stat

func Apply ¶

func Apply(s Series, f func(float64) float64)

Apply modifies the series by replacing each value v with f(v).

func Autocor ¶

func Autocor(s Series, lag int) float64

Autocor returns the sample correlation of s with itself lag values later. The series s must be at least 2 longer than lag, else NaN is returned.

func Autocov ¶

func Autocov(s Series, lag int) float64

Autocov returns the sample covariance of s with itself lag values later. The series s must be at least 2 longer than lag, else NaN is returned.

func Cor ¶

func Cor(s, t Series) float64

Cor returns the sample correlation of two series s and t.

If the series do not have the same lengths, this function panics. If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

NOTE: This is the same as the population correlation of two series, hence there is no CorP.

func Cov ¶

func Cov(s, t Series) float64

Cov returns the sample covariance of two series s and t.

If the series do not have the same lengths, this function panics. If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

func CovP ¶

func CovP(s, t Series) float64

CovP returns the population covariance of two series s and t.

If the series do not have the same lengths, this function panics. If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

func Fold ¶

func Fold(s Series, a float64, f func(float64, float64) float64) float64

Fold a series into a single value by repeatedly applying a = f(a, x).

For example, to find the maximum value:

Fold(s, math.Inf(-1), math.Max)

func Max ¶

func Max(s Series) float64

Max returns the maximum value in the series, or -∞ if the series is empty.

func Mean ¶

func Mean(s Series) float64

Mean returns the empirical mean of the series s.

The mean calculated here is the running mean, which ensures that an answer is given regardless of how long s is. The accuracy of the answer suffers however.

If s is empty, NaN is returned.

func Median ¶

func Median(s Series) float64

Median returns the median of the series s.

If s has an even number of elements, the mean of the two middle elements is returned.

If s is empty or has only one element, NaN is returned.

Calculating the median requires sorting a copy of the series.

func Min ¶

func Min(s Series) float64

Min returns the minimum value in the series, or +∞ if the series is empty.

func Skew ¶

func Skew(s Series) float64

Skew returns the sample skew of the series.

NOTE: Not implemented yet.

func SkewP ¶

func SkewP(s Series) float64

SkewP returns the population skew of the series.

NOTE: Not implemented yet.

func Std ¶

func Std(s Series) float64

Std returns the sample standard deviation of the series.

If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

func StdP ¶

func StdP(s Series) float64

StdP returns the population standard deviation of the series.

If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

func Var ¶

func Var(s Series) float64

Var returns the sample variance of the series.

If s is empty or has only one element, one cannot speak of variance, and NaN is returned.

func VarP ¶

func VarP(s Series) float64

VarP returns the population variance of the series.

If s is empty or has only one element, one cannot speak of variance, and NaN is returned.