Package Cl-Mathstats - internal and external symbols

Part of:

asdf-system cl-mathstats
See only external symbols
Package Cl-Mathstats uses the packages Common-Lisp, Metabang.Cl-Containers and Metabang.Utilities. It is also known as Metabang.Math. It has 821 total symbols and 137 external ones.

Variable

*continous-data-window-divisor* A temporary table. This avoids consing. A temporary vector for use by statistical functions such as `quantile,' whichuses it for sorting...

Constant

+0degrees+ An approximation of the constant e (named for Euler!). The constant 2*pi, in single-float format. Using this constant avoidrun-time double-float conta... The constant pi, in single-float format. Using this constant avoidrun-time double-float contagi...

Function

1-or-2d-arrayp Performs a one-way analysis of variance (ANOVA) on the `data,' which shouldbe a sequence of sequ... anova-one-way-variables (iv dv &optional (scheffe-tests-p t) confidence-... See anova-one-way-variables Calculates the analysis of variance when there are two factors that mayaffect the dependent vari... anova-two-way-variables (dv iv1 iv2)Calculates the analysis of variance when there are two facto... See anova-two-way-variables anova-two-way-variables-unequal-cell-sizes (iv1 iv2 dv)Calculates the analysis of variance when ... See anova-two-way-variables-unequal-cell-sizes autocorrelation (sample max-lag &optional (min-lag 0))Autocorrelation is merely a cross-correlat... See autocorrelation Returns the value of the Beta function, defined in terms of the completegamma function, G, as: G... This function is useful in defining the cumulative distributions forStudent's t and the F distri... Suppose an event occurs with probability `p' per trial. This functioncomputes the probability o... This is an exact but computationally intensive form of the preferredfunction, `binomial-cdf.' Returns the binomial coefficient, n' choose k,' as an integer. The resultmay not be exactly c... This is an exact but computationally intensive form of the preferredfunction, `binomial-coeffici... Returns the probability of k' successes in n' trials, where at each trialthe probability of su... This is an exact but computationally intensive form of the preferredfunction, `binomial-probabil... Performs a chi-square test for independence of the two variables, v1' and
v2.' These should be ... Runs a chi-square test for association on a simple 2 x 2 table. If `yates'is nil, the correctio... Performs a chi-square test for independence of the two variables, v1' and
v2.' These should be ... Calculates the chi-square statistic and corresponding p-value for the givencontingency table. T... Computes the complement of the cumulative distribution function for aChi-square random variable ... Returns the number of combinations of n elements taken k at a time. Assumes valid input. confidence-interval nilnil confidence-interval-proportion (x n confidence)Suppose we have a sample of n' things and x' of... See confidence-interval-proportion confidence-interval-t (data confidence)Suppose you have a sample of 10 numbers and you want to c... See confidence-interval-t This function is just like `confidence-interval-t,' except that instead ofits arguments being th... confidence-interval-z (data confidence)Suppose you have a sample of 50 numbers and you want to c... See confidence-interval-z This function is just like `confidence-interval-z,' except that instead ofits arguments being th... correlation (sample1 sample2 &key start1 end1 start2 end2)Computes the correlation coefficient o... Computes the correlation of two variables given summary statistics of thevariables. All of thes... See correlation Returns a matrix of all the correlations of all the variables. The dependentvariable is row and... covariance (sample1 sample2 &key start1 end1 start2 end2)Computes the covariance of two samples,... See covariance cross-correlation (sequence1 sequence2 max-lag &optional (min-lag 0))Returns a list of the corre... See cross-correlation d-test (sample-1 sample-2 tails &key (times 1000) (h0mean 0))Two-sample test for difference in m... See d-test data-length (data &key start end key)Returns the number of data values in `data.' Essentially, t... See data-length Convert degrees to radians. Takes a sequence of numbers and returns a sequence of differences from the mean.Formula: xi = X... Divide positive fixnum `i' by 2 or a power of 2, yielding an integer result.For example, (div2 3... Computes the error function, which is typically used to compute areas underthe Gaussian probabil... This function computes the complement of the error function, erfc(x),''defined as 1-erf(x). S... 2^n A faster version of `remove-duplicates'. Note you cannot specify a :TEST (it is always #'eq). Returns the f-measure, the combination of precision and recall based onparameter beta - default ... This function occurs in the statistical test of whether two observed sampleshave the same varian... Returns the factorial of `n,' which should be a non-negative integer. Theresult will returned a... Returns the factorial of `n,' which should be an integer. The result willreturned as an integer... Returns the natural logarithm of n!; `n' should be an integer. The resultwill be a single-preci... Returns the critical value of some statistic. The function `p-function'should be a unary functi... Calculates the G-test for a contingency table. The formula for theG-test statistic is2 * sum[... This is an incomplete gamma function, what Numerical Recipes in C calls gammp.'' This function ... Returns the natural logarithm of the Gamma function evaluated at `x.'Mathematically, the Gamma f... Computes the cumulative distribution function for a Gaussian random variable(defaults: mean=0.0,... Computes the significance of x' in a Gaussian distribution with mean= mean'(default 0.0) and st... Returns the inner product of the two samples, which should be sequences ofnumbers. The inner pr... interquartile-range (data)The interquartile range is similar to the variance of a sample because... See