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3132f345 CW |
1 | ;;; calc-stat.el --- statistical functions for Calc |
2 | ||
ba318903 | 3 | ;; Copyright (C) 1990-1993, 2001-2014 Free Software Foundation, Inc. |
3132f345 CW |
4 | |
5 | ;; Author: David Gillespie <daveg@synaptics.com> | |
e8fff8ed | 6 | ;; Maintainer: Jay Belanger <jay.p.belanger@gmail.com> |
136211a9 EZ |
7 | |
8 | ;; This file is part of GNU Emacs. | |
9 | ||
662c9c64 | 10 | ;; GNU Emacs is free software: you can redistribute it and/or modify |
7c671b23 | 11 | ;; it under the terms of the GNU General Public License as published by |
662c9c64 GM |
12 | ;; the Free Software Foundation, either version 3 of the License, or |
13 | ;; (at your option) any later version. | |
7c671b23 | 14 | |
136211a9 | 15 | ;; GNU Emacs is distributed in the hope that it will be useful, |
7c671b23 GM |
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. | |
19 | ||
20 | ;; You should have received a copy of the GNU General Public License | |
662c9c64 | 21 | ;; along with GNU Emacs. If not, see <http://www.gnu.org/licenses/>. |
136211a9 | 22 | |
3132f345 | 23 | ;;; Commentary: |
136211a9 | 24 | |
3132f345 | 25 | ;;; Code: |
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26 | |
27 | ;; This file is autoloaded from calc-ext.el. | |
136211a9 | 28 | |
01a2939c | 29 | (require 'calc-ext) |
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30 | (require 'calc-macs) |
31 | ||
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32 | ;;; Statistical operations on vectors. |
33 | ||
34 | (defun calc-vector-count (arg) | |
35 | (interactive "P") | |
36 | (calc-slow-wrapper | |
bf77c646 | 37 | (calc-vector-op "coun" 'calcFunc-vcount arg))) |
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38 | |
39 | (defun calc-vector-sum (arg) | |
40 | (interactive "P") | |
41 | (calc-slow-wrapper | |
42 | (if (calc-is-hyperbolic) | |
43 | (calc-vector-op "vprd" 'calcFunc-vprod arg) | |
bf77c646 | 44 | (calc-vector-op "vsum" 'calcFunc-vsum arg)))) |
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45 | |
46 | (defun calc-vector-product (arg) | |
47 | (interactive "P") | |
48 | (calc-hyperbolic-func) | |
bf77c646 | 49 | (calc-vector-sum arg)) |
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50 | |
51 | (defun calc-vector-max (arg) | |
52 | (interactive "P") | |
53 | (calc-slow-wrapper | |
54 | (if (calc-is-inverse) | |
55 | (calc-vector-op "vmin" 'calcFunc-vmin arg) | |
bf77c646 | 56 | (calc-vector-op "vmax" 'calcFunc-vmax arg)))) |
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57 | |
58 | (defun calc-vector-min (arg) | |
59 | (interactive "P") | |
60 | (calc-invert-func) | |
bf77c646 | 61 | (calc-vector-max arg)) |
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62 | |
63 | (defun calc-vector-mean (arg) | |
64 | (interactive "P") | |
65 | (calc-slow-wrapper | |
66 | (if (calc-is-hyperbolic) | |
67 | (if (calc-is-inverse) | |
68 | (calc-vector-op "harm" 'calcFunc-vhmean arg) | |
69 | (calc-vector-op "medn" 'calcFunc-vmedian arg)) | |
70 | (if (calc-is-inverse) | |
71 | (calc-vector-op "meae" 'calcFunc-vmeane arg) | |
bf77c646 | 72 | (calc-vector-op "mean" 'calcFunc-vmean arg))))) |
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73 | |
74 | (defun calc-vector-mean-error (arg) | |
75 | (interactive "P") | |
76 | (calc-invert-func) | |
bf77c646 | 77 | (calc-vector-mean arg)) |
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78 | |
79 | (defun calc-vector-median (arg) | |
80 | (interactive "P") | |
81 | (calc-hyperbolic-func) | |
bf77c646 | 82 | (calc-vector-mean arg)) |
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83 | |
84 | (defun calc-vector-harmonic-mean (arg) | |
85 | (interactive "P") | |
