Stats Methods

Methods

Autocorrelation(Double[]) Gets the lag-1 auto-correlation of the elements of an array.
Autocorrelation(Vector<Double>) Gets the lag-1 auto-correlation of the elements of a vector.
Autocorrelation(Double[], Int32) Gets the auto-correlation of the elements of an array.
Autocorrelation(Vector<Double>, Int32) Gets the auto-correlation of the elements of a vector.
AverageAbsoluteDeviation Returns the mean absolute deviation from the mean of a variable.
BlomScores(IList<Double>) Returns the Blom scores corresponding to the specified ranks.
BlomScores(IList<Int32>) Returns the Blom scores corresponding to the specified ranks.
CentralMoment<T>(T[], Int32) Returns the specified central moment of the elements of an array.
CentralMoment<T>(Vector<T>, Int32) Returns the specified central moment of the elements of a vector.
CoefficientOfVariation Gets the coefficient of variation of a variable, if it exists.
ColumnMeans<T> Returns a vector containing the means of the columns of a matrix.
ColumnStandardDeviations Returns a vector containing the standard deviations of the columns of a matrix.
ColumnVariances Returns a vector containing the variances of the columns of a matrix.
Correlation(Double[], Double[]) Gets the Pearson correlation coefficient between two sets of values.
Correlation(Vector<Double>, Vector<Double>) Gets the Pearson correlation coefficient between two sets of values.
CorrelationMatrix(IList<Vector<Double>>) Returns the correlation matrix for an array of numerical variables.
CorrelationMatrix<T>(Matrix<T>) Returns the correlation matrix for the columns in a matrix.
Covariance Gets the covariance between two sets of values.
CovarianceMatrix(IList<Vector<Double>>) Returns the covariance matrix for an array of numerical variables.
CovarianceMatrix<T>(Matrix<T>, MultipleMissingValueAction) Returns the covariance matrix for the columns in a matrix.
GeometricMean(Double[]) Returns the geometric mean of the elements of an array.
GeometricMean(Int32[]) Returns the geometric mean of the elements of an array.
GeometricMean(Vector<Double>) Returns the geometric mean of the elements of a vector.
GeometricMean<T>(Vector<T>) Returns the geometric mean of the elements of a numerical variable.
GetKurtosisEstimate Returns an estimate for the kurtosis of the variable.
GetMeanEstimate Returns an estimate for the mean of the variable.
GetSavitskyGolayCoefficients(Int32) Constructs a vector containing the coefficients of a 2nd degree Savitsky-Golay filter with the specified parameters.
Obsolete.
GetSavitskyGolayCoefficients(Int32, Int32) Constructs a vector containing the coefficients of a Savitsky-Golay filter with the specified span and polynomial degree.
Obsolete.
GetSavitskyGolayCoefficients(Int32, Int32, Int32) Constructs a vector containing the coefficients of a symmetrical Savitsky-Golay filter with the specified parameters.
Obsolete.
GetSavitskyGolayCoefficients(Int32, Int32, Int32, Int32) Constructs a vector containing the coefficients of a Savitsky-Golay filter or a derivative filter with the specified parameters.
Obsolete.
GetSkewnessEstimate Returns an estimate for the skewness of a variable.
GetStandardDeviationEstimate Returns an estimate for the standard deviation of the variable.
HarmonicMean(Double[]) Returns the harmonic mean of the elements of an array.
HarmonicMean(Int32[]) Returns the harmonic mean of the elements of an array.
HarmonicMean(Vector<Double>) Returns the harmonic mean of the elements of a vector.
HarmonicMean<T>(Vector<T>) Returns the harmonic mean of the elements of a numerical variable.
InterQuartileRange(Double[]) Returns the inter-quartile range of the elements of an array.
InterQuartileRange(Int32[]) Returns the inter-quartile range of the elements of an array.
InterQuartileRange<T>(Vector<T>) Returns the inter-quartile range of the elements of a numerical variable.
KendallTau<T> Returns Kendall's tau-b correlation coefficient between two sets of values.
