SS.Statistics 1.2.0
Robust regression, canonical-link generalized linear models, weighted ANOVA and transparent missing-data analysis; descriptive summaries, distributions, weighted linear models, finite-sample inference and deterministic resampling
Language compatibility: >=1.0.0 <2.0.0
Runtime compatibility: >=1.0.0 <2.0.0
Dependencies: SS.Numerics ^1.5.0
Public API
Statistics.AnovaResult
export record AnovaResult(public int groups, public int observations, public double betweenSumSquares, public double withinSumSquares, public double totalSumSquares, public int betweenDegreesOfFreedom, public int withinDegreesOfFreedom, public double fStatistic, public double pValue, public bool valid, public string diagnostic)Parameters: groups: int, observations: int, betweenSumSquares: double, withinSumSquares: double, totalSumSquares: double, betweenDegreesOfFreedom: int, withinDegreesOfFreedom: int, fStatistic: double, pValue: double, valid: bool, diagnostic: string
Statistics.binomialPmf
export function binomialPmf(int successes, int trials, double probability) -> doubleParameters: successes: int, trials: int, probability: double
Statistics.bootstrapMeans
export function bootstrapMeans(double[] values, int[] starts, int replicates) -> double[]Parameters: values: double[], starts: int[], replicates: int
export record ConfidenceInterval(public double estimate, public double lower, public double upper, public double standardError, public double confidence)Parameters: estimate: double, lower: double, upper: double, standardError: double, confidence: double
Statistics.correlation
export function correlation(double[] left, double[] right) -> doubleParameters: left: double[], right: double[]
Statistics.covariance
export function covariance(double[] left, double[] right, bool sample) -> doubleParameters: left: double[], right: double[], sample: bool
Statistics.exponentialCdf
export function exponentialCdf(double value, double rate) -> doubleParameters: value: double, rate: double
Statistics.exponentialPdf
export function exponentialPdf(double value, double rate) -> doubleParameters: value: double, rate: double
export function fitGeneralizedLinearModel(double[][] predictors, double[] responses, double[] observationWeights, bool includeIntercept, string family, double tolerance, int maximumIterations)->GeneralizedLinearModelFitParameters: predictors: double[][], responses: double[], observationWeights: double[], includeIntercept: bool, family: string, tolerance: double, maximumIterations: int
Statistics.fitRobustRegression
export function fitRobustRegression(double[][] predictors, double[] responses, bool includeIntercept, double tuning, double tolerance, int maximumIterations)->RobustRegressionResultParameters: predictors: double[][], responses: double[], includeIntercept: bool, tuning: double, tolerance: double, maximumIterations: int
export record GeneralizedLinearModelFit(public string family, public string link, public double[] coefficients, public double[] fitted, public double deviance, public int iterations, public bool converged, public string diagnostic)Parameters: family: string, link: string, coefficients: double[], fitted: double[], deviance: double, iterations: int, converged: bool, diagnostic: string
Statistics.generalLinearModel
export function generalLinearModel(double[][] predictors, double[] responses, double[] weights, bool[] missingMask, bool includeIntercept, double rankTolerance)->GeneralLinearModelParameters: predictors: double[][], responses: double[], weights: double[], missingMask: bool[], includeIntercept: bool, rankTolerance: double
export record GeneralLinearModel(public double[] coefficients, public double[] standardErrors, public double[] fitted, public double[] residuals, public double[] leverage, public int observations, public int rank, public int residualDegreesOfFreedom, public double weightedResidualSumSquares, public double rSquared, public bool valid, public string diagnostic)Parameters: coefficients: double[], standardErrors: double[], fitted: double[], residuals: double[], leverage: double[], observations: int, rank: int, residualDegreesOfFreedom: int, weightedResidualSumSquares: double, rSquared: double, valid: bool, diagnostic: string
export record HypothesisTest(public double statistic, public double pValue, public bool reject, public string diagnostic)Parameters: statistic: double, pValue: double, reject: bool, diagnostic: string
Statistics.linearRegression
export function linearRegression(double[] predictors, double[] responses) -> LinearRegressionParameters: predictors: double[], responses: double[]
export record LinearRegression(public double intercept, public double slope, public double rSquared, public double residualStandardError, public bool valid, public string diagnostic)Parameters: intercept: double, slope: double, rSquared: double, residualStandardError: double, valid: bool, diagnostic: string
Statistics.mean
export function mean(double[] values) -> doubleParameters: values: double[]
Statistics.meanConfidence95
export function meanConfidence95(double[] values) -> ConfidenceIntervalParameters: values: double[]
Statistics.meanConfidenceStudent
export function meanConfidenceStudent(double[] values, double confidence)->ConfidenceIntervalParameters: values: double[], confidence: double
Statistics.median
export function median(double[] values) -> doubleParameters: values: double[]
export function medianAbsoluteDeviation(double[] values, bool normalConsistency) -> doubleParameters: values: double[], normalConsistency: bool
Statistics.missingDataAnalysis
export function missingDataAnalysis(double[][] values, bool[][] missingMask, string policy)->MissingDataReportParameters: values: double[][], missingMask: bool[][], policy: string
