diff lisp/calc/calc-stat.el @ 40785:2fb9d407ae73

Initial import of Calc 2.02f.

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/lisp/calc/calc-stat.el	Tue Nov 06 18:59:06 2001 +0000
@@ -0,0 +1,629 @@
+;; Calculator for GNU Emacs, part II [calc-stat.el]
+;; Copyright (C) 1990, 1991, 1992, 1993 Free Software Foundation, Inc.
+;; Written by Dave Gillespie, [e-mail].
+
+;; This file is part of GNU Emacs.
+
+;; GNU Emacs is distributed in the hope that it will be useful,
+;; but WITHOUT ANY WARRANTY.  No author or distributor
+;; accepts responsibility to anyone for the consequences of using it
+;; or for whether it serves any particular purpose or works at all,
+;; unless he says so in writing.  Refer to the GNU Emacs General Public
+;; License for full details.
+
+;; Everyone is granted permission to copy, modify and redistribute
+;; GNU Emacs, but only under the conditions described in the
+;; GNU Emacs General Public License.   A copy of this license is
+;; supposed to have been given to you along with GNU Emacs so you
+;; can know your rights and responsibilities.  It should be in a
+;; file named COPYING.  Among other things, the copyright notice
+;; and this notice must be preserved on all copies.
+
+
+
+;; This file is autoloaded from calc-ext.el.
+(require 'calc-ext)
+
+(require 'calc-macs)
+
+(defun calc-Need-calc-stat () nil)
+
+
+;;; Statistical operations on vectors.
+
+(defun calc-vector-count (arg)
+  (interactive "P")
+  (calc-slow-wrapper
+   (calc-vector-op "coun" 'calcFunc-vcount arg))
+)
+
+(defun calc-vector-sum (arg)
+  (interactive "P")
+  (calc-slow-wrapper
+   (if (calc-is-hyperbolic)
+       (calc-vector-op "vprd" 'calcFunc-vprod arg)
+     (calc-vector-op "vsum" 'calcFunc-vsum arg)))
+)
+
+(defun calc-vector-product (arg)
+  (interactive "P")
+  (calc-hyperbolic-func)
+  (calc-vector-sum arg)
+)
+
+(defun calc-vector-max (arg)
+  (interactive "P")
+  (calc-slow-wrapper
+   (if (calc-is-inverse)
+       (calc-vector-op "vmin" 'calcFunc-vmin arg)
+     (calc-vector-op "vmax" 'calcFunc-vmax arg)))
+)
+
+(defun calc-vector-min (arg)
+  (interactive "P")
+  (calc-invert-func)
+  (calc-vector-max arg)
+)
+
+(defun calc-vector-mean (arg)
+  (interactive "P")
+  (calc-slow-wrapper
+   (if (calc-is-hyperbolic)
+       (if (calc-is-inverse)
+	   (calc-vector-op "harm" 'calcFunc-vhmean arg)
+	 (calc-vector-op "medn" 'calcFunc-vmedian arg))
+     (if (calc-is-inverse)
+	 (calc-vector-op "meae" 'calcFunc-vmeane arg)
+       (calc-vector-op "mean" 'calcFunc-vmean arg))))
+)
+
+(defun calc-vector-mean-error (arg)
+  (interactive "P")
+  (calc-invert-func)
+  (calc-vector-mean arg)
+)
+
+(defun calc-vector-median (arg)
+  (interactive "P")
+  (calc-hyperbolic-func)
+  (calc-vector-mean arg)
+)
+
+(defun calc-vector-harmonic-mean (arg)
+  (interactive "P")
+  (calc-invert-func)
+  (calc-hyperbolic-func)
+  (calc-vector-mean arg)
+)
+
+(defun calc-vector-geometric-mean (arg)
+  (interactive "P")
+  (calc-slow-wrapper
+   (if (calc-is-hyperbolic)
+       (calc-binary-op "geom" 'calcFunc-agmean arg)
+     (calc-vector-op "geom" 'calcFunc-vgmean arg)))
+)
+
+(defun calc-vector-sdev (arg)
+  (interactive "P")
+  (calc-slow-wrapper
+   (if (calc-is-hyperbolic)
+       (if (calc-is-inverse)
+	   (calc-vector-op "pvar" 'calcFunc-vpvar arg)
+	 (calc-vector-op "var" 'calcFunc-vvar arg))
+     (if (calc-is-inverse)
+	 (calc-vector-op "psdv" 'calcFunc-vpsdev arg)
+       (calc-vector-op "sdev" 'calcFunc-vsdev arg))))
+)
+
