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annotate lisp/calc/calc-stat.el @ 57489:f7785a1e8cf8
Revision: miles@gnu.org--gnu-2004/emacs--cvs-trunk--0--patch-615
Merge from gnus--rel--5.10
Patches applied:
* miles@gnu.org--gnu-2004/gnus--rel--5.10--patch-46
Update from CVS
* miles@gnu.org--gnu-2004/gnus--rel--5.10--patch-47
Merge from emacs--cvs-trunk--0
* miles@gnu.org--gnu-2004/gnus--rel--5.10--patch-48
Update from CVS
* miles@gnu.org--gnu-2004/gnus--rel--5.10--patch-49
Add {arch}/=commit-merge-make-log
* miles@gnu.org--gnu-2004/gnus--rel--5.10--patch-50
{arch}/=commit-merge-make-log: Don't die if there are no ChangeLog changes
author | Miles Bader <miles@gnu.org> |
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date | Thu, 14 Oct 2004 07:33:19 +0000 |
parents | 695cf19ef79e |
children | 2b456d2d12eb 375f2633d815 |
rev | line source |
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1 ;;; calc-stat.el --- statistical functions for Calc |
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2 |
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3 ;; Copyright (C) 1990, 1991, 1992, 1993, 2001 Free Software Foundation, Inc. |
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4 |
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5 ;; Author: David Gillespie <daveg@synaptics.com> |
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6 ;; Maintainers: D. Goel <deego@gnufans.org> |
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7 ;; Colin Walters <walters@debian.org> |
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. | |
31 (require 'calc-ext) | |
32 | |
33 (require 'calc-macs) | |
34 | |
35 (defun calc-Need-calc-stat () nil) | |
36 | |
37 | |
38 ;;; Statistical operations on vectors. | |
39 | |
40 (defun calc-vector-count (arg) | |
41 (interactive "P") | |
42 (calc-slow-wrapper | |
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43 (calc-vector-op "coun" 'calcFunc-vcount arg))) |
40785 | 44 |
45 (defun calc-vector-sum (arg) | |
46 (interactive "P") | |
47 (calc-slow-wrapper | |
48 (if (calc-is-hyperbolic) | |
49 (calc-vector-op "vprd" 'calcFunc-vprod arg) | |
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50 (calc-vector-op "vsum" 'calcFunc-vsum arg)))) |
40785 | 51 |
52 (defun calc-vector-product (arg) | |
53 (interactive "P") | |
54 (calc-hyperbolic-func) | |
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55 (calc-vector-sum arg)) |
40785 | 56 |
57 (defun calc-vector-max (arg) | |
58 (interactive "P") | |
59 (calc-slow-wrapper | |
60 (if (calc-is-inverse) | |
61 (calc-vector-op "vmin" 'calcFunc-vmin arg) | |
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62 (calc-vector-op "vmax" 'calcFunc-vmax arg)))) |
40785 | 63 |
64 (defun calc-vector-min (arg) | |
65 (interactive "P") | |
66 (calc-invert-func) | |
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67 (calc-vector-max arg)) |
40785 | 68 |
69 (defun calc-vector-mean (arg) | |
70 (interactive "P") | |
71 (calc-slow-wrapper | |
72 (if (calc-is-hyperbolic) | |
73 (if (calc-is-inverse) | |
74 (calc-vector-op "harm" 'calcFunc-vhmean arg) | |
75 (calc-vector-op "medn" 'calcFunc-vmedian arg)) | |
76 (if (calc-is-inverse) | |
77 (calc-vector-op "meae" 'calcFunc-vmeane arg) | |
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78 (calc-vector-op "mean" 'calcFunc-vmean arg))))) |
40785 | 79 |
