File: Basic-Statistical-Functions.html

package info (click to toggle)
octave 3.8.2-4
  • links: PTS, VCS
  • area: main
  • in suites: jessie, jessie-kfreebsd
  • size: 84,396 kB
  • ctags: 45,547
  • sloc: cpp: 293,356; ansic: 42,041; fortran: 23,669; sh: 13,629; objc: 7,890; yacc: 7,093; lex: 3,442; java: 2,125; makefile: 1,589; perl: 1,009; awk: 974; xml: 34
file content (292 lines) | stat: -rw-r--r-- 13,347 bytes parent folder | download | duplicates (3)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
<html>
<!-- Created by GNU Texinfo 5.2, http://www.gnu.org/software/texinfo/ -->
<head>
<title>GNU Octave: Basic Statistical Functions</title>

<meta name="description" content="GNU Octave: Basic Statistical Functions">
<meta name="keywords" content="GNU Octave: Basic Statistical Functions">
<meta name="resource-type" content="document">
<meta name="distribution" content="global">
<meta name="Generator" content="makeinfo">
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<link href="index.html#Top" rel="start" title="Top">
<link href="Concept-Index.html#Concept-Index" rel="index" title="Concept Index">
<link href="index.html#SEC_Contents" rel="contents" title="Table of Contents">
<link href="Statistics.html#Statistics" rel="up" title="Statistics">
<link href="Statistical-Plots.html#Statistical-Plots" rel="next" title="Statistical Plots">
<link href="Descriptive-Statistics.html#Descriptive-Statistics" rel="prev" title="Descriptive Statistics">
<style type="text/css">
<!--
a.summary-letter {text-decoration: none}
blockquote.smallquotation {font-size: smaller}
div.display {margin-left: 3.2em}
div.example {margin-left: 3.2em}
div.indentedblock {margin-left: 3.2em}
div.lisp {margin-left: 3.2em}
div.smalldisplay {margin-left: 3.2em}
div.smallexample {margin-left: 3.2em}
div.smallindentedblock {margin-left: 3.2em; font-size: smaller}
div.smalllisp {margin-left: 3.2em}
kbd {font-style:oblique}
pre.display {font-family: inherit}
pre.format {font-family: inherit}
pre.menu-comment {font-family: serif}
pre.menu-preformatted {font-family: serif}
pre.smalldisplay {font-family: inherit; font-size: smaller}
pre.smallexample {font-size: smaller}
pre.smallformat {font-family: inherit; font-size: smaller}
pre.smalllisp {font-size: smaller}
span.nocodebreak {white-space:nowrap}
span.nolinebreak {white-space:nowrap}
span.roman {font-family:serif; font-weight:normal}
span.sansserif {font-family:sans-serif; font-weight:normal}
ul.no-bullet {list-style: none}
-->
</style>


</head>

<body lang="en" bgcolor="#FFFFFF" text="#000000" link="#0000FF" vlink="#800080" alink="#FF0000">
<a name="Basic-Statistical-Functions"></a>
<div class="header">
<p>
Next: <a href="Statistical-Plots.html#Statistical-Plots" accesskey="n" rel="next">Statistical Plots</a>, Previous: <a href="Descriptive-Statistics.html#Descriptive-Statistics" accesskey="p" rel="prev">Descriptive Statistics</a>, Up: <a href="Statistics.html#Statistics" accesskey="u" rel="up">Statistics</a> &nbsp; [<a href="index.html#SEC_Contents" title="Table of contents" rel="contents">Contents</a>][<a href="Concept-Index.html#Concept-Index" title="Index" rel="index">Index</a>]</p>
</div>
<hr>
<a name="Basic-Statistical-Functions-1"></a>
<h3 class="section">26.2 Basic Statistical Functions</h3>

