Mercurial > emacs
annotate lisp/calc/calc-stat.el @ 42051:7b6dcc19e895
("Welsh", "Latin-7", "Lithuanian")
("Latvian"): New languages.
author | Dave Love <fx@gnu.org> |
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date | Sat, 15 Dec 2001 17:43:05 +0000 |
parents | fcd507927105 |
children | f4d68f97221e |
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: Colin Walters <walters@debian.org> |
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. | |
30 (require 'calc-ext) | |
31 | |
32 (require 'calc-macs) | |
33 | |
34 (defun calc-Need-calc-stat () nil) | |
35 | |
36 | |
37 ;;; Statistical operations on vectors. | |
38 | |
39 (defun calc-vector-count (arg) | |
40 (interactive "P") | |
41 (calc-slow-wrapper | |
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42 (calc-vector-op "coun" 'calcFunc-vcount arg))) |
40785 | 43 |
44 (defun calc-vector-sum (arg) | |
45 (interactive "P") | |
46 (calc-slow-wrapper | |
47 (if (calc-is-hyperbolic) | |
48 (calc-vector-op "vprd" 'calcFunc-vprod arg) | |
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49 (calc-vector-op "vsum" 'calcFunc-vsum arg)))) |
40785 | 50 |
51 (defun calc-vector-product (arg) | |
52 (interactive "P") | |
53 (calc-hyperbolic-func) | |
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54 (calc-vector-sum arg)) |
40785 | 55 |
56 (defun calc-vector-max (arg) | |
57 (interactive "P") | |
58 (calc-slow-wrapper | |
59 (if (calc-is-inverse) | |
60 (calc-vector-op "vmin" 'calcFunc-vmin arg) | |
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61 (calc-vector-op "vmax" 'calcFunc-vmax arg)))) |
40785 | 62 |
63 (defun calc-vector-min (arg) | |
64 (interactive "P") | |
65 (calc-invert-func) | |
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66 (calc-vector-max arg)) |
40785 | 67 |
68 (defun calc-vector-mean (arg) | |
69 (interactive "P") | |
70 (calc-slow-wrapper | |
71 (if (calc-is-hyperbolic) | |
72 (if (calc-is-inverse) | |
73 (calc-vector-op "harm" 'calcFunc-vhmean arg) | |
74 (calc-vector-op "medn" 'calcFunc-vmedian arg)) | |
75 (if (calc-is-inverse) | |
76 (calc-vector-op "meae" 'calcFunc-vmeane arg) | |
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77 (calc-vector-op "mean" 'calcFunc-vmean arg))))) |
40785 | 78 |
79 (defun calc-vector-mean-error (arg) | |
80 (interactive "P") | |
81 (calc-invert-func) | |
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82 (calc-vector-mean arg)) |
40785 | 83 |
84 (defun calc-vector-median (arg) | |
85 (interactive "P") | |
86 (calc-hyperbolic-func) | |
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87 (calc-vector-mean arg)) |
40785 | 88 |
89 (defun calc-vector-harmonic-mean (arg) | |
90 (interactive "P") | |
91 (calc-invert-func) | |
92 (calc-hyperbolic-func) | |
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93 (calc-vector-mean arg)) |
40785 | 94 |
95 (defun calc-vector-geometric-mean (arg) | |
96 (interactive "P") | |
97 (calc-slow-wrapper | |
98 (if (calc-is-hyperbolic) | |
99 (calc-binary-op "geom" 'calcFunc-agmean arg) | |
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100 (calc-vector-op "geom" 'calcFunc-vgmean arg)))) |
40785 | 101 |
102 (defun calc-vector-sdev (arg) | |
103 (interactive "P") | |