80 (defun calc-vector-mean-error (arg) | |
81 (interactive "P") | |
82 (calc-invert-func) | |
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83 (calc-vector-mean arg)) |
40785 | 84 |
85 (defun calc-vector-median (arg) | |
86 (interactive "P") | |
87 (calc-hyperbolic-func) | |
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88 (calc-vector-mean arg)) |
40785 | 89 |
90 (defun calc-vector-harmonic-mean (arg) | |
91 (interactive "P") | |
92 (calc-invert-func) | |
93 (calc-hyperbolic-func) | |
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94 (calc-vector-mean arg)) |
40785 | 95 |
96 (defun calc-vector-geometric-mean (arg) | |
97 (interactive "P") | |
98 (calc-slow-wrapper | |
99 (if (calc-is-hyperbolic) | |
100 (calc-binary-op "geom" 'calcFunc-agmean arg) | |
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101 (calc-vector-op "geom" 'calcFunc-vgmean arg)))) |
40785 | 102 |
103 (defun calc-vector-sdev (arg) | |
104 (interactive "P") | |
105 (calc-slow-wrapper | |
106 (if (calc-is-hyperbolic) | |
107 (if (calc-is-inverse) | |
108 (calc-vector-op "pvar" 'calcFunc-vpvar arg) | |
109 (calc-vector-op "var" 'calcFunc-vvar arg)) | |
110 (if (calc-is-inverse) | |
111 (calc-vector-op "psdv" 'calcFunc-vpsdev arg) | |
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112 (calc-vector-op "sdev" 'calcFunc-vsdev arg))))) |
40785 | 113 |
114 (defun calc-vector-pop-sdev (arg) | |
115 (interactive "P") | |
116 (calc-invert-func) | |
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117 (calc-vector-sdev arg)) |
40785 | 118 |
119 (defun calc-vector-variance (arg) | |
120 (interactive "P") | |
121 (calc-hyperbolic-func) | |
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122 (calc-vector-sdev arg)) |
40785 | 123 |
124 (defun calc-vector-pop-variance (arg) | |
125 (interactive "P") | |
126 (calc-invert-func) | |
127 (calc-hyperbolic-func) | |
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128 (calc-vector-sdev arg)) |
40785 | 129 |
130 (defun calc-vector-covariance (arg) | |
131 (interactive "P") | |
132 (calc-slow-wrapper | |
133 (let ((n (if (eq arg 1) 1 2))) | |
134 (if (calc-is-hyperbolic) | |
135 (calc-enter-result n "corr" (cons 'calcFunc-vcorr | |
136 (calc-top-list-n n))) | |
137 (if (calc-is-inverse) | |
138 (calc-enter-result n "pcov" (cons 'calcFunc-vpcov | |
139 (calc-top-list-n n))) | |
140 (calc-enter-result n "cov" (cons 'calcFunc-vcov | |
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141 (calc-top-list-n n)))))))) |
40785 | 142 |
143 (defun calc-vector-pop-covariance (arg) | |
144 (interactive "P") | |
145 (calc-invert-func) | |
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146 (calc-vector-covariance arg)) |
40785 | 147 |
148 (defun calc-vector-correlation (arg) | |
149 (interactive "P") | |
150 (calc-hyperbolic-func) | |
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151 (calc-vector-covariance arg)) |
40785 | 152 |
153 (defun calc-vector-op (name func arg) | |
154 (setq calc-aborted-prefix name | |
155 arg (prefix-numeric-value arg)) | |
156 (if (< arg 0) | |
157 (error "Negative arguments not allowed")) | |
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158 (calc-enter-result arg name (cons func (calc-top-list-n arg)))) |
40785 | 159 |
160 | |
161 | |
162 | |
163 ;;; Useful statistical functions | |
164 | |
165 ;;; Sum, product, etc., of one or more values or vectors. | |