<p>Octave supports various helpful statistical functions.  Many are useful as
initial steps to prepare a data set for further analysis.  Others provide 
different measures from those of the basic descriptive statistics.
</p>
<a name="XREFcenter"></a><dl>
<dt><a name="index-center"></a>Function File: <em></em> <strong>center</strong> <em>(<var>x</var>)</em></dt>
<dt><a name="index-center-1"></a>Function File: <em></em> <strong>center</strong> <em>(<var>x</var>, <var>dim</var>)</em></dt>
<dd><p>If <var>x</var> is a vector, subtract its mean.
If <var>x</var> is a matrix, do the above for each column.
If the optional argument <var>dim</var> is given, operate along this dimension.
</p>
<p><strong>See also:</strong> <a href="#XREFzscore">zscore</a>.
</p></dd></dl>


<a name="XREFzscore"></a><dl>
<dt><a name="index-zscore"></a>Function File: <em>[<var>z</var>, <var>mu</var>, <var>sigma</var>] =</em> <strong>zscore</strong> <em>(<var>x</var>)</em></dt>
<dt><a name="index-zscore-1"></a>Function File: <em>[<var>z</var>, <var>mu</var>, <var>sigma</var>] =</em> <strong>zscore</strong> <em>(<var>x</var>, <var>opt</var>)</em></dt>
<dt><a name="index-zscore-2"></a>Function File: <em>[<var>z</var>, <var>mu</var>, <var>sigma</var>] =</em> <strong>zscore</strong> <em>(<var>x</var>, <var>opt</var>, <var>dim</var>)</em></dt>
<dd><p>If <var>x</var> is a vector, subtract its mean and divide by its standard
deviation.  If the standard deviation is zero, divide by 1 instead.
The optional parameter <var>opt</var> determines the normalization to use
when computing the standard deviation and is the same as the
corresponding parameter for <code>std</code>.
</p>
<p>If <var>x</var> is a matrix, do the above along the first non-singleton
dimension.  If the third optional argument <var>dim</var> is given, operate
along this dimension.
</p>
<p>The mean and standard deviation along <var>dim</var> are given in <var>mu</var>
and <var>sigma</var> respectively.
</p>

<p><strong>See also:</strong> <a href="Descriptive-Statistics.html#XREFmean">mean</a>, <a href="Descriptive-Statistics.html#XREFstd">std</a>, <a href="#XREFcenter">center</a>.
</p></dd></dl>


<a name="XREFhistc"></a><dl>
<dt><a name="index-histc"></a>Function File: <em><var>n</var> =</em> <strong>histc</strong> <em>(<var>x</var>, <var>edges</var>)</em></dt>
<dt><a name="index-histc-1"></a>Function File: <em><var>n</var> =</em> <strong>histc</strong> <em>(<var>x</var>, <var>edges</var>, <var>dim</var>)</em></dt>
<dt><a name="index-histc-2"></a>Function File: <em>[<var>n</var>, <var>idx</var>] =</em> <strong>histc</strong> <em>(&hellip;)</em></dt>
<dd><p>Produce histogram counts.
</p>
<p>When <var>x</var> is a vector, the function counts the number of elements of
<var>x</var> that fall in the histogram bins defined by <var>edges</var>.  This must be
a vector of monotonically increasing values that define the edges of the
histogram bins.  <code><var>n</var>(k)</code> contains the number of elements in
<var>x</var> for which <code><var>edges</var>(k) &lt;= <var>x</var> &lt; <var>edges</var>(k+1)</code>.
The final element of <var>n</var> contains the number of elements of <var>x</var>
exactly equal to the last element of <var>edges</var>.
</p>
<p>When <var>x</var> is an <em>N</em>-dimensional array, the computation is
carried out along dimension <var>dim</var>.  If not specified <var>dim</var> defaults
to the first non-singleton dimension.
</p>
<p>When a second output argument is requested an index matrix is also returned.
The <var>idx</var> matrix has the same size as <var>x</var>.  Each element of <var>idx</var>
contains the index of the histogram bin in which the corresponding element
of <var>x</var> was counted.
</p>
<p><strong>See also:</strong> <a href="Two_002dDimensional-Plots.html#XREFhist">hist</a>.
</p></dd></dl>



