annotate lisp/calc/calc-stat.el @ 82439:d45f82f9c8f3

(math-bignum-logb-digit-size,math-bignum-digit-power-of-two): Remove `eval-when-compile's.
author Jay Belanger <jay.p.belanger@gmail.com>
date Fri, 17 Aug 2007 20:18:45 +0000
parents 095d08e7d6bb
children 9754bb0422ed f55f9811f5d7
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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,
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4 ;; 2005, 2006, 2007 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>
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8
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9 ;; This file is part of GNU Emacs.
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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, or (at your option)
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14 ;; any later version.
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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; see the file COPYING. If not, write to the
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23 ;; Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor,
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24 ;; Boston, MA 02110-1301, USA.
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25
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26 ;;; Commentary:
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27
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28 ;;; Code:
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29
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30 ;; This file is autoloaded from calc-ext.el.
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31
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32 (require 'calc-ext)
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33 (require 'calc-macs)
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34
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35 ;;; Statistical operations on vectors.
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36
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37 (defun calc-vector-count (arg)
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38 (interactive "P")
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39 (calc-slow-wrapper
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40 (calc-vector-op "coun" 'calcFunc-vcount arg)))
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41
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42 (defun calc-vector-sum (arg)
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43 (interactive "P")
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44 (calc-slow-wrapper
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45 (if (calc-is-hyperbolic)
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46 (calc-vector-op "vprd" 'calcFunc-vprod arg)
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47 (calc-vector-op "vsum" 'calcFunc-vsum arg))))
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48
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49 (defun calc-vector-product (arg)
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50 (interactive "P")
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51 (calc-hyperbolic-func)
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52 (calc-vector-sum arg))
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53
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54 (defun calc-vector-max (arg)
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55 (interactive "P")
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56 (calc-slow-wrapper
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57 (if (calc-is-inverse)
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58 (calc-vector-op "vmin" 'calcFunc-vmin arg)
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59 (calc-vector-op "vmax" 'calcFunc-vmax arg))))
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60
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61 (defun calc-vector-min (arg)
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62 (interactive "P")
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63 (calc-invert-func)
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64 (calc-vector-max arg))
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65
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66 (defun calc-vector-mean (arg)
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67 (interactive "P")
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68 (calc-slow-wrapper
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69 (if (calc-is-hyperbolic)
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70 (if (calc-is-inverse)
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71 (calc-vector-op "harm" 'calcFunc-vhmean arg)
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72 (calc-vector-op "medn" 'calcFunc-vmedian arg))
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73 (if (calc-is-inverse)
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74 (calc-vector-op "meae" 'calcFunc-vmeane arg)
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75 (calc-vector-op "mean" 'calcFunc-vmean arg)))))
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76
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77 (defun calc-vector-mean-error (arg)
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78 (interactive "P")
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79 (calc-invert-func)
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80 (calc-vector-mean arg))
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81
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82 (defun calc-vector-median (arg)
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83 (interactive "P")
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84 (calc-hyperbolic-func)
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85 (calc-vector-mean arg))
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86
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87 (defun calc-vector-harmonic-mean (arg)
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88 (interactive "P")
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89 (calc-invert-func)
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90 (calc-hyperbolic-func)
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91 (calc-vector-mean arg))
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92
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93 (defun calc-vector-geometric-mean (arg)
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94 (interactive "P")
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95 (calc-slow-wrapper
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96 (if (calc-is-hyperbolic)
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97 (calc-binary-op "geom" 'calcFunc-agmean arg)
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98 (calc-vector-op "geom" 'calcFunc-vgmean arg))))
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99
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100 (defun calc-vector-sdev (arg)
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101 (interactive "P")
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102 (calc-slow-wrapper
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103 (if (calc-is-hyperbolic)
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104 (if (calc-is-inverse)
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105 (calc-vector-op "pvar" 'calcFunc-vpvar arg)
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106 (calc-vector-op "var" 'calcFunc-vvar arg))
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107 (if (calc-is-inverse)
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108 (calc-vector-op "psdv" 'calcFunc-vpsdev arg)
