1 ;;; calc-stat.el --- statistical functions for Calc
3 ;; Copyright (C) 1990-1993, 2001-2017 Free Software Foundation, Inc.
5 ;; Author: David Gillespie <daveg@synaptics.com>
7 ;; This file is part of GNU Emacs.
9 ;; GNU Emacs is free software: you can redistribute it and/or modify
10 ;; it under the terms of the GNU General Public License as published by
11 ;; the Free Software Foundation, either version 3 of the License, or
12 ;; (at your option) any later version.
14 ;; GNU Emacs is distributed in the hope that it will be useful,
15 ;; but WITHOUT ANY WARRANTY; without even the implied warranty of
16 ;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
17 ;; GNU General Public License for more details.
19 ;; You should have received a copy of the GNU General Public License
20 ;; along with GNU Emacs. If not, see <https://www.gnu.org/licenses/>.
26 ;; This file is autoloaded from calc-ext.el.
31 ;;; Statistical operations on vectors.
33 (defun calc-vector-count (arg)
36 (calc-vector-op "coun" 'calcFunc-vcount arg
)))
38 (defun calc-vector-sum (arg)
41 (if (calc-is-hyperbolic)
42 (calc-vector-op "vprd" 'calcFunc-vprod arg
)
43 (calc-vector-op "vsum" 'calcFunc-vsum arg
))))
45 (defun calc-vector-product (arg)
47 (calc-hyperbolic-func)
48 (calc-vector-sum arg
))
50 (defun calc-vector-max (arg)
54 (calc-vector-op "vmin" 'calcFunc-vmin arg
)
55 (calc-vector-op "vmax" 'calcFunc-vmax arg
))))
57 (defun calc-vector-min (arg)
60 (calc-vector-max arg
))
62 (defun calc-vector-mean (arg)
65 (if (calc-is-hyperbolic)
67 (calc-vector-op "harm" 'calcFunc-vhmean arg
)
68 (calc-vector-op "medn" 'calcFunc-vmedian arg
))
70 (calc-vector-op "meae" 'calcFunc-vmeane arg
)
71 (calc-vector-op "mean" 'calcFunc-vmean arg
)))))
73 (defun calc-vector-rms (arg)
76 (calc-vector-op "rms" 'calcFunc-rms arg
)))
78 (defun calc-vector-mean-error (arg)
81 (calc-vector-mean arg
))
83 (defun calc-vector-median (arg)
85 (calc-hyperbolic-func)
86 (calc-vector-mean arg
))
88 (defun calc-vector-harmonic-mean (arg)
91 (calc-hyperbolic-func)
92 (calc-vector-mean arg
))
94 (defun calc-vector-geometric-mean (arg)
97 (if (calc-is-hyperbolic)
98 (calc-binary-op "geom" 'calcFunc-agmean arg
)
99 (calc-vector-op "geom" 'calcFunc-vgmean arg
))))
101 (defun calc-vector-sdev (arg)
104 (if (calc-is-hyperbolic)
105 (if (calc-is-inverse)
106 (calc-vector-op "pvar" 'calcFunc-vpvar arg
)
107 (calc-vector-op "var" 'calcFunc-vvar arg
))
108 (if (calc-is-inverse)
109 (calc-vector-op "psdv" 'calcFunc-vpsdev arg
)
110 (calc-vector-op "sdev" 'calcFunc-vsdev arg
)))))
112 (defun calc-vector-pop-sdev (arg)
115 (calc-vector-sdev arg
))
117 (defun calc-vector-variance (arg)
119 (calc-hyperbolic-func)
120 (calc-vector-sdev arg
))
122 (defun calc-vector-pop-variance (arg)
125 (calc-hyperbolic-func)
126 (calc-vector-sdev arg
))
128 (defun calc-vector-covariance (arg)
131 (let ((n (if (eq arg
1) 1 2)))
132 (if (calc-is-hyperbolic)
133 (calc-enter-result n
"corr" (cons 'calcFunc-vcorr
134 (calc-top-list-n n
)))
135 (if (calc-is-inverse)
136 (calc-enter-result n
"pcov" (cons 'calcFunc-vpcov
137 (calc-top-list-n n
)))
138 (calc-enter-result n
"cov" (cons 'calcFunc-vcov
139 (calc-top-list-n n
))))))))
141 (defun calc-vector-pop-covariance (arg)
144 (calc-vector-covariance arg
))
146 (defun calc-vector-correlation (arg)
148 (calc-hyperbolic-func)
149 (calc-vector-covariance arg
))
151 (defun calc-vector-op (name func arg
)
152 (setq calc-aborted-prefix name
153 arg
(prefix-numeric-value arg
))
155 (error "Negative arguments not allowed"))
156 (calc-enter-result arg name
(cons func
(calc-top-list-n arg
))))
161 ;;; Useful statistical functions
163 ;;; Sum, product, etc., of one or more values or vectors.