<a name="XREFnchoosek"></a><dl>
<dt><a name="index-nchoosek"></a>Function File: <em><var>c</var> =</em> <strong>nchoosek</strong> <em>(<var>n</var>, <var>k</var>)</em></dt>
<dt><a name="index-nchoosek-1"></a>Function File: <em><var>c</var> =</em> <strong>nchoosek</strong> <em>(<var>set</var>, <var>k</var>)</em></dt>
<dd>
<p>Compute the binomial coefficient or all combinations of a set of items.
</p>
<p>If <var>n</var> is a scalar then calculate the binomial coefficient
of <var>n</var> and <var>k</var> which is defined as
</p>
<div class="example">
<pre class="example"> /   \
 | n |    n (n-1) (n-2) &hellip; (n-k+1)       n!
 |   |  = ------------------------- =  ---------
 | k |               k!                k! (n-k)!
 \   /
</pre></div>

<p>This is the number of combinations of <var>n</var> items taken in groups of
size <var>k</var>.
</p>
<p>If the first argument is a vector, <var>set</var>, then generate all
combinations of the elements of <var>set</var>, taken <var>k</var> at a time, with
one row per combination.  The result <var>c</var> has <var>k</var> columns and
<code>nchoosek&nbsp;(length&nbsp;(<var>set</var>),&nbsp;<var>k</var>)</code><!-- /@w --> rows.
</p>
<p>For example:
</p>
<p>How many ways can three items be grouped into pairs?
</p>
<div class="example">
<pre class="example">nchoosek (3, 2)
   &rArr; 3
</pre></div>

<p>What are the possible pairs?
</p>
<div class="example">
<pre class="example">nchoosek (1:3, 2)
   &rArr;  1   2
       1   3
       2   3
</pre></div>

<p><code>nchoosek</code> works only for non-negative, integer arguments.  Use
<code>bincoeff</code> for non-integer and negative scalar arguments, or for
computing many binomial coefficients at once with vector inputs
for <var>n</var> or <var>k</var>.
</p>

<p><strong>See also:</strong> <a href="Special-Functions.html#XREFbincoeff">bincoeff</a>, <a href="#XREFperms">perms</a>.
</p></dd></dl>


<a name="XREFperms"></a><dl>
<dt><a name="index-perms"></a>Function File: <em></em> <strong>perms</strong> <em>(<var>v</var>)</em></dt>
<dd>
<p>Generate all permutations of <var>v</var>, one row per permutation.  The
result has size <code>factorial (<var>n</var>) * <var>n</var></code>, where <var>n</var>
is the length of <var>v</var>.
</p>
<p>As an example, <code>perms ([1, 2, 3])</code> returns the matrix
</p>
<div class="example">
<pre class="example">  1   2   3
  2   1   3
  1   3   2
  2   3   1
  3   1   2
  3   2   1
</pre></div>
</dd></dl>


<a name="XREFranks"></a><dl>
<dt><a name="index-ranks"></a>Function File: <em></em> <strong>ranks</strong> <em>(<var>x</var>, <var>dim</var>)</em></dt>
<dd><p>Return the ranks of <var>x</var> along the first non-singleton dimension
adjusted for ties.  If the optional argument <var>dim</var> is
given, operate along this dimension.
</p>
<p><strong>See also:</strong> <a href="Correlation-and-Regression-Analysis.html#XREFspearman">spearman</a>, <a href="Correlation-and-Regression-Analysis.html#XREFkendall">kendall</a>.
</p></dd></dl>


<a name="XREFrun_005fcount"></a><dl>
<dt><a name="index-run_005fcount"></a>Function File: <em></em> <strong>run_count</strong> <em>(<var>x</var>, <var>n</var>)</em></dt>
<dt><a name="index-run_005fcount-1"></a>Function File: <em></em> <strong>run_count</strong> <em>(<var>x</var>, <var>n</var>, <var>dim</var>)</em></dt>
<dd><p>Count the upward runs along the first non-singleton dimension of
<var>x</var> of length 1, 2, &hellip;, <var>n</var>-1 and greater than or equal
to <var>n</var>.
</p>
<p>If the optional argument <var>dim</var> is given then operate
along this dimension.
</p></dd></dl>


