Stats.

Stats API Reference

Functions

PermutedVectorPair(vec1, vec2; op = +)

Returns an iterator which applies each element in vec2 to vec1 via the user selected operator(op)

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RunningMean(x)

Constructs a running mean object with an initial scalar value of x.

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RunningVar(x)

Constructs a RunningVar object with an initial scalar value of x. Note: RunningVar objects implicitly calculate the running mean.

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CorrelationMatrix(X; DOF_used = 0)

Returns the Pearson correlation matrix from a centered covariance matrix.

This is only included because finding a legible implementation was hard for me to find some years ago (for the reader). But, also I don't like assumptions on whether or not we should use all N, N-1, etc for scaling (hence DOF_used).

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CorrelationVectors( A, B )

Returns the Pearson correlation of 2 vectors.

This is only included because finding a legible implementation was hard for me to find some years ago (for the reader).

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EmpiricalQuantiles(X, quantiles)

Finds the column-wise quantiles of 2-Array X and returns them in a 2-Array of size quantiles by variables. *Note: This copies the array... Use a subset if memory is the concern. *

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Mean(rv::RunningMean)

Returns the current mean inside of a RunningMean object.

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Mean(rv::RunningVar)

Returns the current mean inside of a RunningVar object.

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Remove!(RM::RunningMean, x)

Removes an observation(x) from a RunningMean object(RM) and reculates the mean in place.

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Remove!(RM::RunningMean, x)

Removes an observation(x) from a RunningMean object(RM) and recuturns the new RunningMean object.

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SampleSkewness(X)

returns a measure of skewness for vector X that is corrected for a sample of the population.

Joanes, D. N., and C. A. Gill. 1998. “Comparing Measures of Sample Skewness and Kurtosis”. The Statistician 47(1): 183–189.

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Skewness(X)

returns a measure of skewness for a population vector X.

Joanes, D. N., and C. A. Gill. 1998. “Comparing Measures of Sample Skewness and Kurtosis”. The Statistician 47(1): 183–189.

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Update!(RM::RunningMean, x)

Adds new observation(x) to a RunningMean object(RM) in place.

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Update!(RV::RunningVar, x)

Adds new observation(x) to a RunningVar object(RV) and updates it in place.

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Update(RM::RunningMean, x)

Adds new observation(x) to a RunningMean object(RM) and returns the new object.

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Variance(rv::RunningVar)

Returns the current variance inside of a RunningVar object.

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rbinomial( p, size... )

Makes an N-dimensional array of size(s) size with a probability of being a 1 over a 0 of 1 p.

Suggested by Baggepinnen on Discourse!

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