86 | (calc-invert-func) | |
87 | (calc-hyperbolic-func) | |
bf77c646 | 88 | (calc-vector-mean arg)) |
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89 | |
90 | (defun calc-vector-geometric-mean (arg) | |
91 | (interactive "P") | |
92 | (calc-slow-wrapper | |
93 | (if (calc-is-hyperbolic) | |
94 | (calc-binary-op "geom" 'calcFunc-agmean arg) | |
bf77c646 | 95 | (calc-vector-op "geom" 'calcFunc-vgmean arg)))) |
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96 | |
97 | (defun calc-vector-sdev (arg) | |
98 | (interactive "P") | |
99 | (calc-slow-wrapper | |
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) | |
bf77c646 | 106 | (calc-vector-op "sdev" 'calcFunc-vsdev arg))))) |
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107 | |
108 | (defun calc-vector-pop-sdev (arg) | |
109 | (interactive "P") | |
110 | (calc-invert-func) | |
bf77c646 | 111 | (calc-vector-sdev arg)) |
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112 | |
113 | (defun calc-vector-variance (arg) | |
114 | (interactive "P") | |
115 | (calc-hyperbolic-func) | |
bf77c646 | 116 | (calc-vector-sdev arg)) |
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117 | |
118 | (defun calc-vector-pop-variance (arg) | |
119 | (interactive "P") | |
120 | (calc-invert-func) | |
121 | (calc-hyperbolic-func) | |
bf77c646 | 122 | (calc-vector-sdev arg)) |
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123 | |
124 | (defun calc-vector-covariance (arg) | |
125 | (interactive "P") | |
126 | (calc-slow-wrapper | |
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 | |
bf77c646 | 135 | (calc-top-list-n n)))))))) |
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136 | |
137 | (defun calc-vector-pop-covariance (arg) | |
138 | (interactive "P") | |
139 | (calc-invert-func) | |
bf77c646 | 140 | (calc-vector-covariance arg)) |
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141 | |
142 | (defun calc-vector-correlation (arg) | |
143 | (interactive "P") | |
144 | (calc-hyperbolic-func) | |
bf77c646 | 145 | (calc-vector-covariance arg)) |
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146 | |
147 | (defun calc-vector-op (name func arg) | |
148 | (setq calc-aborted-prefix name | |
149 | arg (prefix-numeric-value arg)) | |
150 | (if (< arg 0) | |
151 | (error "Negative arguments not allowed")) | |
bf77c646 | 152 | (calc-enter-result arg name (cons func (calc-top-list-n arg)))) |
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153 | |
154 | ||
155 | ||
156 | ||
157 | ;;; Useful statistical functions | |
158 | ||
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 | |
162 | ;;; non-vectors. | |
163 | ||
164 | (defun calcFunc-vsum (&rest vecs) | |
bf77c646 | 165 | (math-reduce-many-vecs 'calcFunc-add 'calcFunc-vsum vecs 0)) |
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166 | |
167 | (defun calcFunc-vprod (&rest vecs) | |
bf77c646 | 168 | (math-reduce-many-vecs 'calcFunc-mul 'calcFunc-vprod vecs 1)) |
136211a9 EZ |
169 | |
170 | (defun calcFunc-vmax (&rest vecs) | |
171 | (if (eq (car-safe (car vecs)) 'sdev) | |
172 | '(var inf var-inf) | |
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 | |
bf77c646 | 176 | '(neg (var inf var-inf)))))) |
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177 | |
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 | |
bf77c646 | 184 | '(var inf var-inf))))) |
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185 | |
186 | (defun math-reduce-many-vecs (func whole-func vecs ident) | |
187 | (let ((const-part nil) | |
188 | (symb-part nil) | |
189 | val vec) | |
190 | (let ((calc-internal-prec (+ calc-internal-prec 2))) | |
191 | (while vecs | |
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 | |
200 | (calcFunc-reducer | |
201 | (math-calcFunc-to-var func) | |