104 (calc-slow-wrapper | |
105 (if (calc-is-hyperbolic) | |
106 (if (calc-is-inverse) | |
107 (calc-vector-op "pvar" 'calcFunc-vpvar arg) | |
108 (calc-vector-op "var" 'calcFunc-vvar arg)) | |
109 (if (calc-is-inverse) | |
110 (calc-vector-op "psdv" 'calcFunc-vpsdev arg) | |
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111 (calc-vector-op "sdev" 'calcFunc-vsdev arg))))) |
40785 | 112 |
113 (defun calc-vector-pop-sdev (arg) | |
114 (interactive "P") | |
115 (calc-invert-func) | |
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116 (calc-vector-sdev arg)) |
40785 | 117 |
118 (defun calc-vector-variance (arg) | |
119 (interactive "P") | |
120 (calc-hyperbolic-func) | |
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121 (calc-vector-sdev arg)) |
40785 | 122 |
123 (defun calc-vector-pop-variance (arg) | |
124 (interactive "P") | |
125 (calc-invert-func) | |
126 (calc-hyperbolic-func) | |
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127 (calc-vector-sdev arg)) |
40785 | 128 |
129 (defun calc-vector-covariance (arg) | |
130 (interactive "P") | |
131 (calc-slow-wrapper | |
132 (let ((n (if (eq arg 1) 1 2))) | |
133 (if (calc-is-hyperbolic) | |
134 (calc-enter-result n "corr" (cons 'calcFunc-vcorr | |
135 (calc-top-list-n n))) | |
136 (if (calc-is-inverse) | |
137 (calc-enter-result n "pcov" (cons 'calcFunc-vpcov | |
138 (calc-top-list-n n))) | |
139 (calc-enter-result n "cov" (cons 'calcFunc-vcov | |
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140 (calc-top-list-n n)))))))) |
40785 | 141 |
142 (defun calc-vector-pop-covariance (arg) | |
143 (interactive "P") | |
144 (calc-invert-func) | |
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145 (calc-vector-covariance arg)) |
40785 | 146 |
147 (defun calc-vector-correlation (arg) | |
148 (interactive "P") | |
149 (calc-hyperbolic-func) | |
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150 (calc-vector-covariance arg)) |
40785 | 151 |
152 (defun calc-vector-op (name func arg) | |
153 (setq calc-aborted-prefix name | |
154 arg (prefix-numeric-value arg)) | |
155 (if (< arg 0) | |
156 (error "Negative arguments not allowed")) | |
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157 (calc-enter-result arg name (cons func (calc-top-list-n arg)))) |
40785 | 158 |
159 | |
160 | |
161 | |
162 ;;; Useful statistical functions | |
163 | |
164 ;;; Sum, product, etc., of one or more values or vectors. | |
165 ;;; Each argument must be either a number or a vector. Vectors | |
166 ;;; are flattened, but variables inside are assumed to represent | |
167 ;;; non-vectors. | |
168 | |
169 (defun calcFunc-vsum (&rest vecs) | |
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170 (math-reduce-many-vecs 'calcFunc-add 'calcFunc-vsum vecs 0)) |
40785 | 171 |
172 (defun calcFunc-vprod (&rest vecs) | |
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173 (math-reduce-many-vecs 'calcFunc-mul 'calcFunc-vprod vecs 1)) |
40785 | 174 |
175 (defun calcFunc-vmax (&rest vecs) | |
176 (if (eq (car-safe (car vecs)) 'sdev) | |
177 '(var inf var-inf) | |
178 (if (eq (car-safe (car vecs)) 'intv) | |
179 (nth 3 (math-fix-int-intv (car vecs))) | |
180 (math-reduce-many-vecs 'calcFunc-max 'calcFunc-vmax vecs | |
