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author | Juri Linkov <juri@jurta.org> |
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date | Thu, 17 Nov 2005 07:30:40 +0000 |
parents | 1db49616ce05 |
children | 6bf177f8065b 187d6a1f84f7 |
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, 2002, 2003, 2004, |
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4 ;; 2005 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 <belanger@truman.edu> |
40785 | 8 |
9 ;; This file is part of GNU Emacs. | |
10 | |
11 ;; GNU Emacs is distributed in the hope that it will be useful, | |
12 ;; but WITHOUT ANY WARRANTY. No author or distributor | |
13 ;; accepts responsibility to anyone for the consequences of using it | |
14 ;; or for whether it serves any particular purpose or works at all, | |
15 ;; unless he says so in writing. Refer to the GNU Emacs General Public | |
16 ;; License for full details. | |
17 | |
18 ;; Everyone is granted permission to copy, modify and redistribute | |
19 ;; GNU Emacs, but only under the conditions described in the | |
20 ;; GNU Emacs General Public License. A copy of this license is | |
21 ;; supposed to have been given to you along with GNU Emacs so you | |
22 ;; can know your rights and responsibilities. It should be in a | |
23 ;; file named COPYING. Among other things, the copyright notice | |
24 ;; and this notice must be preserved on all copies. | |
25 | |
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26 ;;; Commentary: |
40785 | 27 |
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28 ;;; Code: |
40785 | 29 |
30 ;; This file is autoloaded from calc-ext.el. | |
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31 |
40785 | 32 (require 'calc-ext) |
33 (require 'calc-macs) | |
34 | |
35 ;;; Statistical operations on vectors. | |
36 | |
37 (defun calc-vector-count (arg) | |
38 (interactive "P") | |
39 (calc-slow-wrapper | |
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40 (calc-vector-op "coun" 'calcFunc-vcount arg))) |
40785 | 41 |
42 (defun calc-vector-sum (arg) | |
43 (interactive "P") | |
44 (calc-slow-wrapper | |
45 (if (calc-is-hyperbolic) | |
46 (calc-vector-op "vprd" 'calcFunc-vprod arg) | |
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47 (calc-vector-op "vsum" 'calcFunc-vsum arg)))) |
40785 | 48 |
49 (defun calc-vector-product (arg) | |
50 (interactive "P") | |
51 (calc-hyperbolic-func) | |
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52 (calc-vector-sum arg)) |
40785 | 53 |
54 (defun calc-vector-max (arg) | |
55 (interactive "P") | |
56 (calc-slow-wrapper | |
57 (if (calc-is-inverse) | |
58 (calc-vector-op "vmin" 'calcFunc-vmin arg) | |
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59 (calc-vector-op "vmax" 'calcFunc-vmax arg)))) |
40785 | 60 |
61 (defun calc-vector-min (arg) | |
62 (interactive "P") | |
63 (calc-invert-func) | |
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64 (calc-vector-max arg)) |
40785 | 65 |
66 (defun calc-vector-mean (arg) | |
67 (interactive "P") | |
68 (calc-slow-wrapper | |
69 (if (calc-is-hyperbolic) | |
70 (if (calc-is-inverse) | |
71 (calc-vector-op "harm" 'calcFunc-vhmean arg) | |
72 (calc-vector-op "medn" 'calcFunc-vmedian arg)) | |
73 (if (calc-is-inverse) | |
74 (calc-vector-op "meae" 'calcFunc-vmeane arg) | |
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75 (calc-vector-op "mean" 'calcFunc-vmean arg))))) |
