241 (let ((count 0)) | |
242 (while (setq vec (cdr vec)) | |
243 (setq count (if (Math-vectorp (car vec)) | |
244 (+ count (math-count-elements (car vec))) | |
245 (1+ count)))) | |
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246 count)) |
40785 | 247 |
248 | |
249 (defun math-flatten-many-vecs (vecs) | |
250 (let ((p vecs) | |
251 (vec (list 'vec))) | |
252 (while p | |
253 (setq vec (nconc vec | |
254 (if (Math-vectorp (car p)) | |
255 (math-flatten-vector (car p)) | |
256 (if (Math-objectp (car p)) | |
257 (list (car p)) | |
258 (if (and (eq (car-safe (car p)) 'var) | |
259 (eq (car-safe (calc-var-value | |
260 (nth 2 (car p)))) 'vec)) | |
261 (math-flatten-vector (symbol-value | |
262 (nth 2 (car p)))) | |
263 (math-reject-arg (car p) 'numvecp))))) | |
264 p (cdr p))) | |
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265 vec)) |
40785 | 266 |
267 (defun calcFunc-vflat (&rest vecs) | |
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268 (math-flatten-many-vecs vecs)) |
40785 | 269 |
270 (defun math-split-sdev-vec (vec zero-ok) | |
271 (let ((means (list 'vec)) | |
272 (wts (list 'vec)) | |
273 (exact nil) | |
274 (p vec)) | |
275 (while (and (setq p (cdr p)) | |
276 (not (and (consp (car p)) | |
277 (eq (car (car p)) 'sdev))))) | |
278 (if (null p) | |
279 (list vec nil) | |
280 (while (setq vec (cdr vec)) | |
281 (if (and (consp (setq p (car vec))) | |
282 (eq (car p) 'sdev)) | |
283 (or exact | |
284 (setq means (cons (nth 1 p) means) | |
285 wts (cons (nth 2 p) wts))) | |
286 (if zero-ok | |
287 (setq means (cons (nth 1 p) means) | |
288 wts (cons 0 wts)) | |
289 (or exact | |
290 (setq means (list 'vec) | |
291 wts nil | |
292 exact t)) | |
293 (setq means (cons p means))))) | |
294 (list (nreverse means) | |
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295 (and wts (nreverse wts)))))) |
40785 | 296 |
297 | |
298 ;;; Return the arithmetic mean of the argument numbers or vectors. | |
299 ;;; (If numbers are error forms, computes the weighted mean.) | |
300 (defun calcFunc-vmean (&rest vecs) | |
301 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil)) | |
302 (means (car split)) | |
303 (wts (nth 1 split)) | |
304 (len (1- (length means)))) | |
305 (if (= len 0) | |
306 (math-reject-arg nil "*Must be at least 1 argument") | |
307 (if (and (= len 1) (eq (car-safe (nth 1 means)) 'intv)) | |
308 (let ((x (math-fix-int-intv (nth 1 means)))) | |
309 (calcFunc-vmean (nth 2 x) (nth 3 x))) | |
310 (math-with-extra-prec 2 | |
311 (if (and wts (> len 1)) | |
312 (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
313 (suminvsqrwts (calcFunc-reduce | |
314 '(var add var-add) | |
315 (calcFunc-map '(var div var-div) | |
316 1 sqrwts)))) | |
317 (math-div (calcFunc-reduce '(var add var-add) | |
318 (calcFunc-map '(var div var-div) | |
319 means sqrwts)) | |
320 suminvsqrwts)) | |
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321 (math-div (calcFunc-reduce '(var add var-add) means) len))))))) |
40785 | 322 |
323 (defun math-fix-int-intv (x) | |
324 (if (math-floatp x) | |
325 x | |
326 (list 'intv 3 | |
327 (if (memq (nth 1 x) '(2 3)) (nth 2 x) (math-add (nth 2 x) 1)) | |
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328 (if (memq (nth 1 x) '(1 3)) (nth 3 x) (math-sub (nth 3 x) 1))))) |
40785 | 329 |
330 ;;; Compute the mean with an error estimate. | |
331 (defun calcFunc-vmeane (&rest vecs) | |
332 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil)) | |