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181 '(neg (var inf var-inf)))))) |
40785 | 182 |
183 (defun calcFunc-vmin (&rest vecs) | |
184 (if (eq (car-safe (car vecs)) 'sdev) | |
185 '(neg (var inf var-inf)) | |
186 (if (eq (car-safe (car vecs)) 'intv) | |
187 (nth 2 (math-fix-int-intv (car vecs))) | |
188 (math-reduce-many-vecs 'calcFunc-min 'calcFunc-vmin vecs | |
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189 '(var inf var-inf))))) |
40785 | 190 |
191 (defun math-reduce-many-vecs (func whole-func vecs ident) | |
192 (let ((const-part nil) | |
193 (symb-part nil) | |
194 val vec) | |
195 (let ((calc-internal-prec (+ calc-internal-prec 2))) | |
196 (while vecs | |
197 (setq val (car vecs)) | |
198 (and (eq (car-safe val) 'var) | |
199 (eq (car-safe (calc-var-value (nth 2 val))) 'vec) | |
200 (setq val (symbol-value (nth 2 val)))) | |
201 (cond ((Math-vectorp val) | |
202 (setq vec (append (and const-part (list const-part)) | |
203 (math-flatten-vector val))) | |
204 (setq const-part (if vec | |
205 (calcFunc-reducer | |
206 (math-calcFunc-to-var func) | |
207 (cons 'vec vec)) | |
208 ident))) | |
209 ((or (Math-objectp val) (math-infinitep val)) | |
210 (setq const-part (if const-part | |
211 (funcall func const-part val) | |
212 val))) | |
213 (t | |
214 (setq symb-part (nconc symb-part (list val))))) | |
215 (setq vecs (cdr vecs)))) | |
216 (if const-part | |
217 (progn | |
218 (setq const-part (math-normalize const-part)) | |
219 (if symb-part | |
220 (funcall func const-part (cons whole-func symb-part)) | |
221 const-part)) | |
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222 (if symb-part (cons whole-func symb-part) ident)))) |
40785 | 223 |
224 | |
225 ;;; Return the number of data elements among the arguments. | |
226 (defun calcFunc-vcount (&rest vecs) | |
227 (let ((count 0)) | |
228 (while vecs | |
229 (setq count (if (Math-vectorp (car vecs)) | |
230 (+ count (math-count-elements (car vecs))) | |
231 (if (Math-objectp (car vecs)) | |
232 (1+ count) | |
233 (if (and (eq (car-safe (car vecs)) 'var) | |
234 (eq (car-safe (calc-var-value | |
235 (nth 2 (car vecs)))) | |
236 'vec)) | |
237 (+ count (math-count-elements | |
238 (symbol-value (nth 2 (car vecs))))) | |
239 (math-reject-arg (car vecs) 'numvecp)))) | |
240 vecs (cdr vecs))) | |
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241 count)) |
40785 | 242 |
243 (defun math-count-elements (vec) | |
244 (let ((count 0)) | |
245 (while (setq vec (cdr vec)) | |
246 (setq count (if (Math-vectorp (car vec)) | |
247 (+ count (math-count-elements (car vec))) | |
248 (1+ count)))) | |
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249 count)) |
40785 | 250 |
251 | |
252 (defun math-flatten-many-vecs (vecs) | |
253 (let ((p vecs) | |
254 (vec (list 'vec))) | |
255 (while p | |
256 (setq vec (nconc vec | |
257 (if (Math-vectorp (car p)) | |
258 (math-flatten-vector (car p)) | |
259 (if (Math-objectp (car p)) | |
260 (list (car p)) | |
261 (if (and (eq (car-safe (car p)) 'var) | |
262 (eq (car-safe (calc-var-value | |
263 (nth 2 (car p)))) 'vec)) | |
264 (math-flatten-vector (symbol-value | |
265 (nth 2 (car p)))) | |