40785 | 76 |
77 (defun calc-vector-mean-error (arg) | |
78 (interactive "P") | |
79 (calc-invert-func) | |
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80 (calc-vector-mean arg)) |
40785 | 81 |
82 (defun calc-vector-median (arg) | |
83 (interactive "P") | |
84 (calc-hyperbolic-func) | |
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85 (calc-vector-mean arg)) |
40785 | 86 |
87 (defun calc-vector-harmonic-mean (arg) | |
88 (interactive "P") | |
89 (calc-invert-func) | |
90 (calc-hyperbolic-func) | |
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91 (calc-vector-mean arg)) |
40785 | 92 |
93 (defun calc-vector-geometric-mean (arg) | |
94 (interactive "P") | |
95 (calc-slow-wrapper | |
96 (if (calc-is-hyperbolic) | |
97 (calc-binary-op "geom" 'calcFunc-agmean arg) | |
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98 (calc-vector-op "geom" 'calcFunc-vgmean arg)))) |
40785 | 99 |
100 (defun calc-vector-sdev (arg) | |
101 (interactive "P") | |
102 (calc-slow-wrapper | |
103 (if (calc-is-hyperbolic) | |
104 (if (calc-is-inverse) | |
105 (calc-vector-op "pvar" 'calcFunc-vpvar arg) | |
106 (calc-vector-op "var" 'calcFunc-vvar arg)) | |
107 (if (calc-is-inverse) | |
108 (calc-vector-op "psdv" 'calcFunc-vpsdev arg) | |
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109 (calc-vector-op "sdev" 'calcFunc-vsdev arg))))) |
40785 | 110 |
111 (defun calc-vector-pop-sdev (arg) | |
112 (interactive "P") | |
113 (calc-invert-func) | |
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114 (calc-vector-sdev arg)) |
40785 | 115 |
116 (defun calc-vector-variance (arg) | |
117 (interactive "P") | |
118 (calc-hyperbolic-func) | |
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119 (calc-vector-sdev arg)) |
40785 | 120 |
121 (defun calc-vector-pop-variance (arg) | |
122 (interactive "P") | |
123 (calc-invert-func) | |
124 (calc-hyperbolic-func) | |
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125 (calc-vector-sdev arg)) |
40785 | 126 |
127 (defun calc-vector-covariance (arg) | |
128 (interactive "P") | |
129 (calc-slow-wrapper | |
130 (let ((n (if (eq arg 1) 1 2))) | |
131 (if (calc-is-hyperbolic) | |
132 (calc-enter-result n "corr" (cons 'calcFunc-vcorr | |
133 (calc-top-list-n n))) | |
134 (if (calc-is-inverse) | |
135 (calc-enter-result n "pcov" (cons 'calcFunc-vpcov | |
136 (calc-top-list-n n))) | |
137 (calc-enter-result n "cov" (cons 'calcFunc-vcov | |
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138 (calc-top-list-n n)))))))) |
40785 | 139 |
140 (defun calc-vector-pop-covariance (arg) | |
141 (interactive "P") | |
142 (calc-invert-func) | |
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143 (calc-vector-covariance arg)) |
40785 | 144 |
145 (defun calc-vector-correlation (arg) | |
146 (interactive "P") | |
147 (calc-hyperbolic-func) | |
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148 (calc-vector-covariance arg)) |
40785 | 149 |
150 (defun calc-vector-op (name func arg) | |
151 (setq calc-aborted-prefix name | |
152 arg (prefix-numeric-value arg)) | |
153 (if (< arg 0) | |
154 (error "Negative arguments not allowed")) | |
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155 (calc-enter-result arg name (cons func (calc-top-list-n arg)))) |
40785 | 156 |
157 | |
158 | |
159 | |
160 ;;; Useful statistical functions | |
161 | |
162 ;;; Sum, product, etc., of one or more values or vectors. | |
