1 ;;; calc-stat.el --- statistical functions for Calc
3 ;; Copyright (C) 1990-1993, 2001-2013 Free Software Foundation, Inc.
5 ;; Author: David Gillespie <daveg@synaptics.com>
6 ;; Maintainer: Jay Belanger <jay.p.belanger@gmail.com>
8 ;; This file is part of GNU Emacs.
10 ;; GNU Emacs is free software: you can redistribute it and/or modify
11 ;; it under the terms of the GNU General Public License as published by
12 ;; the Free Software Foundation, either version 3 of the License, or
13 ;; (at your option) any later version.
15 ;; GNU Emacs is distributed in the hope that it will be useful,
16 ;; but WITHOUT ANY WARRANTY; without even the implied warranty of
17 ;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
18 ;; GNU General Public License for more details.
20 ;; You should have received a copy of the GNU General Public License
21 ;; along with GNU Emacs. If not, see <http://www.gnu.org/licenses/>.
27 ;; This file is autoloaded from calc-ext.el.
32 ;;; Statistical operations on vectors.
34 (defun calc-vector-count (arg)
37 (calc-vector-op "coun" 'calcFunc-vcount arg
)))
39 (defun calc-vector-sum (arg)
42 (if (calc-is-hyperbolic)
43 (calc-vector-op "vprd" 'calcFunc-vprod arg
)
44 (calc-vector-op "vsum" 'calcFunc-vsum arg
))))
46 (defun calc-vector-product (arg)
48 (calc-hyperbolic-func)
49 (calc-vector-sum arg
))
51 (defun calc-vector-max (arg)
55 (calc-vector-op "vmin" 'calcFunc-vmin arg
)
56 (calc-vector-op "vmax" 'calcFunc-vmax arg
))))
58 (defun calc-vector-min (arg)
61 (calc-vector-max arg
))
63 (defun calc-vector-mean (arg)
66 (if (calc-is-hyperbolic)
68 (calc-vector-op "harm" 'calcFunc-vhmean arg
)
69 (calc-vector-op "medn" 'calcFunc-vmedian arg
))
71 (calc-vector-op "meae" 'calcFunc-vmeane arg
)
72 (calc-vector-op "mean" 'calcFunc-vmean arg
)))))
74 (defun calc-vector-mean-error (arg)
77 (calc-vector-mean arg
))
79 (defun calc-vector-median (arg)
81 (calc-hyperbolic-func)
82 (calc-vector-mean arg
))
84 (defun calc-vector-harmonic-mean (arg)
87 (calc-hyperbolic-func)
88 (calc-vector-mean arg
))
90 (defun calc-vector-geometric-mean (arg)
93 (if (calc-is-hyperbolic)
94 (calc-binary-op "geom" 'calcFunc-agmean arg
)
95 (calc-vector-op "geom" 'calcFunc-vgmean arg
))))
97 (defun calc-vector-sdev (arg)
100 (if (calc-is-hyperbolic)
101 (if (calc-is-inverse)
102 (calc-vector-op "pvar" 'calcFunc-vpvar arg
)
103 (calc-vector-op "var" 'calcFunc-vvar arg
))
104 (if (calc-is-inverse)
105 (calc-vector-op "psdv" 'calcFunc-vpsdev arg
)
106 (calc-vector-op "sdev" 'calcFunc-vsdev arg
)))))
108 (defun calc-vector-pop-sdev (arg)
111 (calc-vector-sdev arg
))
113 (defun calc-vector-variance (arg)
115 (calc-hyperbolic-func)
116 (calc-vector-sdev arg
))
118 (defun calc-vector-pop-variance (arg)
121 (calc-hyperbolic-func)
122 (calc-vector-sdev arg
))
124 (defun calc-vector-covariance (arg)
127 (let ((n (if (eq arg
1) 1 2)))
128 (if (calc-is-hyperbolic)
129 (calc-enter-result n
"corr" (cons 'calcFunc-vcorr
130 (calc-top-list-n n
)))
131 (if (calc-is-inverse)
132 (calc-enter-result n
"pcov" (cons 'calcFunc-vpcov
133 (calc-top-list-n n
)))
134 (calc-enter-result n
"cov" (cons 'calcFunc-vcov
135 (calc-top-list-n n
))))))))
137 (defun calc-vector-pop-covariance (arg)
140 (calc-vector-covariance arg
))
142 (defun calc-vector-correlation (arg)
144 (calc-hyperbolic-func)
145 (calc-vector-covariance arg
))
147 (defun calc-vector-op (name func arg
)
148 (setq calc-aborted-prefix name
149 arg
(prefix-numeric-value arg
))
151 (error "Negative arguments not allowed"))
152 (calc-enter-result arg name
(cons func
(calc-top-list-n arg
))))
157 ;;; Useful statistical functions
159 ;;; Sum, product, etc., of one or more values or vectors.