export record MissingDataReport(public int rows, public int columns, public int[] missingByColumn, public int[] completeCaseRows, public double[][] analyzedValues, public double[] columnMeans, public double[] sensitivityShift, public string policy, public string diagnostic)Parameters: rows: int, columns: int, missingByColumn: int[], completeCaseRows: int[], analyzedValues: double[][], columnMeans: double[], sensitivityShift: double[], policy: string, diagnostic: string
export record MultipleRegression(public double intercept, public double firstCoefficient, public double secondCoefficient, public double rSquared, public bool valid, public string diagnostic)Parameters: intercept: double, firstCoefficient: double, secondCoefficient: double, rSquared: double, valid: bool, diagnostic: string
Statistics.multipleRegression2
export function multipleRegression2(double[] first, double[] second, double[] responses) -> MultipleRegressionParameters: first: double[], second: double[], responses: double[]
Statistics.nextUniform
export function nextUniform(long state) -> RandomDrawParameters: state: long
Statistics.normalCdf
export function normalCdf(double value, double meanValue, double standardDeviation) -> doubleParameters: value: double, meanValue: double, standardDeviation: double
Statistics.normalPdf
export function normalPdf(double value, double meanValue, double standardDeviation) -> doubleParameters: value: double, meanValue: double, standardDeviation: double
Statistics.oneWayAnova
export function oneWayAnova(double[][] groups)->AnovaResultParameters: groups: double[][]
Statistics.poissonPmf
export function poissonPmf(int count, double rate) -> doubleParameters: count: int, rate: double
Statistics.quantile
export function quantile(double[] values, double probability) -> doubleParameters: values: double[], probability: double
Statistics.RandomDraw
export record RandomDraw(public long state, public double value)Parameters: state: long, value: double
export record RobustRegressionResult(public double[] coefficients, public double[] residuals, public double[] robustWeights, public double scale, public int iterations, public bool converged, public string diagnostic)Parameters: coefficients: double[], residuals: double[], robustWeights: double[], scale: double, iterations: int, converged: bool, diagnostic: string
Statistics.sampleWithReplacement
export function sampleWithReplacement(double[] values, long seed, int count) -> double[]Parameters: values: double[], seed: long, count: int
Statistics.studentTCdf
export function studentTCdf(double value, double degreesOfFreedom)->doubleParameters: value: double, degreesOfFreedom: double
Statistics.studentTQuantile
export function studentTQuantile(double probability, double degreesOfFreedom)->doubleParameters: probability: double, degreesOfFreedom: double
Statistics.summarize
export function summarize(double[] values) -> SummaryParameters: values: double[]
Statistics.Summary
export record Summary(public int count, public double mean, public double sampleVariance, public double minimum, public double maximum)Parameters: count: int, mean: double, sampleVariance: double, minimum: double, maximum: double
Statistics.trimmedMean
export function trimmedMean(double[] values, double fractionEachTail) -> doubleParameters: values: double[], fractionEachTail: double
Statistics.uniformCdf
export function uniformCdf(double value, double lower, double upper) -> doubleParameters: value: double, lower: double, upper: double
Statistics.variance
export function variance(double[] values, bool sample) -> doubleParameters: values: double[], sample: bool
Statistics.weightedAnova
export function weightedAnova(double[][] groups, double[][] weights)->WeightedAnovaResultParameters: groups: double[][], weights: double[][]
export record WeightedAnovaResult(public double[] groupMeans, public double betweenSumSquares, public double withinSumSquares, public int betweenDegreesOfFreedom, public int withinDegreesOfFreedom, public double fStatistic, public double pValue, public string assumptions, public bool valid, public string diagnostic)Parameters: groupMeans: double[], betweenSumSquares: double, withinSumSquares: double, betweenDegreesOfFreedom: int, withinDegreesOfFreedom: int, fStatistic: double, pValue: double, assumptions: string, valid: bool, diagnostic: string
Statistics.WelchTest
export record WelchTest(public double difference, public double statistic, public double degreesOfFreedom, public double pValue, public bool reject, public string diagnostic)Parameters: difference: double, statistic: double, degreesOfFreedom: double, pValue: double, reject: bool, diagnostic: string
Statistics.welchTTest
export function welchTTest(double[] first, double[] second, double alpha)->WelchTestParameters: first: double[], second: double[], alpha: double
Statistics.zTestDifference
export function zTestDifference(double[] first, double[] second, double firstKnownStandardDeviation, double secondKnownStandardDeviation, double alpha) -> HypothesisTestParameters: first: double[], second: double[], firstKnownStandardDeviation: double, secondKnownStandardDeviation: double, alpha: double
Statistics.zTestMean
export function zTestMean(double[] values, double nullMean, double knownStandardDeviation, double alpha) -> HypothesisTestParameters: values: double[], nullMean: double, knownStandardDeviation: double, alpha: double
Documentation version
Language 1.0.0, compiler 1.0.0, runtime 1.0.0. This reference is generated from the official SS documentation so package and language details stay consistent with the release.