163 ;;; Each argument must be either a number or a vector. Vectors | |
164 ;;; are flattened, but variables inside are assumed to represent | |
165 ;;; non-vectors. | |
166 | |
167 (defun calcFunc-vsum (&rest vecs) | |
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168 (math-reduce-many-vecs 'calcFunc-add 'calcFunc-vsum vecs 0)) |
40785 | 169 |
170 (defun calcFunc-vprod (&rest vecs) | |
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171 (math-reduce-many-vecs 'calcFunc-mul 'calcFunc-vprod vecs 1)) |
40785 | 172 |
173 (defun calcFunc-vmax (&rest vecs) | |
174 (if (eq (car-safe (car vecs)) 'sdev) | |
175 '(var inf var-inf) | |
176 (if (eq (car-safe (car vecs)) 'intv) | |
177 (nth 3 (math-fix-int-intv (car vecs))) | |
178 (math-reduce-many-vecs 'calcFunc-max 'calcFunc-vmax vecs | |
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179 '(neg (var inf var-inf)))))) |
40785 | 180 |
181 (defun calcFunc-vmin (&rest vecs) | |
182 (if (eq (car-safe (car vecs)) 'sdev) | |
183 '(neg (var inf var-inf)) | |
184 (if (eq (car-safe (car vecs)) 'intv) | |
185 (nth 2 (math-fix-int-intv (car vecs))) | |
186 (math-reduce-many-vecs 'calcFunc-min 'calcFunc-vmin vecs | |
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187 '(var inf var-inf))))) |
40785 | 188 |
189 (defun math-reduce-many-vecs (func whole-func vecs ident) | |
190 (let ((const-part nil) | |
191 (symb-part nil) | |
192 val vec) | |
193 (let ((calc-internal-prec (+ calc-internal-prec 2))) | |
194 (while vecs | |
195 (setq val (car vecs)) | |
196 (and (eq (car-safe val) 'var) | |
197 (eq (car-safe (calc-var-value (nth 2 val))) 'vec) | |
198 (setq val (symbol-value (nth 2 val)))) | |
199 (cond ((Math-vectorp val) | |
200 (setq vec (append (and const-part (list const-part)) | |
201 (math-flatten-vector val))) | |
202 (setq const-part (if vec | |
203 (calcFunc-reducer | |
204 (math-calcFunc-to-var func) | |
205 (cons 'vec vec)) | |
206 ident))) | |
207 ((or (Math-objectp val) (math-infinitep val)) | |
208 (setq const-part (if const-part | |
209 (funcall func const-part val) | |
210 val))) | |
211 (t | |
212 (setq symb-part (nconc symb-part (list val))))) | |
213 (setq vecs (cdr vecs)))) | |
214 (if const-part | |
215 (progn | |
216 (setq const-part (math-normalize const-part)) | |
217 (if symb-part | |
218 (funcall func const-part (cons whole-func symb-part)) | |
219 const-part)) | |
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220 (if symb-part (cons whole-func symb-part) ident)))) |
40785 | 221 |
222 | |
223 ;;; Return the number of data elements among the arguments. | |
224 (defun calcFunc-vcount (&rest vecs) | |
225 (let ((count 0)) | |
226 (while vecs | |
227 (setq count (if (Math-vectorp (car vecs)) | |
228 (+ count (math-count-elements (car vecs))) | |
229 (if (Math-objectp (car vecs)) | |
230 (1+ count) | |
231 (if (and (eq (car-safe (car vecs)) 'var) | |
232 (eq (car-safe (calc-var-value | |
233 (nth 2 (car vecs)))) | |
234 'vec)) | |
235 (+ count (math-count-elements | |
236 (symbol-value (nth 2 (car vecs))))) | |
237 (math-reject-arg (car vecs) 'numvecp)))) | |
238 vecs (cdr vecs))) | |
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239 count)) |
40785 | 240 |
241 (defun math-count-elements (vec) | |
242 (let ((count 0)) | |
243 (while (setq vec (cdr vec)) | |
244 (setq count (if (Math-vectorp (car vec)) | |
245 (+ count (math-count-elements (car vec))) | |
