File indexing completed on 2024-05-12 03:47:54
0001 /* 0002 File : nsl_stats.h 0003 Project : LabPlot 0004 Description : NSL statistics functions 0005 -------------------------------------------------------------------- 0006 SPDX-FileCopyrightText: 2016-2017 Stefan Gerlach <stefan.gerlach@uni.kn> 0007 SPDX-License-Identifier: GPL-2.0-or-later 0008 */ 0009 0010 #ifndef NSL_STATS_H 0011 #define NSL_STATS_H 0012 0013 #undef __BEGIN_DECLS 0014 #undef __END_DECLS 0015 #ifdef __cplusplus 0016 #define __BEGIN_DECLS extern "C" { 0017 #define __END_DECLS } 0018 #else 0019 #define __BEGIN_DECLS /* empty */ 0020 #define __END_DECLS /* empty */ 0021 #endif 0022 __BEGIN_DECLS 0023 0024 #include <stdlib.h> 0025 0026 /* estimation types of quantile (see https://en.wikipedia.org/wiki/Quantile, 0027 * https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.mstats.mquantiles.html) */ 0028 #define NSL_STATS_QUANTILE_TYPE_COUNT 9 0029 typedef enum { 0030 nsl_stats_quantile_type1 = 1, 0031 nsl_stats_quantile_type2, 0032 nsl_stats_quantile_type3, 0033 nsl_stats_quantile_type4, 0034 nsl_stats_quantile_type5, 0035 nsl_stats_quantile_type6, 0036 nsl_stats_quantile_type7, 0037 nsl_stats_quantile_type8, 0038 nsl_stats_quantile_type9 0039 } nsl_stats_quantile_type; 0040 0041 /* minimum value of data array 0042 data - data array 0043 n - size of data array 0044 index - index of minimum value (not used if NULL) 0045 */ 0046 double nsl_stats_minimum(const double data[], const size_t n, size_t* index); 0047 /* maximum value of data array 0048 data - data array 0049 n - size of data array 0050 index - index of maximum value (not used if NULL) 0051 */ 0052 double nsl_stats_maximum(const double data[], const size_t n, size_t* index); 0053 0054 /* median from unsorted data. data will be sorted! */ 0055 double nsl_stats_median(double data[], size_t stride, size_t n, nsl_stats_quantile_type type); 0056 /* median from sorted data */ 0057 double nsl_stats_median_sorted(const double sorted_data[], size_t stride, size_t n, nsl_stats_quantile_type type); 0058 /* GSL legacy function */ 0059 double nsl_stats_median_from_sorted_data(const double sorted_data[], size_t stride, size_t n); 0060 0061 /* quantile from unsorted data. data will be sorted! */ 0062 double nsl_stats_quantile(double data[], size_t stride, size_t n, double p, nsl_stats_quantile_type type); 0063 /* quantile from sorted data */ 0064 double nsl_stats_quantile_sorted(const double sorted_data[], size_t stride, size_t n, double p, nsl_stats_quantile_type type); 0065 /* GSL legacy function */ 0066 double nsl_stats_quantile_from_sorted_data(const double sorted_data[], size_t stride, size_t n, double p); 0067 0068 /* R^2 */ 0069 double nsl_stats_rsquare(double sse, double sst); 0070 /* adj. R^2 default version=1 */ 0071 double nsl_stats_rsquareAdj(double rsquare, size_t np, size_t dof, int version); 0072 0073 /* t distribution */ 0074 double nsl_stats_tdist_t(double parameter, double error); 0075 /* p value */ 0076 double nsl_stats_tdist_p(double t, double dof); 0077 /* margin (half of confidence interval) using z value */ 0078 double nsl_stats_tdist_z(double alpha, double dof); 0079 double nsl_stats_tdist_margin(double alpha, double dof, double error); 0080 0081 /* chi^2 distribution */ 0082 double nsl_stats_chisq_p(double t, double dof); 0083 double nsl_stats_chisq_low(double alpha, double n); 0084 double nsl_stats_chisq_high(double alpha, double n); 0085 0086 /* F distribution */ 0087 double nsl_stats_fdist_F(double rsquare, size_t np, size_t dof); 0088 /* p value */ 0089 double nsl_stats_fdist_p(double F, size_t np, double dof); 0090 0091 /* log-likelihood */ 0092 double nsl_stats_logLik(double sse, size_t n); 0093 0094 /* Akaike information criterion (AIC) */ 0095 double nsl_stats_aic(double sse, size_t n, size_t np, int version); 0096 /* bias-corrected version */ 0097 double nsl_stats_aicc(double sse, size_t n, size_t np, int version); 0098 0099 /* Schwarz Bayesian information criterion (BIC, SBC, SBIC) */ 0100 double nsl_stats_bic(double sse, size_t n, size_t np, int version); 0101 0102 __END_DECLS 0103 0104 #endif /* NSL_STATS_H */