164 ;;; Each argument must be either a number or a vector. Vectors
165 ;;; are flattened, but variables inside are assumed to represent
168 (defun calcFunc-vsum (&rest vecs
)
169 (math-reduce-many-vecs 'calcFunc-add
'calcFunc-vsum vecs
0))
171 (defun calcFunc-vprod (&rest vecs
)
172 (math-reduce-many-vecs 'calcFunc-mul
'calcFunc-vprod vecs
1))
174 (defun calcFunc-vmax (&rest vecs
)
175 (if (eq (car-safe (car vecs
)) 'sdev
)
177 (if (eq (car-safe (car vecs
)) 'intv
)
178 (nth 3 (math-fix-int-intv (car vecs
)))
179 (math-reduce-many-vecs 'calcFunc-max
'calcFunc-vmax vecs
180 '(neg (var inf var-inf
))))))
182 (defun calcFunc-vmin (&rest vecs
)
183 (if (eq (car-safe (car vecs
)) 'sdev
)
184 '(neg (var inf var-inf
))
185 (if (eq (car-safe (car vecs
)) 'intv
)
186 (nth 2 (math-fix-int-intv (car vecs
)))
187 (math-reduce-many-vecs 'calcFunc-min
'calcFunc-vmin vecs
188 '(var inf var-inf
)))))
190 (defun math-reduce-many-vecs (func whole-func vecs ident
)
191 (let ((const-part nil
)
194 (let ((calc-internal-prec (+ calc-internal-prec
2)))
196 (setq val
(car vecs
))
197 (and (eq (car-safe val
) 'var
)
198 (eq (car-safe (calc-var-value (nth 2 val
))) 'vec
)
199 (setq val
(symbol-value (nth 2 val
))))
200 (cond ((Math-vectorp val
)
201 (setq vec
(append (and const-part
(list const-part
))
202 (math-flatten-vector val
)))
203 (setq const-part
(if vec
205 (math-calcFunc-to-var func
)
208 ((or (Math-objectp val
) (math-infinitep val
))
209 (setq const-part
(if const-part
210 (funcall func const-part val
)
213 (setq symb-part
(nconc symb-part
(list val
)))))
214 (setq vecs
(cdr vecs
))))
217 (setq const-part
(math-normalize const-part
))
219 (funcall func const-part
(cons whole-func symb-part
))
221 (if symb-part
(cons whole-func symb-part
) ident
))))
224 ;;; Return the number of data elements among the arguments.
