math.statistics: clean up some weird stack effects
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57b0ce8d9e
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270155bae4
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@ -302,43 +302,43 @@ ALIAS: std sample-std
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: sample-ste ( seq -- x ) 1 ste-ddof ;
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: ((r)) ( mean(x) mean(y) {x} {y} -- (r) )
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: ((r)) ( x-mean y-mean x-seq y-seq -- (r) )
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! finds sigma((xi-mean(x))(yi-mean(y))
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0 [ [ [ pick ] dip swap - ] bi@ * + ] 2reduce 2nip ;
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: (r) ( mean(x) mean(y) {x} {y} sx sy -- r )
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: (r) ( x-mean y-mean x-seq y-seq x-std y-std -- r )
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* recip [ [ ((r)) ] keep length 1 - / ] dip * ;
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: [r] ( {{x,y}...} -- mean(x) mean(y) {x} {y} sx sy )
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: [r] ( xy-pairs -- x-mean y-mean x-seq y-seq x-std y-std )
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first2 [ [ [ mean ] bi@ ] 2keep ] 2keep [ population-std ] bi@ ;
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: r ( {{x,y}...} -- r )
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: r ( xy-pairs -- r )
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[r] (r) ;
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: r^2 ( {{x,y}...} -- r )
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: r^2 ( xy-pairs -- r )
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r sq ;
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: least-squares ( {{x,y}...} -- alpha beta )
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: least-squares ( xy-pairs -- alpha beta )
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[r] { [ 2dup ] [ ] [ ] [ ] [ ] } spread
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! stack is mean(x) mean(y) mean(x) mean(y) {x} {y} sx sy
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! stack is x-mean y-mean x-mean y-mean x-seq y-seq x-std y-std
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[ (r) ] 2keep ! stack is mean(x) mean(y) r sx sy
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swap / * ! stack is mean(x) mean(y) beta
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[ swapd * - ] keep ;
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: cov-ddof ( {x} {y} ddof -- cov )
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: cov-ddof ( x-seq y-seq ddof -- cov )
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[ [ demean ] bi@ v* ] dip mean-ddof ;
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: population-cov ( {x} {y} -- cov ) 0 cov-ddof ; inline
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: population-cov ( x-seq y-seq -- cov ) 0 cov-ddof ; inline
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: sample-cov ( {x} {y} -- cov ) 1 cov-ddof ; inline
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: sample-cov ( x-seq y-seq -- cov ) 1 cov-ddof ; inline
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: corr-ddof ( {x} {y} n -- corr )
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: corr-ddof ( x-seq y-seq n -- corr )
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[ [ population-cov ] ] dip
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'[ [ _ var-ddof ] bi@ * sqrt ] 2bi / ;
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: population-corr ( {x} {y} -- corr ) 0 corr-ddof ; inline
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: population-corr ( x-seq y-seq -- corr ) 0 corr-ddof ; inline
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: sample-corr ( {x} {y} -- corr ) 1 corr-ddof ; inline
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: sample-corr ( x-seq y-seq -- corr ) 1 corr-ddof ; inline
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: cum-map ( seq identity quot: ( prev elt -- next ) -- seq' )
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swapd [ dup ] compose map nip ; inline
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