IGLib  1.7.2
The IGLib base library EXTENDED - with other lilbraries and applications.
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Static Public Member Functions | Static Private Member Functions | List of all members
alglib.basestat Class Reference

Static Public Member Functions

static void samplemoments (double[] x, int n, ref double mean, ref double variance, ref double skewness, ref double kurtosis)
 
static double samplemean (double[] x, int n)
 
static double samplevariance (double[] x, int n)
 
static double sampleskewness (double[] x, int n)
 
static double samplekurtosis (double[] x, int n)
 
static void sampleadev (double[] x, int n, ref double adev)
 
static void samplemedian (double[] x, int n, ref double median)
 
static void samplepercentile (double[] x, int n, double p, ref double v)
 
static double cov2 (double[] x, double[] y, int n)
 
static double pearsoncorr2 (double[] x, double[] y, int n)
 
static double spearmancorr2 (double[] x, double[] y, int n)
 
static void covm (double[,] x, int n, int m, ref double[,] c)
 
static void pearsoncorrm (double[,] x, int n, int m, ref double[,] c)
 
static void spearmancorrm (double[,] x, int n, int m, ref double[,] c)
 
static void covm2 (double[,] x, double[,] y, int n, int m1, int m2, ref double[,] c)
 
static void pearsoncorrm2 (double[,] x, double[,] y, int n, int m1, int m2, ref double[,] c)
 
static void spearmancorrm2 (double[,] x, double[,] y, int n, int m1, int m2, ref double[,] c)
 
static double pearsoncorrelation (double[] x, double[] y, int n)
 
static double spearmanrankcorrelation (double[] x, double[] y, int n)
 
static void samplemoments (double[] x, int n, ref double mean, ref double variance, ref double skewness, ref double kurtosis)
 
static double samplemean (double[] x, int n)
 
static double samplevariance (double[] x, int n)
 
static double sampleskewness (double[] x, int n)
 
static double samplekurtosis (double[] x, int n)
 
static void sampleadev (double[] x, int n, ref double adev)
 
static void samplemedian (double[] x, int n, ref double median)
 
static void samplepercentile (double[] x, int n, double p, ref double v)
 
static double cov2 (double[] x, double[] y, int n)
 
static double pearsoncorr2 (double[] x, double[] y, int n)
 
static double spearmancorr2 (double[] x, double[] y, int n)
 
static void covm (double[,] x, int n, int m, ref double[,] c)
 
static void _pexec_covm (double[,] x, int n, int m, ref double[,] c)
 
static void pearsoncorrm (double[,] x, int n, int m, ref double[,] c)
 
static void _pexec_pearsoncorrm (double[,] x, int n, int m, ref double[,] c)
 
static void spearmancorrm (double[,] x, int n, int m, ref double[,] c)
 
static void _pexec_spearmancorrm (double[,] x, int n, int m, ref double[,] c)
 
static void covm2 (double[,] x, double[,] y, int n, int m1, int m2, ref double[,] c)
 
static void _pexec_covm2 (double[,] x, double[,] y, int n, int m1, int m2, ref double[,] c)
 
static void pearsoncorrm2 (double[,] x, double[,] y, int n, int m1, int m2, ref double[,] c)
 
static void _pexec_pearsoncorrm2 (double[,] x, double[,] y, int n, int m1, int m2, ref double[,] c)
 
static void spearmancorrm2 (double[,] x, double[,] y, int n, int m1, int m2, ref double[,] c)
 
static void _pexec_spearmancorrm2 (double[,] x, double[,] y, int n, int m1, int m2, ref double[,] c)
 
static void rankdata (double[,] xy, int npoints, int nfeatures)
 
static void _pexec_rankdata (double[,] xy, int npoints, int nfeatures)
 
static void rankdatacentered (double[,] xy, int npoints, int nfeatures)
 
static void _pexec_rankdatacentered (double[,] xy, int npoints, int nfeatures)
 
static double pearsoncorrelation (double[] x, double[] y, int n)
 
static double spearmanrankcorrelation (double[] x, double[] y, int n)
 

Static Private Member Functions

static void rankdatarec (double[,] xy, int i0, int i1, int nfeatures, bool iscentered, alglib.smp.shared_pool pool, int basecasecost)
 
static void rankdatabasecase (double[,] xy, int i0, int i1, int nfeatures, bool iscentered, apserv.apbuffers buf0, apserv.apbuffers buf1)
 

Member Function Documentation

static void alglib.basestat.samplemoments ( double[]  x,
int  n,
ref double  mean,
ref double  variance,
ref double  skewness,
ref double  kurtosis 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), and alglib.math.sqr().