160 ;;; Each argument must be either a number or a vector. Vectors
161 ;;; are flattened, but variables inside are assumed to represent
164 (defun calcFunc-vsum (&rest vecs
)
165 (math-reduce-many-vecs 'calcFunc-add
'calcFunc-vsum vecs
0))
167 (defun calcFunc-vprod (&rest vecs
)
168 (math-reduce-many-vecs 'calcFunc-mul
'calcFunc-vprod vecs
1))
170 (defun calcFunc-vmax (&rest vecs
)
171 (if (eq (car-safe (car vecs
)) 'sdev
)
173 (if (eq (car-safe (car vecs
)) 'intv
)
174 (nth 3 (math-fix-int-intv (car vecs
)))
175 (math-reduce-many-vecs 'calcFunc-max
'calcFunc-vmax vecs
176 '(neg (var inf var-inf
))))))
178 (defun calcFunc-vmin (&rest vecs
)
179 (if (eq (car-safe (car vecs
)) 'sdev
)
180 '(neg (var inf var-inf
))
181 (if (eq (car-safe (car vecs
)) 'intv
)
182 (nth 2 (math-fix-int-intv (car vecs
)))
183 (math-reduce-many-vecs 'calcFunc-min
'calcFunc-vmin vecs
184 '(var inf var-inf
)))))
186 (defun math-reduce-many-vecs (func whole-func vecs ident
)
187 (let ((const-part nil
)
190 (let ((calc-internal-prec (+ calc-internal-prec
2)))
192 (setq val
(car vecs
))
193 (and (eq (car-safe val
) 'var
)
194 (eq (car-safe (calc-var-value (nth 2 val
))) 'vec
)
195 (setq val
(symbol-value (nth 2 val
))))
196 (cond ((Math-vectorp val
)
197 (setq vec
(append (and const-part
(list const-part
))
198 (math-flatten-vector val
)))
199 (setq const-part
(if vec
201 (math-calcFunc-to-var func
)
204 ((or (Math-objectp val
) (math-infinitep val
))
205 (setq const-part
(if const-part
206 (funcall func const-part val
)
209 (setq symb-part
(nconc symb-part
(list val
)))))
210 (setq vecs
(cdr vecs
))))
213 (setq const-part
(math-normalize const-part
))
215 (funcall func const-part
(cons whole-func symb-part
))
217 (if symb-part
(cons whole-func symb-part
) ident
))))
220 ;;; Return the number of data elements among the arguments.