225 (defun calcFunc-vcount (&rest vecs
)
228 (setq count
(if (Math-vectorp (car vecs
))
229 (+ count
(math-count-elements (car vecs
)))
230 (if (Math-objectp (car vecs
))
232 (if (and (eq (car-safe (car vecs
)) 'var
)
233 (eq (car-safe (calc-var-value
236 (+ count
(math-count-elements
237 (symbol-value (nth 2 (car vecs
)))))
238 (math-reject-arg (car vecs
) 'numvecp
))))
242 (defun math-count-elements (vec)
244 (while (setq vec
(cdr vec
))
245 (setq count
(if (Math-vectorp (car vec
))
246 (+ count
(math-count-elements (car vec
)))
251 (defun math-flatten-many-vecs (vecs)
256 (if (Math-vectorp (car p
))
257 (math-flatten-vector (car p
))
258 (if (Math-objectp (car p
))
260 (if (and (eq (car-safe (car p
)) 'var
)
261 (eq (car-safe (calc-var-value
262 (nth 2 (car p
)))) 'vec
))
263 (math-flatten-vector (symbol-value
265 (math-reject-arg (car p
) 'numvecp
)))))
269 (defun calcFunc-vflat (&rest vecs
)
270 (math-flatten-many-vecs vecs
))
272 (defun math-split-sdev-vec (vec zero-ok
)
273 (let ((means (list 'vec
))
277 (while (and (setq p
(cdr p
))
278 (not (and (consp (car p
))
279 (eq (car (car p
)) 'sdev
)))))
282 (while (setq vec
(cdr vec
))
283 (if (and (consp (setq p
(car vec
)))
286 (setq means
(cons (nth 1 p
) means
)
287 wts
(cons (nth 2 p
) wts
)))
289 (setq means
(cons (nth 1 p
) means
)
292 (setq means
(list 'vec
)
295 (setq means
(cons p means
)))))
296 (list (nreverse means
)
297 (and wts
(nreverse wts
))))))
300 ;;; Return the arithmetic mean of the argument numbers or vectors.
301 ;;; (If numbers are error forms, computes the weighted mean.)
302 (defun calcFunc-vmean (&rest vecs
)
303 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs
) nil
))
306 (len (1- (length means
))))
308 (math-reject-arg nil
"*Must be at least 1 argument")
309 (if (and (= len
1) (eq (car-safe (nth 1 means
)) 'intv
))
310 (let ((x (math-fix-int-intv (nth 1 means
))))
311 (calcFunc-vmean (nth 2 x
) (nth 3 x
)))
312 (math-with-extra-prec 2
313 (if (and wts
(> len
1))
314 (let* ((sqrwts (calcFunc-map '(var mul var-mul
) wts wts
))
315 (suminvsqrwts (calcFunc-reduce
317 (calcFunc-map '(var div var-div
)
319 (math-div (calcFunc-reduce '(var add var-add
)
320 (calcFunc-map '(var div var-div
)
323 (math-div (calcFunc-reduce '(var add var-add
) means
) len
)))))))
325 (defun calcFunc-rms (a)
326 "Return the root-mean-square of the vector A."
329 (calcFunc-map '(var abssqr var-abssqr
) a
))))
331 (defun math-fix-int-intv (x)
335 (if (memq (nth 1 x
) '(2 3)) (nth 2 x
) (math-add (nth 2 x
) 1))
336 (if (memq (nth 1 x
) '(1 3)) (nth 3 x
) (math-sub (nth 3 x
) 1)))))
338 ;;; Compute the mean with an error estimate.
339 (defun calcFunc-vmeane (&rest vecs
)
340 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs
) nil
))
343 (len (1- (length means
))))
345 (math-reject-arg nil
"*Must be at least 1 argument")
346 (math-with-extra-prec 2
348 (let* ((sqrwts (calcFunc-map '(var mul var-mul
) wts wts
))
349 (suminvsqrwts (calcFunc-reduce
351 (calcFunc-map '(var div var-div
)
354 (math-div (calcFunc-reduce '(var add var-add
)
355 (calcFunc-map '(var div var-div
)
358 (list 'calcFunc-sqrt
(math-div 1 suminvsqrwts
))))
359 (let ((mean (math-div (calcFunc-reduce '(var add var-add
) means
)
364 (math-div (calcFunc-reducer
366 (calcFunc-map '(var pow var-pow
)
367 (calcFunc-map '(var abs var-abs
)
373 (math-mul len
(1- len
)))))))))))
376 ;;; Compute the median of a list of values.
