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1 | ;;; calc-stat.el --- statistical functions for Calc |
2 | ||
58ba2f8f | 3 | ;; Copyright (C) 1990, 1991, 1992, 1993, 2001, 2002, 2003, 2004, |
f0fa15c5 | 4 | ;; 2005, 2006, 2007 Free Software Foundation, Inc. |
3132f345 CW |
5 | |
6 | ;; Author: David Gillespie <daveg@synaptics.com> | |
e8fff8ed | 7 | ;; Maintainer: Jay Belanger <jay.p.belanger@gmail.com> |
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8 | |
9 | ;; This file is part of GNU Emacs. | |
10 | ||
7c671b23 GM |
11 | ;; GNU Emacs is free software; you can redistribute it and/or modify |
12 | ;; it under the terms of the GNU General Public License as published by | |
13 | ;; the Free Software Foundation; either version 2, or (at your option) | |
14 | ;; any later version. | |
15 | ||
136211a9 | 16 | ;; GNU Emacs is distributed in the hope that it will be useful, |
7c671b23 GM |
17 | ;; but WITHOUT ANY WARRANTY; without even the implied warranty of |
18 | ;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | |
19 | ;; GNU General Public License for more details. | |
20 | ||
21 | ;; You should have received a copy of the GNU General Public License | |
22 | ;; along with GNU Emacs; see the file COPYING. If not, write to the | |
23 | ;; Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, | |
24 | ;; Boston, MA 02110-1301, USA. | |
136211a9 | 25 | |
3132f345 | 26 | ;;; Commentary: |
136211a9 | 27 | |
3132f345 | 28 | ;;; Code: |
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29 | |
30 | ;; This file is autoloaded from calc-ext.el. | |
136211a9 | 31 | |
01a2939c | 32 | (require 'calc-ext) |
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33 | (require 'calc-macs) |
34 | ||
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35 | ;;; Statistical operations on vectors. |
36 | ||
37 | (defun calc-vector-count (arg) | |
38 | (interactive "P") | |
39 | (calc-slow-wrapper | |
bf77c646 | 40 | (calc-vector-op "coun" 'calcFunc-vcount arg))) |
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41 | |
42 | (defun calc-vector-sum (arg) | |
43 | (interactive "P") | |
44 | (calc-slow-wrapper | |
45 | (if (calc-is-hyperbolic) | |
46 | (calc-vector-op "vprd" 'calcFunc-vprod arg) | |
bf77c646 | 47 | (calc-vector-op "vsum" 'calcFunc-vsum arg)))) |
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48 | |
49 | (defun calc-vector-product (arg) | |
50 | (interactive "P") | |
51 | (calc-hyperbolic-func) | |
bf77c646 | 52 | (calc-vector-sum arg)) |
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53 | |
54 | (defun calc-vector-max (arg) | |
55 | (interactive "P") | |
56 | (calc-slow-wrapper | |
57 | (if (calc-is-inverse) | |
58 | (calc-vector-op "vmin" 'calcFunc-vmin arg) | |
bf77c646 | 59 | (calc-vector-op "vmax" 'calcFunc-vmax arg)))) |
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60 | |
61 | (defun calc-vector-min (arg) | |
62 | (interactive "P") | |
63 | (calc-invert-func) | |
bf77c646 | 64 | (calc-vector-max arg)) |
