statistics.h File Reference

#include "ap.h"
#include "alglibinternal.h"
#include "linalg.h"
#include "specialfunctions.h"
#include "alglibmisc.h"

Go to the source code of this file.

Namespaces

 alglib
 
 alglib_impl
 

Functions

void alglib_impl::_pexec_covm (ae_matrix *x, ae_int_t n, ae_int_t m, ae_matrix *c, ae_state *_state)
 
void alglib_impl::_pexec_covm2 (ae_matrix *x, ae_matrix *y, ae_int_t n, ae_int_t m1, ae_int_t m2, ae_matrix *c, ae_state *_state)
 
void alglib_impl::_pexec_pearsoncorrm (ae_matrix *x, ae_int_t n, ae_int_t m, ae_matrix *c, ae_state *_state)
 
void alglib_impl::_pexec_pearsoncorrm2 (ae_matrix *x, ae_matrix *y, ae_int_t n, ae_int_t m1, ae_int_t m2, ae_matrix *c, ae_state *_state)
 
void alglib_impl::_pexec_rankdata (ae_matrix *xy, ae_int_t npoints, ae_int_t nfeatures, ae_state *_state)
 
void alglib_impl::_pexec_rankdatacentered (ae_matrix *xy, ae_int_t npoints, ae_int_t nfeatures, ae_state *_state)
 
void alglib_impl::_pexec_spearmancorrm (ae_matrix *x, ae_int_t n, ae_int_t m, ae_matrix *c, ae_state *_state)
 
void alglib_impl::_pexec_spearmancorrm2 (ae_matrix *x, ae_matrix *y, ae_int_t n, ae_int_t m1, ae_int_t m2, ae_matrix *c, ae_state *_state)
 
double alglib_impl::cov2 (ae_vector *x, ae_vector *y, ae_int_t n, ae_state *_state)
 
double alglib::cov2 (const real_1d_array &x, const real_1d_array &y)
 
double alglib::cov2 (const real_1d_array &x, const real_1d_array &y, const ae_int_t n)
 
void alglib_impl::covm (ae_matrix *x, ae_int_t n, ae_int_t m, ae_matrix *c, ae_state *_state)
 
void alglib::covm (const real_2d_array &x, const ae_int_t n, const ae_int_t m, real_2d_array &c)
 
void alglib::covm (const real_2d_array &x, real_2d_array &c)
 
void alglib_impl::covm2 (ae_matrix *x, ae_matrix *y, ae_int_t n, ae_int_t m1, ae_int_t m2, ae_matrix *c, ae_state *_state)
 
void alglib::covm2 (const real_2d_array &x, const real_2d_array &y, const ae_int_t n, const ae_int_t m1, const ae_int_t m2, real_2d_array &c)
 
void alglib::covm2 (const real_2d_array &x, const real_2d_array &y, real_2d_array &c)
 
void alglib_impl::ftest (ae_vector *x, ae_int_t n, ae_vector *y, ae_int_t m, double *bothtails, double *lefttail, double *righttail, ae_state *_state)
 
void alglib::ftest (const real_1d_array &x, const ae_int_t n, const real_1d_array &y, const ae_int_t m, double &bothtails, double &lefttail, double &righttail)
 
void alglib_impl::jarqueberatest (ae_vector *x, ae_int_t n, double *p, ae_state *_state)
 
void alglib::jarqueberatest (const real_1d_array &x, const ae_int_t n, double &p)
 
void alglib_impl::mannwhitneyutest (ae_vector *x, ae_int_t n, ae_vector *y, ae_int_t m, double *bothtails, double *lefttail, double *righttail, ae_state *_state)
 
void alglib::mannwhitneyutest (const real_1d_array &x, const ae_int_t n, const real_1d_array &y, const ae_int_t m, double &bothtails, double &lefttail, double &righttail)
 
void alglib_impl::onesamplesigntest (ae_vector *x, ae_int_t n, double median, double *bothtails, double *lefttail, double *righttail, ae_state *_state)
 
void alglib::onesamplesigntest (const real_1d_array &x, const ae_int_t n, const double median, double &bothtails, double &lefttail, double &righttail)
 
void alglib_impl::onesamplevariancetest (ae_vector *x, ae_int_t n, double variance, double *bothtails, double *lefttail, double *righttail, ae_state *_state)
 
void alglib::onesamplevariancetest (const real_1d_array &x, const ae_int_t n, const double variance, double &bothtails, double &lefttail, double &righttail)
 
double alglib_impl::pearsoncorr2 (ae_vector *x, ae_vector *y, ae_int_t n, ae_state *_state)
 
double alglib::pearsoncorr2 (const real_1d_array &x, const real_1d_array &y)
 
double alglib::pearsoncorr2 (const real_1d_array &x, const real_1d_array &y, const ae_int_t n)
 