377 (defun calcFunc-vmedian (&rest vecs
)
378 (let* ((flat (copy-sequence (cdr (math-flatten-many-vecs vecs
))))
383 (math-reject-arg nil
"*Must be at least 1 argument")
384 (if (and (= len
1) (memq (car-safe (car flat
)) '(sdev intv
)))
385 (calcFunc-vmean (car flat
))
387 (if (eq (car-safe (car p
)) 'sdev
)
388 (setcar p
(nth 1 (car p
))))
389 (or (Math-anglep (car p
))
390 (math-reject-arg (car p
) 'anglep
))
392 (setq flat
(sort flat
'math-lessp
))
394 (math-div (math-add (nth (1- hlen
) flat
) (nth hlen flat
)) 2)
398 (defun calcFunc-vgmean (&rest vecs
)
399 (let* ((flat (math-flatten-many-vecs vecs
))
400 (len (1- (length flat
))))
402 (math-reject-arg nil
"*Must be at least 1 argument")
403 (math-with-extra-prec 2
404 (let ((x (calcFunc-reduce '(var mul math-mul
) flat
)))
407 (math-pow x
(list 'frac
1 len
))))))))
410 (defun calcFunc-agmean (a b
)
411 (cond ((Math-equal a b
) a
)
414 (calc-symbolic-mode (math-inexact-result))
415 ((not (Math-realp a
)) (math-reject-arg a
'realp
))
416 ((not (Math-realp b
)) (math-reject-arg b
'realp
))
418 (math-with-extra-prec 2
419 (setq a
(math-float (math-abs a
))
420 b
(math-float (math-abs b
)))
422 (while (not (math-nearly-equal-float a b
))
423 (setq mean
(math-mul-float (math-add-float a b
) '(float 5 -
1))
424 b
(math-sqrt-float (math-mul-float a b
))
429 (defun calcFunc-vhmean (&rest vecs
)
430 (let* ((flat (math-flatten-many-vecs vecs
))
431 (len (1- (length flat
))))
433 (math-reject-arg nil
"*Must be at least 1 argument")
434 (math-with-extra-prec 2
436 (calcFunc-reduce '(var add math-add
)
437 (calcFunc-map '(var inv var-inv
) flat
)))))))
441 ;;; Compute the sample variance or standard deviation of numbers or vectors.
442 ;;; (If the numbers are error forms, only the mean part of them is used.)
443 (defun calcFunc-vvar (&rest vecs
)
444 (if (and (= (length vecs
) 1)
445 (memq (car-safe (car vecs
)) '(sdev intv
)))
446 (if (eq (car-safe (car vecs
)) 'intv
)
447 (math-intv-variance (car vecs
) nil
)
448 (math-sqr (nth 2 (car vecs
))))
449 (math-covariance vecs nil nil
0)))
451 (defun calcFunc-vsdev (&rest vecs
)
452 (if (and (= (length vecs
) 1)
453 (memq (car-safe (car vecs
)) '(sdev intv
)))
454 (if (eq (car-safe (car vecs
)) 'intv
)
455 (if (math-floatp (car vecs
))
456 (math-div (math-sub (nth 3 (car vecs
)) (nth 2 (car vecs
)))
458 (math-sqrt (calcFunc-vvar (car vecs
))))
460 (math-sqrt (math-covariance vecs nil nil
0))))
462 ;;; Compute the population variance or std deviation of numbers or vectors.
463 (defun calcFunc-vpvar (&rest vecs
)
464 (if (and (= (length vecs
) 1)
465 (memq (car-safe (car vecs
)) '(sdev intv
)))
466 (if (eq (car-safe (car vecs
)) 'intv
)
467 (math-intv-variance (car vecs
) t
)
468 (math-sqr (nth 2 (car vecs
))))
469 (math-covariance vecs nil t
0)))
471 (defun calcFunc-vpsdev (&rest vecs
)
472 (if (and (= (length vecs
) 1)
473 (memq (car-safe (car vecs
)) '(sdev intv
)))
474 (if (eq (car-safe (car vecs
)) 'intv
)
475 (if (math-floatp (car vecs
))
476 (math-div (math-sub (nth 3 (car vecs
)) (nth 2 (car vecs
)))
478 (math-sqrt (calcFunc-vpvar (car vecs
))))
480 (math-sqrt (math-covariance vecs nil t
0))))
482 (defun math-intv-variance (x pop
)
483 (or (math-constp x
) (math-reject-arg x
'constp
))
485 (math-div (math-sqr (math-sub (nth 3 x
) (nth 2 x
))) 12)
486 (let* ((x (math-fix-int-intv x
))
487 (len (math-sub (nth 3 x
) (nth 2 x
)))
488 (hlen (math-quotient len
2)))
489 (math-div (if (math-evenp len
)
490 (calcFunc-sum '(^
(var X var-X
) 2) '(var X var-X
)
491 (math-neg hlen
) hlen
)
492 (calcFunc-sum '(^
(- (var X var-X
) (/ 1 2)) 2)
494 (math-neg hlen
) (math-add hlen
1)))
495 (if pop
(math-add len
1) len
)))))
497 ;;; Compute the covariance and linear correlation coefficient.