333 (means (car split)) | |
334 (wts (nth 1 split)) | |
335 (len (1- (length means)))) | |
336 (if (= len 0) | |
337 (math-reject-arg nil "*Must be at least 1 argument") | |
338 (math-with-extra-prec 2 | |
339 (if wts | |
340 (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
341 (suminvsqrwts (calcFunc-reduce | |
342 '(var add var-add) | |
343 (calcFunc-map '(var div var-div) | |
344 1 sqrwts)))) | |
345 (math-make-sdev | |
346 (math-div (calcFunc-reduce '(var add var-add) | |
347 (calcFunc-map '(var div var-div) | |
348 means sqrwts)) | |
349 suminvsqrwts) | |
350 (list 'calcFunc-sqrt (math-div 1 suminvsqrwts)))) | |
351 (let ((mean (math-div (calcFunc-reduce '(var add var-add) means) | |
352 len))) | |
353 (math-make-sdev | |
354 mean | |
355 (list 'calcFunc-sqrt | |
356 (math-div (calcFunc-reducer | |
357 '(var add var-add) | |
358 (calcFunc-map '(var pow var-pow) | |
359 (calcFunc-map '(var abs var-abs) | |
360 (calcFunc-map | |
361 '(var add var-add) | |
362 means | |
363 (math-neg mean))) | |
364 2)) | |
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365 (math-mul len (1- len))))))))))) |
40785 | 366 |
367 | |
368 ;;; Compute the median of a list of values. | |
369 (defun calcFunc-vmedian (&rest vecs) | |
370 (let* ((flat (copy-sequence (cdr (math-flatten-many-vecs vecs)))) | |
371 (p flat) | |
372 (len (length flat)) | |
373 (hlen (/ len 2))) | |
374 (if (= len 0) | |
375 (math-reject-arg nil "*Must be at least 1 argument") | |
376 (if (and (= len 1) (memq (car-safe (car flat)) '(sdev intv))) | |
377 (calcFunc-vmean (car flat)) | |
378 (while p | |
379 (if (eq (car-safe (car p)) 'sdev) | |
380 (setcar p (nth 1 (car p)))) | |
381 (or (Math-anglep (car p)) | |
382 (math-reject-arg (car p) 'anglep)) | |
383 (setq p (cdr p))) | |
384 (setq flat (sort flat 'math-lessp)) | |
385 (if (= (% len 2) 0) | |
386 (math-div (math-add (nth (1- hlen) flat) (nth hlen flat)) 2) | |
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387 (nth hlen flat)))))) |
40785 | 388 |
389 | |
390 (defun calcFunc-vgmean (&rest vecs) | |
391 (let* ((flat (math-flatten-many-vecs vecs)) | |
392 (len (1- (length flat)))) | |
393 (if (= len 0) | |
394 (math-reject-arg nil "*Must be at least 1 argument") | |
395 (math-with-extra-prec 2 | |
396 (let ((x (calcFunc-reduce '(var mul math-mul) flat))) | |
397 (if (= len 2) | |
398 (math-sqrt x) | |
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399 (math-pow x (list 'frac 1 len)))))))) |
40785 | 400 |
401 | |
402 (defun calcFunc-agmean (a b) | |
403 (cond ((Math-equal a b) a) | |
404 ((math-zerop a) a) | |
405 ((math-zerop b) b) | |
406 (calc-symbolic-mode (math-inexact-result)) | |
407 ((not (Math-realp a)) (math-reject-arg a 'realp)) | |
408 ((not (Math-realp b)) (math-reject-arg b 'realp)) | |
409 (t | |
410 (math-with-extra-prec 2 | |
411 (setq a (math-float (math-abs a)) | |
412 b (math-float (math-abs b))) | |
413 (let (mean) | |
414 (while (not (math-nearly-equal-float a b)) | |
415 (setq mean (math-mul-float (math-add-float a b) '(float 5 -1)) | |
416 b (math-sqrt-float (math-mul-float a b)) | |
417 a mean)) | |
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418 a))))) |
40785 | 419 |
420 | |
421 (defun calcFunc-vhmean (&rest vecs) | |
422 (let* ((flat (math-flatten-many-vecs vecs)) | |
423 (len (1- (length flat)))) | |
424 (if (= len 0) | |
425 (math-reject-arg nil "*Must be at least 1 argument") | |