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109 (calc-vector-op "sdev" 'calcFunc-vsdev arg)))))
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110
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111 (defun calc-vector-pop-sdev (arg)
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112 (interactive "P")
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113 (calc-invert-func)
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114 (calc-vector-sdev arg))
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115
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116 (defun calc-vector-variance (arg)
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117 (interactive "P")
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118 (calc-hyperbolic-func)
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119 (calc-vector-sdev arg))
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120
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121 (defun calc-vector-pop-variance (arg)
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122 (interactive "P")
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123 (calc-invert-func)
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124 (calc-hyperbolic-func)
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125 (calc-vector-sdev arg))
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126
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127 (defun calc-vector-covariance (arg)
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128 (interactive "P")
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129 (calc-slow-wrapper
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130 (let ((n (if (eq arg 1) 1 2)))
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131 (if (calc-is-hyperbolic)
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132 (calc-enter-result n "corr" (cons 'calcFunc-vcorr
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133 (calc-top-list-n n)))
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134 (if (calc-is-inverse)
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135 (calc-enter-result n "pcov" (cons 'calcFunc-vpcov
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136 (calc-top-list-n n)))
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137 (calc-enter-result n "cov" (cons 'calcFunc-vcov
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138 (calc-top-list-n n))))))))
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139
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140 (defun calc-vector-pop-covariance (arg)
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141 (interactive "P")
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142 (calc-invert-func)
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143 (calc-vector-covariance arg))
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144
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145 (defun calc-vector-correlation (arg)
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146 (interactive "P")
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147 (calc-hyperbolic-func)
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148 (calc-vector-covariance arg))
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149
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150 (defun calc-vector-op (name func arg)
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151 (setq calc-aborted-prefix name
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152 arg (prefix-numeric-value arg))
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153 (if (< arg 0)
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154 (error "Negative arguments not allowed"))
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155 (calc-enter-result arg name (cons func (calc-top-list-n arg))))
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156
2fb9d407ae73 Initial import of Calc 2.02f.
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157
2fb9d407ae73 Initial import of Calc 2.02f.
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158
2fb9d407ae73 Initial import of Calc 2.02f.
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159
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parents:
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160 ;;; Useful statistical functions
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161
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162 ;;; Sum, product, etc., of one or more values or vectors.
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163 ;;; Each argument must be either a number or a vector. Vectors
2fb9d407ae73 Initial import of Calc 2.02f.
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164 ;;; are flattened, but variables inside are assumed to represent
2fb9d407ae73 Initial import of Calc 2.02f.
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165 ;;; non-vectors.
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166
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167 (defun calcFunc-vsum (&rest vecs)
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168 (math-reduce-many-vecs 'calcFunc-add 'calcFunc-vsum vecs 0))
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169
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170 (defun calcFunc-vprod (&rest vecs)
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171 (math-reduce-many-vecs 'calcFunc-mul 'calcFunc-vprod vecs 1))
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172
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173 (defun calcFunc-vmax (&rest vecs)
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174 (if (eq (car-safe (car vecs)) 'sdev)
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175 '(var inf var-inf)
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176 (if (eq (car-safe (car vecs)) 'intv)
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177 (nth 3 (math-fix-int-intv (car vecs)))
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178 (math-reduce-many-vecs 'calcFunc-max 'calcFunc-vmax vecs
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179 '(neg (var inf var-inf))))))
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180
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181 (defun calcFunc-vmin (&rest vecs)
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182 (if (eq (car-safe (car vecs)) 'sdev)
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183 '(neg (var inf var-inf))
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184 (if (eq (car-safe (car vecs)) 'intv)
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185 (nth 2 (math-fix-int-intv (car vecs)))
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186 (math-reduce-many-vecs 'calcFunc-min 'calcFunc-vmin vecs
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187 '(var inf var-inf)))))
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188
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189 (defun math-reduce-many-vecs (func whole-func vecs ident)
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190 (let ((const-part nil)
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191 (symb-part nil)
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192 val vec)
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193 (let ((calc-internal-prec (+ calc-internal-prec 2)))
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194 (while vecs
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195 (setq val (car vecs))
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196 (and (eq (car-safe val) 'var)
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197 (eq (car-safe (calc-var-value (nth 2 val))) 'vec)
2fb9d407ae73 Initial import of Calc 2.02f.