Kurtosis<T>(T[]) Returns the kurtosis supplement of the elements of an array.
Kurtosis<T>(Vector<T>) Returns the kurtosis supplement of the elements of an array.
Max(Double[]) Returns the maximum value of the elements of an array.
Max<T>(IList<T>) Returns the maximum value of the elements of a list.
Max<T>(IList<T>, IComparer<T>) Returns the maximum value of the elements of an array.
Mean(DateTime[]) Returns the mean of the elements of an array of DateTime values.
Mean(Double[]) Returns the mean of the elements of an array.
Mean(IEnumerable<Double>) Returns the mean of the elements of a sequence.
Mean(Int32[]) Returns the mean of the elements of an array.
Mean<T>(Vector<T>) Returns the mean of the elements of a vector.
Median(Double[]) Returns the median of the elements of an array.
Median(Int32[]) Returns the median of the elements of an array.
Median<T>(IList<T>) Returns the median of the elements of an array.
Median<T>(Vector<T>) Returns the median of the elements of a vector.
MedianAbsoluteDeviation Returns the median absolute deviation of a variable.
MidMean Returns the mean of the data values between the 25th and 75th percentiles.
Min(Double[]) Returns the minimum value of the elements of an array.
Min<T>(IList<T>) Returns the minimum value of the elements of a list.
Min<T>(IList<T>, IComparer<T>) Returns the maximum value of the elements of an array.
MinMax(DateTime[]) Returns the minimum and maximum value of the elements of an array.
MinMax(Double[]) Returns the minimum and maximum value of the elements of an array.
MinMax(Int32[]) Returns the minimum and maximum value of the elements of an array.
MinMax<T>(IList<T>) Returns the maximum value of the elements of an array.
MinMax<T>(Vector<T>) Returns the minimum and maximum value of the elements of a numerical variable.
MinMax<T>(IList<T>, IComparer<T>) Returns the maximum value of the elements of an array.
Moment(Int32[], Int32) Returns the specified raw moment of the elements of an array.
Moment<T>(T[], Int32) Returns the specified raw moment of the elements of an array.
Moment<T>(Vector<T>, Int32) Returns the specified raw moment of the elements of an array.
NearestCorrelationMatrix(SymmetricMatrix<Double>) Returns a positive semi-definite matrix close to a matrix.
NearestCorrelationMatrix(SymmetricMatrix<Double>, NearestCorrelationMatrixAlgorithm) Returns a positive semi-definite matrix close to a matrix.
NearestCorrelationMatrix(SymmetricMatrix<Double>, NearestCorrelationMatrixAlgorithm, Double, Int32) Returns a positive semi-definite matrix close to a matrix.
Percentile(Double[], Int32) Gets the specified percentile.
Percentile(Vector<Double>, Double) Gets the specified percentile.
Percentile<T>(Vector<T>, Int32, Int32) Gets the specified percentile.
Percentiles(Double[], Int32[]) Gets the specified percentiles.
Percentiles(Vector<Double>, Int32[]) Gets the specified percentiles.
Percentiles<T>(Vector<T>, Int32[]) Gets the specified percentiles.
PopulationKurtosis<T>(T[]) Returns the kurtosis supplement of the elements of an array.
PopulationKurtosis<T>(Vector<T>) Returns the kurtosis supplement of the elements of an array.
PopulationSkewness(Int32[]) Returns the skewness of the elements of an array.
PopulationSkewness<T>(T[]) Returns the skewness of the elements of an array.
PopulationSkewness<T>(Vector<T>) Returns the skewness of the elements of an array.
PopulationStandardDeviation(DateTime[]) Returns the standard deviation of the elements of an array.
PopulationStandardDeviation(Vector<DateTime>) Returns the standard deviation of the elements of a numerical variable.
PopulationStandardDeviation<T>(IEnumerable<T>) Returns the standard deviation of the elements of an array.
PopulationStandardDeviation<T>(T[]) Returns the standard deviation of the elements of an array.