+(defun calc-vector-pop-sdev (arg)
+  (interactive "P")
+  (calc-invert-func)
+  (calc-vector-sdev arg)
+)
+
+(defun calc-vector-variance (arg)
+  (interactive "P")
+  (calc-hyperbolic-func)
+  (calc-vector-sdev arg)
+)
+
+(defun calc-vector-pop-variance (arg)
+  (interactive "P")
+  (calc-invert-func)
+  (calc-hyperbolic-func)
+  (calc-vector-sdev arg)
+)
+
+(defun calc-vector-covariance (arg)
+  (interactive "P")
+  (calc-slow-wrapper
+   (let ((n (if (eq arg 1) 1 2)))
+     (if (calc-is-hyperbolic)
+	 (calc-enter-result n "corr" (cons 'calcFunc-vcorr
+					   (calc-top-list-n n)))
+       (if (calc-is-inverse)
+	   (calc-enter-result n "pcov" (cons 'calcFunc-vpcov
+					     (calc-top-list-n n)))
+	 (calc-enter-result n "cov" (cons 'calcFunc-vcov
+					  (calc-top-list-n n)))))))
+)
+
+(defun calc-vector-pop-covariance (arg)
+  (interactive "P")
+  (calc-invert-func)
+  (calc-vector-covariance arg)
+)
+
+(defun calc-vector-correlation (arg)
+  (interactive "P")
+  (calc-hyperbolic-func)
+  (calc-vector-covariance arg)
+)
+
+(defun calc-vector-op (name func arg)
+  (setq calc-aborted-prefix name
+	arg (prefix-numeric-value arg))
+  (if (< arg 0)
+      (error "Negative arguments not allowed"))
+  (calc-enter-result arg name (cons func (calc-top-list-n arg)))
+)
+
+
+
+
+;;; Useful statistical functions
+
+;;; Sum, product, etc., of one or more values or vectors.
+;;; Each argument must be either a number or a vector.  Vectors
+;;; are flattened, but variables inside are assumed to represent
+;;; non-vectors.
+
+(defun calcFunc-vsum (&rest vecs)
+  (math-reduce-many-vecs 'calcFunc-add 'calcFunc-vsum vecs 0)
+)
+
+(defun calcFunc-vprod (&rest vecs)
+  (math-reduce-many-vecs 'calcFunc-mul 'calcFunc-vprod vecs 1)
+)
+
+(defun calcFunc-vmax (&rest vecs)
+  (if (eq (car-safe (car vecs)) 'sdev)
+      '(var inf var-inf)
+    (if (eq (car-safe (car vecs)) 'intv)
+	(nth 3 (math-fix-int-intv (car vecs)))
+      (math-reduce-many-vecs 'calcFunc-max 'calcFunc-vmax vecs
+			     '(neg (var inf var-inf)))))
+)
+
+(defun calcFunc-vmin (&rest vecs)
+  (if (eq (car-safe (car vecs)) 'sdev)
+      '(neg (var inf var-inf))
+    (if (eq (car-safe (car vecs)) 'intv)
+	(nth 2 (math-fix-int-intv (car vecs)))
+      (math-reduce-many-vecs 'calcFunc-min 'calcFunc-vmin vecs
+			     '(var inf var-inf))))
+)
+
+(defun math-reduce-many-vecs (func whole-func vecs ident)
+  (let ((const-part nil)
+	(symb-part nil)
+	val vec)
+    (let ((calc-internal-prec (+ calc-internal-prec 2)))
+      (while vecs
+	(setq val (car vecs))
+	(and (eq (car-safe val) 'var)
+	     (eq (car-safe (calc-var-value (nth 2 val))) 'vec)
+	     (setq val (symbol-value (nth 2 val))))
+	(cond ((Math-vectorp val)
+	       (setq vec (append (and const-part (list const-part))
+				 (math-flatten-vector val)))
+	       (setq const-part (if vec
+				    (calcFunc-reducer
+				     (math-calcFunc-to-var func)
+				     (cons 'vec vec))
+				  ident)))
+	      ((or (Math-objectp val) (math-infinitep val))
+	       (setq const-part (if const-part
+				    (funcall func const-part val)
+				  val)))
+	      (t
+	       (setq symb-part (nconc symb-part (list val)))))
+	(setq vecs (cdr vecs))))
+    (if const-part
+	(progn
+	  (setq const-part (math-normalize const-part))
+	  (if symb-part
+	      (funcall func const-part (cons whole-func symb-part))
+	    const-part))
+      (if symb-part (cons whole-func symb-part) ident)))
+)
+
+
+;;; Return the number of data elements among the arguments.