498 (defun calcFunc-vcov (vec1 &optional vec2
)
499 (math-covariance (list vec1
) (list vec2
) nil
1))
501 (defun calcFunc-vpcov (vec1 &optional vec2
)
502 (math-covariance (list vec1
) (list vec2
) t
1))
504 (defun calcFunc-vcorr (vec1 &optional vec2
)
505 (math-covariance (list vec1
) (list vec2
) nil
2))
508 (defun math-covariance (vec1 vec2 pop mode
)
509 (or (car vec2
) (= mode
0)
511 (if (and (eq (car-safe (car vec1
)) 'var
)
512 (eq (car-safe (calc-var-value (nth 2 (car vec1
)))) 'vec
))
513 (setq vec1
(symbol-value (nth 2 (car vec1
))))
514 (setq vec1
(car vec1
)))
515 (or (math-matrixp vec1
) (math-dimension-error))
516 (or (= (length (nth 1 vec1
)) 3) (math-dimension-error))
517 (setq vec2
(list (math-mat-col vec1
2))
518 vec1
(list (math-mat-col vec1
1)))))
519 (math-with-extra-prec 2
520 (let* ((split1 (math-split-sdev-vec (math-flatten-many-vecs vec1
) nil
))
521 (means1 (car split1
))
522 (wts1 (nth 1 split1
))
523 split2 means2
(wts2 nil
)
526 (len (1- (length means1
))))
527 (if (< len
(if pop
1 2))
528 (math-reject-arg nil
(if pop
529 "*Must be at least 1 argument"
530 "*Must be at least 2 arguments")))
532 (setq sqrwts
(math-add
534 (calcFunc-map '(var mul var-mul
) wts1 wts1
)
537 (calcFunc-map '(var mul var-mul
) wts2 wts2
)
539 suminvsqrwts
(calcFunc-reduce
541 (calcFunc-map '(var div var-div
) 1 sqrwts
))))
544 (setq split2
(math-split-sdev-vec (math-flatten-many-vecs vec2
)
548 (or (= len
(1- (length means2
))) (math-dimension-error))))
549 (let* ((diff1 (calcFunc-map
553 (math-div (calcFunc-reduce
555 (calcFunc-map '(var div var-div
)
557 (math-neg suminvsqrwts
))
558 (math-div (calcFunc-reducer '(var add var-add
) means1
)
560 (diff2 (if (= mode
0)
566 (math-div (calcFunc-reduce
568 (calcFunc-map '(var div var-div
)
570 (math-neg suminvsqrwts
))
571 (math-div (calcFunc-reducer '(var add var-add
) means2
)
573 (covar (calcFunc-map '(var mul var-mul
) diff1 diff2
)))
575 (setq covar
(calcFunc-map '(var div var-div
) covar sqrwts
)))
577 (calcFunc-reducer '(var add var-add
) covar
)
579 (let ((var1 (calcFunc-map '(var mul var-mul
) diff1 diff1
))
580 (var2 (calcFunc-map '(var mul var-mul
) diff2 diff2
)))
582 (setq var1
(calcFunc-map '(var div var-div
) var1 sqrwts
)
583 var2
(calcFunc-map '(var div var-div
) var2 sqrwts
)))
585 (math-mul (calcFunc-reducer '(var add var-add
) var1
)
586 (calcFunc-reducer '(var add var-add
) var2
))))
590 (math-div (math-mul suminvsqrwts
(1- len
)) len
))
591 (if pop len
(1- len
)))))))))
595 ;;; calc-stat.el ends here