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65 | |
66 | (defun calc-vector-mean (arg) | |
67 | (interactive "P") | |
68 | (calc-slow-wrapper | |
69 | (if (calc-is-hyperbolic) | |
70 | (if (calc-is-inverse) | |
71 | (calc-vector-op "harm" 'calcFunc-vhmean arg) | |
72 | (calc-vector-op "medn" 'calcFunc-vmedian arg)) | |
73 | (if (calc-is-inverse) | |
74 | (calc-vector-op "meae" 'calcFunc-vmeane arg) | |
bf77c646 | 75 | (calc-vector-op "mean" 'calcFunc-vmean arg))))) |
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76 | |
77 | (defun calc-vector-mean-error (arg) | |
78 | (interactive "P") | |
79 | (calc-invert-func) | |
bf77c646 | 80 | (calc-vector-mean arg)) |
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81 | |
82 | (defun calc-vector-median (arg) | |
83 | (interactive "P") | |
84 | (calc-hyperbolic-func) | |
bf77c646 | 85 | (calc-vector-mean arg)) |
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86 | |
87 | (defun calc-vector-harmonic-mean (arg) | |
88 | (interactive "P") | |
89 | (calc-invert-func) | |
90 | (calc-hyperbolic-func) | |
bf77c646 | 91 | (calc-vector-mean arg)) |
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92 | |
93 | (defun calc-vector-geometric-mean (arg) | |
94 | (interactive "P") | |
95 | (calc-slow-wrapper | |
96 | (if (calc-is-hyperbolic) | |
97 | (calc-binary-op "geom" 'calcFunc-agmean arg) | |
bf77c646 | 98 | (calc-vector-op "geom" 'calcFunc-vgmean arg)))) |
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99 | |
100 | (defun calc-vector-sdev (arg) | |
101 | (interactive "P") | |
102 | (calc-slow-wrapper | |
103 | (if (calc-is-hyperbolic) | |
104 | (if (calc-is-inverse) | |
105 | (calc-vector-op "pvar" 'calcFunc-vpvar arg) | |
106 | (calc-vector-op "var" 'calcFunc-vvar arg)) | |
107 | (if (calc-is-inverse) | |
108 | (calc-vector-op "psdv" 'calcFunc-vpsdev arg) | |
bf77c646 | 109 | (calc-vector-op "sdev" 'calcFunc-vsdev arg))))) |
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110 | |
111 | (defun calc-vector-pop-sdev (arg) | |
112 | (interactive "P") | |
113 | (calc-invert-func) | |
bf77c646 | 114 | (calc-vector-sdev arg)) |
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115 | |
116 | (defun calc-vector-variance (arg) | |
117 | (interactive "P") | |
118 | (calc-hyperbolic-func) | |
bf77c646 | 119 | (calc-vector-sdev arg)) |
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120 | |
121 | (defun calc-vector-pop-variance (arg) | |
122 | (interactive "P") | |
123 | (calc-invert-func) | |
124 | (calc-hyperbolic-func) | |
bf77c646 | 125 | (calc-vector-sdev arg)) |
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126 | |
127 | (defun calc-vector-covariance (arg) | |
128 | (interactive "P") | |
129 | (calc-slow-wrapper | |
130 | (let ((n (if (eq arg 1) 1 2))) | |
131 | (if (calc-is-hyperbolic) | |
132 | (calc-enter-result n "corr" (cons 'calcFunc-vcorr | |
133 | (calc-top-list-n n))) | |
134 | (if (calc-is-inverse) | |
135 | (calc-enter-result n "pcov" (cons 'calcFunc-vpcov | |
136 | (calc-top-list-n n))) | |