+(defun calcFunc-vcount (&rest vecs)
+  (let ((count 0))
+    (while vecs
+      (setq count (if (Math-vectorp (car vecs))
+		      (+ count (math-count-elements (car vecs)))
+		    (if (Math-objectp (car vecs))
+			(1+ count)
+		      (if (and (eq (car-safe (car vecs)) 'var)
+			       (eq (car-safe (calc-var-value
+					      (nth 2 (car vecs))))
+				   'vec))
+			  (+ count (math-count-elements
+				    (symbol-value (nth 2 (car vecs)))))
+			(math-reject-arg (car vecs) 'numvecp))))
+	    vecs (cdr vecs)))
+    count)
+)
+
+(defun math-count-elements (vec)
+  (let ((count 0))
+    (while (setq vec (cdr vec))
+      (setq count (if (Math-vectorp (car vec))
+		      (+ count (math-count-elements (car vec)))
+		    (1+ count))))
+    count)
+)
+
+
+(defun math-flatten-many-vecs (vecs)
+  (let ((p vecs)
+	(vec (list 'vec)))
+    (while p
+      (setq vec (nconc vec
+		       (if (Math-vectorp (car p))
+			   (math-flatten-vector (car p))
+			 (if (Math-objectp (car p))
+			     (list (car p))
+			   (if (and (eq (car-safe (car p)) 'var)
+				    (eq (car-safe (calc-var-value
+						   (nth 2 (car p)))) 'vec))
+			       (math-flatten-vector (symbol-value
+						     (nth 2 (car p))))
+			     (math-reject-arg (car p) 'numvecp)))))
+	    p (cdr p)))
+    vec)
+)
+
+(defun calcFunc-vflat (&rest vecs)
+  (math-flatten-many-vecs vecs)
+)
+
+(defun math-split-sdev-vec (vec zero-ok)
+  (let ((means (list 'vec))
+	(wts (list 'vec))
+	(exact nil)
+	(p vec))
+    (while (and (setq p (cdr p))
+		(not (and (consp (car p))
+			  (eq (car (car p)) 'sdev)))))
+    (if (null p)
+	(list vec nil)
+      (while (setq vec (cdr vec))
+	(if (and (consp (setq p (car vec)))
+		 (eq (car p) 'sdev))
+	    (or exact
+		(setq means (cons (nth 1 p) means)
+		      wts (cons (nth 2 p) wts)))
+	  (if zero-ok
+	      (setq means (cons (nth 1 p) means)
+		    wts (cons 0 wts))
+	    (or exact
+		(setq means (list 'vec)
+		      wts nil
+		      exact t))
+	    (setq means (cons p means)))))
+      (list (nreverse means)
+	    (and wts (nreverse wts)))))
+)
+
+
+;;; Return the arithmetic mean of the argument numbers or vectors.
+;;; (If numbers are error forms, computes the weighted mean.)