246 (1+ count)))) | |
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247 count)) |
40785 | 248 |
249 | |
250 (defun math-flatten-many-vecs (vecs) | |
251 (let ((p vecs) | |
252 (vec (list 'vec))) | |
253 (while p | |
254 (setq vec (nconc vec | |
255 (if (Math-vectorp (car p)) | |
256 (math-flatten-vector (car p)) | |
257 (if (Math-objectp (car p)) | |
258 (list (car p)) | |
259 (if (and (eq (car-safe (car p)) 'var) | |
260 (eq (car-safe (calc-var-value | |
261 (nth 2 (car p)))) 'vec)) | |
262 (math-flatten-vector (symbol-value | |
263 (nth 2 (car p)))) | |
264 (math-reject-arg (car p) 'numvecp))))) | |
265 p (cdr p))) | |
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266 vec)) |
40785 | 267 |
268 (defun calcFunc-vflat (&rest vecs) | |
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269 (math-flatten-many-vecs vecs)) |
40785 | 270 |
271 (defun math-split-sdev-vec (vec zero-ok) | |
272 (let ((means (list 'vec)) | |
273 (wts (list 'vec)) | |
274 (exact nil) | |
275 (p vec)) | |
276 (while (and (setq p (cdr p)) | |
277 (not (and (consp (car p)) | |
278 (eq (car (car p)) 'sdev))))) | |
279 (if (null p) | |
280 (list vec nil) | |
281 (while (setq vec (cdr vec)) | |
282 (if (and (consp (setq p (car vec))) | |
283 (eq (car p) 'sdev)) | |
284 (or exact | |
285 (setq means (cons (nth 1 p) means) | |
286 wts (cons (nth 2 p) wts))) | |
287 (if zero-ok | |
288 (setq means (cons (nth 1 p) means) | |
289 wts (cons 0 wts)) | |
290 (or exact | |
291 (setq means (list 'vec) | |
292 wts nil | |
293 exact t)) | |
294 (setq means (cons p means))))) | |
295 (list (nreverse means) | |
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296 (and wts (nreverse wts)))))) |
40785 | 297 |
298 | |
299 ;;; Return the arithmetic mean of the argument numbers or vectors. | |
300 ;;; (If numbers are error forms, computes the weighted mean.) | |
301 (defun calcFunc-vmean (&rest vecs) | |
302 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil)) | |
303 (means (car split)) | |
304 (wts (nth 1 split)) | |
305 (len (1- (length means)))) | |
306 (if (= len 0) | |
307 (math-reject-arg nil "*Must be at least 1 argument") | |
308 (if (and (= len 1) (eq (car-safe (nth 1 means)) 'intv)) | |
309 (let ((x (math-fix-int-intv (nth 1 means)))) | |
310 (calcFunc-vmean (nth 2 x) (nth 3 x))) | |
311 (math-with-extra-prec 2 | |
312 (if (and wts (> len 1)) | |
313 (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
314 (suminvsqrwts (calcFunc-reduce | |
315 '(var add var-add) | |
316 (calcFunc-map '(var div var-div) | |
317 1 sqrwts)))) | |
318 (math-div (calcFunc-reduce '(var add var-add) | |
319 (calcFunc-map '(var div var-div) | |
320 means sqrwts)) | |
321 suminvsqrwts)) | |
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322 (math-div (calcFunc-reduce '(var add var-add) means) len))))))) |
40785 | 323 |
324 (defun math-fix-int-intv (x) | |
325 (if (math-floatp x) | |
326 x | |
327 (list 'intv 3 | |
328 (if (memq (nth 1 x) '(2 3)) (nth 2 x) (math-add (nth 2 x) 1)) | |
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329 (if (memq (nth 1 x) '(1 3)) (nth 3 x) (math-sub (nth 3 x) 1))))) |
40785 | 330 |
331 ;;; Compute the mean with an error estimate. | |
332 (defun calcFunc-vmeane (&rest vecs) | |
333 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil)) | |
334 (means (car split)) | |
335 (wts (nth 1 split)) | |
336 (len (1- (length means)))) | |