137 | (calc-enter-result n "cov" (cons 'calcFunc-vcov | |
bf77c646 | 138 | (calc-top-list-n n)))))))) |
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139 | |
140 | (defun calc-vector-pop-covariance (arg) | |
141 | (interactive "P") | |
142 | (calc-invert-func) | |
bf77c646 | 143 | (calc-vector-covariance arg)) |
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144 | |
145 | (defun calc-vector-correlation (arg) | |
146 | (interactive "P") | |
147 | (calc-hyperbolic-func) | |
bf77c646 | 148 | (calc-vector-covariance arg)) |
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149 | |
150 | (defun calc-vector-op (name func arg) | |
151 | (setq calc-aborted-prefix name | |
152 | arg (prefix-numeric-value arg)) | |
153 | (if (< arg 0) | |
154 | (error "Negative arguments not allowed")) | |
bf77c646 | 155 | (calc-enter-result arg name (cons func (calc-top-list-n arg)))) |
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156 | |
157 | ||
158 | ||
159 | ||
160 | ;;; Useful statistical functions | |
161 | ||
162 | ;;; Sum, product, etc., of one or more values or vectors. | |
163 | ;;; Each argument must be either a number or a vector. Vectors | |
164 | ;;; are flattened, but variables inside are assumed to represent | |
165 | ;;; non-vectors. | |
166 | ||
167 | (defun calcFunc-vsum (&rest vecs) | |
bf77c646 | 168 | (math-reduce-many-vecs 'calcFunc-add 'calcFunc-vsum vecs 0)) |
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169 | |
170 | (defun calcFunc-vprod (&rest vecs) | |
bf77c646 | 171 | (math-reduce-many-vecs 'calcFunc-mul 'calcFunc-vprod vecs 1)) |
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172 | |
173 | (defun calcFunc-vmax (&rest vecs) | |
174 | (if (eq (car-safe (car vecs)) 'sdev) | |
175 | '(var inf var-inf) | |
176 | (if (eq (car-safe (car vecs)) 'intv) | |
177 | (nth 3 (math-fix-int-intv (car vecs))) | |
178 | (math-reduce-many-vecs 'calcFunc-max 'calcFunc-vmax vecs | |
bf77c646 | 179 | '(neg (var inf var-inf)))))) |
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180 | |
181 | (defun calcFunc-vmin (&rest vecs) | |
182 | (if (eq (car-safe (car vecs)) 'sdev) | |
183 | '(neg (var inf var-inf)) | |
184 | (if (eq (car-safe (car vecs)) 'intv) | |
185 | (nth 2 (math-fix-int-intv (car vecs))) | |
186 | (math-reduce-many-vecs 'calcFunc-min 'calcFunc-vmin vecs | |
bf77c646 | 187 | '(var inf var-inf))))) |
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188 | |
189 | (defun math-reduce-many-vecs (func whole-func vecs ident) | |
190 | (let ((const-part nil) | |
191 | (symb-part nil) | |
192 | val vec) | |
193 | (let ((calc-internal-prec (+ calc-internal-prec 2))) | |
194 | (while vecs | |
195 | (setq val (car vecs)) | |
196 | (and (eq (car-safe val) 'var) | |
197 | (eq (car-safe (calc-var-value (nth 2 val))) 'vec) | |
198 | (setq val (symbol-value (nth 2 val)))) | |
199 | (cond ((Math-vectorp val) | |
200 | (setq vec (append (and const-part (list const-part)) | |
201 | (math-flatten-vector val))) | |
202 | (setq const-part (if vec | |
203 | (calcFunc-reducer | |