Referenced by alglib.bdss.dsnormalize(), alglib.bdss.dsnormalizec(), alglib.linreg.lrbuilds(), alglib.linreg.lrbuildzs(), alglib.basestat.samplekurtosis(), alglib.basestat.samplemean(), alglib.samplemoments(), alglib.basestat.sampleskewness(), alglib.basestat.samplevariance(), and alglib.testbasestatunit.testbasestat().

static double alglib.basestat.samplemean ( double[]  x,
int  n 
)
inlinestatic

References alglib.basestat.samplemoments().

Referenced by alglib.samplemean(), and alglib.testbasestatunit.testbasestat().

static double alglib.basestat.samplevariance ( double[]  x,
int  n 
)
inlinestatic

References alglib.basestat.samplemoments().

Referenced by alglib.samplevariance(), and alglib.testbasestatunit.testbasestat().

static double alglib.basestat.sampleskewness ( double[]  x,
int  n 
)
inlinestatic

References alglib.basestat.samplemoments().

Referenced by alglib.sampleskewness(), and alglib.testbasestatunit.testbasestat().

static double alglib.basestat.samplekurtosis ( double[]  x,
int  n 
)
inlinestatic

References alglib.basestat.samplemoments().

Referenced by alglib.samplekurtosis(), and alglib.testbasestatunit.testbasestat().

static void alglib.basestat.sampleadev ( double[]  x,
int  n,
ref double  adev 
)
inlinestatic

References alglib.ap.assert(), and alglib.apserv.isfinitevector().

Referenced by alglib.sampleadev(), and alglib.testbasestatunit.testbasestat().

static void alglib.basestat.samplemedian ( double[]  x,
int  n,
ref double  median 
)
inlinestatic

References alglib.ap.assert(), and alglib.apserv.isfinitevector().

Referenced by alglib.samplemedian(), and alglib.testbasestatunit.testbasestat().

static void alglib.basestat.samplepercentile ( double[]  x,
int  n,
double  p,
ref double  v 
)
inlinestatic

References alglib.ap.assert(), alglib.math.isfinite(), alglib.apserv.isfinitevector(), and alglib.tsort.tagsortfast().

Referenced by alglib.samplepercentile(), and alglib.testbasestatunit.testbasestat().

static double alglib.basestat.cov2 ( double[]  x,
double[]  y,
int  n 
)
inlinestatic

References alglib.ap.assert(), and alglib.apserv.isfinitevector().

Referenced by alglib.cov2(), and alglib.testbasestatunit.testbasestat().

static double alglib.basestat.pearsoncorr2 ( double[]  x,
double[]  y,
int  n 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), and alglib.math.sqr().

Referenced by alglib.testclusteringunit.distfunc(), alglib.pearsoncorr2(), alglib.basestat.pearsoncorrelation(), alglib.basestat.spearmancorr2(), and alglib.testbasestatunit.testbasestat().

static double alglib.basestat.spearmancorr2 ( double[]  x,
double[]  y,
int  n 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), alglib.basestat.pearsoncorr2(), and alglib.basicstatops.rankx().

Referenced by alglib.testclusteringunit.distfunc(), alglib.spearmancorr2(), alglib.basestat.spearmanrankcorrelation(), and alglib.testbasestatunit.testbasestat().

static void alglib.basestat.covm ( double  x[,],
int  n,
int  m,
ref double  c[,] 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), and alglib.ablas.rmatrixsyrk().

Referenced by alglib.basestat._pexec_covm(), alglib.covm(), alglib.basestat.pearsoncorrm(), and alglib.testbasestatunit.testbasestat().

static void alglib.basestat.pearsoncorrm ( double  x[,],
int  n,
int  m,
ref double  c[,] 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), and alglib.basestat.covm().

Referenced by alglib.basestat._pexec_pearsoncorrm(), alglib.pearsoncorrm(), and alglib.testbasestatunit.testbasestat().

static void alglib.basestat.spearmancorrm ( double  x[,],
int  n,
int  m,
ref double  c[,] 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), alglib.basicstatops.rankx(), and alglib.ablas.rmatrixsyrk().

Referenced by alglib.basestat._pexec_spearmancorrm(), alglib.spearmancorrm(), and alglib.testbasestatunit.testbasestat().

static void alglib.basestat.covm2 ( double  x[,],
double  y[,],
int  n,
int  m1,
int  m2,
ref double  c[,] 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), and alglib.ablas.rmatrixgemm().