<a name="XREFrunlength"></a><dl>
<dt><a name="index-runlength"></a>Function File: <em>[count, value] =</em> <strong>runlength</strong> <em>(<var>x</var>)</em></dt>
<dd><p>Find the lengths of all sequences of common values.  Return the
vector of lengths and the value that was repeated.
</p>
<div class="example">
<pre class="example">runlength ([2, 2, 0, 4, 4, 4, 0, 1, 1, 1, 1])
&rArr;  [2, 1, 3, 1, 4]
</pre></div>
</dd></dl>


<a name="XREFprobit"></a><dl>
<dt><a name="index-probit"></a>Function File: <em></em> <strong>probit</strong> <em>(<var>p</var>)</em></dt>
<dd><p>For each component of <var>p</var>, return the probit (the quantile of the
standard normal distribution) of <var>p</var>.
</p></dd></dl>


<a name="XREFlogit"></a><dl>
<dt><a name="index-logit"></a>Function File: <em></em> <strong>logit</strong> <em>(<var>p</var>)</em></dt>
<dd><p>For each component of <var>p</var>, return the logit of <var>p</var> defined as
</p>
<div class="example">
<pre class="example">logit (<var>p</var>) = log (<var>p</var> / (1-<var>p</var>))
</pre></div>


<p><strong>See also:</strong> <a href="Distributions.html#XREFlogistic_005fcdf">logistic_cdf</a>.
</p></dd></dl>


<a name="XREFcloglog"></a><dl>
<dt><a name="index-cloglog"></a>Function File: <em></em> <strong>cloglog</strong> <em>(<var>x</var>)</em></dt>
<dd><p>Return the complementary log-log function of <var>x</var>, defined as
</p>
<div class="example">
<pre class="example">cloglog (x) = - log (- log (<var>x</var>))
</pre></div>

</dd></dl>


<a name="XREFmahalanobis"></a><dl>
<dt><a name="index-mahalanobis"></a>Function File: <em></em> <strong>mahalanobis</strong> <em>(<var>x</var>, <var>y</var>)</em></dt>
<dd><p>Return the Mahalanobis&rsquo; D-square distance between the multivariate
samples <var>x</var> and <var>y</var>, which must have the same number of
components (columns), but may have a different number of observations
(rows).
</p></dd></dl>


<a name="XREFtable"></a><dl>
<dt><a name="index-table"></a>Function File: <em>[<var>t</var>, <var>l_x</var>] =</em> <strong>table</strong> <em>(<var>x</var>)</em></dt>
<dt><a name="index-table-1"></a>Function File: <em>[<var>t</var>, <var>l_x</var>, <var>l_y</var>] =</em> <strong>table</strong> <em>(<var>x</var>, <var>y</var>)</em></dt>
<dd><p>Create a contingency table <var>t</var> from data vectors.  The <var>l_x</var> and
<var>l_y</var> vectors are the corresponding levels.
</p>
<p>Currently, only 1- and 2-dimensional tables are supported.
</p></dd></dl>


<hr>
<div class="header">
<p>
Next: <a href="Statistical-Plots.html#Statistical-Plots" accesskey="n" rel="next">Statistical Plots</a>, Previous: <a href="Descriptive-Statistics.html#Descriptive-Statistics" accesskey="p" rel="prev">Descriptive Statistics</a>, Up: <a href="Statistics.html#Statistics" accesskey="u" rel="up">Statistics</a> &nbsp; [<a href="index.html#SEC_Contents" title="Table of contents" rel="contents">Contents</a>][<a href="Concept-Index.html#Concept-Index" title="Index" rel="index">Index</a>]</p>
</div>



</body>
</html>