204 | (math-calcFunc-to-var func) | |
205 | (cons 'vec vec)) | |
206 | ident))) | |
207 | ((or (Math-objectp val) (math-infinitep val)) | |
208 | (setq const-part (if const-part | |
209 | (funcall func const-part val) | |
210 | val))) | |
211 | (t | |
212 | (setq symb-part (nconc symb-part (list val))))) | |
213 | (setq vecs (cdr vecs)))) | |
214 | (if const-part | |
215 | (progn | |
216 | (setq const-part (math-normalize const-part)) | |
217 | (if symb-part | |
218 | (funcall func const-part (cons whole-func symb-part)) | |
219 | const-part)) | |
bf77c646 | 220 | (if symb-part (cons whole-func symb-part) ident)))) |
136211a9 EZ |
221 | |
222 | ||
223 | ;;; Return the number of data elements among the arguments. | |
224 | (defun calcFunc-vcount (&rest vecs) | |
225 | (let ((count 0)) | |
226 | (while vecs | |
227 | (setq count (if (Math-vectorp (car vecs)) | |
228 | (+ count (math-count-elements (car vecs))) | |
229 | (if (Math-objectp (car vecs)) | |
230 | (1+ count) | |
231 | (if (and (eq (car-safe (car vecs)) 'var) | |
232 | (eq (car-safe (calc-var-value | |
233 | (nth 2 (car vecs)))) | |
234 | 'vec)) | |
235 | (+ count (math-count-elements | |
236 | (symbol-value (nth 2 (car vecs))))) | |
237 | (math-reject-arg (car vecs) 'numvecp)))) | |
238 | vecs (cdr vecs))) | |
bf77c646 | 239 | count)) |
136211a9 EZ |
240 | |
241 | (defun math-count-elements (vec) | |
242 | (let ((count 0)) | |
243 | (while (setq vec (cdr vec)) | |
244 | (setq count (if (Math-vectorp (car vec)) | |
245 | (+ count (math-count-elements (car vec))) | |
246 | (1+ count)))) | |
bf77c646 | 247 | count)) |
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248 | |
249 | ||
250 | (defun math-flatten-many-vecs (vecs) | |
251 | (let ((p vecs) | |
252 | (vec (list 'vec))) | |
253 | (while p | |
254 | (setq vec (nconc vec | |
255 | (if (Math-vectorp (car p)) | |
256 | (math-flatten-vector (car p)) | |
257 | (if (Math-objectp (car p)) | |
258 | (list (car p)) | |
259 | (if (and (eq (car-safe (car p)) 'var) | |
260 | (eq (car-safe (calc-var-value | |
261 | (nth 2 (car p)))) 'vec)) | |
262 | (math-flatten-vector (symbol-value | |
263 | (nth 2 (car p)))) | |
264 | (math-reject-arg (car p) 'numvecp))))) | |
265 | p (cdr p))) | |
bf77c646 | 266 | vec)) |
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267 | |
268 | (defun calcFunc-vflat (&rest vecs) | |
bf77c646 | 269 | (math-flatten-many-vecs vecs)) |
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270 | |
271 | (defun math-split-sdev-vec (vec zero-ok) | |
272 | (let ((means (list 'vec)) | |
273 | (wts (list 'vec)) | |
274 | (exact nil) | |
275 | (p vec)) | |
276 | (while (and (setq p (cdr p)) | |
277 | (not (and (consp (car p)) | |
278 | (eq (car (car p)) 'sdev))))) | |
279 | (if (null p) | |
280 | (list vec nil) | |
281 | (while (setq vec (cdr vec)) | |
282 | (if (and (consp (setq p (car vec))) | |
283 | (eq (car p) 'sdev)) | |
284 | (or exact | |
285 | (setq means (cons (nth 1 p) means) | |
286 | wts (cons (nth 2 p) wts))) | |