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198 (setq val (symbol-value (nth 2 val))))
2fb9d407ae73 Initial import of Calc 2.02f.
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199 (cond ((Math-vectorp val)
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200 (setq vec (append (and const-part (list const-part))
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201 (math-flatten-vector val)))
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202 (setq const-part (if vec
2fb9d407ae73 Initial import of Calc 2.02f.
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203 (calcFunc-reducer
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204 (math-calcFunc-to-var func)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
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205 (cons 'vec vec))
2fb9d407ae73 Initial import of Calc 2.02f.
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206 ident)))
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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207 ((or (Math-objectp val) (math-infinitep val))
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208 (setq const-part (if const-part
2fb9d407ae73 Initial import of Calc 2.02f.
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209 (funcall func const-part val)
2fb9d407ae73 Initial import of Calc 2.02f.
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210 val)))
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211 (t
2fb9d407ae73 Initial import of Calc 2.02f.
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212 (setq symb-part (nconc symb-part (list val)))))
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213 (setq vecs (cdr vecs))))
2fb9d407ae73 Initial import of Calc 2.02f.
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214 (if const-part
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215 (progn
2fb9d407ae73 Initial import of Calc 2.02f.
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216 (setq const-part (math-normalize const-part))
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217 (if symb-part
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218 (funcall func const-part (cons whole-func symb-part))
2fb9d407ae73 Initial import of Calc 2.02f.
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219 const-part))
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220 (if symb-part (cons whole-func symb-part) ident))))
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221
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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222
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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223 ;;; Return the number of data elements among the arguments.
2fb9d407ae73 Initial import of Calc 2.02f.
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224 (defun calcFunc-vcount (&rest vecs)
2fb9d407ae73 Initial import of Calc 2.02f.
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225 (let ((count 0))
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parents:
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226 (while vecs
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227 (setq count (if (Math-vectorp (car vecs))
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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228 (+ count (math-count-elements (car vecs)))
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parents:
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229 (if (Math-objectp (car vecs))
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230 (1+ count)
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parents:
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231 (if (and (eq (car-safe (car vecs)) 'var)
2fb9d407ae73 Initial import of Calc 2.02f.
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232 (eq (car-safe (calc-var-value
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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233 (nth 2 (car vecs))))
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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234 'vec))
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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235 (+ count (math-count-elements
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
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236 (symbol-value (nth 2 (car vecs)))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
237 (math-reject-arg (car vecs) 'numvecp))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
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238 vecs (cdr vecs)))
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239 count))
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240
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
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241 (defun math-count-elements (vec)
2fb9d407ae73 Initial import of Calc 2.02f.
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242 (let ((count 0))
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243 (while (setq vec (cdr vec))
2fb9d407ae73 Initial import of Calc 2.02f.
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244 (setq count (if (Math-vectorp (car vec))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
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245 (+ count (math-count-elements (car vec)))
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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246 (1+ count))))
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247 count))
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248
2fb9d407ae73 Initial import of Calc 2.02f.
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249
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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250 (defun math-flatten-many-vecs (vecs)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
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251 (let ((p vecs)
2fb9d407ae73 Initial import of Calc 2.02f.
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252 (vec (list 'vec)))
2fb9d407ae73 Initial import of Calc 2.02f.
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253 (while p
2fb9d407ae73 Initial import of Calc 2.02f.
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254 (setq vec (nconc vec
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parents:
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255 (if (Math-vectorp (car p))
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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256 (math-flatten-vector (car p))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
257 (if (Math-objectp (car p))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
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258 (list (car p))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
259 (if (and (eq (car-safe (car p)) 'var)
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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260 (eq (car-safe (calc-var-value
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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261 (nth 2 (car p)))) 'vec))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
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262 (math-flatten-vector (symbol-value
2fb9d407ae73 Initial import of Calc 2.02f.
