Numeric.Statistics

Useful statistical functions

Documentation

type Sample a = Vector a

type Samples a = Array Int (Vector a)

covarianceMatrix

Arguments

:: 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 a

the mean of a list of vectors

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

the mean of an array of vectors

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

the mean of a matrix with data series in rows

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

the variance of a list of vectors

varianceArray :: (Container Vector a, Floating (Vector a)) => Samples a -> Sample a

the variance of an array of vectors

varianceMatrix :: (Container Vector a, Floating (Vector a), Element a) => Matrix a -> Sample a

the variance of a matrix with data series in rows