266 (math-reject-arg (car p) 'numvecp))))) | |
267 p (cdr p))) | |
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268 vec)) |
40785 | 269 |
270 (defun calcFunc-vflat (&rest vecs) | |
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271 (math-flatten-many-vecs vecs)) |
40785 | 272 |
273 (defun math-split-sdev-vec (vec zero-ok) | |
274 (let ((means (list 'vec)) | |
275 (wts (list 'vec)) | |
276 (exact nil) | |
277 (p vec)) | |
278 (while (and (setq p (cdr p)) | |
279 (not (and (consp (car p)) | |
280 (eq (car (car p)) 'sdev))))) | |
281 (if (null p) | |
282 (list vec nil) | |
283 (while (setq vec (cdr vec)) | |
284 (if (and (consp (setq p (car vec))) | |
285 (eq (car p) 'sdev)) | |
286 (or exact | |
287 (setq means (cons (nth 1 p) means) | |
288 wts (cons (nth 2 p) wts))) | |
289 (if zero-ok | |
290 (setq means (cons (nth 1 p) means) | |
291 wts (cons 0 wts)) | |
292 (or exact | |
293 (setq means (list 'vec) | |
294 wts nil | |
295 exact t)) | |
296 (setq means (cons p means))))) | |
297 (list (nreverse means) | |
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298 (and wts (nreverse wts)))))) |
40785 | 299 |
300 | |
301 ;;; Return the arithmetic mean of the argument numbers or vectors. | |
302 ;;; (If numbers are error forms, computes the weighted mean.) | |
303 (defun calcFunc-vmean (&rest vecs) | |
304 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil)) | |
305 (means (car split)) | |
306 (wts (nth 1 split)) | |
307 (len (1- (length means)))) | |
308 (if (= len 0) | |
309 (math-reject-arg nil "*Must be at least 1 argument") | |
310 (if (and (= len 1) (eq (car-safe (nth 1 means)) 'intv)) | |
311 (let ((x (math-fix-int-intv (nth 1 means)))) | |
312 (calcFunc-vmean (nth 2 x) (nth 3 x))) | |
313 (math-with-extra-prec 2 | |
314 (if (and wts (> len 1)) | |
315 (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
316 (suminvsqrwts (calcFunc-reduce | |
317 '(var add var-add) | |
318 (calcFunc-map '(var div var-div) | |
319 1 sqrwts)))) | |
320 (math-div (calcFunc-reduce '(var add var-add) | |
321 (calcFunc-map '(var div var-div) | |
322 means sqrwts)) | |
323 suminvsqrwts)) | |
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324 (math-div (calcFunc-reduce '(var add var-add) means) len))))))) |
40785 | 325 |
326 (defun math-fix-int-intv (x) | |
327 (if (math-floatp x) | |
328 x | |
329 (list 'intv 3 | |
330 (if (memq (nth 1 x) '(2 3)) (nth 2 x) (math-add (nth 2 x) 1)) | |
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331 (if (memq (nth 1 x) '(1 3)) (nth 3 x) (math-sub (nth 3 x) 1))))) |
40785 | 332 |
333 ;;; Compute the mean with an error estimate. | |
334 (defun calcFunc-vmeane (&rest vecs) | |
335 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil)) | |
336 (means (car split)) | |
337 (wts (nth 1 split)) | |
338 (len (1- (length means)))) | |
339 (if (= len 0) | |
340 (math-reject-arg nil "*Must be at least 1 argument") | |
341 (math-with-extra-prec 2 | |
342 (if wts | |
343 (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
344 (suminvsqrwts (calcFunc-reduce | |
345 '(var add var-add) | |
346 (calcFunc-map '(var div var-div) | |
347 1 sqrwts)))) | |
348 (math-make-sdev | |
349 (math-div (calcFunc-reduce '(var add var-add) | |