+(defun calcFunc-vmean (&rest vecs)
+  (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil))
+	 (means (car split))
+	 (wts (nth 1 split))
+	 (len (1- (length means))))
+    (if (= len 0)
+	(math-reject-arg nil "*Must be at least 1 argument")
+      (if (and (= len 1) (eq (car-safe (nth 1 means)) 'intv))
+	  (let ((x (math-fix-int-intv (nth 1 means))))
+	    (calcFunc-vmean (nth 2 x) (nth 3 x)))
+	(math-with-extra-prec 2
+	  (if (and wts (> len 1))
+	      (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts))
+		     (suminvsqrwts (calcFunc-reduce
+				    '(var add var-add)
+				    (calcFunc-map '(var div var-div)
+						  1 sqrwts))))
+		(math-div (calcFunc-reduce '(var add var-add)
+					   (calcFunc-map '(var div var-div)
+							 means sqrwts))
+			  suminvsqrwts))
+	    (math-div (calcFunc-reduce '(var add var-add) means) len))))))
+)
+
+(defun math-fix-int-intv (x)
+  (if (math-floatp x)
+      x
+    (list 'intv 3
+	  (if (memq (nth 1 x) '(2 3)) (nth 2 x) (math-add (nth 2 x) 1))
+	  (if (memq (nth 1 x) '(1 3)) (nth 3 x) (math-sub (nth 3 x) 1))))
+)
+
+;;; Compute the mean with an error estimate.
+(defun calcFunc-vmeane (&rest vecs)
+  (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil))
+	 (means (car split))
+	 (wts (nth 1 split))
+	 (len (1- (length means))))
+    (if (= len 0)
+	(math-reject-arg nil "*Must be at least 1 argument")
+      (math-with-extra-prec 2
+	(if wts
+	    (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts))
+		   (suminvsqrwts (calcFunc-reduce
+				  '(var add var-add)
+				  (calcFunc-map '(var div var-div)
+						1 sqrwts))))
+	      (math-make-sdev
+	       (math-div (calcFunc-reduce '(var add var-add)
+					  (calcFunc-map '(var div var-div)
+							means sqrwts))
+			 suminvsqrwts)
+	       (list 'calcFunc-sqrt (math-div 1 suminvsqrwts))))
+	  (let ((mean (math-div (calcFunc-reduce '(var add var-add) means)
+				len)))
+	    (math-make-sdev
+	     mean
+	     (list 'calcFunc-sqrt
+		   (math-div (calcFunc-reducer
+			      '(var add var-add)
+			      (calcFunc-map '(var pow var-pow)
+					    (calcFunc-map '(var abs var-abs)
+							  (calcFunc-map
+							   '(var add var-add)
+							   means
+							   (math-neg mean)))
+					    2))
+			     (math-mul len (1- len))))))))))
+)
+
+
+;;; Compute the median of a list of values.
+(defun calcFunc-vmedian (&rest vecs)
+  (let* ((flat (copy-sequence (cdr (math-flatten-many-vecs vecs))))
+	 (p flat)
+	 (len (length flat))
+	 (hlen (/ len 2)))
+    (if (= len 0)
+	(math-reject-arg nil "*Must be at least 1 argument")
+      (if (and (= len 1) (memq (car-safe (car flat)) '(sdev intv)))
+	  (calcFunc-vmean (car flat))
+	(while p
+	  (if (eq (car-safe (car p)) 'sdev)
+	      (setcar p (nth 1 (car p))))
+	  (or (Math-anglep (car p))
+	      (math-reject-arg (car p) 'anglep))
+	  (setq p (cdr p)))
+	(setq flat (sort flat 'math-lessp))
+	(if (= (% len 2) 0)
+	    (math-div (math-add (nth (1- hlen) flat) (nth hlen flat)) 2)
+	  (nth hlen flat)))))
+)
+
+
+(defun calcFunc-vgmean (&rest vecs)
+  (let* ((flat (math-flatten-many-vecs vecs))
+	 (len (1- (length flat))))
+    (if (= len 0)
+	(math-reject-arg nil "*Must be at least 1 argument")
+      (math-with-extra-prec 2
+	(let ((x (calcFunc-reduce '(var mul math-mul) flat)))
+	  (if (= len 2)
+	      (math-sqrt x)
+	    (math-pow x (list 'frac 1 len)))))))
+)
+
+
+(defun calcFunc-agmean (a b)
+  (cond ((Math-equal a b) a)
+	((math-zerop a) a)
+	((math-zerop b) b)
+	(calc-symbolic-mode (math-inexact-result))
+	((not (Math-realp a)) (math-reject-arg a 'realp))
+	((not (Math-realp b)) (math-reject-arg b 'realp))
+	(t
+	 (math-with-extra-prec 2
+	   (setq a (math-float (math-abs a))
+		 b (math-float (math-abs b)))
+	   (let (mean)
+	     (while (not (math-nearly-equal-float a b))
+	       (setq mean (math-mul-float (math-add-float a b) '(float 5 -1))
+		     b (math-sqrt-float (math-mul-float a b))
+		     a mean))
+	     a))))
+)
+
+
+(defun calcFunc-vhmean (&rest vecs)
+  (let* ((flat (math-flatten-many-vecs vecs))
+	 (len (1- (length flat))))
+    (if (= len 0)
+	(math-reject-arg nil "*Must be at least 1 argument")
+      (math-with-extra-prec 2
+	(math-div len
+		  (calcFunc-reduce '(var add math-add)
+				   (calcFunc-map '(var inv var-inv) flat))))))
+)
+
+
+
+;;; Compute the sample variance or standard deviation of numbers or vectors.