337 (if (= len 0) | |
338 (math-reject-arg nil "*Must be at least 1 argument") | |
339 (math-with-extra-prec 2 | |
340 (if wts | |
341 (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
342 (suminvsqrwts (calcFunc-reduce | |
343 '(var add var-add) | |
344 (calcFunc-map '(var div var-div) | |
345 1 sqrwts)))) | |
346 (math-make-sdev | |
347 (math-div (calcFunc-reduce '(var add var-add) | |
348 (calcFunc-map '(var div var-div) | |
349 means sqrwts)) | |
350 suminvsqrwts) | |
351 (list 'calcFunc-sqrt (math-div 1 suminvsqrwts)))) | |
352 (let ((mean (math-div (calcFunc-reduce '(var add var-add) means) | |
353 len))) | |
354 (math-make-sdev | |
355 mean | |
356 (list 'calcFunc-sqrt | |
357 (math-div (calcFunc-reducer | |
358 '(var add var-add) | |
359 (calcFunc-map '(var pow var-pow) | |
360 (calcFunc-map '(var abs var-abs) | |
361 (calcFunc-map | |
362 '(var add var-add) | |
363 means | |
364 (math-neg mean))) | |
365 2)) | |
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366 (math-mul len (1- len))))))))))) |
40785 | 367 |
368 | |
369 ;;; Compute the median of a list of values. | |
370 (defun calcFunc-vmedian (&rest vecs) | |
371 (let* ((flat (copy-sequence (cdr (math-flatten-many-vecs vecs)))) | |
372 (p flat) | |
373 (len (length flat)) | |
374 (hlen (/ len 2))) | |
375 (if (= len 0) | |
376 (math-reject-arg nil "*Must be at least 1 argument") | |
377 (if (and (= len 1) (memq (car-safe (car flat)) '(sdev intv))) | |
378 (calcFunc-vmean (car flat)) | |
379 (while p | |
380 (if (eq (car-safe (car p)) 'sdev) | |
381 (setcar p (nth 1 (car p)))) | |
382 (or (Math-anglep (car p)) | |
383 (math-reject-arg (car p) 'anglep)) | |
384 (setq p (cdr p))) | |
385 (setq flat (sort flat 'math-lessp)) | |
386 (if (= (% len 2) 0) | |
387 (math-div (math-add (nth (1- hlen) flat) (nth hlen flat)) 2) | |
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388 (nth hlen flat)))))) |
40785 | 389 |
390 | |
391 (defun calcFunc-vgmean (&rest vecs) | |
392 (let* ((flat (math-flatten-many-vecs vecs)) | |
393 (len (1- (length flat)))) | |
394 (if (= len 0) | |
395 (math-reject-arg nil "*Must be at least 1 argument") | |
396 (math-with-extra-prec 2 | |
397 (let ((x (calcFunc-reduce '(var mul math-mul) flat))) | |
398 (if (= len 2) | |
399 (math-sqrt x) | |
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400 (math-pow x (list 'frac 1 len)))))))) |
40785 | 401 |
402 | |
403 (defun calcFunc-agmean (a b) | |
404 (cond ((Math-equal a b) a) | |
405 ((math-zerop a) a) | |
406 ((math-zerop b) b) | |
407 (calc-symbolic-mode (math-inexact-result)) | |
408 ((not (Math-realp a)) (math-reject-arg a 'realp)) | |
409 ((not (Math-realp b)) (math-reject-arg b 'realp)) | |
410 (t | |
411 (math-with-extra-prec 2 | |
412 (setq a (math-float (math-abs a)) | |
413 b (math-float (math-abs b))) | |
414 (let (mean) | |
415 (while (not (math-nearly-equal-float a b)) | |
416 (setq mean (math-mul-float (math-add-float a b) '(float 5 -1)) | |
417 b (math-sqrt-float (math-mul-float a b)) | |
418 a mean)) | |
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419 a))))) |
40785 | 420 |
421 | |
422 (defun calcFunc-vhmean (&rest vecs) | |
423 (let* ((flat (math-flatten-many-vecs vecs)) | |
424 (len (1- (length flat)))) | |
425 (if (= len 0) | |
426 (math-reject-arg nil "*Must be at least 1 argument") | |
427 (math-with-extra-prec 2 | |
428 (math-div len | |
429 (calcFunc-reduce '(var add math-add) | |