double alglib_impl::pearsoncorrelation (ae_vector *x, ae_vector *y, ae_int_t n, ae_state *_state)
 
double alglib::pearsoncorrelation (const real_1d_array &x, const real_1d_array &y, const ae_int_t n)
 
void alglib::pearsoncorrelationsignificance (const double r, const ae_int_t n, double &bothtails, double &lefttail, double &righttail)
 
void alglib_impl::pearsoncorrelationsignificance (double r, ae_int_t n, double *bothtails, double *lefttail, double *righttail, ae_state *_state)
 
void alglib_impl::pearsoncorrm (ae_matrix *x, ae_int_t n, ae_int_t m, ae_matrix *c, ae_state *_state)
 
void alglib::pearsoncorrm (const real_2d_array &x, const ae_int_t n, const ae_int_t m, real_2d_array &c)
 
void alglib::pearsoncorrm (const real_2d_array &x, real_2d_array &c)
 
void alglib_impl::pearsoncorrm2 (ae_matrix *x, ae_matrix *y, ae_int_t n, ae_int_t m1, ae_int_t m2, ae_matrix *c, ae_state *_state)
 
void alglib::pearsoncorrm2 (const real_2d_array &x, const real_2d_array &y, const ae_int_t n, const ae_int_t m1, const ae_int_t m2, real_2d_array &c)
 
void alglib::pearsoncorrm2 (const real_2d_array &x, const real_2d_array &y, real_2d_array &c)
 
void alglib_impl::rankdata (ae_matrix *xy, ae_int_t npoints, ae_int_t nfeatures, ae_state *_state)
 
void alglib::rankdata (const real_2d_array &xy, const ae_int_t npoints, const ae_int_t nfeatures)
 
void alglib::rankdata (real_2d_array &xy)
 
void alglib_impl::rankdatacentered (ae_matrix *xy, ae_int_t npoints, ae_int_t nfeatures, ae_state *_state)
 
void alglib::rankdatacentered (const real_2d_array &xy, const ae_int_t npoints, const ae_int_t nfeatures)
 
void alglib::rankdatacentered (real_2d_array &xy)
 
void alglib_impl::sampleadev (ae_vector *x, ae_int_t n, double *adev, ae_state *_state)
 
void alglib::sampleadev (const real_1d_array &x, const ae_int_t n, double &adev)
 
void alglib::sampleadev (const real_1d_array &x, double &adev)
 
double alglib_impl::samplekurtosis (ae_vector *x, ae_int_t n, ae_state *_state)
 
double alglib::samplekurtosis (const real_1d_array &x)
 
double alglib::samplekurtosis (const real_1d_array &x, const ae_int_t n)
 
double alglib_impl::samplemean (ae_vector *x, ae_int_t n, ae_state *_state)
 
double alglib::samplemean (const real_1d_array &x)
 
double alglib::samplemean (const real_1d_array &x, const ae_int_t n)
 
void alglib_impl::samplemedian (ae_vector *x, ae_int_t n, double *median, ae_state *_state)
 
void alglib::samplemedian (const real_1d_array &x, const ae_int_t n, double &median)
 
void alglib::samplemedian (const real_1d_array &x, double &median)
 
void alglib_impl::samplemoments (ae_vector *x, ae_int_t n, double *mean, double *variance, double *skewness, double *kurtosis, ae_state *_state)
 
void alglib::samplemoments (const real_1d_array &x, const ae_int_t n, double &mean, double &variance, double &skewness, double &kurtosis)
 
void alglib::samplemoments (const real_1d_array &x, double &mean, double &variance, double &skewness, double &kurtosis)
 
void alglib_impl::samplepercentile (ae_vector *x, ae_int_t n, double p, double *v, ae_state *_state)
 
void alglib::samplepercentile (const real_1d_array &x, const ae_int_t n, const double p, double &v)
 
void alglib::samplepercentile (const real_1d_array &x, const double p, double &v)
 
double alglib_impl::sampleskewness (ae_vector *x, ae_int_t n, ae_state *_state)
 
double alglib::sampleskewness (const real_1d_array &x)
 
double alglib::sampleskewness (const real_1d_array &x, const ae_int_t n)
 
double alglib_impl::samplevariance (ae_vector *x, ae_int_t n, ae_state *_state)
 
double alglib::samplevariance (const real_1d_array &x)
 
double alglib::samplevariance (const real_1d_array &x, const ae_int_t n)
 
void alglib::smp_covm (const real_2d_array &x, const ae_int_t n, const ae_int_t m, real_2d_array &c)
 
void alglib::smp_covm (const real_2d_array &x, real_2d_array &c)
 
void alglib::smp_covm2 (const real_2d_array &x, const real_2d_array &y, const ae_int_t n, const ae_int_t m1, const ae_int_t m2, real_2d_array &c)
 
