diff --git a/basis/math/statistics/statistics-docs.factor b/basis/math/statistics/statistics-docs.factor index b153aeaf66..f7001e43b1 100644 --- a/basis/math/statistics/statistics-docs.factor +++ b/basis/math/statistics/statistics-docs.factor @@ -50,13 +50,13 @@ HELP: std { $values { "seq" sequence } { "x" "a non-negative real number"} } { $description "Computes the standard deviation of " { $snippet "seq" } ", which is the square root of the variance. It measures how widely spread the values in a sequence are about the mean." } { $examples - { $example "USING: math.statistics prettyprint ;" "{ 4 6 8 10 12 14 16 } std ." "4.0" } } ; + { $example "USING: math.statistics prettyprint ;" "{ 7 8 9 } std ." "1.0" } } ; HELP: ste { $values { "seq" sequence } { "x" "a non-negative real number"} } { $description "Computes the standard error of the mean for " { $snippet "seq" } ". It's defined as the standard deviation divided by the square root of the length of the sequence, and measures uncertainty associated with the estimate of the mean." } { $examples - { $example "USING: math.statistics prettyprint ;" "{ 4 6 6 8 10 12 14 14 16 } ste ." "1.333333333333333" } + { $example "USING: math.statistics prettyprint ;" "{ -2 2 } ste ." "2.0" } } ; HELP: var @@ -65,8 +65,8 @@ HELP: var { $notes "If the number of elements in " { $snippet "seq" } " is 1 or less, it outputs 0." } { $examples { $example "USING: math.statistics prettyprint ;" "{ 1 } var ." "0" } - { $example "USING: math.statistics prettyprint ;" "{ 1 2 3 } var ." "2/3" } - { $example "USING: math.statistics prettyprint ;" "{ 1 2 3 4 5 } var ." "2" } } ; + { $example "USING: math.statistics prettyprint ;" "{ 1 2 3 } var ." "1" } + { $example "USING: math.statistics prettyprint ;" "{ 1 2 3 4 } var ." "1+2/3" } } ; HELP: cov { $values { "{x}" sequence } { "{y}" sequence } { "cov" "a real number" } } @@ -258,3 +258,8 @@ ARTICLE: "math.statistics" "Statistics" { $subsection "histogram" } ; ABOUT: "math.statistics" + +{ var full-var sample-var } related-words +{ std full-std sample-std } related-words +{ ste full-ste sample-ste } related-words +{ corr full-corr sample-corr } related-words diff --git a/basis/math/statistics/statistics-tests.factor b/basis/math/statistics/statistics-tests.factor index b64a2bda82..4aa42dede5 100644 --- a/basis/math/statistics/statistics-tests.factor +++ b/basis/math/statistics/statistics-tests.factor @@ -45,11 +45,11 @@ IN: math.statistics.tests [ 2 ] [ { 1 2 } upper-median ] unit-test [ 3/2 ] [ { 1 2 } median ] unit-test -[ 1 ] [ { 1 2 3 } sample-var ] unit-test -[ 16 ] [ { 4 6 8 10 10 12 14 16 } sample-var ] unit-test +[ 1 ] [ { 1 2 3 } var ] unit-test +[ 16 ] [ { 4 6 8 10 10 12 14 16 } var ] unit-test -[ 16 ] [ { 4 6 8 10 12 14 16 } var ] unit-test -[ 4.0 ] [ { 4 6 8 10 12 14 16 } std ] unit-test +[ 16 ] [ { 4 6 8 10 12 14 16 } full-var ] unit-test +[ 1.0 ] [ { 7 8 9 } std ] unit-test [ t ] [ { 1 2 3 4 } ste 0.6454972243679028 - .0001 < ] unit-test [ t ] [ { 23.2 33.4 22.5 66.3 44.5 } std 18.1906 - .0001 < ] unit-test @@ -80,8 +80,8 @@ IN: math.statistics.tests [ 0 ] [ { 1 } { 1 } cov ] unit-test [ 2/3 ] [ { 1 2 3 } { 4 5 6 } cov ] unit-test -[ 1.0 ] [ { 1 2 3 } { 1 2 3 } corr ] unit-test -[ -1.0 ] [ { 1 2 3 } { -4 -5 -6 } corr ] unit-test +[ 0.75 ] [ { 1 2 3 4 } dup corr ] unit-test +[ -0.75 ] [ { 1 2 3 4 } { -4 -5 -6 -7 } corr ] unit-test [ { 1 2 4 7 } ] [ { 1 1 2 3 } cum-sum ] unit-test [ { 1 1 2 6 } ] [ { 1 1 2 3 } cum-product ] unit-test diff --git a/basis/math/statistics/statistics.factor b/basis/math/statistics/statistics.factor index cfe62b5e02..4655aa7d65 100644 --- a/basis/math/statistics/statistics.factor +++ b/basis/math/statistics/statistics.factor @@ -223,7 +223,7 @@ ERROR: empty-sequence ; [ length 1 - ] bi / ] if ; -: var ( seq -- x ) +: full-var ( seq -- x ) dup length 1 <= [ drop 0 ] [ @@ -231,9 +231,19 @@ ERROR: empty-sequence ; [ length ] bi / ] if ; -: std ( seq -- x ) var sqrt ; +ALIAS: var sample-var -: ste ( seq -- x ) [ std ] [ length ] bi sqrt / ; +: sample-std ( seq -- x ) sample-var sqrt ; + +: full-std ( seq -- x ) full-var sqrt ; + +ALIAS: std sample-std + +: sample-ste ( seq -- x ) [ sample-std ] [ length ] bi sqrt / ; + +: full-ste ( seq -- x ) [ full-std ] [ length ] bi sqrt / ; + +ALIAS: ste sample-ste : ((r)) ( mean(x) mean(y) {x} {y} -- (r) ) ! finds sigma((xi-mean(x))(yi-mean(y)) @@ -261,8 +271,13 @@ ERROR: empty-sequence ; : cov ( {x} {y} -- cov ) [ dup mean v-n ] bi@ v* mean ; -: corr ( {x} {y} -- corr ) - [ cov ] [ [ var ] bi@ * sqrt ] 2bi / ; +: sample-corr ( {x} {y} -- corr ) + [ cov ] [ [ sample-var ] bi@ * sqrt ] 2bi / ; + +: full-corr ( {x} {y} -- corr ) + [ cov ] [ [ full-var ] bi@ * sqrt ] 2bi / ; + +ALIAS: corr sample-corr : cum-sum ( seq -- seq' ) 0 swap [ + dup ] map nip ;