interquartile-range If matrix is singular returns nil, else returns its inverse. If into-matrix is supplied, inver... If matrix is singular returns nil, else returns the inverse of matrix. Uses iterative improvem... Returns the correlations of sequence1' with sequence2' aftershifting sequence1' by lag'. Th... Calculates the main statistics of a linear regression: the slope andintercept of the line, the c... Calculates the main statistics of a linear regression: the slope andintercept of the line, the c... Calculates the slope and intercept of the regression line. This functiontakes two equal-length ... Calculates the slope and intercept of the regression line. This functiondiffers from `linear-re... Calculates almost every statistic of a linear regression: the slope andintercept of the line, th... Calculates almost every statistic of a linear regression: the slope andintercept of the line, th... Rescales value linearly from the old-min/old-max scale to the new-min/new-max one. Log of `n' to base 2. Collects the dv' values for each unique combination of an element of v1'and an element of `v2.... Counts each unique combination of an element of v1' and an element of v2.'Returns a two-dimens... Does successive multiplications of each element in `args'. If twoelements are scalar, then thei... Returns the norm of matrix. The norm is the maximum over the rows of the sum of the abs of the... Adds two matrices together Add a scalar value to a matrix Multiplies two matrices together Multiply a matrix by a scalar value Multiply a matrix by a scalar value maximum (data &key start end key)Returns the element of the sequence data' whose key' is maxim... See maximum mean (data &key start end key)Returns the arithmetic mean of `data,' which should be a sequence.... See mean median (data &key start end key)Returns the median of the subsequence of data' from start' to ... See median minimum (data &key start end key)Returns the element of the sequence data' whose key' is minim... See minimum Find `n' mod a power of 2. mode (data &key start end key)Returns the most frequent element of `data,' which should be a seq... Returns the most frequent element of `data,' which should be a sequence. Thealgorithm involves ... See mode This is an internal function for the use of the multiple-linear-regressionfunctions. It takes t... Let m be the number of independent variables, `ivs.' This function returns avector of length m w... Let m be the number of independent variables, `ivs.' This function returnsa vector of length m ... Performs linear regression of the dependent variable, dv,' on multiple
independent variables, i... Let m be the number of independent variables, `ivs.' This function returnsfourteen values: 1. t... multiple-modes (data k &key start end key)Returns the k' most frequent elements of data,' whic... See multiple-modes Multiply matrices MATRIX-1 and MATRIX-2, storing into MATRIX-3 if supplied.If MATRIX-3 is not su... Returns a new matrix such that the sum of its elements is 1.0 returns t iff x in the interval Returns the number of possible ways of taking k elements out of n total. Computes the cumulative distribution function for a Poisson random variablewith mean `x' evaluat... Prints anova-table' on stream.' Prints scheffe-table' on stream.' If the original one-way anova data had Ngroups, the Scheffe ... Computes square root of aa + b b without destructive overflow or underflow. Computes square root of aa + b b without destructive overflow or underflow. quantile (data q &key start end key)Returns the element which is the q'th percentile of the data... See quantile Takes two sequences and returns the correlation coefficient.Formula: Sum (Cross-product (Differ... Convert radians to degrees. Does not round the result. range (data &key start end key)Returns the range of the sequence data.' Signals no-data' if th... See range Uses the Gauss-Jordan reduction method to reduce a matrix. Removes the '&rest arg' part from a lambda-list (strictly for documentation purposes. Equivalent to (* factor (round n factor)). For example, `round-to-factor' of65 and 60 is 60. U... Eliminates floating point underflow for the exponential function.Instead, it just returns 0.0d0 Multiplies a matrix by a scalar value in the form M[i,j] = s*M[i,j]. Performs all pairwise comparisons between group means, testing forsignificance using Scheffe's F... significance nilnil Returns as three values the U W and V of singular value decomposition. Ifyou have already conse... skewness (data &key start end key)Returns the skewness of `data', which is the sum of cubed dist... See skewness Smooths `data' by successive smoothing: 4,median; then 2,median; then5,median; then 3,median; th... Smooths `data' by replacing each element with the weighted mean of it and itstwo neighbors. The... With a window of size two, the median and mean smooth functions are thesame. Smooths `data' by replacing each element with the mean of it and its twoneighbors. The ends are... Smooths `data' by replacing each element with the mean of it, its leftneighbor, and its two righ... Smooths `data' by replacing each element with the median of it, its two leftneighbors and its tw... Smooths `data' by replacing each element with the median of it and itsneighbor on the left. A m... Smooths `data' by replacing each element with the median of it and its twoneighbors. The ends a... Smooths `data' by replacing each element with the median of it, its leftneighbor, and its two ri... Smooths `data' by replacing each element with the median of it, its two leftneighbors and its tw... standard-deviation (data &key start end key)Returns the standard deviation of `data,' which is j... See standard-deviation statistical-summary (data &key start end key)Compute the length, minimum, maximum, range, median... See statistical-summary Student's distribution is much like the Gaussian distribution except withheavier tails, dependin... Takes a sequence of numbers and returns their sum.Formula: Sum(X). Returns the sum of squared distances from the mean of data'.