void alglib::smp_covm2 (const real_2d_array &x, const real_2d_array &y, real_2d_array &c)
 
void alglib::smp_pearsoncorrm (const real_2d_array &x, const ae_int_t n, const ae_int_t m, real_2d_array &c)
 
void alglib::smp_pearsoncorrm (const real_2d_array &x, real_2d_array &c)
 
void alglib::smp_pearsoncorrm2 (const real_2d_array &x, const real_2d_array &y, const ae_int_t n, const ae_int_t m1, const ae_int_t m2, real_2d_array &c)
 
void alglib::smp_pearsoncorrm2 (const real_2d_array &x, const real_2d_array &y, real_2d_array &c)
 
void alglib::smp_rankdata (const real_2d_array &xy, const ae_int_t npoints, const ae_int_t nfeatures)
 
void alglib::smp_rankdata (real_2d_array &xy)
 
void alglib::smp_rankdatacentered (const real_2d_array &xy, const ae_int_t npoints, const ae_int_t nfeatures)
 
void alglib::smp_rankdatacentered (real_2d_array &xy)
 
void alglib::smp_spearmancorrm (const real_2d_array &x, const ae_int_t n, const ae_int_t m, real_2d_array &c)
 
void alglib::smp_spearmancorrm (const real_2d_array &x, real_2d_array &c)
 
void alglib::smp_spearmancorrm2 (const real_2d_array &x, const real_2d_array &y, const ae_int_t n, const ae_int_t m1, const ae_int_t m2, real_2d_array &c)
 
void alglib::smp_spearmancorrm2 (const real_2d_array &x, const real_2d_array &y, real_2d_array &c)
 
double alglib_impl::spearmancorr2 (ae_vector *x, ae_vector *y, ae_int_t n, ae_state *_state)
 
double alglib::spearmancorr2 (const real_1d_array &x, const real_1d_array &y)
 
double alglib::spearmancorr2 (const real_1d_array &x, const real_1d_array &y, const ae_int_t n)
 
void alglib_impl::spearmancorrm (ae_matrix *x, ae_int_t n, ae_int_t m, ae_matrix *c, ae_state *_state)
 
void alglib::spearmancorrm (const real_2d_array &x, const ae_int_t n, const ae_int_t m, real_2d_array &c)
 
void alglib::spearmancorrm (const real_2d_array &x, real_2d_array &c)
 
void alglib_impl::spearmancorrm2 (ae_matrix *x, ae_matrix *y, ae_int_t n, ae_int_t m1, ae_int_t m2, ae_matrix *c, ae_state *_state)
 
void alglib::spearmancorrm2 (const real_2d_array &x, const real_2d_array &y, const ae_int_t n, const ae_int_t m1, const ae_int_t m2, real_2d_array &c)
 
void alglib::spearmancorrm2 (const real_2d_array &x, const real_2d_array &y, real_2d_array &c)
 
double alglib_impl::spearmanrankcorrelation (ae_vector *x, ae_vector *y, ae_int_t n, ae_state *_state)
 
double alglib::spearmanrankcorrelation (const real_1d_array &x, const real_1d_array &y, const ae_int_t n)
 
void alglib::spearmanrankcorrelationsignificance (const double r, const ae_int_t n, double &bothtails, double &lefttail, double &righttail)
 
void alglib_impl::spearmanrankcorrelationsignificance (double r, ae_int_t n, double *bothtails, double *lefttail, double *righttail, ae_state *_state)
 
void alglib_impl::studentttest1 (ae_vector *x, ae_int_t n, double mean, double *bothtails, double *lefttail, double *righttail, ae_state *_state)
 
void alglib::studentttest1 (const real_1d_array &x, const ae_int_t n, const double mean, double &bothtails, double &lefttail, double &righttail)
 
void alglib_impl::studentttest2 (ae_vector *x, ae_int_t n, ae_vector *y, ae_int_t m, double *bothtails, double *lefttail, double *righttail, ae_state *_state)
 
void alglib::studentttest2 (const real_1d_array &x, const ae_int_t n, const real_1d_array &y, const ae_int_t m, double &bothtails, double &lefttail, double &righttail)
 
void alglib_impl::unequalvariancettest (ae_vector *x, ae_int_t n, ae_vector *y, ae_int_t m, double *bothtails, double *lefttail, double *righttail, ae_state *_state)
 
void alglib::unequalvariancettest (const real_1d_array &x, const ae_int_t n, const real_1d_array &y, const ae_int_t m, double &bothtails, double &lefttail, double &righttail)
 
void alglib_impl::wilcoxonsignedranktest (ae_vector *x, ae_int_t n, double e, double *bothtails, double *lefttail, double *righttail, ae_state *_state)
 
void alglib::wilcoxonsignedranktest (const real_1d_array &x, const ae_int_t n, const double e, double &bothtails, double &lefttail, double &righttail)
 
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21 August 2020
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