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430 (calcFunc-map '(var inv var-inv) flat))))))) |
40785 | 431 |
432 | |
433 | |
434 ;;; Compute the sample variance or standard deviation of numbers or vectors. | |
435 ;;; (If the numbers are error forms, only the mean part of them is used.) | |
436 (defun calcFunc-vvar (&rest vecs) | |
437 (if (and (= (length vecs) 1) | |
438 (memq (car-safe (car vecs)) '(sdev intv))) | |
439 (if (eq (car-safe (car vecs)) 'intv) | |
440 (math-intv-variance (car vecs) nil) | |
441 (math-sqr (nth 2 (car vecs)))) | |
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442 (math-covariance vecs nil nil 0))) |
40785 | 443 |
444 (defun calcFunc-vsdev (&rest vecs) | |
445 (if (and (= (length vecs) 1) | |
446 (memq (car-safe (car vecs)) '(sdev intv))) | |
447 (if (eq (car-safe (car vecs)) 'intv) | |
448 (if (math-floatp (car vecs)) | |
449 (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs))) | |
450 (math-sqrt-12)) | |
451 (math-sqrt (calcFunc-vvar (car vecs)))) | |
452 (nth 2 (car vecs))) | |
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453 (math-sqrt (math-covariance vecs nil nil 0)))) |
40785 | 454 |
455 ;;; Compute the population variance or std deviation of numbers or vectors. | |
456 (defun calcFunc-vpvar (&rest vecs) | |
457 (if (and (= (length vecs) 1) | |
458 (memq (car-safe (car vecs)) '(sdev intv))) | |
459 (if (eq (car-safe (car vecs)) 'intv) | |
460 (math-intv-variance (car vecs) t) | |
461 (math-sqr (nth 2 (car vecs)))) | |
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462 (math-covariance vecs nil t 0))) |
40785 | 463 |
464 (defun calcFunc-vpsdev (&rest vecs) | |
465 (if (and (= (length vecs) 1) | |
466 (memq (car-safe (car vecs)) '(sdev intv))) | |
467 (if (eq (car-safe (car vecs)) 'intv) | |
468 (if (math-floatp (car vecs)) | |
469 (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs))) | |
470 (math-sqrt-12)) | |
471 (math-sqrt (calcFunc-vpvar (car vecs)))) | |
472 (nth 2 (car vecs))) | |
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473 (math-sqrt (math-covariance vecs nil t 0)))) |
40785 | 474 |
475 (defun math-intv-variance (x pop) | |
476 (or (math-constp x) (math-reject-arg x 'constp)) | |
477 (if (math-floatp x) | |
478 (math-div (math-sqr (math-sub (nth 3 x) (nth 2 x))) 12) | |
479 (let* ((x (math-fix-int-intv x)) | |
480 (len (math-sub (nth 3 x) (nth 2 x))) | |
481 (hlen (math-quotient len 2))) | |
482 (math-div (if (math-evenp len) | |
483 (calcFunc-sum '(^ (var X var-X) 2) '(var X var-X) | |
484 (math-neg hlen) hlen) | |
485 (calcFunc-sum '(^ (- (var X var-X) (/ 1 2)) 2) | |
486 '(var X var-X) | |
487 (math-neg hlen) (math-add hlen 1))) | |
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488 (if pop (math-add len 1) len))))) |
40785 | 489 |
490 ;;; Compute the covariance and linear correlation coefficient. | |
491 (defun calcFunc-vcov (vec1 &optional vec2) | |
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492 (math-covariance (list vec1) (list vec2) nil 1)) |
40785 | 493 |
494 (defun calcFunc-vpcov (vec1 &optional vec2) | |
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495 (math-covariance (list vec1) (list vec2) t 1)) |
40785 | 496 |
497 (defun calcFunc-vcorr (vec1 &optional vec2) | |
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498 (math-covariance (list vec1) (list vec2) nil 2)) |
40785 | 499 |
500 | |