350 (calcFunc-map '(var div var-div) | |
351 means sqrwts)) | |
352 suminvsqrwts) | |
353 (list 'calcFunc-sqrt (math-div 1 suminvsqrwts)))) | |
354 (let ((mean (math-div (calcFunc-reduce '(var add var-add) means) | |
355 len))) | |
356 (math-make-sdev | |
357 mean | |
358 (list 'calcFunc-sqrt | |
359 (math-div (calcFunc-reducer | |
360 '(var add var-add) | |
361 (calcFunc-map '(var pow var-pow) | |
362 (calcFunc-map '(var abs var-abs) | |
363 (calcFunc-map | |
364 '(var add var-add) | |
365 means | |
366 (math-neg mean))) | |
367 2)) | |
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368 (math-mul len (1- len))))))))))) |
40785 | 369 |
370 | |
371 ;;; Compute the median of a list of values. | |
372 (defun calcFunc-vmedian (&rest vecs) | |
373 (let* ((flat (copy-sequence (cdr (math-flatten-many-vecs vecs)))) | |
374 (p flat) | |
375 (len (length flat)) | |
376 (hlen (/ len 2))) | |
377 (if (= len 0) | |
378 (math-reject-arg nil "*Must be at least 1 argument") | |
379 (if (and (= len 1) (memq (car-safe (car flat)) '(sdev intv))) | |
380 (calcFunc-vmean (car flat)) | |
381 (while p | |
382 (if (eq (car-safe (car p)) 'sdev) | |
383 (setcar p (nth 1 (car p)))) | |
384 (or (Math-anglep (car p)) | |
385 (math-reject-arg (car p) 'anglep)) | |
386 (setq p (cdr p))) | |
387 (setq flat (sort flat 'math-lessp)) | |
388 (if (= (% len 2) 0) | |
389 (math-div (math-add (nth (1- hlen) flat) (nth hlen flat)) 2) | |
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390 (nth hlen flat)))))) |
40785 | 391 |
392 | |
393 (defun calcFunc-vgmean (&rest vecs) | |
394 (let* ((flat (math-flatten-many-vecs vecs)) | |
395 (len (1- (length flat)))) | |
396 (if (= len 0) | |
397 (math-reject-arg nil "*Must be at least 1 argument") | |
398 (math-with-extra-prec 2 | |
399 (let ((x (calcFunc-reduce '(var mul math-mul) flat))) | |
400 (if (= len 2) | |
401 (math-sqrt x) | |
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402 (math-pow x (list 'frac 1 len)))))))) |
40785 | 403 |
404 | |
405 (defun calcFunc-agmean (a b) | |
406 (cond ((Math-equal a b) a) | |
407 ((math-zerop a) a) | |
408 ((math-zerop b) b) | |
409 (calc-symbolic-mode (math-inexact-result)) | |
410 ((not (Math-realp a)) (math-reject-arg a 'realp)) | |
411 ((not (Math-realp b)) (math-reject-arg b 'realp)) | |
412 (t | |
413 (math-with-extra-prec 2 | |
414 (setq a (math-float (math-abs a)) | |
415 b (math-float (math-abs b))) | |
416 (let (mean) | |
417 (while (not (math-nearly-equal-float a b)) | |
418 (setq mean (math-mul-float (math-add-float a b) '(float 5 -1)) | |
419 b (math-sqrt-float (math-mul-float a b)) | |
420 a mean)) | |
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421 a))))) |
40785 | 422 |
423 | |
424 (defun calcFunc-vhmean (&rest vecs) | |
425 (let* ((flat (math-flatten-many-vecs vecs)) | |
426 (len (1- (length flat)))) | |
427 (if (= len 0) | |
428 (math-reject-arg nil "*Must be at least 1 argument") | |
429 (math-with-extra-prec 2 | |
430 (math-div len | |
431 (calcFunc-reduce '(var add math-add) | |
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432 (calcFunc-map '(var inv var-inv) flat))))))) |
40785 | 433 |
434 | |
435 | |