287 | (if zero-ok | |
288 | (setq means (cons (nth 1 p) means) | |
289 | wts (cons 0 wts)) | |
290 | (or exact | |
291 | (setq means (list 'vec) | |
292 | wts nil | |
293 | exact t)) | |
294 | (setq means (cons p means))))) | |
295 | (list (nreverse means) | |
bf77c646 | 296 | (and wts (nreverse wts)))))) |
136211a9 EZ |
297 | |
298 | ||
299 | ;;; Return the arithmetic mean of the argument numbers or vectors. | |
300 | ;;; (If numbers are error forms, computes the weighted mean.) | |
301 | (defun calcFunc-vmean (&rest vecs) | |
302 | (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil)) | |
303 | (means (car split)) | |
304 | (wts (nth 1 split)) | |
305 | (len (1- (length means)))) | |
306 | (if (= len 0) | |
307 | (math-reject-arg nil "*Must be at least 1 argument") | |
308 | (if (and (= len 1) (eq (car-safe (nth 1 means)) 'intv)) | |
309 | (let ((x (math-fix-int-intv (nth 1 means)))) | |
310 | (calcFunc-vmean (nth 2 x) (nth 3 x))) | |
311 | (math-with-extra-prec 2 | |
312 | (if (and wts (> len 1)) | |
313 | (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
314 | (suminvsqrwts (calcFunc-reduce | |
315 | '(var add var-add) | |
316 | (calcFunc-map '(var div var-div) | |
317 | 1 sqrwts)))) | |
318 | (math-div (calcFunc-reduce '(var add var-add) | |
319 | (calcFunc-map '(var div var-div) | |
320 | means sqrwts)) | |
321 | suminvsqrwts)) | |
bf77c646 | 322 | (math-div (calcFunc-reduce '(var add var-add) means) len))))))) |
136211a9 EZ |
323 | |
324 | (defun math-fix-int-intv (x) | |
325 | (if (math-floatp x) | |
326 | x | |
327 | (list 'intv 3 | |
328 | (if (memq (nth 1 x) '(2 3)) (nth 2 x) (math-add (nth 2 x) 1)) | |
bf77c646 | 329 | (if (memq (nth 1 x) '(1 3)) (nth 3 x) (math-sub (nth 3 x) 1))))) |
136211a9 EZ |
330 | |
331 | ;;; Compute the mean with an error estimate. | |
332 | (defun calcFunc-vmeane (&rest vecs) | |
333 | (let* ((split (math-split-sdev-vec (math-flatten-many-vecs vecs) nil)) | |
334 | (means (car split)) | |
335 | (wts (nth 1 split)) | |
336 | (len (1- (length means)))) | |
337 | (if (= len 0) | |
338 | (math-reject-arg nil "*Must be at least 1 argument") | |
339 | (math-with-extra-prec 2 | |
340 | (if wts | |
341 | (let* ((sqrwts (calcFunc-map '(var mul var-mul) wts wts)) | |
342 | (suminvsqrwts (calcFunc-reduce | |
343 | '(var add var-add) | |
344 | (calcFunc-map '(var div var-div) | |
345 | 1 sqrwts)))) | |
346 | (math-make-sdev | |
347 | (math-div (calcFunc-reduce '(var add var-add) | |
348 | (calcFunc-map '(var div var-div) | |
349 | means sqrwts)) | |
350 | suminvsqrwts) | |
351 | (list 'calcFunc-sqrt (math-div 1 suminvsqrwts)))) | |
352 | (let ((mean (math-div (calcFunc-reduce '(var add var-add) means) | |
353 | len))) | |
354 | (math-make-sdev | |
355 | mean | |
356 | (list 'calcFunc-sqrt | |
357 | (math-div (calcFunc-reducer | |
358 | '(var add var-add) | |
359 | (calcFunc-map '(var pow var-pow) | |
360 | (calcFunc-map '(var abs var-abs) | |
361 | (calcFunc-map | |
362 | '(var add var-add) | |
363 | means | |
364 | (math-neg mean))) | |
