jhplot.stat

Class Statistics

java.lang.Object

jhplot.stat.Statistics

public class Statistics
extends java.lang.Object

A static class for statistical calculations.

Constructor Summary

Constructors

Constructor and Description
Statistics()

Method Summary

Modifier and Type	Method and Description
static double[][]	correlation(double[][] v) Correlation
static double[][]	correlation(double[][] v1, double[][] v2) Correlation coefficient, covariance(v1, v2) / Math.sqrt(variance(v1) * variance(v2)
static double	correlation(double[] v1, double[] v2) Correlation coefficient, covariance(v1, v2) / Math.sqrt(variance(v1) * variance(v2)
static double[][]	covariance(double[][] v) Covariance
static double[][]	covariance(double[][] v1, double[][] v2) Covariance
static double	covariance(double[] v1, double[] v2) Covariance
void	doc() Show online documentation.
static double	FProbability(double F, int df1, int df2) Computes probability of F-ratio.
static double	gamma(double x) Returns the Gamma function of the argument.
static double	incompleteBeta(double aa, double bb, double xx) Returns the Incomplete Beta Function evaluated from zero to xx.
static double	incompleteBetaFraction1(double a, double b, double x) Continued fraction expansion #1 for incomplete beta integral.
static double	incompleteBetaFraction2(double a, double b, double x) Continued fraction expansion #2 for incomplete beta integral.
static double	lnGamma(double x) Returns natural logarithm of gamma function.
static double	mean(double[] v) Get mean value
static double[]	mean(double[][] v) Get mean
static double	p1evl(double x, double[] coef, int N) Evaluates the given polynomial of degree N at x.
static double	polevl(double x, double[] coef, int N) Evaluates the given polynomial of degree N at x.
static double	powerSeries(double a, double b, double x) Power series for incomplete beta integral.
static double	stddeviation(double[] v) Standard deviation
static double[]	stddeviation(double[][] v) Standard deviation
static double	stirlingFormula(double x) Returns the Gamma function computed by Stirling's formula.
static double	variance(double[] v) Variance
static double[]	variance(double[][] v) Variance

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Statistics

public Statistics()

Method Detail

mean

public static double mean(double[] v)

Get mean value

Parameters:

v - vector

mean

public static double[] mean(double[][] v)

Get mean

Parameters:

v - 2D array

Returns:

stddeviation

public static double stddeviation(double[] v)

Standard deviation

Parameters:

v - vector

Returns:

variance

public static double variance(double[] v)

Variance

Parameters:

v -

Returns:

vector

stddeviation

public static double[] stddeviation(double[][] v)

Standard deviation

Parameters:

v -

Returns:

variance

public static double[] variance(double[][] v)

Variance

Parameters:

v - vector

Returns:

covariance

public static double covariance(double[] v1,
                                double[] v2)

Covariance

Parameters:

v1 - first vector

v2 - second vector

Returns:

covariance

public static double[][] covariance(double[][] v1,
                                    double[][] v2)

Covariance

Parameters:

v1 - first 2D array

v2 - second 2D array

Returns:

covariance

public static double[][] covariance(double[][] v)

Covariance

Parameters:

v -

Returns:

correlation

public static double correlation(double[] v1,
                                 double[] v2)

Correlation coefficient, covariance(v1, v2) / Math.sqrt(variance(v1) * variance(v2)

Parameters:

v1 - first vector

v2 - second vector

Returns:

correlation

public static double[][] correlation(double[][] v1,
                                     double[][] v2)

Correlation coefficient, covariance(v1, v2) / Math.sqrt(variance(v1) * variance(v2)

Parameters:

v1 - first vector

v2 - second vector

Returns:

correlation

public static double[][] correlation(double[][] v)

Correlation

Parameters:

v -

Returns:

FProbability

public static double FProbability(double F,
                                  int df1,
                                  int df2)

Computes probability of F-ratio.

Parameters:

F - the F-ratio

df1 - the first number of degrees of freedom

df2 - the second number of degrees of freedom

Returns:

the probability of the F-ratio.

incompleteBeta

public static double incompleteBeta(double aa,
                                    double bb,
                                    double xx)

Returns the Incomplete Beta Function evaluated from zero to xx.

Parameters:

aa - the alpha parameter of the beta distribution.

bb - the beta parameter of the beta distribution.

xx - the integration end point.

powerSeries

public static double powerSeries(double a,
                                 double b,
                                 double x)

Power series for incomplete beta integral. Use when b*x is small and x not too close to 1.

lnGamma

public static double lnGamma(double x)

Returns natural logarithm of gamma function.

Parameters:

x - the value

Returns:

natural logarithm of gamma function

p1evl

public static double p1evl(double x,
                           double[] coef,
                           int N)

Evaluates the given polynomial of degree N at x. Evaluates polynomial when coefficient of N is 1.0. Otherwise same as polevl().

                     2          N
 y  =  C  + C x + C x  +...+ C x
        0    1     2          N
 
 Coefficients are stored in reverse order:
 
 coef[0] = C  , ..., coef[N] = C  .
            N                   0
 

The function p1evl() assumes that coef[N] = 1.0 and is omitted from the array. Its calling arguments are otherwise the same as polevl().

In the interest of speed, there are no checks for out of bounds arithmetic.

Parameters:

x - argument to the polynomial.

coef - the coefficients of the polynomial.

N - the degree of the polynomial.

gamma

public static double gamma(double x)

Returns the Gamma function of the argument.

stirlingFormula

public static double stirlingFormula(double x)

Returns the Gamma function computed by Stirling's formula. The polynomial STIR is valid for 33 <= x <= 172.

polevl

public static double polevl(double x,
                            double[] coef,
                            int N)

Evaluates the given polynomial of degree N at x.

                     2          N
 y  =  C  + C x + C x  +...+ C x
        0    1     2          N
 
 Coefficients are stored in reverse order:
 
 coef[0] = C  , ..., coef[N] = C  .
            N                   0
 

In the interest of speed, there are no checks for out of bounds arithmetic.

Parameters:

x - argument to the polynomial.

coef - the coefficients of the polynomial.

N - the degree of the polynomial.

incompleteBetaFraction1

public static double incompleteBetaFraction1(double a,
                                             double b,
                                             double x)

Continued fraction expansion #1 for incomplete beta integral.

incompleteBetaFraction2

public static double incompleteBetaFraction2(double a,
                                             double b,
                                             double x)

Continued fraction expansion #2 for incomplete beta integral.

doc

public void doc()

Show online documentation.