Referenced by alglib.basestat._pexec_covm2(), alglib.covm2(), and alglib.testbasestatunit.testbasestat().

static void alglib.basestat.pearsoncorrm2 ( double  x[,],
double  y[,],
int  n,
int  m1,
int  m2,
ref double  c[,] 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), and alglib.ablas.rmatrixgemm().

Referenced by alglib.basestat._pexec_pearsoncorrm2(), alglib.pearsoncorrm2(), and alglib.testbasestatunit.testbasestat().

static void alglib.basestat.spearmancorrm2 ( double  x[,],
double  y[,],
int  n,
int  m1,
int  m2,
ref double  c[,] 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), alglib.basicstatops.rankx(), and alglib.ablas.rmatrixgemm().

Referenced by alglib.basestat._pexec_spearmancorrm2(), alglib.spearmancorrm2(), and alglib.testbasestatunit.testbasestat().

static double alglib.basestat.pearsoncorrelation ( double[]  x,
double[]  y,
int  n 
)
inlinestatic

References alglib.basestat.pearsoncorr2().

Referenced by alglib.pearsoncorrelation().

static double alglib.basestat.spearmanrankcorrelation ( double[]  x,
double[]  y,
int  n 
)
inlinestatic

References alglib.basestat.spearmancorr2().

Referenced by alglib.spearmanrankcorrelation().

static void alglib.basestat.samplemoments ( double[]  x,
int  n,
ref double  mean,
ref double  variance,
ref double  skewness,
ref double  kurtosis 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), and alglib.math.sqr().

static double alglib.basestat.samplemean ( double[]  x,
int  n 
)
inlinestatic

References alglib.basestat.samplemoments().

static double alglib.basestat.samplevariance ( double[]  x,
int  n 
)
inlinestatic

References alglib.basestat.samplemoments().

static double alglib.basestat.sampleskewness ( double[]  x,
int  n 
)
inlinestatic

References alglib.basestat.samplemoments().

static double alglib.basestat.samplekurtosis ( double[]  x,
int  n 
)
inlinestatic

References alglib.basestat.samplemoments().

static void alglib.basestat.sampleadev ( double[]  x,
int  n,
ref double  adev 
)
inlinestatic

References alglib.ap.assert(), and alglib.apserv.isfinitevector().

static void alglib.basestat.samplemedian ( double[]  x,
int  n,
ref double  median 
)
inlinestatic

References alglib.ap.assert(), and alglib.apserv.isfinitevector().

static void alglib.basestat.samplepercentile ( double[]  x,
int  n,
double  p,
ref double  v 
)
inlinestatic

References alglib.ap.assert(), alglib.math.isfinite(), alglib.apserv.isfinitevector(), and alglib.tsort.tagsortfast().

static double alglib.basestat.cov2 ( double[]  x,
double[]  y,
int  n 
)
inlinestatic

References alglib.ap.assert(), and alglib.apserv.isfinitevector().

static double alglib.basestat.pearsoncorr2 ( double[]  x,
double[]  y,
int  n 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), and alglib.math.sqr().

static double alglib.basestat.spearmancorr2 ( double[]  x,
double[]  y,
int  n 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), alglib.basestat.pearsoncorr2(), and alglib.basicstatops.rankx().

static void alglib.basestat.covm ( double  x[,],
int  n,
int  m,
ref double  c[,] 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), alglib.ablas.rmatrixenforcesymmetricity(), and alglib.ablas.rmatrixsyrk().

static void alglib.basestat._pexec_covm ( double  x[,],
int  n,
int  m,
ref double  c[,] 
)
inlinestatic

References alglib.basestat.covm().

Referenced by alglib.smp_covm().

static void alglib.basestat.pearsoncorrm ( double  x[,],
int  n,
int  m,
ref double  c[,] 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), and alglib.basestat.covm().

static void alglib.basestat._pexec_pearsoncorrm ( double  x[,],
int  n,
int  m,
ref double  c[,] 
)
inlinestatic

References alglib.basestat.pearsoncorrm().

Referenced by alglib.smp_pearsoncorrm().

static void alglib.basestat.spearmancorrm ( double  x[,],
int  n,
int  m,
ref double  c[,] 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), alglib.basestat.rankdata(), alglib.ablas.rmatrixenforcesymmetricity(), alglib.ablas.rmatrixsyrk(), and alglib.ablas.rmatrixtranspose().

static void alglib.basestat._pexec_spearmancorrm ( double  x[,],
int  n,
int  m,
ref double  c[,] 
)
inlinestatic

References alglib.basestat.spearmancorrm().