501 (defun math-covariance (vec1 vec2 pop mode) | |
502 (or (car vec2) (= mode 0) | |
503 (progn | |
504 (if (and (eq (car-safe (car vec1)) 'var) | |
505 (eq (car-safe (calc-var-value (nth 2 (car vec1)))) 'vec)) | |
506 (setq vec1 (symbol-value (nth 2 (car vec1)))) | |
507 (setq vec1 (car vec1))) | |
508 (or (math-matrixp vec1) (math-dimension-error)) | |
509 (or (= (length (nth 1 vec1)) 3) (math-dimension-error)) | |
510 (setq vec2 (list (math-mat-col vec1 2)) | |
511 vec1 (list (math-mat-col vec1 1))))) | |
512 (math-with-extra-prec 2 | |
513 (let* ((split1 (math-split-sdev-vec (math-flatten-many-vecs vec1) nil)) | |
514 (means1 (car split1)) | |
515 (wts1 (nth 1 split1)) | |
516 split2 means2 (wts2 nil) | |
517 (sqrwts nil) | |
518 suminvsqrwts | |
519 (len (1- (length means1)))) | |
520 (if (< len (if pop 1 2)) | |
521 (math-reject-arg nil (if pop | |
522 "*Must be at least 1 argument" | |
523 "*Must be at least 2 arguments"))) | |
524 (if (or wts1 wts2) | |
525 (setq sqrwts (math-add | |
526 (if wts1 | |
527 (calcFunc-map '(var mul var-mul) wts1 wts1) | |
528 0) | |
529 (if wts2 | |
530 (calcFunc-map '(var mul var-mul) wts2 wts2) | |
531 0)) | |
532 suminvsqrwts (calcFunc-reduce | |
533 '(var add var-add) | |
534 (calcFunc-map '(var div var-div) 1 sqrwts)))) | |
535 (or (= mode 0) | |
536 (progn | |
537 (setq split2 (math-split-sdev-vec (math-flatten-many-vecs vec2) | |
538 nil) | |
539 means2 (car split2) | |
540 wts2 (nth 2 split1)) | |
541 (or (= len (1- (length means2))) (math-dimension-error)))) | |
542 (let* ((diff1 (calcFunc-map | |
543 '(var add var-add) | |
544 means1 | |
545 (if sqrwts | |
546 (math-div (calcFunc-reduce | |
547 '(var add var-add) | |
548 (calcFunc-map '(var div var-div) | |
549 means1 sqrwts)) | |
550 (math-neg suminvsqrwts)) | |
551 (math-div (calcFunc-reducer '(var add var-add) means1) | |
552 (- len))))) | |
553 (diff2 (if (= mode 0) | |
554 diff1 | |
555 (calcFunc-map | |
556 '(var add var-add) | |
557 means2 | |
558 (if sqrwts | |
559 (math-div (calcFunc-reduce | |
560 '(var add var-add) | |
561 (calcFunc-map '(var div var-div) | |
562 means2 sqrwts)) | |
563 (math-neg suminvsqrwts)) | |
564 (math-div (calcFunc-reducer '(var add var-add) means2) | |
565 (- len)))))) | |
566 (covar (calcFunc-map '(var mul var-mul) diff1 diff2))) | |
567 (if sqrwts | |
568 (setq covar (calcFunc-map '(var div var-div) covar sqrwts))) | |
569 (math-div | |
570 (calcFunc-reducer '(var add var-add) covar) | |
571 (if (= mode 2) | |
572 (let ((var1 (calcFunc-map '(var mul var-mul) diff1 diff1)) | |
573 (var2 (calcFunc-map '(var mul var-mul) diff2 diff2))) | |
574 (if sqrwts | |
575 (setq var1 (calcFunc-map '(var div var-div) var1 sqrwts) | |
576 var2 (calcFunc-map '(var div var-div) var2 sqrwts))) | |
577 (math-sqrt | |
578 (math-mul (calcFunc-reducer '(var add var-add) var1) | |
579 (calcFunc-reducer '(var add var-add) var2)))) | |
580 (if sqrwts | |
581 (if pop | |
582 suminvsqrwts | |
583 (math-div (math-mul suminvsqrwts (1- len)) len)) | |
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584 (if pop len (1- len))))))))) |
40785 | 585 |
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586 (provide 'calc-stat) |
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587 |
52401 | 588 ;;; arch-tag: 423858e9-8513-489c-9f35-710cd9d9c307 |
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589 ;;; calc-stat.el ends here |