202 | (cons 'vec vec)) | |
203 | ident))) | |
204 | ((or (Math-objectp val) (math-infinitep val)) | |
205 | (setq const-part (if const-part | |
206 | (funcall func const-part val) | |
207 | val))) | |
208 | (t | |
209 | (setq symb-part (nconc symb-part (list val))))) | |
210 | (setq vecs (cdr vecs)))) | |
211 | (if const-part | |
212 | (progn | |
213 | (setq const-part (math-normalize const-part)) | |
214 | (if symb-part | |
215 | (funcall func const-part (cons whole-func symb-part)) | |
216 | const-part)) | |
bf77c646 | 217 | (if symb-part (cons whole-func symb-part) ident)))) |
136211a9 EZ |
218 | |
219 | ||
220 | ;;; Return the number of data elements among the arguments. | |
221 | (defun calcFunc-vcount (&rest vecs) | |
222 | (let ((count 0)) | |
223 | (while vecs | |
224 | (setq count (if (Math-vectorp (car vecs)) | |
225 | (+ count (math-count-elements (car vecs))) | |
226 | (if (Math-objectp (car vecs)) | |
227 | (1+ count) | |
228 | (if (and (eq (car-safe (car vecs)) 'var) | |
229 | (eq (car-safe (calc-var-value | |
230 | (nth 2 (car vecs)))) | |
231 | 'vec)) | |
232 | (+ count (math-count-elements | |
233 | (symbol-value (nth 2 (car vecs))))) | |
234 | (math-reject-arg (car vecs) 'numvecp)))) | |
235 | vecs (cdr vecs))) | |
bf77c646 | 236 | count)) |
136211a9 EZ |
237 | |
238 | (defun math-count-elements (vec) | |
239 | (let ((count 0)) | |
240 | (while (setq vec (cdr vec)) | |
241 | (setq count (if (Math-vectorp (car vec)) | |
242 | (+ count (math-count-elements (car vec))) | |
243 | (1+ count)))) | |
bf77c646 | 244 | count)) |
136211a9 EZ |
245 | |
246 | ||
247 | (defun math-flatten-many-vecs (vecs) | |
248 | (let ((p vecs) | |
249 | (vec (list 'vec))) | |
250 | (while p | |
251 | (setq vec (nconc vec | |
252 | (if (Math-vectorp (car p)) | |
253 | (math-flatten-vector (car p)) | |
254 | (if (Math-objectp (car p)) | |
255 | (list (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 | |
260 | (nth 2 (car p)))) | |
261 | (math-reject-arg (car p) 'numvecp))))) | |
262 | p (cdr p))) | |
bf77c646 | 263 | vec)) |
136211a9 EZ |
264 | |
265 | (defun calcFunc-vflat (&rest vecs) | |
bf77c646 | 266 | (math-flatten-many-vecs vecs)) |
136211a9 EZ |
267 | |
268 | (defun math-split-sdev-vec (vec zero-ok) | |
269 | (let ((means (list 'vec)) | |
270 | (wts (list 'vec)) | |
271 | (exact nil) | |
272 | (p vec)) | |
273 | (while (and (setq p (cdr p)) | |
274 | (not (and (consp (car p)) | |
275 | (eq (car (car p)) 'sdev))))) | |
276 | (if (null p) | |
277 | (list vec nil) | |
278 | (while (setq vec (cdr vec)) | |
279 | (if (and (consp (setq p (car vec))) | |
280 | (eq (car p) 'sdev)) | |
281 | (or exact | |
282 | (setq means (cons (nth 1 p) means) | |
283 | wts (cons (nth 2 p) wts))) | |
284 | (if zero-ok | |
285 | (setq means (cons (nth 1 p) means) | |
286 | wts (cons 0 wts)) | |
287 | (or exact | |
288 | (setq means (list 'vec) | |
289 | wts nil | |
290 | exact t)) | |
291 | (setq means (cons p means))))) | |
292 | (list (nreverse means) | |
bf77c646 | 293 | (and wts (nreverse wts)))))) |
136211a9 EZ |
294 | |
295 | ||
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)) | |
300 | (means (car split)) | |
301 | (wts (nth 1 split)) | |
302 | (len (1- (length means)))) | |
303 | (if (= len 0) | |
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 | |
312 | '(var add var-add) | |
313 | (calcFunc-map '(var div var-div) | |
314 | 1 sqrwts)))) | |
315 | (math-div (calcFunc-reduce '(var add var-add) | |
316 | (calcFunc-map '(var div var-div) | |
317 | means sqrwts)) | |
318 | suminvsqrwts)) | |
bf77c646 | 319 | (math-div (calcFunc-reduce '(var add var-add) means) len))))))) |
136211a9 EZ |
320 | |
321 | (defun math-fix-int-intv (x) | |
322 | (if (math-floatp x) | |
323 | x | |
