Statistics#

atImax

Find the position of the element with the largest value in location, and return the value of the element in the same position in value.

atImin

Find the position of the element with the smallest value in location, and return the value of the element in the same position in value.

avg

Calculate the average of X.

contextSum

Get of positions that are not null in both X and Y, and calculate the sum of the elements in X on these positions.

contextSum2

Get of positions that are not null in both X and Y, and calculate the sum of squares of the elements in X on these positions.

count

size returns the number of elements in a vector or matrix, while count returns the number of non-null elements in a vector/matrix.

covar

Calculate the covariance of X and Y.

covarMatrix

Return a covariance matrix, where the (i, j) entry is the covariance between the columns i and j of X.

crossStat

Return a tuple with the following elements: count(X), sum(X), sum(Y), sum2(X), sum2(Y), sum(X*Y).

cumnunique

Return the cumulative count of unique elements in X.

demean

Center a dataset (zero-centering), and return an object of DOUBLE type with the same dimension as X.

dot

Return the matrix multiplication of X and Y.

ewmCov

Calculate exponentially weighted moving covariance of X and other.

ewmMean

Calculate exponentially weighted moving average.

ewmStd

Calculate exponentially weighted moving standard deviation.

ewmVar

Calculate exponentially weighted moving variance.

gaussianKde

Estimate the probability density of the random variable using the Gaussian kernel from kernel density estimation (KDE).

gaussianKdePredict

Predict the probability density of the input data based on the model generated by gaussianKde.

histogram2d

Compute the bi-dimensional histogram of two data samples.

imax

If X is a vector, return the position of the element with the largest value in X.

imin

If X is a vector, return the position of the minimum value in a vector or a matrix.

kroghInterpolateFit

This function performs polynomial interpolation for a given set of points, ensuring the polynomial passes through all points in the set.

kurtosis

Return the kurtosis of X.

linearInterpolateFit

Perform linear interpolation/extrapolation on a set of points.

mad

If X is a vector, return the average absolute deviation of X.

max

For one input:

maxIgnoreNull

A binary scalar function that returns the maximum by comparing X with Y.

med

If X is a vector, return the median of all the elements in X.

mean

Calculate the average of X.

min

For one input (null values will not be compared with other elements):

minIgnoreNull

A binary scalar function that returns the minimum by comparing X with Y.

mode

If X is a vector, calculate the most frequently occurring value in X.

mmed

Calculate the moving median of X in a sliding window.

nunique

If X is a vector/array vector, return the number of unique elements in X.

percentChange

For each element Xi in X, return (Xi / Xi-n) - 1, representing the percentage changes between elements.

percentile

If X is a vector, return the given percentile of X.

percentileRank

Calculate the percentile (0-100) of a score in a vector with null values ignored.

prod

If X is a vector, return the product of all the elements in X.

quantile

Return values at the given quantile in X.

quantileSeries

Return values at the given quantile in X.

sem

Return unbiased (normalized by N-1) standard error of the mean over X .

skew

Return the skewness of X.

std

If X is a vector, return the (unbiased) sample standard deviation of X.

stdp

If X is a vector, return the population standard deviation of X.

summary

summary generates summary statistics for the input data.

sum

If X is a vector, return the sum of all the elements in X.

sum2

If X is a vector, return the sum of squares of all the elements in X.

sum3

If X is a vector, return the sum of cubes of all the elements in X.

sum4

If X is a vector, return the sum of the fourth powers of all the elements in X.

stat

Return a dictionary about the descriptive statistics of X including avg(mean), max, min, count, median, and stdev.

var

If X is a vector, return the the (unbiased) sample standard variance of X.

varp

If X is a vector, return the population variance of X.

wavg

Calculate the weighted average of X with the weight vector Y.

wc

Count the words in X.

wcovar

Calculate the weighted covariance of X and Y with weights as the weight vector.

wsum

Return the weighted sum of squares of X and Y.