steve
/
factor
1
0
Fork 0
Code Issues Pull Requests Releases Wiki Activity

math.statistics: clean up some weird stack effects

db4
Doug Coleman 2015-07-27 09:52:31 -07:00
parent 57b0ce8d9e
commit 270155bae4
1 changed files with 13 additions and 13 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

26
basis/math/statistics/statistics.factor
View File

@ -302,43 +302,43 @@ ALIAS: std sample-std
: sample-ste ( seq -- x ) 1 ste-ddof ; : sample-ste ( seq -- x ) 1 ste-ddof ;
: ((r)) ( mean(x) mean(y) {x} {y} -- (r) ) : ((r)) ( x-mean y-mean x-seq y-seq -- (r) )
! finds sigma((xi-mean(x))(yi-mean(y)) ! finds sigma((xi-mean(x))(yi-mean(y))
0 [ [ [ pick ] dip swap - ] bi@ * + ] 2reduce 2nip ; 0 [ [ [ pick ] dip swap - ] bi@ * + ] 2reduce 2nip ;
: (r) ( mean(x) mean(y) {x} {y} sx sy -- r ) : (r) ( x-mean y-mean x-seq y-seq x-std y-std -- r )
* recip [ [ ((r)) ] keep length 1 - / ] dip * ; * recip [ [ ((r)) ] keep length 1 - / ] dip * ;
: [r] ( {{x,y}...} -- mean(x) mean(y) {x} {y} sx sy ) : [r] ( xy-pairs -- x-mean y-mean x-seq y-seq x-std y-std )
first2 [ [ [ mean ] bi@ ] 2keep ] 2keep [ population-std ] bi@ ; first2 [ [ [ mean ] bi@ ] 2keep ] 2keep [ population-std ] bi@ ;
: r ( {{x,y}...} -- r ) : r ( xy-pairs -- r )
[r] (r) ; [r] (r) ;
: r^2 ( {{x,y}...} -- r ) : r^2 ( xy-pairs -- r )
r sq ; r sq ;
: least-squares ( {{x,y}...} -- alpha beta ) : least-squares ( xy-pairs -- alpha beta )
[r] { [ 2dup ] [ ] [ ] [ ] [ ] } spread [r] { [ 2dup ] [ ] [ ] [ ] [ ] } spread
! stack is mean(x) mean(y) mean(x) mean(y) {x} {y} sx sy ! stack is x-mean y-mean x-mean y-mean x-seq y-seq x-std y-std
[ (r) ] 2keep ! stack is mean(x) mean(y) r sx sy [ (r) ] 2keep ! stack is mean(x) mean(y) r sx sy
swap / * ! stack is mean(x) mean(y) beta swap / * ! stack is mean(x) mean(y) beta
[ swapd * - ] keep ; [ swapd * - ] keep ;
: cov-ddof ( {x} {y} ddof -- cov ) : cov-ddof ( x-seq y-seq ddof -- cov )
[ [ demean ] bi@ v* ] dip mean-ddof ; [ [ demean ] bi@ v* ] dip mean-ddof ;
: population-cov ( {x} {y} -- cov ) 0 cov-ddof ; inline : population-cov ( x-seq y-seq -- cov ) 0 cov-ddof ; inline
: sample-cov ( {x} {y} -- cov ) 1 cov-ddof ; inline : sample-cov ( x-seq y-seq -- cov ) 1 cov-ddof ; inline
: corr-ddof ( {x} {y} n -- corr ) : corr-ddof ( x-seq y-seq n -- corr )
[ [ population-cov ] ] dip [ [ population-cov ] ] dip
'[ [ _ var-ddof ] bi@ * sqrt ] 2bi / ; '[ [ _ var-ddof ] bi@ * sqrt ] 2bi / ;
: population-corr ( {x} {y} -- corr ) 0 corr-ddof ; inline : population-corr ( x-seq y-seq -- corr ) 0 corr-ddof ; inline
: sample-corr ( {x} {y} -- corr ) 1 corr-ddof ; inline : sample-corr ( x-seq y-seq -- corr ) 1 corr-ddof ; inline
: cum-map ( seq identity quot: ( prev elt -- next ) -- seq' ) : cum-map ( seq identity quot: ( prev elt -- next ) -- seq' )
swapd [ dup ] compose map nip ; inline swapd [ dup ] compose map nip ; inline