+;;; (If the numbers are error forms, only the mean part of them is used.)
+(defun calcFunc-vvar (&rest vecs)
+  (if (and (= (length vecs) 1)
+	   (memq (car-safe (car vecs)) '(sdev intv)))
+      (if (eq (car-safe (car vecs)) 'intv)
+	  (math-intv-variance (car vecs) nil)
+	(math-sqr (nth 2 (car vecs))))
+    (math-covariance vecs nil nil 0))
+)
+
+(defun calcFunc-vsdev (&rest vecs)
+  (if (and (= (length vecs) 1)
+	   (memq (car-safe (car vecs)) '(sdev intv)))
+      (if (eq (car-safe (car vecs)) 'intv)
+	  (if (math-floatp (car vecs))
+	      (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs)))
+			(math-sqrt-12))
+	    (math-sqrt (calcFunc-vvar (car vecs))))
+	(nth 2 (car vecs)))
+    (math-sqrt (math-covariance vecs nil nil 0)))
+)
+
+;;; Compute the population variance or std deviation of numbers or vectors.
+(defun calcFunc-vpvar (&rest vecs)
+  (if (and (= (length vecs) 1)
+	   (memq (car-safe (car vecs)) '(sdev intv)))
+      (if (eq (car-safe (car vecs)) 'intv)
+	  (math-intv-variance (car vecs) t)
+	(math-sqr (nth 2 (car vecs))))
+    (math-covariance vecs nil t 0))
+)
+
+(defun calcFunc-vpsdev (&rest vecs)
+  (if (and (= (length vecs) 1)
+	   (memq (car-safe (car vecs)) '(sdev intv)))
+      (if (eq (car-safe (car vecs)) 'intv)
+	  (if (math-floatp (car vecs))
+	      (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs)))
+			(math-sqrt-12))
+	    (math-sqrt (calcFunc-vpvar (car vecs))))
+	(nth 2 (car vecs)))
+    (math-sqrt (math-covariance vecs nil t 0)))
+)
+
+(defun math-intv-variance (x pop)
+  (or (math-constp x) (math-reject-arg x 'constp))
+  (if (math-floatp x)
+      (math-div (math-sqr (math-sub (nth 3 x) (nth 2 x))) 12)
+    (let* ((x (math-fix-int-intv x))
+	   (len (math-sub (nth 3 x) (nth 2 x)))
+	   (hlen (math-quotient len 2)))
+      (math-div (if (math-evenp len)
+		    (calcFunc-sum '(^ (var X var-X) 2) '(var X var-X)
+				  (math-neg hlen) hlen)
+		  (calcFunc-sum '(^ (- (var X var-X) (/ 1 2)) 2)
+				'(var X var-X)
+				(math-neg hlen) (math-add hlen 1)))
+		(if pop (math-add len 1) len))))
+)
+
+;;; Compute the covariance and linear correlation coefficient.