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parents:
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263 (nth 2 (car p))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
264 (math-reject-arg (car p) 'numvecp)))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
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265 p (cdr p)))
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266 vec))
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267
2fb9d407ae73 Initial import of Calc 2.02f.
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268 (defun calcFunc-vflat (&rest vecs)
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269 (math-flatten-many-vecs vecs))
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270
2fb9d407ae73 Initial import of Calc 2.02f.
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271 (defun math-split-sdev-vec (vec zero-ok)
2fb9d407ae73 Initial import of Calc 2.02f.
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272 (let ((means (list 'vec))
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273 (wts (list 'vec))
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parents:
diff changeset
274 (exact nil)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
275 (p vec))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
276 (while (and (setq p (cdr p))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
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277 (not (and (consp (car p))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
278 (eq (car (car p)) 'sdev)))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
279 (if (null p)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
280 (list vec nil)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
281 (while (setq vec (cdr vec))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
282 (if (and (consp (setq p (car vec)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
283 (eq (car p) 'sdev))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
284 (or exact
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
285 (setq means (cons (nth 1 p) means)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
286 wts (cons (nth 2 p) wts)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
287 (if zero-ok
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
288 (setq means (cons (nth 1 p) means)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
289 wts (cons 0 wts))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
290 (or exact
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
291 (setq means (list 'vec)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
292 wts nil
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
293 exact t))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
294 (setq means (cons p means)))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
295 (list (nreverse means)
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
296 (and wts (nreverse wts))))))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
297
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
298
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
299 ;;; Return the arithmetic mean of the argument numbers or vectors.
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
300 ;;; (If numbers are error forms, computes the weighted mean.)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
301 (defun calcFunc-vmean (&rest vecs)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
302 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
303 (means (car split))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
304 (wts (nth 1 split))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
305 (len (1- (length means))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
306 (if (= len 0)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
307 (math-reject-arg nil "*Must be at least 1 argument")
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
308 (if (and (= len 1) (eq (car-safe (nth 1 means)) 'intv))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
309 (let ((x (math-fix-int-intv (nth 1 means))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
310 (calcFunc-vmean (nth 2 x) (nth 3 x)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
311 (math-with-extra-prec 2
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
312 (if (and wts (> len 1))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
313 (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
314 (suminvsqrwts (calcFunc-reduce
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
315 '(var add var-add)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
316 (calcFunc-map '(var div var-div)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
317 1 sqrwts))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
318 (math-div (calcFunc-reduce '(var add var-add)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
319 (calcFunc-map '(var div var-div)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
320 means sqrwts))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
321 suminvsqrwts))
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
322 (math-div (calcFunc-reduce '(var add var-add) means) len)))))))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
323
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
324 (defun math-fix-int-intv (x)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
325 (if (math-floatp x)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
326 x
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
327 (list 'intv 3
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
328 (if (memq (nth 1 x) '(2 3)) (nth 2 x) (math-add (nth 2 x) 1))
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
329 (if (memq (nth 1 x) '(1 3)) (nth 3 x) (math-sub (nth 3 x) 1)))))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
330
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
331 ;;; Compute the mean with an error estimate.