166 ;;; Each argument must be either a number or a vector. Vectors | |
167 ;;; are flattened, but variables inside are assumed to represent | |
168 ;;; non-vectors. | |
169 | |
170 (defun calcFunc-vsum (&rest vecs) | |
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171 (math-reduce-many-vecs 'calcFunc-add 'calcFunc-vsum vecs 0)) |
40785 | 172 |
173 (defun calcFunc-vprod (&rest vecs) | |
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174 (math-reduce-many-vecs 'calcFunc-mul 'calcFunc-vprod vecs 1)) |
40785 | 175 |
176 (defun calcFunc-vmax (&rest vecs) | |
177 (if (eq (car-safe (car vecs)) 'sdev) | |
178 '(var inf var-inf) | |
179 (if (eq (car-safe (car vecs)) 'intv) | |
180 (nth 3 (math-fix-int-intv (car vecs))) | |
181 (math-reduce-many-vecs 'calcFunc-max 'calcFunc-vmax vecs | |
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182 '(neg (var inf var-inf)))))) |
40785 | 183 |
184 (defun calcFunc-vmin (&rest vecs) | |
185 (if (eq (car-safe (car vecs)) 'sdev) | |
186 '(neg (var inf var-inf)) | |
187 (if (eq (car-safe (car vecs)) 'intv) | |
188 (nth 2 (math-fix-int-intv (car vecs))) | |
189 (math-reduce-many-vecs 'calcFunc-min 'calcFunc-vmin vecs | |
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190 '(var inf var-inf))))) |
40785 | 191 |
192 (defun math-reduce-many-vecs (func whole-func vecs ident) | |
193 (let ((const-part nil) | |
194 (symb-part nil) | |
195 val vec) | |
196 (let ((calc-internal-prec (+ calc-internal-prec 2))) | |
197 (while vecs | |
198 (setq val (car vecs)) | |
199 (and (eq (car-safe val) 'var) | |
200 (eq (car-safe (calc-var-value (nth 2 val))) 'vec) | |
201 (setq val (symbol-value (nth 2 val)))) | |
202 (cond ((Math-vectorp val) | |
203 (setq vec (append (and const-part (list const-part)) | |
204 (math-flatten-vector val))) | |
205 (setq const-part (if vec | |
206 (calcFunc-reducer | |
207 (math-calcFunc-to-var func) | |
208 (cons 'vec vec)) | |
209 ident))) | |
210 ((or (Math-objectp val) (math-infinitep val)) | |
211 (setq const-part (if const-part | |
212 (funcall func const-part val) | |
213 val))) | |
214 (t | |
215 (setq symb-part (nconc symb-part (list val))))) | |
216 (setq vecs (cdr vecs)))) | |
217 (if const-part | |
218 (progn | |
219 (setq const-part (math-normalize const-part)) | |
220 (if symb-part | |
221 (funcall func const-part (cons whole-func symb-part)) | |
222 const-part)) | |
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223 (if symb-part (cons whole-func symb-part) ident)))) |
40785 | 224 |
225 | |
226 ;;; Return the number of data elements among the arguments. | |
227 (defun calcFunc-vcount (&rest vecs) | |
228 (let ((count 0)) | |
229 (while vecs | |
230 (setq count (if (Math-vectorp (car vecs)) | |
231 (+ count (math-count-elements (car vecs))) | |
232 (if (Math-objectp (car vecs)) | |
233 (1+ count) | |
234 (if (and (eq (car-safe (car vecs)) 'var) | |
235 (eq (car-safe (calc-var-value | |
236 (nth 2 (car vecs)))) | |
237 'vec)) | |
238 (+ count (math-count-elements | |
239 (symbol-value (nth 2 (car vecs))))) | |
240 (math-reject-arg (car vecs) 'numvecp)))) | |
241 vecs (cdr vecs))) | |
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242 count)) |
40785 | 243 |
244 (defun math-count-elements (vec) | |
245 (let ((count 0)) | |
246 (while (setq vec (cdr vec)) | |
247 (setq count (if (Math-vectorp (car vec)) | |