+(defun calcFunc-vcov (vec1 &optional vec2)
+  (math-covariance (list vec1) (list vec2) nil 1)
+)
+
+(defun calcFunc-vpcov (vec1 &optional vec2)
+  (math-covariance (list vec1) (list vec2) t 1)
+)
+
+(defun calcFunc-vcorr (vec1 &optional vec2)
+  (math-covariance (list vec1) (list vec2) nil 2)
+)
+
+
+(defun math-covariance (vec1 vec2 pop mode)
+  (or (car vec2) (= mode 0)
+      (progn
+	(if (and (eq (car-safe (car vec1)) 'var)
+		 (eq (car-safe (calc-var-value (nth 2 (car vec1)))) 'vec))
+	    (setq vec1 (symbol-value (nth 2 (car vec1))))
+	  (setq vec1 (car vec1)))
+	(or (math-matrixp vec1) (math-dimension-error))
+	(or (= (length (nth 1 vec1)) 3) (math-dimension-error))
+	(setq vec2 (list (math-mat-col vec1 2))
+	      vec1 (list (math-mat-col vec1 1)))))
+  (math-with-extra-prec 2
+    (let* ((split1 (math-split-sdev-vec (math-flatten-many-vecs vec1) nil))
+	   (means1 (car split1))
+	   (wts1 (nth 1 split1))
+	   split2 means2 (wts2 nil)
+	   (sqrwts nil)
+	   suminvsqrwts
+	   (len (1- (length means1))))
+      (if (< len (if pop 1 2))
+	  (math-reject-arg nil (if pop
+				   "*Must be at least 1 argument"
+				 "*Must be at least 2 arguments")))
+      (if (or wts1 wts2)
+	  (setq sqrwts (math-add
+			(if wts1
+			    (calcFunc-map '(var mul var-mul) wts1 wts1)
+			  0)
+			(if wts2
+			    (calcFunc-map '(var mul var-mul) wts2 wts2)
+			  0))
+		suminvsqrwts (calcFunc-reduce
+			      '(var add var-add)
+			      (calcFunc-map '(var div var-div) 1 sqrwts))))
+      (or (= mode 0)
+	  (progn
+	    (setq split2 (math-split-sdev-vec (math-flatten-many-vecs vec2)
+					      nil)
+		  means2 (car split2)
+		  wts2 (nth 2 split1))
+	    (or (= len (1- (length means2))) (math-dimension-error))))
+      (let* ((diff1 (calcFunc-map
+		     '(var add var-add)
+		     means1
+		     (if sqrwts
+			 (math-div (calcFunc-reduce
+				    '(var add var-add)
+				    (calcFunc-map '(var div var-div)
+						  means1 sqrwts))
+				   (math-neg suminvsqrwts))
+		       (math-div (calcFunc-reducer '(var add var-add) means1)
+				 (- len)))))
+	     (diff2 (if (= mode 0)
+			diff1
+		      (calcFunc-map
+		       '(var add var-add)
+		       means2
+		       (if sqrwts
+			   (math-div (calcFunc-reduce
+				      '(var add var-add)
+				      (calcFunc-map '(var div var-div)
+						    means2 sqrwts))
+				     (math-neg suminvsqrwts))
+			 (math-div (calcFunc-reducer '(var add var-add) means2)
+				   (- len))))))
+	     (covar (calcFunc-map '(var mul var-mul) diff1 diff2)))
+	(if sqrwts
+	    (setq covar (calcFunc-map '(var div var-div) covar sqrwts)))
+	(math-div
+	 (calcFunc-reducer '(var add var-add) covar)
+	 (if (= mode 2)
+	     (let ((var1 (calcFunc-map '(var mul var-mul) diff1 diff1))
+		   (var2 (calcFunc-map '(var mul var-mul) diff2 diff2)))
+	       (if sqrwts
+		   (setq var1 (calcFunc-map '(var div var-div) var1 sqrwts)
+			 var2 (calcFunc-map '(var div var-div) var2 sqrwts)))
+	       (math-sqrt
+		(math-mul (calcFunc-reducer '(var add var-add) var1)
+			  (calcFunc-reducer '(var add var-add) var2))))
+	   (if sqrwts
+	       (if pop
+		   suminvsqrwts
+		 (math-div (math-mul suminvsqrwts (1- len)) len))
+	     (if pop len (1- len))))))))
+)
+
+
+
+