221 (defun calcFunc-vcount (&rest vecs
)
224 (setq count
(if (Math-vectorp (car vecs
))
225 (+ count
(math-count-elements (car vecs
)))
226 (if (Math-objectp (car vecs
))
228 (if (and (eq (car-safe (car vecs
)) 'var
)
229 (eq (car-safe (calc-var-value
232 (+ count
(math-count-elements
233 (symbol-value (nth 2 (car vecs
)))))
234 (math-reject-arg (car vecs
) 'numvecp
))))
238 (defun math-count-elements (vec)
240 (while (setq vec
(cdr vec
))
241 (setq count
(if (Math-vectorp (car vec
))
242 (+ count
(math-count-elements (car vec
)))
247 (defun math-flatten-many-vecs (vecs)
252 (if (Math-vectorp (car p
))
253 (math-flatten-vector (car p
))
254 (if (Math-objectp (car p
))
256 (if (and (eq (car-safe (car p
)) 'var
)
257 (eq (car-safe (calc-var-value
258 (nth 2 (car p
)))) 'vec
))
259 (math-flatten-vector (symbol-value
261 (math-reject-arg (car p
) 'numvecp
)))))
265 (defun calcFunc-vflat (&rest vecs
)
266 (math-flatten-many-vecs vecs
))
268 (defun math-split-sdev-vec (vec zero-ok
)
269 (let ((means (list 'vec
))
273 (while (and (setq p
(cdr p
))
274 (not (and (consp (car p
))
275 (eq (car (car p
)) 'sdev
)))))
278 (while (setq vec
(cdr vec
))
279 (if (and (consp (setq p
(car vec
)))
282 (setq means
(cons (nth 1 p
) means
)
283 wts
(cons (nth 2 p
) wts
)))
285 (setq means
(cons (nth 1 p
) means
)
288 (setq means
(list 'vec
)
291 (setq means
(cons p means
)))))
292 (list (nreverse means
)
293 (and wts
(nreverse wts
))))))
296 ;;; Return the arithmetic mean of the argument numbers or vectors.
297 ;;; (If numbers are error forms, computes the weighted mean.)
298 (defun calcFunc-vmean (&rest vecs
)
299 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs
) nil
))
302 (len (1- (length means
))))
304 (math-reject-arg nil
"*Must be at least 1 argument")
305 (if (and (= len
1) (eq (car-safe (nth 1 means
)) 'intv
))
306 (let ((x (math-fix-int-intv (nth 1 means
))))
307 (calcFunc-vmean (nth 2 x
) (nth 3 x
)))
308 (math-with-extra-prec 2
309 (if (and wts
(> len
1))
310 (let* ((sqrwts (calcFunc-map '(var mul var-mul
) wts wts
))
311 (suminvsqrwts (calcFunc-reduce
313 (calcFunc-map '(var div var-div
)
315 (math-div (calcFunc-reduce '(var add var-add
)
316 (calcFunc-map '(var div var-div
)
319 (math-div (calcFunc-reduce '(var add var-add
) means
) len
)))))))
321 (defun math-fix-int-intv (x)
325 (if (memq (nth 1 x
) '(2 3)) (nth 2 x
) (math-add (nth 2 x
) 1))
326 (if (memq (nth 1 x
) '(1 3)) (nth 3 x
) (math-sub (nth 3 x
) 1)))))
328 ;;; Compute the mean with an error estimate.
329 (defun calcFunc-vmeane (&rest vecs
)
330 (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs
) nil
))
333 (len (1- (length means
))))
335 (math-reject-arg nil
"*Must be at least 1 argument")
336 (math-with-extra-prec 2
338 (let* ((sqrwts (calcFunc-map '(var mul var-mul
) wts wts
))
339 (suminvsqrwts (calcFunc-reduce
341 (calcFunc-map '(var div var-div
)
344 (math-div (calcFunc-reduce '(var add var-add
)
345 (calcFunc-map '(var div var-div
)
348 (list 'calcFunc-sqrt
(math-div 1 suminvsqrwts
))))
349 (let ((mean (math-div (calcFunc-reduce '(var add var-add
) means
)
354 (math-div (calcFunc-reducer
356 (calcFunc-map '(var pow var-pow
)
357 (calcFunc-map '(var abs var-abs
)
363 (math-mul len
(1- len
)))))))))))
366 ;;; Compute the median of a list of values.