Signals no-data' if there is no d... Solves A X = B for a vector X,' where A is specified by the mxn array U, n'vector W, and nxn m... Solves A X = B for a vector X,' where A is specified by the mxn array U, n'vector W, and nxn m... Returns the solution vector to the Ax=b, where A has been decomposed into u,' w' and v' by si... Computes the inverse of a matrix that has been decomposed into u,' w' and`v' by singular value... Computes the inverse of a matrix that has been decomposed into u,' w' and`v' by singular value... Computes the inverse of a matrix that has been decomposed into u,' w' and`v' by singular value... Computes the inverse of a matrix that has been decomposed into u,' w' and`v' by singular value... Use singular value decomposition to compute the inverse of `A.' If an exactinverse is not possib... Returns solution of linear system matrix * solution = b-vector. Employs thesingular value decom... If the relative magnitude of an element in w' compared to the largest
element is less than thre... Given an m'x n' matrix `A,' this routine computes its singular valuedecomposition, A = U W V^T.... Given an m'x n' matrix `A,' this routine computes its singular valuedecomposition, A = U W V^T.... Given v' and w' as computed by singular value decomposition, computes thecovariance matrix amo... If the relative magnitude of an element in w' compared to the largest
element is less than thre... If the relative magnitude of an element in w' compared to the largest
element is less than thre... t-significance nilnil t-test (sample-1 sample-2 &optional (tails both) (h0mean 0))Returns the t-statistic for the diff... See t-test t-test-matched (sample1 sample2 &optional (tails both))Returns the t-statistic for two matched s... See t-test-matched t-test-one-sample (data tails &optional (h0-mean 0) &key start end key)Returns the t-statistic f... See t-test-one-sample Multiply `i' by a power of 2. trimmed-mean (data percentage &key start end key)Returns a trimmed mean of `data.' A trimmed mea... See trimmed-mean Truncate `n' to a power of 2. Equivalent to (* factor (truncate n factor)). For example,`truncate-to-factor' of 65 and 60 is ... tukey-summary (data &key start end key)Computes a Tukey five-number summary of the data. That i... See tukey-summary variance (data &key start end key)Returns the variance of data,' that is, the sum-of-squares' ... See variance z-test-one-sample (data tails &optional (h0-mean 0) (h0-std-dev 1) &key start ... See z-test-one-sample

Generic-Function

composite-statistic-p http://en.wikipedia.org/wiki/Dot_product

Macro

aref1 Generate error if the value of ARG-NAME doesn't satisfy PREDICATE.PREDICATE is a function name (... In clasp, statistical objects have two parts, a class which stores thevarious parts of the objec... Protects against floating point underflow errors and sets the value to 0.0 instead. Binds `temp' to a hash table. Binds temp' to a vector of length at least min-size.' It's a vector ofpointers and has a fill-...