436 ;;; Compute the sample variance or standard deviation of numbers or vectors. | |
437 ;;; (If the numbers are error forms, only the mean part of them is used.) | |
438 (defun calcFunc-vvar (&rest vecs) | |
439 (if (and (= (length vecs) 1) | |
440 (memq (car-safe (car vecs)) '(sdev intv))) | |
441 (if (eq (car-safe (car vecs)) 'intv) | |
442 (math-intv-variance (car vecs) nil) | |
443 (math-sqr (nth 2 (car vecs)))) | |
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444 (math-covariance vecs nil nil 0))) |
40785 | 445 |
446 (defun calcFunc-vsdev (&rest vecs) | |
447 (if (and (= (length vecs) 1) | |
448 (memq (car-safe (car vecs)) '(sdev intv))) | |
449 (if (eq (car-safe (car vecs)) 'intv) | |
450 (if (math-floatp (car vecs)) | |
451 (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs))) | |
452 (math-sqrt-12)) | |
453 (math-sqrt (calcFunc-vvar (car vecs)))) | |
454 (nth 2 (car vecs))) | |
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455 (math-sqrt (math-covariance vecs nil nil 0)))) |
40785 | 456 |
457 ;;; Compute the population variance or std deviation of numbers or vectors. | |
458 (defun calcFunc-vpvar (&rest vecs) | |
459 (if (and (= (length vecs) 1) | |
460 (memq (car-safe (car vecs)) '(sdev intv))) | |
461 (if (eq (car-safe (car vecs)) 'intv) | |
462 (math-intv-variance (car vecs) t) | |
463 (math-sqr (nth 2 (car vecs)))) | |
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464 (math-covariance vecs nil t 0))) |
40785 | 465 |
466 (defun calcFunc-vpsdev (&rest vecs) | |
467 (if (and (= (length vecs) 1) | |
468 (memq (car-safe (car vecs)) '(sdev intv))) | |
469 (if (eq (car-safe (car vecs)) 'intv) | |
470 (if (math-floatp (car vecs)) | |
471 (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs))) | |
472 (math-sqrt-12)) | |
473 (math-sqrt (calcFunc-vpvar (car vecs)))) | |
474 (nth 2 (car vecs))) | |
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475 (math-sqrt (math-covariance vecs nil t 0)))) |
40785 | 476 |
477 (defun math-intv-variance (x pop) | |
478 (or (math-constp x) (math-reject-arg x 'constp)) | |
479 (if (math-floatp x) | |
480 (math-div (math-sqr (math-sub (nth 3 x) (nth 2 x))) 12) | |
481 (let* ((x (math-fix-int-intv x)) | |
482 (len (math-sub (nth 3 x) (nth 2 x))) | |
483 (hlen (math-quotient len 2))) | |
484 (math-div (if (math-evenp len) | |
485 (calcFunc-sum '(^ (var X var-X) 2) '(var X var-X) | |
486 (math-neg hlen) hlen) | |
487 (calcFunc-sum '(^ (- (var X var-X) (/ 1 2)) 2) | |
488 '(var X var-X) | |
489 (math-neg hlen) (math-add hlen 1))) | |
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490 (if pop (math-add len 1) len))))) |
40785 | 491 |
492 ;;; Compute the covariance and linear correlation coefficient. | |
493 (defun calcFunc-vcov (vec1 &optional vec2) | |
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494 (math-covariance (list vec1) (list vec2) nil 1)) |
40785 | 495 |
496 (defun calcFunc-vpcov (vec1 &optional vec2) | |
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497 (math-covariance (list vec1) (list vec2) t 1)) |
40785 | 498 |
499 (defun calcFunc-vcorr (vec1 &optional vec2) | |
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500 (math-covariance (list vec1) (list vec2) nil 2)) |
40785 | 501 |