248 (+ count (math-count-elements (car vec))) | |
249 (1+ count)))) | |
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250 count)) |
40785 | 251 |
252 | |
253 (defun math-flatten-many-vecs (vecs) | |
254 (let ((p vecs) | |
255 (vec (list 'vec))) | |
256 (while p | |
257 (setq vec (nconc vec | |
258 (if (Math-vectorp (car p)) | |
259 (math-flatten-vector (car p)) | |
260 (if (Math-objectp (car p)) | |
261 (list (car p)) | |
262 (if (and (eq (car-safe (car p)) 'var) | |
263 (eq (car-safe (calc-var-value | |
264 (nth 2 (car p)))) 'vec)) | |
265 (math-flatten-vector (symbol-value | |
266 (nth 2 (car p)))) | |
267 (math-reject-arg (car p) 'numvecp))))) | |
268 p (cdr p))) | |
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269 vec)) |
40785 | 270 |
271 (defun calcFunc-vflat (&rest vecs) | |
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272 (math-flatten-many-vecs vecs)) |
40785 | 273 |
274 (defun math-split-sdev-vec (vec zero-ok) | |
275 (let ((means (list 'vec)) | |
276 (wts (list 'vec)) | |
277 (exact nil) | |
278 (p vec)) | |
279 (while (and (setq p (cdr p)) | |
280 (not (and (consp (car p)) | |
281 (eq (car (car p)) 'sdev))))) | |
282 (if (null p) | |
283 (list vec nil) | |
284 (while (setq vec (cdr vec)) | |
285 (if (and (consp (setq p (car vec))) | |
286 (eq (car p) 'sdev)) | |
287 (or exact | |
288 (setq means (cons (nth 1 p) means) | |
289 wts (cons (nth 2 p) wts))) | |
290 (if zero-ok | |
291 (setq means (cons (nth 1 p) means) | |
292 wts (cons 0 wts)) | |
293 (or exact | |
294 (setq means (list 'vec) | |
295 wts nil | |
296 exact t)) | |
297 (setq means (cons p means))))) | |
298 (list (nreverse means) | |
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299 (and wts (nreverse wts)))))) |
40785 | 300 |
301 | |
302 ;;; Return the arithmetic mean of the argument numbers or vectors. | |
303 ;;; (If numbers are error forms, computes the weighted mean.) | |
304 (defun calcFunc-vmean (&rest vecs) | |
305 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil)) | |
306 (means (car split)) | |
307 (wts (nth 1 split)) | |
308 (len (1- (length means)))) | |
309 (if (= len 0) | |
310 (math-reject-arg nil "*Must be at least 1 argument") | |
311 (if (and (= len 1) (eq (car-safe (nth 1 means)) 'intv)) | |
312 (let ((x (math-fix-int-intv (nth 1 means)))) | |
313 (calcFunc-vmean (nth 2 x) (nth 3 x))) | |
314 (math-with-extra-prec 2 | |
315 (if (and wts (> len 1)) | |
316 (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
317 (suminvsqrwts (calcFunc-reduce | |
318 '(var add var-add) | |
319 (calcFunc-map '(var div var-div) | |
320 1 sqrwts)))) | |
321 (math-div (calcFunc-reduce '(var add var-add) | |
322 (calcFunc-map '(var div var-div) | |
323 means sqrwts)) | |
324 suminvsqrwts)) | |
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325 (math-div (calcFunc-reduce '(var add var-add) means) len))))))) |
40785 | 326 |
327 (defun math-fix-int-intv (x) | |
328 (if (math-floatp x) | |
329 x | |
330 (list 'intv 3 | |
331 (if (memq (nth 1 x) '(2 3)) (nth 2 x) (math-add (nth 2 x) 1)) | |
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332 (if (memq (nth 1 x) '(1 3)) (nth 3 x) (math-sub (nth 3 x) 1))))) |
40785 | 333 |
334 ;;; Compute the mean with an error estimate. | |
335 (defun calcFunc-vmeane (&rest vecs) | |
336 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil)) | |
337 (means (car split)) | |