365 | 2)) | |
bf77c646 | 366 | (math-mul len (1- len))))))))))) |
136211a9 EZ |
367 | |
368 | ||
369 | ;;; Compute the median of a list of values. | |
370 | (defun calcFunc-vmedian (&rest vecs) | |
371 | (let* ((flat (copy-sequence (cdr (math-flatten-many-vecs vecs)))) | |
372 | (p flat) | |
373 | (len (length flat)) | |
374 | (hlen (/ len 2))) | |
375 | (if (= len 0) | |
376 | (math-reject-arg nil "*Must be at least 1 argument") | |
377 | (if (and (= len 1) (memq (car-safe (car flat)) '(sdev intv))) | |
378 | (calcFunc-vmean (car flat)) | |
379 | (while p | |
380 | (if (eq (car-safe (car p)) 'sdev) | |
381 | (setcar p (nth 1 (car p)))) | |
382 | (or (Math-anglep (car p)) | |
383 | (math-reject-arg (car p) 'anglep)) | |
384 | (setq p (cdr p))) | |
385 | (setq flat (sort flat 'math-lessp)) | |
386 | (if (= (% len 2) 0) | |
387 | (math-div (math-add (nth (1- hlen) flat) (nth hlen flat)) 2) | |
bf77c646 | 388 | (nth hlen flat)))))) |
136211a9 EZ |
389 | |
390 | ||
391 | (defun calcFunc-vgmean (&rest vecs) | |
392 | (let* ((flat (math-flatten-many-vecs vecs)) | |
393 | (len (1- (length flat)))) | |
394 | (if (= len 0) | |
395 | (math-reject-arg nil "*Must be at least 1 argument") | |
396 | (math-with-extra-prec 2 | |
397 | (let ((x (calcFunc-reduce '(var mul math-mul) flat))) | |
398 | (if (= len 2) | |
399 | (math-sqrt x) | |
bf77c646 | 400 | (math-pow x (list 'frac 1 len)))))))) |
136211a9 EZ |
401 | |
402 | ||
403 | (defun calcFunc-agmean (a b) | |
404 | (cond ((Math-equal a b) a) | |
405 | ((math-zerop a) a) | |
406 | ((math-zerop b) b) | |
407 | (calc-symbolic-mode (math-inexact-result)) | |
408 | ((not (Math-realp a)) (math-reject-arg a 'realp)) | |
409 | ((not (Math-realp b)) (math-reject-arg b 'realp)) | |
410 | (t | |
411 | (math-with-extra-prec 2 | |
412 | (setq a (math-float (math-abs a)) | |
413 | b (math-float (math-abs b))) | |
414 | (let (mean) | |
415 | (while (not (math-nearly-equal-float a b)) | |
416 | (setq mean (math-mul-float (math-add-float a b) '(float 5 -1)) | |
417 | b (math-sqrt-float (math-mul-float a b)) | |
418 | a mean)) | |
bf77c646 | 419 | a))))) |
136211a9 EZ |
420 | |
421 | ||
422 | (defun calcFunc-vhmean (&rest vecs) | |
423 | (let* ((flat (math-flatten-many-vecs vecs)) | |
424 | (len (1- (length flat)))) | |
425 | (if (= len 0) | |
426 | (math-reject-arg nil "*Must be at least 1 argument") | |
427 | (math-with-extra-prec 2 | |
428 | (math-div len | |
429 | (calcFunc-reduce '(var add math-add) | |
bf77c646 | 430 | (calcFunc-map '(var inv var-inv) flat))))))) |
136211a9 EZ |
431 | |
432 | ||
433 | ||
434 | ;;; Compute the sample variance or standard deviation of numbers or vectors. | |
435 | ;;; (If the numbers are error forms, only the mean part of them is used.) | |
436 | (defun calcFunc-vvar (&rest vecs) | |
437 | (if (and (= (length vecs) 1) | |
438 | (memq (car-safe (car vecs)) '(sdev intv))) | |
439 | (if (eq (car-safe (car vecs)) 'intv) | |
440 | (math-intv-variance (car vecs) nil) | |
441 | (math-sqr (nth 2 (car vecs)))) | |