502 | |
503 (defun math-covariance (vec1 vec2 pop mode) | |
504 (or (car vec2) (= mode 0) | |
505 (progn | |
506 (if (and (eq (car-safe (car vec1)) 'var) | |
507 (eq (car-safe (calc-var-value (nth 2 (car vec1)))) 'vec)) | |
508 (setq vec1 (symbol-value (nth 2 (car vec1)))) | |
509 (setq vec1 (car vec1))) | |
510 (or (math-matrixp vec1) (math-dimension-error)) | |
511 (or (= (length (nth 1 vec1)) 3) (math-dimension-error)) | |
512 (setq vec2 (list (math-mat-col vec1 2)) | |
513 vec1 (list (math-mat-col vec1 1))))) | |
514 (math-with-extra-prec 2 | |
515 (let* ((split1 (math-split-sdev-vec (math-flatten-many-vecs vec1) nil)) | |
516 (means1 (car split1)) | |
517 (wts1 (nth 1 split1)) | |
518 split2 means2 (wts2 nil) | |
519 (sqrwts nil) | |
520 suminvsqrwts | |
521 (len (1- (length means1)))) | |
522 (if (< len (if pop 1 2)) | |
523 (math-reject-arg nil (if pop | |
524 "*Must be at least 1 argument" | |
525 "*Must be at least 2 arguments"))) | |
526 (if (or wts1 wts2) | |
527 (setq sqrwts (math-add | |
528 (if wts1 | |
529 (calcFunc-map '(var mul var-mul) wts1 wts1) | |
530 0) | |
531 (if wts2 | |
532 (calcFunc-map '(var mul var-mul) wts2 wts2) | |
533 0)) | |
534 suminvsqrwts (calcFunc-reduce | |
535 '(var add var-add) | |
536 (calcFunc-map '(var div var-div) 1 sqrwts)))) | |
537 (or (= mode 0) | |
538 (progn | |
539 (setq split2 (math-split-sdev-vec (math-flatten-many-vecs vec2) | |
540 nil) | |
541 means2 (car split2) | |
542 wts2 (nth 2 split1)) | |
543 (or (= len (1- (length means2))) (math-dimension-error)))) | |
544 (let* ((diff1 (calcFunc-map | |
545 '(var add var-add) | |
546 means1 | |
547 (if sqrwts | |
548 (math-div (calcFunc-reduce | |
549 '(var add var-add) | |
550 (calcFunc-map '(var div var-div) | |
551 means1 sqrwts)) | |
552 (math-neg suminvsqrwts)) | |
553 (math-div (calcFunc-reducer '(var add var-add) means1) | |
554 (- len))))) | |
555 (diff2 (if (= mode 0) | |
556 diff1 | |
557 (calcFunc-map | |
558 '(var add var-add) | |
559 means2 | |
560 (if sqrwts | |
561 (math-div (calcFunc-reduce | |
562 '(var add var-add) | |
563 (calcFunc-map '(var div var-div) | |
564 means2 sqrwts)) | |
565 (math-neg suminvsqrwts)) | |
566 (math-div (calcFunc-reducer '(var add var-add) means2) | |
567 (- len)))))) | |
568 (covar (calcFunc-map '(var mul var-mul) diff1 diff2))) | |
569 (if sqrwts | |
570 (setq covar (calcFunc-map '(var div var-div) covar sqrwts))) | |
571 (math-div | |
572 (calcFunc-reducer '(var add var-add) covar) | |
573 (if (= mode 2) | |
574 (let ((var1 (calcFunc-map '(var mul var-mul) diff1 diff1)) | |
575 (var2 (calcFunc-map '(var mul var-mul) diff2 diff2))) | |
576 (if sqrwts | |
577 (setq var1 (calcFunc-map '(var div var-div) var1 sqrwts) | |
578 var2 (calcFunc-map '(var div var-div) var2 sqrwts))) | |
579 (math-sqrt | |
580 (math-mul (calcFunc-reducer '(var add var-add) var1) | |
581 (calcFunc-reducer '(var add var-add) var2)))) | |
582 (if sqrwts | |
583 (if pop | |
584 suminvsqrwts | |
585 (math-div (math-mul suminvsqrwts (1- len)) len)) | |
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586 (if pop len (1- len))))))))) |
40785 | 587 |
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588 ;;; calc-stat.el ends here |