338 (wts (nth 1 split)) | |
339 (len (1- (length means)))) | |
340 (if (= len 0) | |
341 (math-reject-arg nil "*Must be at least 1 argument") | |
342 (math-with-extra-prec 2 | |
343 (if wts | |
344 (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
345 (suminvsqrwts (calcFunc-reduce | |
346 '(var add var-add) | |
347 (calcFunc-map '(var div var-div) | |
348 1 sqrwts)))) | |
349 (math-make-sdev | |
350 (math-div (calcFunc-reduce '(var add var-add) | |
351 (calcFunc-map '(var div var-div) | |
352 means sqrwts)) | |
353 suminvsqrwts) | |
354 (list 'calcFunc-sqrt (math-div 1 suminvsqrwts)))) | |
355 (let ((mean (math-div (calcFunc-reduce '(var add var-add) means) | |
356 len))) | |
357 (math-make-sdev | |
358 mean | |
359 (list 'calcFunc-sqrt | |
360 (math-div (calcFunc-reducer | |
361 '(var add var-add) | |
362 (calcFunc-map '(var pow var-pow) | |
363 (calcFunc-map '(var abs var-abs) | |
364 (calcFunc-map | |
365 '(var add var-add) | |
366 means | |
367 (math-neg mean))) | |
368 2)) | |
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369 (math-mul len (1- len))))))))))) |
40785 | 370 |
371 | |
372 ;;; Compute the median of a list of values. | |
373 (defun calcFunc-vmedian (&rest vecs) | |
374 (let* ((flat (copy-sequence (cdr (math-flatten-many-vecs vecs)))) | |
375 (p flat) | |
376 (len (length flat)) | |
377 (hlen (/ len 2))) | |
378 (if (= len 0) | |
379 (math-reject-arg nil "*Must be at least 1 argument") | |
380 (if (and (= len 1) (memq (car-safe (car flat)) '(sdev intv))) | |
381 (calcFunc-vmean (car flat)) | |
382 (while p | |
383 (if (eq (car-safe (car p)) 'sdev) | |
384 (setcar p (nth 1 (car p)))) | |
385 (or (Math-anglep (car p)) | |
386 (math-reject-arg (car p) 'anglep)) | |
387 (setq p (cdr p))) | |
388 (setq flat (sort flat 'math-lessp)) | |
389 (if (= (% len 2) 0) | |
390 (math-div (math-add (nth (1- hlen) flat) (nth hlen flat)) 2) | |
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391 (nth hlen flat)))))) |
40785 | 392 |
393 | |
394 (defun calcFunc-vgmean (&rest vecs) | |
395 (let* ((flat (math-flatten-many-vecs vecs)) | |
396 (len (1- (length flat)))) | |
397 (if (= len 0) | |
398 (math-reject-arg nil "*Must be at least 1 argument") | |
399 (math-with-extra-prec 2 | |
400 (let ((x (calcFunc-reduce '(var mul math-mul) flat))) | |
401 (if (= len 2) | |
402 (math-sqrt x) | |
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403 (math-pow x (list 'frac 1 len)))))))) |
40785 | 404 |
405 | |
406 (defun calcFunc-agmean (a b) | |
407 (cond ((Math-equal a b) a) | |
408 ((math-zerop a) a) | |
409 ((math-zerop b) b) | |
410 (calc-symbolic-mode (math-inexact-result)) | |
411 ((not (Math-realp a)) (math-reject-arg a 'realp)) | |
412 ((not (Math-realp b)) (math-reject-arg b 'realp)) | |
413 (t | |
414 (math-with-extra-prec 2 | |
415 (setq a (math-float (math-abs a)) | |
416 b (math-float (math-abs b))) | |
417 (let (mean) | |
418 (while (not (math-nearly-equal-float a b)) | |
419 (setq mean (math-mul-float (math-add-float a b) '(float 5 -1)) | |
420 b (math-sqrt-float (math-mul-float a b)) | |
421 a mean)) | |
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422 a))))) |
40785 | 423 |
424 | |
425 (defun calcFunc-vhmean (&rest vecs) | |
426 (let* ((flat (math-flatten-many-vecs vecs)) | |
427 (len (1- (length flat)))) | |
428 (if (= len 0) | |
429 (math-reject-arg nil "*Must be at least 1 argument") | |