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
332 (defun calcFunc-vmeane (&rest vecs)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
333 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
334 (means (car split))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
335 (wts (nth 1 split))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
336 (len (1- (length means))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
337 (if (= len 0)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
338 (math-reject-arg nil "*Must be at least 1 argument")
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
339 (math-with-extra-prec 2
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
340 (if wts
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
341 (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
342 (suminvsqrwts (calcFunc-reduce
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
343 '(var add var-add)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
344 (calcFunc-map '(var div var-div)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
345 1 sqrwts))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
346 (math-make-sdev
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
347 (math-div (calcFunc-reduce '(var add var-add)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
348 (calcFunc-map '(var div var-div)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
349 means sqrwts))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
350 suminvsqrwts)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
351 (list 'calcFunc-sqrt (math-div 1 suminvsqrwts))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
352 (let ((mean (math-div (calcFunc-reduce '(var add var-add) means)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
353 len)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
354 (math-make-sdev
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
355 mean
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
356 (list 'calcFunc-sqrt
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
357 (math-div (calcFunc-reducer
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
358 '(var add var-add)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
359 (calcFunc-map '(var pow var-pow)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
360 (calcFunc-map '(var abs var-abs)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
361 (calcFunc-map
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
362 '(var add var-add)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
363 means
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
364 (math-neg mean)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
365 2))
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
366 (math-mul len (1- len)))))))))))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
367
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
368
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
369 ;;; Compute the median of a list of values.
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
370 (defun calcFunc-vmedian (&rest vecs)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
371 (let* ((flat (copy-sequence (cdr (math-flatten-many-vecs vecs))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
372 (p flat)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
373 (len (length flat))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
374 (hlen (/ len 2)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
375 (if (= len 0)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
376 (math-reject-arg nil "*Must be at least 1 argument")
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
377 (if (and (= len 1) (memq (car-safe (car flat)) '(sdev intv)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
378 (calcFunc-vmean (car flat))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
379 (while p
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
380 (if (eq (car-safe (car p)) 'sdev)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
381 (setcar p (nth 1 (car p))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
382 (or (Math-anglep (car p))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
383 (math-reject-arg (car p) 'anglep))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
384 (setq p (cdr p)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
385 (setq flat (sort flat 'math-lessp))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
386 (if (= (% len 2) 0)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
387 (math-div (math-add (nth (1- hlen) flat) (nth hlen flat)) 2)
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
388 (nth hlen flat))))))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
389
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
390
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
391 (defun calcFunc-vgmean (&rest vecs)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
392 (let* ((flat (math-flatten-many-vecs vecs))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
393 (len (1- (length flat))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
394 (if (= len 0)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
395 (math-reject-arg nil "*Must be at least 1 argument")
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
396 (math-with-extra-prec 2
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
397 (let ((x (calcFunc-reduce '(var mul math-mul) flat)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
398 (if (= len 2)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
399 (math-sqrt x)
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
400 (math-pow x (list 'frac 1 len))))))))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
401
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
402
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
403 (defun calcFunc-agmean (a b)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
404 (cond ((Math-equal a b) a)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
405 ((math-zerop a) a)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
406 ((math-zerop b) b)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
407 (calc-symbolic-mode (math-inexact-result))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
408 ((not (Math-realp a)) (math-reject-arg a 'realp))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
409 ((not (Math-realp b)) (math-reject-arg b 'realp))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
410 (t
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
411 (math-with-extra-prec 2
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
412 (setq a (math-float (math-abs a))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
413 b (math-float (math-abs b)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
414 (let (mean)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
415 (while (not (math-nearly-equal-float a b))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
416 (setq mean (math-mul-float (math-add-float a b) '(float 5 -1))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
417 b (math-sqrt-float (math-mul-float a b))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
418 a mean))
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
419 a)))))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
420
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
421
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
422 (defun calcFunc-vhmean (&rest vecs)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
423 (let* ((flat (math-flatten-many-vecs vecs))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
424 (len (1- (length flat))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
425 (if (= len 0)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
426 (math-reject-arg nil "*Must be at least 1 argument")
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
427 (math-with-extra-prec 2
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
428 (math-div len
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
429 (calcFunc-reduce '(var add math-add)
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
430 (calcFunc-map '(var inv var-inv) flat)))))))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
431
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
432
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
433
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
434 ;;; Compute the sample variance or standard deviation of numbers or vectors.