367 (defun calcFunc-vmedian (&rest vecs
)
368 (let* ((flat (copy-sequence (cdr (math-flatten-many-vecs vecs
))))
373 (math-reject-arg nil
"*Must be at least 1 argument")
374 (if (and (= len
1) (memq (car-safe (car flat
)) '(sdev intv
)))
375 (calcFunc-vmean (car flat
))
377 (if (eq (car-safe (car p
)) 'sdev
)
378 (setcar p
(nth 1 (car p
))))
379 (or (Math-anglep (car p
))
380 (math-reject-arg (car p
) 'anglep
))
382 (setq flat
(sort flat
'math-lessp
))
384 (math-div (math-add (nth (1- hlen
) flat
) (nth hlen flat
)) 2)
388 (defun calcFunc-vgmean (&rest vecs
)
389 (let* ((flat (math-flatten-many-vecs vecs
))
390 (len (1- (length flat
))))
392 (math-reject-arg nil
"*Must be at least 1 argument")
393 (math-with-extra-prec 2
394 (let ((x (calcFunc-reduce '(var mul math-mul
) flat
)))
397 (math-pow x
(list 'frac
1 len
))))))))
400 (defun calcFunc-agmean (a b
)
401 (cond ((Math-equal a b
) a
)
404 (calc-symbolic-mode (math-inexact-result))
405 ((not (Math-realp a
)) (math-reject-arg a
'realp
))
406 ((not (Math-realp b
)) (math-reject-arg b
'realp
))
408 (math-with-extra-prec 2
409 (setq a
(math-float (math-abs a
))
410 b
(math-float (math-abs b
)))
412 (while (not (math-nearly-equal-float a b
))
413 (setq mean
(math-mul-float (math-add-float a b
) '(float 5 -
1))
414 b
(math-sqrt-float (math-mul-float a b
))
419 (defun calcFunc-vhmean (&rest vecs
)
420 (let* ((flat (math-flatten-many-vecs vecs
))
421 (len (1- (length flat
))))
423 (math-reject-arg nil
"*Must be at least 1 argument")
424 (math-with-extra-prec 2
426 (calcFunc-reduce '(var add math-add
)
427 (calcFunc-map '(var inv var-inv
) flat
)))))))
431 ;;; Compute the sample variance or standard deviation of numbers or vectors.
432 ;;; (If the numbers are error forms, only the mean part of them is used.)
433 (defun calcFunc-vvar (&rest vecs
)
434 (if (and (= (length vecs
) 1)
435 (memq (car-safe (car vecs
)) '(sdev intv
)))
436 (if (eq (car-safe (car vecs
)) 'intv
)
437 (math-intv-variance (car vecs
) nil
)
438 (math-sqr (nth 2 (car vecs
))))
439 (math-covariance vecs nil nil
0)))
441 (defun calcFunc-vsdev (&rest vecs
)
442 (if (and (= (length vecs
) 1)
443 (memq (car-safe (car vecs
)) '(sdev intv
)))
444 (if (eq (car-safe (car vecs
)) 'intv
)
445 (if (math-floatp (car vecs
))
446 (math-div (math-sub (nth 3 (car vecs
)) (nth 2 (car vecs
)))
448 (math-sqrt (calcFunc-vvar (car vecs
))))
450 (math-sqrt (math-covariance vecs nil nil
0))))
452 ;;; Compute the population variance or std deviation of numbers or vectors.
453 (defun calcFunc-vpvar (&rest vecs
)
454 (if (and (= (length vecs
) 1)
455 (memq (car-safe (car vecs
)) '(sdev intv
)))
456 (if (eq (car-safe (car vecs
)) 'intv
)
457 (math-intv-variance (car vecs
) t
)
458 (math-sqr (nth 2 (car vecs
))))
459 (math-covariance vecs nil t
0)))
461 (defun calcFunc-vpsdev (&rest vecs
)
462 (if (and (= (length vecs
) 1)
463 (memq (car-safe (car vecs
)) '(sdev intv
)))
464 (if (eq (car-safe (car vecs
)) 'intv
)
465 (if (math-floatp (car vecs
))
466 (math-div (math-sub (nth 3 (car vecs
)) (nth 2 (car vecs
)))
468 (math-sqrt (calcFunc-vpvar (car vecs
))))
470 (math-sqrt (math-covariance vecs nil t
0))))
472 (defun math-intv-variance (x pop
)
473 (or (math-constp x
) (math-reject-arg x
'constp
))
475 (math-div (math-sqr (math-sub (nth 3 x
) (nth 2 x
))) 12)
476 (let* ((x (math-fix-int-intv x
))
477 (len (math-sub (nth 3 x
) (nth 2 x
)))
478 (hlen (math-quotient len
2)))
479 (math-div (if (math-evenp len
)
480 (calcFunc-sum '(^
(var X var-X
) 2) '(var X var-X
)
481 (math-neg hlen
) hlen
)
482 (calcFunc-sum '(^
(- (var X var-X
) (/ 1 2)) 2)
484 (math-neg hlen
) (math-add hlen
1)))
485 (if pop
(math-add len
1) len
)))))
487 ;;; Compute the covariance and linear correlation coefficient.