430 (math-with-extra-prec 2 | |
431 (math-div len | |
432 (calcFunc-reduce '(var add math-add) | |
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433 (calcFunc-map '(var inv var-inv) flat))))))) |
40785 | 434 |
435 | |
436 | |
437 ;;; Compute the sample variance or standard deviation of numbers or vectors. | |
438 ;;; (If the numbers are error forms, only the mean part of them is used.) | |
439 (defun calcFunc-vvar (&rest vecs) | |
440 (if (and (= (length vecs) 1) | |
441 (memq (car-safe (car vecs)) '(sdev intv))) | |
442 (if (eq (car-safe (car vecs)) 'intv) | |
443 (math-intv-variance (car vecs) nil) | |
444 (math-sqr (nth 2 (car vecs)))) | |
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445 (math-covariance vecs nil nil 0))) |
40785 | 446 |
447 (defun calcFunc-vsdev (&rest vecs) | |
448 (if (and (= (length vecs) 1) | |
449 (memq (car-safe (car vecs)) '(sdev intv))) | |
450 (if (eq (car-safe (car vecs)) 'intv) | |
451 (if (math-floatp (car vecs)) | |
452 (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs))) | |
453 (math-sqrt-12)) | |
454 (math-sqrt (calcFunc-vvar (car vecs)))) | |
455 (nth 2 (car vecs))) | |
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456 (math-sqrt (math-covariance vecs nil nil 0)))) |
40785 | 457 |
458 ;;; Compute the population variance or std deviation of numbers or vectors. | |
459 (defun calcFunc-vpvar (&rest vecs) | |
460 (if (and (= (length vecs) 1) | |
461 (memq (car-safe (car vecs)) '(sdev intv))) | |
462 (if (eq (car-safe (car vecs)) 'intv) | |
463 (math-intv-variance (car vecs) t) | |
464 (math-sqr (nth 2 (car vecs)))) | |
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465 (math-covariance vecs nil t 0))) |
40785 | 466 |
467 (defun calcFunc-vpsdev (&rest vecs) | |
468 (if (and (= (length vecs) 1) | |
469 (memq (car-safe (car vecs)) '(sdev intv))) | |
470 (if (eq (car-safe (car vecs)) 'intv) | |
471 (if (math-floatp (car vecs)) | |
472 (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs))) | |
473 (math-sqrt-12)) | |
474 (math-sqrt (calcFunc-vpvar (car vecs)))) | |
475 (nth 2 (car vecs))) | |
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476 (math-sqrt (math-covariance vecs nil t 0)))) |
40785 | 477 |
478 (defun math-intv-variance (x pop) | |
479 (or (math-constp x) (math-reject-arg x 'constp)) | |
480 (if (math-floatp x) | |
481 (math-div (math-sqr (math-sub (nth 3 x) (nth 2 x))) 12) | |
482 (let* ((x (math-fix-int-intv x)) | |
483 (len (math-sub (nth 3 x) (nth 2 x))) | |
484 (hlen (math-quotient len 2))) | |
485 (math-div (if (math-evenp len) | |
486 (calcFunc-sum '(^ (var X var-X) 2) '(var X var-X) | |
487 (math-neg hlen) hlen) | |
488 (calcFunc-sum '(^ (- (var X var-X) (/ 1 2)) 2) | |
489 '(var X var-X) | |
490 (math-neg hlen) (math-add hlen 1))) | |
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491 (if pop (math-add len 1) len))))) |
40785 | 492 |
493 ;;; Compute the covariance and linear correlation coefficient. | |
494 (defun calcFunc-vcov (vec1 &optional vec2) | |
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495 (math-covariance (list vec1) (list vec2) nil 1)) |
40785 | 496 |
497 (defun calcFunc-vpcov (vec1 &optional vec2) | |
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498 (math-covariance (list vec1) (list vec2) t 1)) |
40785 | 499 |
500 (defun calcFunc-vcorr (vec1 &optional vec2) | |
