File indexing completed on 2024-05-12 15:27:10
0001 /*************************************************************************** 0002 File : nsl_stats.h 0003 Project : LabPlot 0004 Description : NSL statistics functions 0005 -------------------------------------------------------------------- 0006 Copyright : (C) 2016-2017 by Stefan Gerlach (stefan.gerlach@uni.kn) 0007 0008 ***************************************************************************/ 0009 0010 /*************************************************************************** 0011 * * 0012 * This program is free software; you can redistribute it and/or modify * 0013 * it under the terms of the GNU General Public License as published by * 0014 * the Free Software Foundation; either version 2 of the License, or * 0015 * (at your option) any later version. * 0016 * * 0017 * This program is distributed in the hope that it will be useful, * 0018 * but WITHOUT ANY WARRANTY; without even the implied warranty of * 0019 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * 0020 * GNU General Public License for more details. * 0021 * * 0022 * You should have received a copy of the GNU General Public License * 0023 * along with this program; if not, write to the Free Software * 0024 * Foundation, Inc., 51 Franklin Street, Fifth Floor, * 0025 * Boston, MA 02110-1301 USA * 0026 * * 0027 ***************************************************************************/ 0028 0029 #ifndef NSL_STATS_H 0030 #define NSL_STATS_H 0031 0032 #include <stdlib.h> 0033 0034 /* estimation types of quantile (see https://en.wikipedia.org/wiki/Quantile, 0035 * https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.mstats.mquantiles.html) */ 0036 #define NSL_STATS_QUANTILE_TYPE_COUNT 9 0037 typedef enum {nsl_stats_quantile_type1=1, nsl_stats_quantile_type2, nsl_stats_quantile_type3, nsl_stats_quantile_type4, 0038 nsl_stats_quantile_type5, nsl_stats_quantile_type6, nsl_stats_quantile_type7, nsl_stats_quantile_type8, 0039 nsl_stats_quantile_type9} 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) */ 0078 double nsl_stats_tdist_margin(double alpha, double dof, double error); 0079 0080 /* chi^2 distribution */ 0081 double nsl_stats_chisq_p(double t, double dof); 0082 0083 /* F distribution */ 0084 double nsl_stats_fdist_F(double rsquare, size_t np, size_t dof); 0085 /* p value */ 0086 double nsl_stats_fdist_p(double F, size_t np, double dof); 0087 0088 /* log-likelihood */ 0089 double nsl_stats_logLik(double sse, size_t n); 0090 0091 /* Akaike information criterion (AIC) */ 0092 double nsl_stats_aic(double sse, size_t n, size_t np, int version); 0093 /* bias-corrected version */ 0094 double nsl_stats_aicc(double sse, size_t n, size_t np, int version); 0095 0096 /* Schwarz Bayesian information criterion (BIC, SBC, SBIC) */ 0097 double nsl_stats_bic(double sse, size_t n, size_t np, int version); 0098 0099 #endif /* NSL_STATS_H */