File: statistics_on_sample.rst

package info (click to toggle)
openturns 1.7-3
  • links: PTS, VCS
  • area: main
  • in suites: stretch
  • size: 38,588 kB
  • ctags: 26,495
  • sloc: cpp: 144,032; python: 26,855; ansic: 7,868; sh: 419; makefile: 263; yacc: 123; lex: 44
file content (223 lines) | stat: -rw-r--r-- 4,243 bytes parent folder | download
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
====================
Statistics on sample
====================

.. currentmodule:: openturns

Sample
======

.. autosummary::
    :toctree: _generated/
    :template: class.rst_t

    NumericalSample

Building distributions from samples
===================================

.. autosummary::
    :toctree: _generated/
    :template: class.rst_t

    DistributionFactory
    DistributionFactoryResult

    :template: DistributionFactory.rst_t

    ArcsineFactory
    BernoulliFactory
    BetaFactory
    BinomialFactory
    BurrFactory
    ChiFactory
    ChiSquareFactory
    DiracFactory
    DirichletFactory
    ExponentialFactory
    FisherSnedecorFactory
    GammaFactory
    GeneralizedParetoFactory
    GeometricFactory
    GumbelFactory
    HistogramFactory
    InverseNormalFactory

    :template: class.rst_t

    KernelSmoothing

    :template: DistributionFactory.rst_t

    LaplaceFactory
    LogisticFactory
    LogNormalFactory
    LogUniformFactory

    :template: class.rst_t

    MaximumLikelihoodFactory

    :template: DistributionFactory.rst_t

    MeixnerDistributionFactory
    MultinomialFactory
    NegativeBinomialFactory
    NormalFactory
    PoissonFactory
    RayleighFactory

    :template: class.rst_t

    RiceFactory

    :template: DistributionFactory.rst_t

    SkellamFactory
    StudentFactory
    TrapezoidalFactory
    TriangularFactory
    TruncatedNormalFactory
    UniformFactory
    UserDefinedFactory
    WeibullFactory

Building copulas from samples
=============================

.. autosummary::
    :toctree: _generated/
    :template: class.rst_t

    AliMikhailHaqCopulaFactory
    BernsteinCopulaFactory

    :template: DistributionFactory.rst_t

    ClaytonCopulaFactory

    :template: class.rst_t

    FarlieGumbelMorgensternCopulaFactory

    :template: DistributionFactory.rst_t

    FrankCopulaFactory
    GumbelCopulaFactory
    NormalCopulaFactory

Correlation analysis
====================

.. autosummary::
    :toctree: _generated/
    :template: function.rst_t

    CorrelationAnalysis_PearsonCorrelation
    CorrelationAnalysis_SpearmanCorrelation
    CorrelationAnalysis_PCC
    CorrelationAnalysis_PRCC
    CorrelationAnalysis_SRC
    CorrelationAnalysis_SRRC

Sensitivity Analysis
====================

.. autosummary::
    :toctree: _generated/
    :template: class.rst_t

    SensitivityAnalysis
    ANCOVA
    FAST

Statistical tests
=================

.. autosummary::
    :toctree: _generated/
    :template: class.rst_t

    TestResult

Goodness-of-fit metrics & tests
-------------------------------

.. autosummary::
    :toctree: _generated/
    :template: function.rst_t

    FittingTest_BIC
    FittingTest_ChiSquared
    FittingTest_Kolmogorov
    NormalityTest_AndersonDarlingNormal
    NormalityTest_CramerVonMisesNormal

Graphical tests
---------------

.. autosummary::
    :toctree: _generated/
    :template: functionWithPlot.rst_t

    VisualTest_DrawClouds
    VisualTest_DrawCobWeb
    VisualTest_DrawEmpiricalCDF
    VisualTest_DrawHenryLine
    VisualTest_DrawHistogram
    VisualTest_DrawKendallPlot
    VisualTest_DrawLinearModel
    VisualTest_DrawLinearModelResidual
    VisualTest_DrawQQplot

Hypothesis tests
----------------

.. autosummary::
    :toctree: _generated/
    :template: function.rst_t

    HypothesisTest_Smirnov
    HypothesisTest_ChiSquared
    HypothesisTest_FullPearson
    HypothesisTest_FullRegression
    HypothesisTest_FullSpearman
    HypothesisTest_PartialPearson
    HypothesisTest_PartialRegression
    HypothesisTest_PartialSpearman
    HypothesisTest_Pearson
    HypothesisTest_Spearman

Linear model tests
------------------

.. autosummary::
    :toctree: _generated/
    :template: function.rst_t

    LinearModelTest_LinearModelAdjustedRSquared
    LinearModelTest_LinearModelFisher
    LinearModelTest_LinearModelRSquared
    LinearModelTest_LinearModelResidualMean

Model selection
---------------

.. autosummary::
    :toctree: _generated/
    :template: function.rst_t

    FittingTest_BestModelBIC
    FittingTest_BestModelChiSquared
    FittingTest_BestModelKolmogorov

Linear models
=============

.. autosummary::
    :toctree: _generated/
    :template: class.rst_t

    LinearModel
    LinearModelFactory