bf77c646 | 442 | (math-covariance vecs nil nil 0))) |
136211a9 EZ |
443 | |
444 | (defun calcFunc-vsdev (&rest vecs) | |
445 | (if (and (= (length vecs) 1) | |
446 | (memq (car-safe (car vecs)) '(sdev intv))) | |
447 | (if (eq (car-safe (car vecs)) 'intv) | |
448 | (if (math-floatp (car vecs)) | |
449 | (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs))) | |
450 | (math-sqrt-12)) | |
451 | (math-sqrt (calcFunc-vvar (car vecs)))) | |
452 | (nth 2 (car vecs))) | |
bf77c646 | 453 | (math-sqrt (math-covariance vecs nil nil 0)))) |
136211a9 EZ |
454 | |
455 | ;;; Compute the population variance or std deviation of numbers or vectors. | |
456 | (defun calcFunc-vpvar (&rest vecs) | |
457 | (if (and (= (length vecs) 1) | |
458 | (memq (car-safe (car vecs)) '(sdev intv))) | |
459 | (if (eq (car-safe (car vecs)) 'intv) | |
460 | (math-intv-variance (car vecs) t) | |
461 | (math-sqr (nth 2 (car vecs)))) | |
bf77c646 | 462 | (math-covariance vecs nil t 0))) |
136211a9 EZ |
463 | |
464 | (defun calcFunc-vpsdev (&rest vecs) | |
465 | (if (and (= (length vecs) 1) | |
466 | (memq (car-safe (car vecs)) '(sdev intv))) | |
467 | (if (eq (car-safe (car vecs)) 'intv) | |
468 | (if (math-floatp (car vecs)) | |
469 | (math-div (math-sub (nth 3 (car vecs)) (nth 2 (car vecs))) | |
470 | (math-sqrt-12)) | |
471 | (math-sqrt (calcFunc-vpvar (car vecs)))) | |
472 | (nth 2 (car vecs))) | |
bf77c646 | 473 | (math-sqrt (math-covariance vecs nil t 0)))) |
136211a9 EZ |
474 | |
475 | (defun math-intv-variance (x pop) | |
476 | (or (math-constp x) (math-reject-arg x 'constp)) | |
477 | (if (math-floatp x) | |
478 | (math-div (math-sqr (math-sub (nth 3 x) (nth 2 x))) 12) | |
479 | (let* ((x (math-fix-int-intv x)) | |
480 | (len (math-sub (nth 3 x) (nth 2 x))) | |
481 | (hlen (math-quotient len 2))) | |
482 | (math-div (if (math-evenp len) | |
483 | (calcFunc-sum '(^ (var X var-X) 2) '(var X var-X) | |
484 | (math-neg hlen) hlen) | |
485 | (calcFunc-sum '(^ (- (var X var-X) (/ 1 2)) 2) | |
486 | '(var X var-X) | |
487 | (math-neg hlen) (math-add hlen 1))) | |
bf77c646 | 488 | (if pop (math-add len 1) len))))) |
136211a9 EZ |
489 | |
490 | ;;; Compute the covariance and linear correlation coefficient. | |
491 | (defun calcFunc-vcov (vec1 &optional vec2) | |
bf77c646 | 492 | (math-covariance (list vec1) (list vec2) nil 1)) |
136211a9 EZ |
493 | |
494 | (defun calcFunc-vpcov (vec1 &optional vec2) | |
bf77c646 | 495 | (math-covariance (list vec1) (list vec2) t 1)) |
136211a9 EZ |
496 | |
497 | (defun calcFunc-vcorr (vec1 &optional vec2) | |
bf77c646 | 498 | (math-covariance (list vec1) (list vec2) nil 2)) |
136211a9 EZ |
499 | |
500 | ||
501 | (defun math-covariance (vec1 vec2 pop mode) | |
502 | (or (car vec2) (= mode 0) | |
503 | (progn | |
504 | (if (and (eq (car-safe (car vec1)) 'var) | |
505 | (eq (car-safe (calc-var-value (nth 2 (car vec1)))) 'vec)) | |
506 | (setq vec1 (symbol-value (nth 2 (car vec1)))) | |
507 | (setq vec1 (car vec1))) | |
508 | (or (math-matrixp vec1) (math-dimension-error)) | |