Referenced by alglib.smp_spearmancorrm().

static void alglib.basestat.covm2 ( double  x[,],
double  y[,],
int  n,
int  m1,
int  m2,
ref double  c[,] 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), and alglib.ablas.rmatrixgemm().

static void alglib.basestat._pexec_covm2 ( double  x[,],
double  y[,],
int  n,
int  m1,
int  m2,
ref double  c[,] 
)
inlinestatic

References alglib.basestat.covm2().

Referenced by alglib.smp_covm2().

static void alglib.basestat.pearsoncorrm2 ( double  x[,],
double  y[,],
int  n,
int  m1,
int  m2,
ref double  c[,] 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), and alglib.ablas.rmatrixgemm().

static void alglib.basestat._pexec_pearsoncorrm2 ( double  x[,],
double  y[,],
int  n,
int  m1,
int  m2,
ref double  c[,] 
)
inlinestatic

References alglib.basestat.pearsoncorrm2().

Referenced by alglib.smp_pearsoncorrm2().

static void alglib.basestat.spearmancorrm2 ( double  x[,],
double  y[,],
int  n,
int  m1,
int  m2,
ref double  c[,] 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), alglib.basestat.rankdata(), alglib.ablas.rmatrixgemm(), and alglib.ablas.rmatrixtranspose().

static void alglib.basestat._pexec_spearmancorrm2 ( double  x[,],
double  y[,],
int  n,
int  m1,
int  m2,
ref double  c[,] 
)
inlinestatic

References alglib.basestat.spearmancorrm2().

Referenced by alglib.smp_spearmancorrm2().

static void alglib.basestat.rankdata ( double  xy[,],
int  npoints,
int  nfeatures 
)
inlinestatic

References alglib.smp.ae_shared_pool_set_seed(), alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), alglib.apserv.inttoreal(), alglib.apserv.logbase2(), alglib.basestat.rankdatabasecase(), and alglib.basestat.rankdatarec().

Referenced by alglib.basestat._pexec_rankdata(), alglib.rankdata(), alglib.basestat.spearmancorrm(), alglib.basestat.spearmancorrm2(), and alglib.testbasestatunit.testranking().

static void alglib.basestat._pexec_rankdata ( double  xy[,],
int  npoints,
int  nfeatures 
)
inlinestatic

References alglib.basestat.rankdata().

Referenced by alglib.smp_rankdata().

static void alglib.basestat.rankdatacentered ( double  xy[,],
int  npoints,
int  nfeatures 
)
inlinestatic

References alglib.smp.ae_shared_pool_set_seed(), alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), alglib.apserv.inttoreal(), alglib.apserv.logbase2(), alglib.basestat.rankdatabasecase(), and alglib.basestat.rankdatarec().

Referenced by alglib.basestat._pexec_rankdatacentered(), alglib.clustering.clusterizergetdistances(), alglib.rankdatacentered(), and alglib.testbasestatunit.testranking().

static void alglib.basestat._pexec_rankdatacentered ( double  xy[,],
int  npoints,
int  nfeatures 
)
inlinestatic

References alglib.basestat.rankdatacentered().

Referenced by alglib.smp_rankdatacentered().

static double alglib.basestat.pearsoncorrelation ( double[]  x,
double[]  y,
int  n 
)
inlinestatic

References alglib.basestat.pearsoncorr2().

static double alglib.basestat.spearmanrankcorrelation ( double[]  x,
double[]  y,
int  n 
)
inlinestatic

References alglib.basestat.spearmancorr2().

static void alglib.basestat.rankdatarec ( double  xy[,],
int  i0,
int  i1,
int  nfeatures,
bool  iscentered,
alglib.smp.shared_pool  pool,
int  basecasecost 
)
inlinestaticprivate

References alglib.ap.assert(), alglib.apserv.inttoreal(), alglib.apserv.logbase2(), and alglib.basestat.rankdatabasecase().

Referenced by alglib.basestat.rankdata(), and alglib.basestat.rankdatacentered().

static void alglib.basestat.rankdatabasecase ( double  xy[,],
int  i0,
int  i1,
int  nfeatures,
bool  iscentered,
apserv.apbuffers  buf0,
apserv.apbuffers  buf1 
)
inlinestaticprivate

References alglib.ap.assert(), and alglib.basicstatops.rankx().

Referenced by alglib.basestat.rankdata(), alglib.basestat.rankdatacentered(), and alglib.basestat.rankdatarec().

The documentation for this class was generated from the following file: