Mercurial > octave-nkf
diff doc/interpreter/stats.txi @ 3294:bfe1573bd2ae
[project @ 1999-10-19 10:06:07 by jwe]
author | jwe |
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date | Tue, 19 Oct 1999 10:08:42 +0000 |
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children | 0748b03c3510 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/doc/interpreter/stats.txi Tue Oct 19 10:08:42 1999 +0000 @@ -0,0 +1,140 @@ +@c Copyright (C) 1996, 1997 John W. Eaton +@c This is part of the Octave manual. +@c For copying conditions, see the file gpl.texi. + +@node Statistics, Sets, Optimization, Top +@chapter Statistics + +I hope that someday Octave will include more statistics functions. If +you would like to help improve Octave in this area, please contact +@email{bug-octave@@bevo.che.wisc.edu}. + +@deftypefn {Function File} {} mean (@var{x}) +If @var{x} is a vector, compute the mean of the elements of @var{x} +@iftex +@tex +$$ {\rm mean}(x) = \bar{x} = {1\over N} \sum_{i=1}^N x_i $$ +@end tex +@end iftex +@ifinfo + +@example +mean (x) = SUM_i x(i) / N +@end example +@end ifinfo +If @var{x} is a matrix, compute the mean for each column and return them +in a row vector. +@end deftypefn + +@deftypefn {Function File} {} median (@var{x}) +If @var{x} is a vector, compute the median value of the elements of +@var{x}. +@iftex +@tex +$$ +{\rm median} (x) = + \cases{x(\lceil N/2\rceil), & $N$ odd;\cr + (x(N/2)+x(N/2+1))/2, & $N$ even.} +$$ +@end tex +@end iftex +@ifinfo + +@example +@group + x(ceil(N/2)), N odd +median(x) = + (x(N/2) + x((N/2)+1))/2, N even +@end group +@end example +@end ifinfo +If @var{x} is a matrix, compute the median value for each +column and return them in a row vector. +@end deftypefn + +@deftypefn {Function File} {} std (@var{x}) +If @var{x} is a vector, compute the standard deviation of the elements +of @var{x}. +@iftex +@tex +$$ +{\rm std} (x) = \sigma (x) = \sqrt{{\sum_{i=1}^N (x_i - \bar{x}) \over N - 1}} +$$ +@end tex +@end iftex +@ifinfo + +@example +@group +std (x) = sqrt (sumsq (x - mean (x)) / (n - 1)) +@end group +@end example +@end ifinfo +If @var{x} is a matrix, compute the standard deviation for +each column and return them in a row vector. +@end deftypefn + +@deftypefn {Function File} {} cov (@var{x}, @var{y}) +If each row of @var{x} and @var{y} is an observation and each column is +a variable, the (@var{i},@var{j})-th entry of +@code{cov (@var{x}, @var{y})} is the covariance between the @var{i}-th +variable in @var{x} and the @var{j}-th variable in @var{y}. If called +with one argument, compute @code{cov (@var{x}, @var{x})}. +@end deftypefn + +@deftypefn {Function File} {} corrcoef (@var{x}, @var{y}) +If each row of @var{x} and @var{y} is an observation and each column is +a variable, the (@var{i},@var{j})-th entry of +@code{corrcoef (@var{x}, @var{y})} is the correlation between the +@var{i}-th variable in @var{x} and the @var{j}-th variable in @var{y}. +If called with one argument, compute @code{corrcoef (@var{x}, @var{x})}. +@end deftypefn + +@deftypefn {Function File} {} kurtosis (@var{x}) +If @var{x} is a vector of length @var{N}, return the kurtosis +@iftex +@tex +$$ + {\rm kurtosis} (x) = {1\over N \sigma(x)^4} \sum_{i=1}^N (x_i-\bar{x})^4 - 3 +$$ +@end tex +@end iftex +@ifinfo + +@example +kurtosis (x) = N^(-1) std(x)^(-4) sum ((x - mean(x)).^4) - 3 +@end example +@end ifinfo + +@noindent +of @var{x}. If @var{x} is a matrix, return the row vector containing +the kurtosis of each column. +@end deftypefn + +@deftypefn {Function File} {} mahalanobis (@var{x}, @var{y}) +Return the Mahalanobis' D-square distance between the multivariate +samples @var{x} and @var{y}, which must have the same number of +components (columns), but may have a different number of observations +(rows). +@end deftypefn + +@deftypefn {Function File} {} skewness (@var{x}) +If @var{x} is a vector of length @var{N}, return the skewness +@iftex +@tex +$$ +{\rm skewness} (x) = {1\over N \sigma(x)^3} \sum_{i=1}^N (x_i-\bar{x})^3 +$$ +@end tex +@end iftex +@ifinfo + +@example +skewness (x) = N^(-1) std(x)^(-3) sum ((x - mean(x)).^3) +@end example +@end ifinfo + +@noindent +of @var{x}. If @var{x} is a matrix, return the row vector containing +the skewness of each column. +@end deftypefn