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"""
Statistical Functions
=====================
This module contains a large number of probability distributions as
well as a growing library of statistical functions.
Each included distribution is an instance of the class rv_continous.
For each given name the following methods are available. See docstring for
rv_continuous for more information
:rvs:
random variates with the distribution
:pdf:
probability density function
:cdf:
cumulative distribution function
:sf:
survival function (1.0 - cdf)
:ppf:
percent-point function (inverse of cdf)
:isf:
inverse survival function
:stats:
mean, variance, and optionally skew and kurtosis
Calling the instance as a function returns a frozen pdf whose shape,
location, and scale parameters are fixed.
Distributions
---------------
The distributions available with the above methods are:
=============== ==============================================================
Continuous (Total == 81 distributions)
==============================================================================
norm Normal (Gaussian)
alpha Alpha
anglit Anglit
arcsine Arcsine
beta Beta
betaprime Beta Prime
bradford Bradford
burr Burr
fisk Fisk
cauchy Cauchy
chi Chi
chi2 Chi-squared
cosine Cosine
dgamma Double Gamma
dweibull Double Weibull
erlang Erlang
expon Exponential
exponweib Exponentiated Weibull
exponpow Exponential Power
fatiguelife Fatigue Life (Birnbaum-Sanders)
foldcauchy Folded Cauchy
f F (Snecdor F)
foldnorm Folded Normal
frechet_r Frechet Right Sided, Extreme Value Type II (Extreme LB) or weibull_min
frechet_l Frechet Left Sided, Weibull_max
genlogistic Generalized Logistic
genpareto Generalized Pareto
genexpon Generalized Exponential
genextreme Generalized Extreme Value
gausshyper Gauss Hypergeometric
gamma Gamma
gengamma Generalized gamma
genhalflogistic Generalized Half Logistic
gompertz Gompertz (Truncated Gumbel)
gumbel_r Right Sided Gumbel, Log-Weibull, Fisher-Tippett, Extreme Value Type I
gumbel_l Left Sided Gumbel, etc.
halfcauchy Half Cauchy
halflogistic Half Logistic
halfnorm Half Normal
hypsecant Hyperbolic Secant
invgamma Inverse Gamma
invnorm Inverse Normal
invweibull Inverse Weibull
johnsonsb Johnson SB
johnsonsu Johnson SU
laplace Laplace
logistic Logistic
loggamma Log-Gamma
loglaplace Log-Laplace (Log Double Exponential)
lognorm Log-Normal
gilbrat Gilbrat
lomax Lomax (Pareto of the second kind)
maxwell Maxwell
mielke Mielke's Beta-Kappa
nakagami Nakagami
ncx2 Non-central chi-squared
ncf Non-central F
t Student's T
nct Non-central Student's T
pareto Pareto
powerlaw Power-function
powerlognorm Power log normal
powernorm Power normal
rdist R distribution
reciprocal Reciprocal
rayleigh Rayleigh
rice Rice
recipinvgauss Reciprocal Inverse Gaussian
semicircular Semicircular
triang Triangular
truncexpon Truncated Exponential
truncnorm Truncated Normal
tukeylambda Tukey-Lambda
uniform Uniform
von_mises Von-Mises (Circular)
wald Wald
weibull_min Minimum Weibull (see Frechet)
weibull_max Maximum Weibull (see Frechet)
wrapcauchy Wrapped Cauchy
ksone Kolmogorov-Smirnov one-sided (no stats)
kstwobign Kolmogorov-Smirnov two-sided test for Large N (no stats)
=============== ==============================================================
=============== ==============================================================
Discrete (Total == 10 distributions)
==============================================================================
binom Binomial
bernoulli Bernoulli
nbinom Negative Binomial
geom Geometric
hypergeom Hypergeometric
logser Logarithmic (Log-Series, Series)
poisson Poisson
planck Planck (Discrete Exponential)
boltzmann Boltzmann (Truncated Discrete Exponential)
randint Discrete Uniform
zipf Zipf
dlaplace Discrete Laplacian
=============== ==============================================================
Statistical Functions (adapted from Gary Strangman)
-----------------------------------------------------
================= ==============================================================
gmean Geometric mean
hmean Harmonic mean
mean Arithmetic mean
cmedian Computed median
median Median
mode Modal value
tmean Truncated arithmetic mean
tvar Truncated variance
tmin _
tmax _
tstd _
tsem _
moment Central moment
variation Coefficient of variation
skew Skewness
kurtosis Fisher or Pearson kurtosis
describe Descriptive statistics
skewtest _
kurtosistest _
normaltest _
================= ==============================================================
================= ==============================================================
itemfreq _
scoreatpercentile _
percentileofscore _
histogram2 _
histogram _
cumfreq _
relfreq _
================= ==============================================================
================= ==============================================================
obrientransform _
samplevar _
samplestd _
signaltonoise _
bayes_mvs _
var _
std _
stderr _
sem _
z _
zs _
zmap _
================= ==============================================================
================= ==============================================================
threshold _
trimboth _
trim1 _
cov _
corrcoef _
================= ==============================================================
================= ==============================================================
f_oneway _
paired _
pearsonr _
spearmanr _
pointbiserialr _
kendalltau _
linregress _
================= ==============================================================
================= ==============================================================
ttest_1samp _
ttest_ind _
ttest_rel _
kstest _
chisquare _
ks_2samp _
meanwhitneyu _
tiecorrect _
ranksums _
wilcoxon _
kruskal _
friedmanchisquare _
================= ==============================================================
================= ==============================================================
ansari _
bartlett _
levene _
shapiro _
anderson _
binom_test _
fligner _
mood _
oneway _
================= ==============================================================
================= ==============================================================
glm _
anova _
================= ==============================================================
================= ==============================================================
Plot-tests
================================================================================
probplot _
ppcc_max _
ppcc_plot _
================= ==============================================================
For many more stat related functions install the software R and the
interface package rpy.
"""
postpone_import = 1
global_symbols = ['find_repeats']
depends = ['linalg','special']
ignore = False # importing stats causes a segfault
|