509 | (or (= (length (nth 1 vec1)) 3) (math-dimension-error)) | |
510 | (setq vec2 (list (math-mat-col vec1 2)) | |
511 | vec1 (list (math-mat-col vec1 1))))) | |
512 | (math-with-extra-prec 2 | |
513 | (let* ((split1 (math-split-sdev-vec (math-flatten-many-vecs vec1) nil)) | |
514 | (means1 (car split1)) | |
515 | (wts1 (nth 1 split1)) | |
516 | split2 means2 (wts2 nil) | |
517 | (sqrwts nil) | |
518 | suminvsqrwts | |
519 | (len (1- (length means1)))) | |
520 | (if (< len (if pop 1 2)) | |
521 | (math-reject-arg nil (if pop | |
522 | "*Must be at least 1 argument" | |
523 | "*Must be at least 2 arguments"))) | |
524 | (if (or wts1 wts2) | |
525 | (setq sqrwts (math-add | |
526 | (if wts1 | |
527 | (calcFunc-map '(var mul var-mul) wts1 wts1) | |
528 | 0) | |
529 | (if wts2 | |
530 | (calcFunc-map '(var mul var-mul) wts2 wts2) | |
531 | 0)) | |
532 | suminvsqrwts (calcFunc-reduce | |
533 | '(var add var-add) | |
534 | (calcFunc-map '(var div var-div) 1 sqrwts)))) | |
535 | (or (= mode 0) | |
536 | (progn | |
537 | (setq split2 (math-split-sdev-vec (math-flatten-many-vecs vec2) | |
538 | nil) | |
539 | means2 (car split2) | |
540 | wts2 (nth 2 split1)) | |
541 | (or (= len (1- (length means2))) (math-dimension-error)))) | |
542 | (let* ((diff1 (calcFunc-map | |
543 | '(var add var-add) | |
544 | means1 | |
545 | (if sqrwts | |
546 | (math-div (calcFunc-reduce | |
547 | '(var add var-add) | |
548 | (calcFunc-map '(var div var-div) | |
549 | means1 sqrwts)) | |
550 | (math-neg suminvsqrwts)) | |
551 | (math-div (calcFunc-reducer '(var add var-add) means1) | |
552 | (- len))))) | |
553 | (diff2 (if (= mode 0) | |
554 | diff1 | |
555 | (calcFunc-map | |
556 | '(var add var-add) | |
557 | means2 | |
558 | (if sqrwts | |
559 | (math-div (calcFunc-reduce | |
560 | '(var add var-add) | |
561 | (calcFunc-map '(var div var-div) | |
562 | means2 sqrwts)) | |
563 | (math-neg suminvsqrwts)) | |
564 | (math-div (calcFunc-reducer '(var add var-add) means2) | |
565 | (- len)))))) | |
566 | (covar (calcFunc-map '(var mul var-mul) diff1 diff2))) | |
567 | (if sqrwts | |
568 | (setq covar (calcFunc-map '(var div var-div) covar sqrwts))) | |
569 | (math-div | |
570 | (calcFunc-reducer '(var add var-add) covar) | |
571 | (if (= mode 2) | |
572 | (let ((var1 (calcFunc-map '(var mul var-mul) diff1 diff1)) | |
573 | (var2 (calcFunc-map '(var mul var-mul) diff2 diff2))) | |
574 | (if sqrwts | |
575 | (setq var1 (calcFunc-map '(var div var-div) var1 sqrwts) | |
576 | var2 (calcFunc-map '(var div var-div) var2 sqrwts))) | |
577 | (math-sqrt | |
578 | (math-mul (calcFunc-reducer '(var add var-add) var1) | |
579 | (calcFunc-reducer '(var add var-add) var2)))) | |
580 | (if sqrwts | |
581 | (if pop | |
582 | suminvsqrwts | |
583 | (math-div (math-mul suminvsqrwts (1- len)) len)) | |
bf77c646 | 584 | (if pop len (1- len))))))))) |
136211a9 | 585 | |
01a2939c JB |
586 | (provide 'calc-stat) |
587 | ||
ab5796a9 | 588 | ;;; arch-tag: 423858e9-8513-489c-9f35-710cd9d9c307 |
bf77c646 | 589 | ;;; calc-stat.el ends here |