426 (math-with-extra-prec 2 | |
427 (math-div len | |
428 (calcFunc-reduce '(var add math-add) | |
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429 (calcFunc-map '(var inv var-inv) flat))))))) |
40785 | 430 |
431 | |
432 | |
433 ;;; Compute the sample variance or standard deviation of numbers or vectors. | |
434 ;;; (If the numbers are error forms, only the mean part of them is used.) | |
435 (defun calcFunc-vvar (&rest vecs) | |
436 (if (and (= (length vecs) 1) | |
437 (memq (car-safe (car vecs)) '(sdev intv))) | |
438 (if (eq (car-safe (car vecs)) 'intv) | |
439 (math-intv-variance (car vecs) nil) | |
440 (math-sqr (nth 2 (car vecs)))) | |
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441 (math-covariance vecs nil nil 0))) |
40785 | 442 |
443 (defun calcFunc-vsdev (&rest vecs) | |
444 (if (and (= (length vecs) 1) | |
445 (memq (car-safe (car vecs)) '(sdev intv))) | |
446 (if (eq (car-safe (car vecs)) 'intv) | |
447 (if (math-floatp (car vecs)) | |
448 (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs))) | |
449 (math-sqrt-12)) | |
450 (math-sqrt (calcFunc-vvar (car vecs)))) | |
451 (nth 2 (car vecs))) | |
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452 (math-sqrt (math-covariance vecs nil nil 0)))) |
40785 | 453 |
454 ;;; Compute the population variance or std deviation of numbers or vectors. | |
455 (defun calcFunc-vpvar (&rest vecs) | |
456 (if (and (= (length vecs) 1) | |
457 (memq (car-safe (car vecs)) '(sdev intv))) | |
458 (if (eq (car-safe (car vecs)) 'intv) | |
459 (math-intv-variance (car vecs) t) | |
460 (math-sqr (nth 2 (car vecs)))) | |
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461 (math-covariance vecs nil t 0))) |
40785 | 462 |
463 (defun calcFunc-vpsdev (&rest vecs) | |
464 (if (and (= (length vecs) 1) | |
465 (memq (car-safe (car vecs)) '(sdev intv))) | |
466 (if (eq (car-safe (car vecs)) 'intv) | |
467 (if (math-floatp (car vecs)) | |
468 (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs))) | |
469 (math-sqrt-12)) | |
470 (math-sqrt (calcFunc-vpvar (car vecs)))) | |
471 (nth 2 (car vecs))) | |
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472 (math-sqrt (math-covariance vecs nil t 0)))) |
40785 | 473 |
474 (defun math-intv-variance (x pop) | |
475 (or (math-constp x) (math-reject-arg x 'constp)) | |
476 (if (math-floatp x) | |
477 (math-div (math-sqr (math-sub (nth 3 x) (nth 2 x))) 12) | |
478 (let* ((x (math-fix-int-intv x)) | |
479 (len (math-sub (nth 3 x) (nth 2 x))) | |
480 (hlen (math-quotient len 2))) | |
481 (math-div (if (math-evenp len) | |
482 (calcFunc-sum '(^ (var X var-X) 2) '(var X var-X) | |
483 (math-neg hlen) hlen) | |
484 (calcFunc-sum '(^ (- (var X var-X) (/ 1 2)) 2) | |
485 '(var X var-X) | |
486 (math-neg hlen) (math-add hlen 1))) | |
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487 (if pop (math-add len 1) len))))) |
40785 | 488 |
489 ;;; Compute the covariance and linear correlation coefficient. | |
490 (defun calcFunc-vcov (vec1 &optional vec2) | |
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491 (math-covariance (list vec1) (list vec2) nil 1)) |
40785 | 492 |
493 (defun calcFunc-vpcov (vec1 &optional vec2) | |
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494 (math-covariance (list vec1) (list vec2) t 1)) |
40785 | 495 |
496 (defun calcFunc-vcorr (vec1 &optional vec2) | |
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497 (math-covariance (list vec1) (list vec2) nil 2)) |
40785 | 498 |
499 | |
500 (defun math-covariance (vec1 vec2 pop mode) | |
501 (or (car vec2) (= mode 0) | |
502 (progn | |
503 (if (and (eq (car-safe (car vec1)) 'var) | |
504 (eq (car-safe (calc-var-value (nth 2 (car vec1)))) 'vec)) | |
505 (setq vec1 (symbol-value (nth 2 (car vec1)))) | |
506 (setq vec1 (car vec1))) | |
507 (or (math-matrixp vec1) (math-dimension-error)) | |
508 (or (= (length (nth 1 vec1)) 3) (math-dimension-error)) | |
509 (setq vec2 (list (math-mat-col vec1 2)) | |
510 vec1 (list (math-mat-col vec1 1))))) | |
511 (math-with-extra-prec 2 | |
512 (let* ((split1 (math-split-sdev-vec (math-flatten-many-vecs vec1) nil)) | |
513 (means1 (car split1)) | |
514 (wts1 (nth 1 split1)) | |
515 split2 means2 (wts2 nil) | |
516 (sqrwts nil) | |
517 suminvsqrwts | |
518 (len (1- (length means1)))) | |
519 (if (< len (if pop 1 2)) | |
520 (math-reject-arg nil (if pop | |
521 "*Must be at least 1 argument" | |
522 "*Must be at least 2 arguments"))) | |
523 (if (or wts1 wts2) | |
524 (setq sqrwts (math-add | |
525 (if wts1 | |
526 (calcFunc-map '(var mul var-mul) wts1 wts1) | |
527 0) | |
528 (if wts2 | |
529 (calcFunc-map '(var mul var-mul) wts2 wts2) | |
530 0)) | |
531 suminvsqrwts (calcFunc-reduce | |
532 '(var add var-add) | |
533 (calcFunc-map '(var div var-div) 1 sqrwts)))) | |
534 (or (= mode 0) | |
535 (progn | |
536 (setq split2 (math-split-sdev-vec (math-flatten-many-vecs vec2) | |
537 nil) | |
538 means2 (car split2) | |
539 wts2 (nth 2 split1)) | |
540 (or (= len (1- (length means2))) (math-dimension-error)))) | |
541 (let* ((diff1 (calcFunc-map | |
542 '(var add var-add) | |
543 means1 | |
544 (if sqrwts | |
545 (math-div (calcFunc-reduce | |
546 '(var add var-add) | |
547 (calcFunc-map '(var div var-div) | |
548 means1 sqrwts)) | |
549 (math-neg suminvsqrwts)) | |
550 (math-div (calcFunc-reducer '(var add var-add) means1) | |
551 (- len))))) | |
552 (diff2 (if (= mode 0) | |
553 diff1 | |
554 (calcFunc-map | |
555 '(var add var-add) | |
556 means2 | |
557 (if sqrwts | |
558 (math-div (calcFunc-reduce | |
559 '(var add var-add) | |
560 (calcFunc-map '(var div var-div) | |
561 means2 sqrwts)) | |
562 (math-neg suminvsqrwts)) | |
563 (math-div (calcFunc-reducer '(var add var-add) means2) | |
564 (- len)))))) | |
565 (covar (calcFunc-map '(var mul var-mul) diff1 diff2))) | |
566 (if sqrwts | |
567 (setq covar (calcFunc-map '(var div var-div) covar sqrwts))) | |
568 (math-div | |
569 (calcFunc-reducer '(var add var-add) covar) | |
570 (if (= mode 2) | |
571 (let ((var1 (calcFunc-map '(var mul var-mul) diff1 diff1)) | |
572 (var2 (calcFunc-map '(var mul var-mul) diff2 diff2))) | |
573 (if sqrwts | |
574 (setq var1 (calcFunc-map '(var div var-div) var1 sqrwts) | |
575 var2 (calcFunc-map '(var div var-div) var2 sqrwts))) | |
576 (math-sqrt | |
577 (math-mul (calcFunc-reducer '(var add var-add) var1) | |
578 (calcFunc-reducer '(var add var-add) var2)))) | |
579 (if sqrwts | |
580 (if pop | |
581 suminvsqrwts | |
582 (math-div (math-mul suminvsqrwts (1- len)) len)) | |
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583 (if pop len (1- len))))))))) |
40785 | 584 |
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585 (provide 'calc-stat) |
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586 |
52401 | 587 ;;; arch-tag: 423858e9-8513-489c-9f35-710cd9d9c307 |
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588 ;;; calc-stat.el ends here |