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501 (math-covariance (list vec1) (list vec2) nil 2)) |
40785 | 502 |
503 | |
504 (defun math-covariance (vec1 vec2 pop mode) | |
505 (or (car vec2) (= mode 0) | |
506 (progn | |
507 (if (and (eq (car-safe (car vec1)) 'var) | |
508 (eq (car-safe (calc-var-value (nth 2 (car vec1)))) 'vec)) | |
509 (setq vec1 (symbol-value (nth 2 (car vec1)))) | |
510 (setq vec1 (car vec1))) | |
511 (or (math-matrixp vec1) (math-dimension-error)) | |
512 (or (= (length (nth 1 vec1)) 3) (math-dimension-error)) | |
513 (setq vec2 (list (math-mat-col vec1 2)) | |
514 vec1 (list (math-mat-col vec1 1))))) | |
515 (math-with-extra-prec 2 | |
516 (let* ((split1 (math-split-sdev-vec (math-flatten-many-vecs vec1) nil)) | |
517 (means1 (car split1)) | |
518 (wts1 (nth 1 split1)) | |
519 split2 means2 (wts2 nil) | |
520 (sqrwts nil) | |
521 suminvsqrwts | |
522 (len (1- (length means1)))) | |
523 (if (< len (if pop 1 2)) | |
524 (math-reject-arg nil (if pop | |
525 "*Must be at least 1 argument" | |
526 "*Must be at least 2 arguments"))) | |
527 (if (or wts1 wts2) | |
528 (setq sqrwts (math-add | |
529 (if wts1 | |
530 (calcFunc-map '(var mul var-mul) wts1 wts1) | |
531 0) | |
532 (if wts2 | |
533 (calcFunc-map '(var mul var-mul) wts2 wts2) | |
534 0)) | |
535 suminvsqrwts (calcFunc-reduce | |
536 '(var add var-add) | |
537 (calcFunc-map '(var div var-div) 1 sqrwts)))) | |
538 (or (= mode 0) | |
539 (progn | |
540 (setq split2 (math-split-sdev-vec (math-flatten-many-vecs vec2) | |
541 nil) | |
542 means2 (car split2) | |
543 wts2 (nth 2 split1)) | |
544 (or (= len (1- (length means2))) (math-dimension-error)))) | |
545 (let* ((diff1 (calcFunc-map | |
546 '(var add var-add) | |
547 means1 | |
548 (if sqrwts | |
549 (math-div (calcFunc-reduce | |
550 '(var add var-add) | |
551 (calcFunc-map '(var div var-div) | |
552 means1 sqrwts)) | |
553 (math-neg suminvsqrwts)) | |
554 (math-div (calcFunc-reducer '(var add var-add) means1) | |
555 (- len))))) | |
556 (diff2 (if (= mode 0) | |
557 diff1 | |
558 (calcFunc-map | |
559 '(var add var-add) | |
560 means2 | |
561 (if sqrwts | |
562 (math-div (calcFunc-reduce | |
563 '(var add var-add) | |
564 (calcFunc-map '(var div var-div) | |
565 means2 sqrwts)) | |
566 (math-neg suminvsqrwts)) | |
567 (math-div (calcFunc-reducer '(var add var-add) means2) | |
568 (- len)))))) | |
569 (covar (calcFunc-map '(var mul var-mul) diff1 diff2))) | |
570 (if sqrwts | |
571 (setq covar (calcFunc-map '(var div var-div) covar sqrwts))) | |
572 (math-div | |
573 (calcFunc-reducer '(var add var-add) covar) | |
574 (if (= mode 2) | |
575 (let ((var1 (calcFunc-map '(var mul var-mul) diff1 diff1)) | |
576 (var2 (calcFunc-map '(var mul var-mul) diff2 diff2))) | |
577 (if sqrwts | |
578 (setq var1 (calcFunc-map '(var div var-div) var1 sqrwts) | |
579 var2 (calcFunc-map '(var div var-div) var2 sqrwts))) | |
580 (math-sqrt | |
581 (math-mul (calcFunc-reducer '(var add var-add) var1) | |
582 (calcFunc-reducer '(var add var-add) var2)))) | |
583 (if sqrwts | |
584 (if pop | |
585 suminvsqrwts | |
586 (math-div (math-mul suminvsqrwts (1- len)) len)) | |
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587 (if pop len (1- len))))))))) |
40785 | 588 |
52401 | 589 ;;; arch-tag: 423858e9-8513-489c-9f35-710cd9d9c307 |
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590 ;;; calc-stat.el ends here |