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
435 ;;; (If the numbers are error forms, only the mean part of them is used.)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
436 (defun calcFunc-vvar (&rest vecs)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
437 (if (and (= (length vecs) 1)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
438 (memq (car-safe (car vecs)) '(sdev intv)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
439 (if (eq (car-safe (car vecs)) 'intv)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
440 (math-intv-variance (car vecs) nil)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
441 (math-sqr (nth 2 (car vecs))))
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
442 (math-covariance vecs nil nil 0)))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
443
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
444 (defun calcFunc-vsdev (&rest vecs)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
445 (if (and (= (length vecs) 1)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
446 (memq (car-safe (car vecs)) '(sdev intv)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
447 (if (eq (car-safe (car vecs)) 'intv)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
448 (if (math-floatp (car vecs))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
449 (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
450 (math-sqrt-12))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
451 (math-sqrt (calcFunc-vvar (car vecs))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
452 (nth 2 (car vecs)))
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
453 (math-sqrt (math-covariance vecs nil nil 0))))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
454
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
455 ;;; Compute the population variance or std deviation of numbers or vectors.
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
456 (defun calcFunc-vpvar (&rest vecs)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
457 (if (and (= (length vecs) 1)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
458 (memq (car-safe (car vecs)) '(sdev intv)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
459 (if (eq (car-safe (car vecs)) 'intv)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
460 (math-intv-variance (car vecs) t)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
461 (math-sqr (nth 2 (car vecs))))
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
462 (math-covariance vecs nil t 0)))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
463
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
464 (defun calcFunc-vpsdev (&rest vecs)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
465 (if (and (= (length vecs) 1)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
466 (memq (car-safe (car vecs)) '(sdev intv)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
467 (if (eq (car-safe (car vecs)) 'intv)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
468 (if (math-floatp (car vecs))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
469 (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
470 (math-sqrt-12))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
471 (math-sqrt (calcFunc-vpvar (car vecs))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
472 (nth 2 (car vecs)))
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
473 (math-sqrt (math-covariance vecs nil t 0))))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
474
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
475 (defun math-intv-variance (x pop)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
476 (or (math-constp x) (math-reject-arg x 'constp))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
477 (if (math-floatp x)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
478 (math-div (math-sqr (math-sub (nth 3 x) (nth 2 x))) 12)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
479 (let* ((x (math-fix-int-intv x))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
480 (len (math-sub (nth 3 x) (nth 2 x)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
481 (hlen (math-quotient len 2)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
482 (math-div (if (math-evenp len)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
483 (calcFunc-sum '(^ (var X var-X) 2) '(var X var-X)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
484 (math-neg hlen) hlen)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
485 (calcFunc-sum '(^ (- (var X var-X) (/ 1 2)) 2)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
486 '(var X var-X)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
487 (math-neg hlen) (math-add hlen 1)))
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
488 (if pop (math-add len 1) len)))))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
489
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
490 ;;; Compute the covariance and linear correlation coefficient.
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
491 (defun calcFunc-vcov (vec1 &optional vec2)
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
492 (math-covariance (list vec1) (list vec2) nil 1))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
493
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
494 (defun calcFunc-vpcov (vec1 &optional vec2)
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
495 (math-covariance (list vec1) (list vec2) t 1))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
496
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
497 (defun calcFunc-vcorr (vec1 &optional vec2)
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
498 (math-covariance (list vec1) (list vec2) nil 2))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
499
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
500
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
501 (defun math-covariance (vec1 vec2 pop mode)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
502 (or (car vec2) (= mode 0)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
503 (progn
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
504 (if (and (eq (car-safe (car vec1)) 'var)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
505 (eq (car-safe (calc-var-value (nth 2 (car vec1)))) 'vec))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
506 (setq vec1 (symbol-value (nth 2 (car vec1))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
507 (setq vec1 (car vec1)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
508 (or (math-matrixp vec1) (math-dimension-error))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
509 (or (= (length (nth 1 vec1)) 3) (math-dimension-error))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
510 (setq vec2 (list (math-mat-col vec1 2))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
