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OFFICIAL SS DOCUMENTATION

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
API 1.2.0
MIT
source

Language compatibility: >=1.0.0 <2.0.0
Runtime compatibility: >=1.0.0 <2.0.0

Dependencies: SS.Numerics ^1.5.0

Public API

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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


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export function binomialPmf(int successes, int trials, double probability) -> double

Parameters: successes: int, trials: int, probability: double


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export function bootstrapMeans(double[] values, int[] starts, int replicates) -> double[]

Parameters: values: double[], starts: int[], replicates: int


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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


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export function correlation(double[] left, double[] right) -> double

Parameters: left: double[], right: double[]


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export function covariance(double[] left, double[] right, bool sample) -> double

Parameters: left: double[], right: double[], sample: bool


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export function exponentialCdf(double value, double rate) -> double

Parameters: value: double, rate: double


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export function exponentialPdf(double value, double rate) -> double

Parameters: value: double, rate: double


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export function fitGeneralizedLinearModel(double[][] predictors, double[] responses, double[] observationWeights, bool includeIntercept, string family, double tolerance, int maximumIterations)->GeneralizedLinearModelFit

Parameters: predictors: double[][], responses: double[], observationWeights: double[], includeIntercept: bool, family: string, tolerance: double, maximumIterations: int


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export function fitRobustRegression(double[][] predictors, double[] responses, bool includeIntercept, double tuning, double tolerance, int maximumIterations)->RobustRegressionResult

Parameters: predictors: double[][], responses: double[], includeIntercept: bool, tuning: double, tolerance: double, maximumIterations: int


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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


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export function generalLinearModel(double[][] predictors, double[] responses, double[] weights, bool[] missingMask, bool includeIntercept, double rankTolerance)->GeneralLinearModel

Parameters: predictors: double[][], responses: double[], weights: double[], missingMask: bool[], includeIntercept: bool, rankTolerance: double


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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


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export record HypothesisTest(public double statistic, public double pValue, public bool reject, public string diagnostic)

Parameters: statistic: double, pValue: double, reject: bool, diagnostic: string


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export function linearRegression(double[] predictors, double[] responses) -> LinearRegression

Parameters: predictors: double[], responses: double[]


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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


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export function mean(double[] values) -> double

Parameters: values: double[]


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export function meanConfidence95(double[] values) -> ConfidenceInterval

Parameters: values: double[]


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export function meanConfidenceStudent(double[] values, double confidence)->ConfidenceInterval

Parameters: values: double[], confidence: double


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export function median(double[] values) -> double

Parameters: values: double[]


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export function medianAbsoluteDeviation(double[] values, bool normalConsistency) -> double

Parameters: values: double[], normalConsistency: bool


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export function missingDataAnalysis(double[][] values, bool[][] missingMask, string policy)->MissingDataReport

Parameters: values: double[][], missingMask: bool[][], policy: string


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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


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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


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export function multipleRegression2(double[] first, double[] second, double[] responses) -> MultipleRegression

Parameters: first: double[], second: double[], responses: double[]


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export function nextUniform(long state) -> RandomDraw

Parameters: state: long


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export function normalCdf(double value, double meanValue, double standardDeviation) -> double

Parameters: value: double, meanValue: double, standardDeviation: double


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export function normalPdf(double value, double meanValue, double standardDeviation) -> double

Parameters: value: double, meanValue: double, standardDeviation: double


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export function oneWayAnova(double[][] groups)->AnovaResult

Parameters: groups: double[][]


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export function poissonPmf(int count, double rate) -> double

Parameters: count: int, rate: double


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export function quantile(double[] values, double probability) -> double

Parameters: values: double[], probability: double


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export record RandomDraw(public long state, public double value)

Parameters: state: long, value: double


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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


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export function sampleWithReplacement(double[] values, long seed, int count) -> double[]

Parameters: values: double[], seed: long, count: int


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export function studentTCdf(double value, double degreesOfFreedom)->double

Parameters: value: double, degreesOfFreedom: double


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export function studentTQuantile(double probability, double degreesOfFreedom)->double

Parameters: probability: double, degreesOfFreedom: double


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export function summarize(double[] values) -> Summary

Parameters: values: double[]


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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


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export function trimmedMean(double[] values, double fractionEachTail) -> double

Parameters: values: double[], fractionEachTail: double


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export function uniformCdf(double value, double lower, double upper) -> double

Parameters: value: double, lower: double, upper: double


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export function variance(double[] values, bool sample) -> double

Parameters: values: double[], sample: bool


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export function weightedAnova(double[][] groups, double[][] weights)->WeightedAnovaResult

Parameters: groups: double[][], weights: double[][]


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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


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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


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export function welchTTest(double[] first, double[] second, double alpha)->WelchTest

Parameters: first: double[], second: double[], alpha: double


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export function zTestDifference(double[] first, double[] second, double firstKnownStandardDeviation, double secondKnownStandardDeviation, double alpha) -> HypothesisTest

Parameters: first: double[], second: double[], firstKnownStandardDeviation: double, secondKnownStandardDeviation: double, alpha: double


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export function zTestMean(double[] values, double nullMean, double knownStandardDeviation, double alpha) -> HypothesisTest

Parameters: 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.