Portability | portable |
---|---|

Stability | provisional |

Maintainer | haskell.vivian.mcphail <at> gmail <dot> com |

Useful statistical functions

- type Sample a = Vector a
- type Samples a = Array Int (Vector a)
- covarianceMatrix :: Samples Double -> Matrix Double
- meanList :: (Container Vector a, Num (Vector a)) => [Sample a] -> Sample a
- meanArray :: (Container Vector a, Num (Vector a)) => Samples a -> Sample a
- meanMatrix :: (Container Vector a, Num (Vector a), Element a) => Matrix a -> Sample a
- varianceList :: (Container Vector a, Floating (Vector a)) => [Sample a] -> Sample a
- varianceArray :: (Container Vector a, Floating (Vector a)) => Samples a -> Sample a
- varianceMatrix :: (Container Vector a, Floating (Vector a), Element a) => Matrix a -> Sample a

# Documentation

:: Samples Double | the dimensions of data (each vector being one dimension) |

-> Matrix Double | the symmetric covariance matrix |

the covariance matrix

meanList :: (Container Vector a, Num (Vector a)) => [Sample a] -> Sample aSource

the mean of a list of vectors

meanArray :: (Container Vector a, Num (Vector a)) => Samples a -> Sample aSource

the mean of an array of vectors

meanMatrix :: (Container Vector a, Num (Vector a), Element a) => Matrix a -> Sample aSource

the mean of a matrix with data series in rows

varianceList :: (Container Vector a, Floating (Vector a)) => [Sample a] -> Sample aSource

the variance of a list of vectors