Changeset 20606 in project


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10/03/10 13:49:28 (9 years ago)
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svnwiki
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Anonymous wiki edit for IP [86.141.186.14]:

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  • wiki/eggref/4/statistics

    r20605 r20606  
     1== Statistics
     2
    13Still under testing!
    24
    3 == Introduction
     5=== Introduction
    46
    57This library is a port of [[http://compbio.ucdenver.edu/hunter/|Larry Hunter]]'s Lisp statistics library to chicken scheme.
     
    79The library provides a number of formulae and methods taken from the book "Fundamentals of Biostatistics" by Bernard Rosner (5th edition).
    810
    9 === Statistical Distributions
     11==== Statistical Distributions
    1012
    1113To use this library, you need to understand the underlying statistics.  In brief:
     
    1719The [[http://en.wikipedia.org/wiki/Normal_distribution|Normal distribution]] is used for real-valued events which cluster around a specific mean with a symmetric variance.  A typical example would be the distribution of people's heights.  A normal distribution is defined N(mean, variance).
    1820
    19 == Provided Functions
    20 
    21 === Utilities
     21=== Provided Functions
     22
     23==== Utilities
    2224
    2325<procedure>(average-rank value sorted-values)</procedure>
     
    6567<procedure>(square n)</procedure>
    6668
    67 === Descriptive statistics
     69==== Descriptive statistics
    6870
    6971These functions provide information on a given list of numbers, the {{items}}.  Note, the list does not have to be sorted.
     
    121123 4
    122124
    123 === Distributional functions
     125==== Distributional functions
    124126
    125127<procedure>(binomial-probability n k p)</procedure>
     
    255257*    chi-square-cdf
    256258
    257 ===  Confidence intervals
     259====  Confidence intervals
    258260
    259261These functions report bounds for an observed property of a distribution: the bounds are tighter as the confidence level, alpha, varies from 0.0 to 1.0.
     
    299301returns two values, the upper and lower bounds on the standard deviation of the given {{items}}, assuming they are normally distributed; the bound is for confidence {{(1-alpha)}}.
    300302
    301 === Hypothesis testing
    302 
    303 ====  (parametric)
     303==== Hypothesis testing
     304
     305=====  (parametric)
    304306
    305307*    z-test
     
    319321*    poisson-test-one-sample
    320322
    321 ==== (non parametric)
     323===== (non parametric)
    322324
    323325*    sign-test
     
    328330*    chi-square-test-for-trend
    329331
    330 === Sample size estimates
     332==== Sample size estimates
    331333
    332334*    t-test-one-sample-sse
     
    338340*    correlation-sse
    339341
    340 === Correlation and regression
     342==== Correlation and regression
    341343
    342344*    linear-regression
     
    346348*    spearman-rank-correlation
    347349
    348 === Significance test functions
     350==== Significance test functions
    349351
    350352*    t-significance
     
    352354
    353355
    354 == Authors
     356=== Authors
    355357
    356358[[http://wiki.call-cc.org/users/peter-lane|Peter Lane]] wrote the scheme version of this library.  The original Lisp version was written by [[http://compbio.ucdenver.edu/hunter/|Larry Hunter]].
    357359
    358 == License
     360=== License
    359361
    360362GPL version 3.0.
    361363
    362 == Requirements
     364=== Requirements
    363365
    364366Needs srfi-1, srfi-25, srfi-69, vector-lib, numbers, extras, foreign, format
     
    366368Uses the GNU scientific library for basic numeric processing, so requires libgsl, libgslcblas and the development files for libgsl.
    367369
    368 == Version History
     370=== Version History
    369371
    370372trunk, for testing
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