324 | (list 'intv 3 | |
325 | (if (memq (nth 1 x) '(2 3)) (nth 2 x) (math-add (nth 2 x) 1)) | |
bf77c646 | 326 | (if (memq (nth 1 x) '(1 3)) (nth 3 x) (math-sub (nth 3 x) 1))))) |
136211a9 EZ |
327 | |
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)) | |
331 | (means (car split)) | |
332 | (wts (nth 1 split)) | |
333 | (len (1- (length means)))) | |
334 | (if (= len 0) | |
335 | (math-reject-arg nil "*Must be at least 1 argument") | |
336 | (math-with-extra-prec 2 | |
337 | (if wts | |
338 | (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
339 | (suminvsqrwts (calcFunc-reduce | |
340 | '(var add var-add) | |
341 | (calcFunc-map '(var div var-div) | |
342 | 1 sqrwts)))) | |
343 | (math-make-sdev | |
344 | (math-div (calcFunc-reduce '(var add var-add) | |
345 | (calcFunc-map '(var div var-div) | |
346 | means sqrwts)) | |
347 | suminvsqrwts) | |
348 | (list 'calcFunc-sqrt (math-div 1 suminvsqrwts)))) | |
349 | (let ((mean (math-div (calcFunc-reduce '(var add var-add) means) | |
350 | len))) | |
351 | (math-make-sdev | |
352 | mean | |
353 | (list 'calcFunc-sqrt | |
354 | (math-div (calcFunc-reducer | |
355 | '(var add var-add) | |
356 | (calcFunc-map '(var pow var-pow) | |
357 | (calcFunc-map '(var abs var-abs) | |
358 | (calcFunc-map | |
359 | '(var add var-add) | |
360 | means | |
361 | (math-neg mean))) | |
362 | 2)) | |
bf77c646 | 363 | (math-mul len (1- len))))))))))) |
136211a9 EZ |
364 | |
365 | ||
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)))) | |
369 | (p flat) | |
370 | (len (length flat)) | |
371 | (hlen (/ len 2))) | |
372 | (if (= len 0) | |
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)) | |
376 | (while p | |
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)) | |
381 | (setq p (cdr p))) | |
382 | (setq flat (sort flat 'math-lessp)) | |
383 | (if (= (% len 2) 0) | |
384 | (math-div (math-add (nth (1- hlen) flat) (nth hlen flat)) 2) | |
bf77c646 | 385 | (nth hlen flat)))))) |
136211a9 EZ |
386 | |
387 | ||
388 | (defun calcFunc-vgmean (&rest vecs) | |
389 | (let* ((flat (math-flatten-many-vecs vecs)) | |
390 | (len (1- (length flat)))) | |
391 | (if (= len 0) | |
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))) | |
395 | (if (= len 2) | |
396 | (math-sqrt x) | |
bf77c646 | 397 | (math-pow x (list 'frac 1 len)))))))) |
136211a9 EZ |
398 | |
399 | ||
400 | (defun calcFunc-agmean (a b) | |
401 | (cond ((Math-equal a b) a) | |
402 | ((math-zerop a) a) | |
403 | ((math-zerop b) b) | |
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)) | |
407 | (t | |
408 | (math-with-extra-prec 2 | |
409 | (setq a (math-float (math-abs a)) | |
410 | b (math-float (math-abs b))) | |
411 | (let (mean) | |
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)) | |
415 | a mean)) | |
bf77c646 | 416 | a))))) |
136211a9 EZ |
417 | |
418 | ||
419 | (defun calcFunc-vhmean (&rest vecs) | |
420 | (let* ((flat (math-flatten-many-vecs vecs)) | |
421 | (len (1- (length flat)))) | |
422 | (if (= len 0) | |
423 | (math-reject-arg nil "*Must be at least 1 argument") | |
424 | (math-with-extra-prec 2 | |
425 | (math-div len | |
426 | (calcFunc-reduce '(var add math-add) | |
bf77c646 | 427 | (calcFunc-map '(var inv var-inv) flat))))))) |
136211a9 EZ |
428 | |
429 | ||
430 | ||
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)))) | |
bf77c646 | 439 | (math-covariance vecs nil nil 0))) |
136211a9 EZ |
440 | |
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))) | |
447 | (math-sqrt-12)) | |
448 | (math-sqrt (calcFunc-vvar (car vecs)))) | |
449 | (nth 2 (car vecs))) | |
bf77c646 | 450 | (math-sqrt (math-covariance vecs nil nil 0)))) |
136211a9 EZ |
451 | |
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)))) | |
bf77c646 | 459 | (math-covariance vecs nil t 0))) |
136211a9 EZ |
460 | |
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))) | |
467 | (math-sqrt-12)) | |
468 | (math-sqrt (calcFunc-vpvar (car vecs)))) | |
469 | (nth 2 (car vecs))) | |
bf77c646 | 470 | (math-sqrt (math-covariance vecs nil t 0)))) |
136211a9 EZ |
471 | |
472 | (defun math-intv-variance (x pop) | |
473 | (or (math-constp x) (math-reject-arg x 'constp)) | |
474 | (if (math-floatp x) | |
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) | |
483 | '(var X var-X) | |
484 | (math-neg hlen) (math-add hlen 1))) | |
bf77c646 | 485 | (if pop (math-add len 1) len))))) |
136211a9 EZ |
486 | |
487 | ;;; Compute the covariance and linear correlation coefficient. | |
488 | (defun calcFunc-vcov (vec1 &optional vec2) | |
bf77c646 | 489 | (math-covariance (list vec1) (list vec2) nil 1)) |
136211a9 EZ |
490 | |
491 | (defun calcFunc-vpcov (vec1 &optional vec2) | |
bf77c646 | 492 | (math-covariance (list vec1) (list vec2) t 1)) |
136211a9 EZ |
493 | |
494 | (defun calcFunc-vcorr (vec1 &optional vec2) | |
bf77c646 | 495 | (math-covariance (list vec1) (list vec2) nil 2)) |
136211a9 EZ |
496 | |
497 | ||
498 | (defun math-covariance (vec1 vec2 pop mode) | |
499 | (or (car vec2) (= mode 0) | |
500 | (progn | |
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) | |
514 | (sqrwts nil) | |
515 | suminvsqrwts | |
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"))) | |
521 | (if (or wts1 wts2) | |
522 | (setq sqrwts (math-add | |
523 | (if wts1 | |
524 | (calcFunc-map '(var mul var-mul) wts1 wts1) | |
525 | 0) | |
526 | (if wts2 | |
527 | (calcFunc-map '(var mul var-mul) wts2 wts2) | |
528 | 0)) | |
529 | suminvsqrwts (calcFunc-reduce | |
530 | '(var add var-add) | |
531 | (calcFunc-map '(var div var-div) 1 sqrwts)))) | |
532 | (or (= mode 0) | |
533 | (progn | |
534 | (setq split2 (math-split-sdev-vec (math-flatten-many-vecs vec2) | |
535 | nil) | |
536 | means2 (car split2) | |
537 | wts2 (nth 2 split1)) | |
538 | (or (= len (1- (length means2))) (math-dimension-error)))) | |
539 | (let* ((diff1 (calcFunc-map | |
540 | '(var add var-add) | |
541 | means1 | |
542 | (if sqrwts | |
543 | (math-div (calcFunc-reduce | |
544 | '(var add var-add) | |
545 | (calcFunc-map '(var div var-div) | |
546 | means1 sqrwts)) | |
547 | (math-neg suminvsqrwts)) | |
548 | (math-div (calcFunc-reducer '(var add var-add) means1) | |
549 | (- len))))) | |
550 | (diff2 (if (= mode 0) | |
551 | diff1 | |
552 | (calcFunc-map | |
553 | '(var add var-add) | |
554 | means2 | |
555 | (if sqrwts | |
556 | (math-div (calcFunc-reduce | |
557 | '(var add var-add) | |
558 | (calcFunc-map '(var div var-div) | |
559 | means2 sqrwts)) | |
560 | (math-neg suminvsqrwts)) | |
561 | (math-div (calcFunc-reducer '(var add var-add) means2) | |
562 | (- len)))))) | |
563 | (covar (calcFunc-map '(var mul var-mul) diff1 diff2))) | |
564 | (if sqrwts | |
565 | (setq covar (calcFunc-map '(var div var-div) covar sqrwts))) | |
566 | (math-div | |
567 | (calcFunc-reducer '(var add var-add) covar) | |
568 | (if (= mode 2) | |
569 | (let ((var1 (calcFunc-map '(var mul var-mul) diff1 diff1)) | |
570 | (var2 (calcFunc-map '(var mul var-mul) diff2 diff2))) | |
571 | (if sqrwts | |
572 | (setq var1 (calcFunc-map '(var div var-div) var1 sqrwts) | |
573 | var2 (calcFunc-map '(var div var-div) var2 sqrwts))) | |
574 | (math-sqrt | |
575 | (math-mul (calcFunc-reducer '(var add var-add) var1) | |
576 | (calcFunc-reducer '(var add var-add) var2)))) | |
577 | (if sqrwts | |
578 | (if pop | |
579 | suminvsqrwts | |
580 | (math-div (math-mul suminvsqrwts (1- len)) len)) | |
bf77c646 | 581 | (if pop len (1- len))))))))) |
136211a9 | 582 | |
01a2939c JB |
583 | (provide 'calc-stat) |
584 | ||
bf77c646 | 585 | ;;; calc-stat.el ends here |