Core statistical functions: min, max, mean, sum, variance, median, quartiles, quantile.
All functions require typed arrays (ITypedArray) as input. Primitive-optimized implementations avoid boxing overhead.
Core statistical functions: min, max, mean, sum, variance, median, quartiles, quantile. All functions require typed arrays (ITypedArray) as input. Primitive-optimized implementations avoid boxing overhead.
(central-moment data mean r)Compute the r-th central moment: (1/n) * Σ(xᵢ - μ)^r Requires a typed array (ITypedArray).
Compute the r-th central moment: (1/n) * Σ(xᵢ - μ)^r Requires a typed array (ITypedArray).
(cv data)Coefficient of variation (CV), also known as relative standard deviation. Computed as σ/μ (standard deviation divided by mean).
Returns Double/NaN if mean is zero or data has fewer than 2 elements. CV is dimensionless and useful for comparing variability across datasets with different units or scales. Requires a typed array (ITypedArray).
Coefficient of variation (CV), also known as relative standard deviation. Computed as σ/μ (standard deviation divided by mean). Returns Double/NaN if mean is zero or data has fewer than 2 elements. CV is dimensionless and useful for comparing variability across datasets with different units or scales. Requires a typed array (ITypedArray).
(kurtosis data)(kurtosis data type)Compute sample excess kurtosis using one of three methods.
Type 1: g₂ = m₄ / m₂² - 3 - typical textbook definition Type 2: G₂ = ((n+1)g₂ + 6)(n-1) / ((n-2)(n-3)) - unbiased under normality (SAS/SPSS) Type 3: b₂ = (g₂ + 3)((n-1)/n)² - 3 - used in MINITAB/BMDP
Where m_r = sample central moment of order r: Σ(xᵢ - μ)^r / n
Default is type 2 (unbiased under normality). Returns excess kurtosis (normal distribution has excess kurtosis of 0). Returns 0.0 for constant data (zero variance). Requires a typed array (ITypedArray).
Reference: Joanes & Gill (1998), Comparing measures of sample skewness and kurtosis. The Statistician, 47, 183-189.
Compute sample excess kurtosis using one of three methods.
Type 1: g₂ = m₄ / m₂² - 3 - typical textbook definition
Type 2: G₂ = ((n+1)g₂ + 6)(n-1) / ((n-2)(n-3)) - unbiased under normality (SAS/SPSS)
Type 3: b₂ = (g₂ + 3)((n-1)/n)² - 3 - used in MINITAB/BMDP
Where m_r = sample central moment of order r: Σ(xᵢ - μ)^r / n
Default is type 2 (unbiased under normality). Returns excess kurtosis
(normal distribution has excess kurtosis of 0).
Returns 0.0 for constant data (zero variance).
Requires a typed array (ITypedArray).
Reference: Joanes & Gill (1998), Comparing measures of sample skewness
and kurtosis. The Statistician, 47, 183-189.(max data)(max data _count)Maximum value in data. Requires a typed array (ITypedArray).
Maximum value in data. Requires a typed array (ITypedArray).
(mean data)(mean data count)Arithmetic mean of data. Requires a typed array (ITypedArray).
Arithmetic mean of data. Requires a typed array (ITypedArray).
(median data)Calculate the median of a sorted data set. Return [median nil nil] (partitions not supported for typed arrays). Requires a typed array (ITypedArray). References: http://en.wikipedia.org/wiki/Median
Calculate the median of a sorted data set. Return [median nil nil] (partitions not supported for typed arrays). Requires a typed array (ITypedArray). References: http://en.wikipedia.org/wiki/Median
(median-value data)Calculate the median value of a sorted data set. Returns just the median value (not the lower/upper partitions). Requires a typed array (ITypedArray). References: http://en.wikipedia.org/wiki/Median
Calculate the median value of a sorted data set. Returns just the median value (not the lower/upper partitions). Requires a typed array (ITypedArray). References: http://en.wikipedia.org/wiki/Median
(min data)(min data _count)Minimum value in data. Requires a typed array (ITypedArray).
Minimum value in data. Requires a typed array (ITypedArray).
(quantile quantile data)Calculate the quantile of a sorted data set. Requires a typed array (ITypedArray). References: http://en.wikipedia.org/wiki/Quantile
Calculate the quantile of a sorted data set. Requires a typed array (ITypedArray). References: http://en.wikipedia.org/wiki/Quantile
(quartiles data)Calculate the quartiles of a sorted data set. Returns [q1 median q3]. Requires a typed array (ITypedArray). References: http://en.wikipedia.org/wiki/Quartile
Calculate the quartiles of a sorted data set. Returns [q1 median q3]. Requires a typed array (ITypedArray). References: http://en.wikipedia.org/wiki/Quartile
(skewness data)(skewness data type)Compute sample skewness using one of three methods.
Type 1: g₁ = m₃ / m₂^(3/2) - typical textbook definition Type 2: G₁ = g₁ × √(n(n-1)) / (n-2) - unbiased under normality (SAS/SPSS) Type 3: b₁ = g₁ × ((n-1)/n)^(3/2) - used in MINITAB/BMDP
Where m_r = sample central moment of order r: Σ(xᵢ - μ)^r / n
Default is type 2 (unbiased under normality). Returns 0.0 for constant data (zero variance), since constant data is symmetric. Requires a typed array (ITypedArray).
Reference: Joanes & Gill (1998), Comparing measures of sample skewness and kurtosis. The Statistician, 47, 183-189.
Compute sample skewness using one of three methods.
Type 1: g₁ = m₃ / m₂^(3/2) - typical textbook definition
Type 2: G₁ = g₁ × √(n(n-1)) / (n-2) - unbiased under normality (SAS/SPSS)
Type 3: b₁ = g₁ × ((n-1)/n)^(3/2) - used in MINITAB/BMDP
Where m_r = sample central moment of order r: Σ(xᵢ - μ)^r / n
Default is type 2 (unbiased under normality).
Returns 0.0 for constant data (zero variance), since constant data is symmetric.
Requires a typed array (ITypedArray).
Reference: Joanes & Gill (1998), Comparing measures of sample skewness
and kurtosis. The Statistician, 47, 183-189.(sum data)Sum of each data point. Requires a typed array (ITypedArray).
Sum of each data point. Requires a typed array (ITypedArray).
(sum-of-squares data)Sum of the squares of each data point. Requires a typed array (ITypedArray).
Sum of the squares of each data point. Requires a typed array (ITypedArray).
(transpose data)Transpose a vector of vectors.
Transpose a vector of vectors.
(variance data)(variance data df)Return the variance of data.
By default returns the sample variance with (- (count data) 1) degrees of freedom.
The population variance can be returned using (variance data 0), which uses (count data) degrees of freedom.
Requires a typed array (ITypedArray).
Ref: Chan et al. Algorithms for computing the sample variance: analysis and recommendations. American Statistician (1983).
Return the variance of data.
By default returns the sample variance with (- (count data) 1) degrees
of freedom.
The population variance can be returned using (variance data 0), which uses
(count data) degrees of freedom.
Requires a typed array (ITypedArray).
Ref: Chan et al. Algorithms for computing the sample variance: analysis and
recommendations. American Statistician (1983).(variance* data mean df)Variance based on subtracting mean. Requires a typed array (ITypedArray).
Variance based on subtracting mean. Requires a typed array (ITypedArray).
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