488 (defun calcFunc-vcov (vec1 &optional vec2
)
489 (math-covariance (list vec1
) (list vec2
) nil
1))
491 (defun calcFunc-vpcov (vec1 &optional vec2
)
492 (math-covariance (list vec1
) (list vec2
) t
1))
494 (defun calcFunc-vcorr (vec1 &optional vec2
)
495 (math-covariance (list vec1
) (list vec2
) nil
2))
498 (defun math-covariance (vec1 vec2 pop mode
)
499 (or (car vec2
) (= mode
0)
501 (if (and (eq (car-safe (car vec1
)) 'var
)
502 (eq (car-safe (calc-var-value (nth 2 (car vec1
)))) 'vec
))
503 (setq vec1
(symbol-value (nth 2 (car vec1
))))
504 (setq vec1
(car vec1
)))
505 (or (math-matrixp vec1
) (math-dimension-error))
506 (or (= (length (nth 1 vec1
)) 3) (math-dimension-error))
507 (setq vec2
(list (math-mat-col vec1
2))
508 vec1
(list (math-mat-col vec1
1)))))
509 (math-with-extra-prec 2
510 (let* ((split1 (math-split-sdev-vec (math-flatten-many-vecs vec1
) nil
))
511 (means1 (car split1
))
512 (wts1 (nth 1 split1
))
513 split2 means2
(wts2 nil
)
516 (len (1- (length means1
))))
517 (if (< len
(if pop
1 2))
518 (math-reject-arg nil
(if pop
519 "*Must be at least 1 argument"
520 "*Must be at least 2 arguments")))
522 (setq sqrwts
(math-add
524 (calcFunc-map '(var mul var-mul
) wts1 wts1
)
527 (calcFunc-map '(var mul var-mul
) wts2 wts2
)
529 suminvsqrwts
(calcFunc-reduce
531 (calcFunc-map '(var div var-div
) 1 sqrwts
))))
534 (setq split2
(math-split-sdev-vec (math-flatten-many-vecs vec2
)
538 (or (= len
(1- (length means2
))) (math-dimension-error))))
539 (let* ((diff1 (calcFunc-map
543 (math-div (calcFunc-reduce
545 (calcFunc-map '(var div var-div
)
547 (math-neg suminvsqrwts
))
548 (math-div (calcFunc-reducer '(var add var-add
) means1
)
550 (diff2 (if (= mode
0)
556 (math-div (calcFunc-reduce
558 (calcFunc-map '(var div var-div
)
560 (math-neg suminvsqrwts
))
561 (math-div (calcFunc-reducer '(var add var-add
) means2
)
563 (covar (calcFunc-map '(var mul var-mul
) diff1 diff2
)))
565 (setq covar
(calcFunc-map '(var div var-div
) covar sqrwts
)))
567 (calcFunc-reducer '(var add var-add
) covar
)
569 (let ((var1 (calcFunc-map '(var mul var-mul
) diff1 diff1
))
570 (var2 (calcFunc-map '(var mul var-mul
) diff2 diff2
)))
572 (setq var1
(calcFunc-map '(var div var-div
) var1 sqrwts
)
573 var2
(calcFunc-map '(var div var-div
) var2 sqrwts
)))
575 (math-mul (calcFunc-reducer '(var add var-add
) var1
)
576 (calcFunc-reducer '(var add var-add
) var2
))))
580 (math-div (math-mul suminvsqrwts
(1- len
)) len
))
581 (if pop len
(1- len
)))))))))
585 ;;; calc-stat.el ends here