511 vec1 (list (math-mat-col vec1 1)))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
512 (math-with-extra-prec 2
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
513 (let* ((split1 (math-split-sdev-vec (math-flatten-many-vecs vec1) nil))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
514 (means1 (car split1))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
515 (wts1 (nth 1 split1))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
516 split2 means2 (wts2 nil)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
517 (sqrwts nil)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
518 suminvsqrwts
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
519 (len (1- (length means1))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
520 (if (< len (if pop 1 2))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
521 (math-reject-arg nil (if pop
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
522 "*Must be at least 1 argument"
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
523 "*Must be at least 2 arguments")))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
524 (if (or wts1 wts2)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
525 (setq sqrwts (math-add
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
526 (if wts1
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
527 (calcFunc-map '(var mul var-mul) wts1 wts1)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
528 0)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
529 (if wts2
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
530 (calcFunc-map '(var mul var-mul) wts2 wts2)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
531 0))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
532 suminvsqrwts (calcFunc-reduce
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
533 '(var add var-add)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
534 (calcFunc-map '(var div var-div) 1 sqrwts))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
535 (or (= mode 0)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
536 (progn
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
537 (setq split2 (math-split-sdev-vec (math-flatten-many-vecs vec2)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
538 nil)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
539 means2 (car split2)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
540 wts2 (nth 2 split1))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
541 (or (= len (1- (length means2))) (math-dimension-error))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
542 (let* ((diff1 (calcFunc-map
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
543 '(var add var-add)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
544 means1
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
545 (if sqrwts
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
546 (math-div (calcFunc-reduce
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
547 '(var add var-add)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
548 (calcFunc-map '(var div var-div)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
549 means1 sqrwts))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
550 (math-neg suminvsqrwts))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
551 (math-div (calcFunc-reducer '(var add var-add) means1)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
552 (- len)))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
553 (diff2 (if (= mode 0)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
554 diff1
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
555 (calcFunc-map
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
556 '(var add var-add)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
557 means2
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
558 (if sqrwts
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
559 (math-div (calcFunc-reduce
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
560 '(var add var-add)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
561 (calcFunc-map '(var div var-div)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
562 means2 sqrwts))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
563 (math-neg suminvsqrwts))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
564 (math-div (calcFunc-reducer '(var add var-add) means2)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
565 (- len))))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
566 (covar (calcFunc-map '(var mul var-mul) diff1 diff2)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
567 (if sqrwts
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
568 (setq covar (calcFunc-map '(var div var-div) covar sqrwts)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
569 (math-div
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
570 (calcFunc-reducer '(var add var-add) covar)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
571 (if (= mode 2)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
572 (let ((var1 (calcFunc-map '(var mul var-mul) diff1 diff1))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
573 (var2 (calcFunc-map '(var mul var-mul) diff2 diff2)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
574 (if sqrwts
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
575 (setq var1 (calcFunc-map '(var div var-div) var1 sqrwts)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
576 var2 (calcFunc-map '(var div var-div) var2 sqrwts)))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
577 (math-sqrt
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
578 (math-mul (calcFunc-reducer '(var add var-add) var1)
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
579 (calcFunc-reducer '(var add var-add) var2))))
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
580 (if sqrwts
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
581 (if pop
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
582 suminvsqrwts
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
583 (math-div (math-mul suminvsqrwts (1- len)) len))
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
584 (if pop len (1- len)))))))))
40785
2fb9d407ae73 Initial import of Calc 2.02f.
Eli Zaretskii <eliz@gnu.org>
parents:
diff changeset
585
58672
2b456d2d12eb Add a provide statement.
Jay Belanger <jay.p.belanger@gmail.com>
parents: 52401
diff changeset
586 (provide 'calc-stat)
2b456d2d12eb Add a provide statement.
Jay Belanger <jay.p.belanger@gmail.com>
parents: 52401
diff changeset
587
52401
695cf19ef79e Add arch taglines
Miles Bader <miles@gnu.org>
parents: 49598
diff changeset
588 ;;; arch-tag: 423858e9-8513-489c-9f35-710cd9d9c307
41047
73f364fd8aaa Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents: 40785
diff changeset
589 ;;; calc-stat.el ends here