PopulationStandardDeviation<T>(Vector<T>) Returns the standard deviation of the elements of a vector.
PopulationVariance<T>(IEnumerable<T>) Returns the variance of the elements of an array.
PopulationVariance<T>(T[]) Returns the variance of the elements of an array.
PopulationVariance<T>(Vector<T>) Returns the variance of the elements of a vector.
ProcessMissingValues(Double[], MissingValueAction) Applies the specified action to the missing values in the values.
ProcessMissingValues(Vector<Double>, MissingValueAction) Applies the specified action to the missing values in the values.
ProcessMissingValues(Double[], MissingValueAction, Double) Applies the specified action to the missing values in the values.
ProcessMissingValues(Vector<Double>, MissingValueAction, Double) Applies the specified action to the missing values in the values.
ProcessMissingValues(Double[], Double, MissingValueAction, Double) Applies the specified action to the missing values in the values.
ProcessMissingValues(Vector<Double>, Double, MissingValueAction, Double) Applies the specified action to the missing values in the values.
Quantile Gets the specified quantile.
Quantiles(Double[], Double[]) Gets the specified quantiles.
Quantiles(Vector<Double>, Double[]) Gets the specified quantiles.
Quantiles<T>(Vector<T>, Double[]) Gets the specified quantiles.
Range(Vector<Double>) Returns the range of the elements of a vector.
Range<T>(T[]) Returns the range of the elements of an array.
Range<T>(Vector<T>) Returns the range of the elements of a numerical variable.
RankCorrelation(Double[], Double[]) Gets the Spearman rank correlation coefficient between two sets of values.
RankCorrelation(Vector<Double>, Vector<Double>) Gets the Spearman rank correlation coefficient between two sets of values.
Ranks(DateTime[]) Returns the ranks of the observations.
Ranks(Double[]) Returns the ranks of the observations.
Ranks(Vector<Double>) Returns the ranks of the observations.
Ranks(DateTime[], RankTiebreaker, TimeSpan) Returns the ranks of the observations.
Ranks(Double[], RankTiebreaker, Double) Returns the ranks of the observations.
Ranks(Vector<Double>, RankTiebreaker, Double) Returns the ranks of the observations.
RootMeanSquare(DateTime[]) Returns the root-mean-square of the elements of an array.
RootMeanSquare(Double[]) Returns the root-mean-square of the elements of an array.
RootMeanSquare(Int32[]) Returns the root-mean-square of the elements of an array.
RootMeanSquare(Vector<Double>) Returns the root-mean-square of the elements of a vector.
RowMeans<T> Returns a vector containing the means of the rows of a matrix.
RowStandardDeviations Returns a vector containing the standard deviations of the rows of a matrix.
RowVariances Returns a vector containing the variances of the rows of a matrix.
Skewness<T>(T[]) Returns the skewness of the elements of an array.
Skewness<T>(Vector<T>) Returns the skewness of the elements of an array.
StandardDeviation(DateTime[]) Returns the standard deviation of the elements of an array.
StandardDeviation(Double[]) Returns the standard deviation of the elements of an array.
StandardDeviation(IEnumerable<Double>) Returns the standard deviation of the elements of an array.
StandardDeviation(Int32[]) Returns the standard deviation of the elements of an array.
StandardDeviation(Vector<DateTime>) Returns the standard deviation of the elements of a numerical variable.
StandardDeviation(Vector<Double>) Returns the standard deviation of the elements of a vector.
StandardDeviation<T>(Vector<T>) Returns the standard deviation of the elements of a vector.
Sum(Double[]) Returns the sum of the elements of an array.
Sum(IEnumerable<Double>) Returns the sum of the elements of a sequence.
Sum(Int32[]) Returns the sum of the elements of an array.
Sum<T>(Vector<T>) Returns the sum of the observations in a Vector<T>.
SumOfSquares(Double[]) Returns the sum of the squares of the elements of an array.
SumOfSquares(IEnumerable<Double>) Returns the sum of the squares of the elements of an array.
SumOfSquares(Int32[]) Returns the sum of the squares of the elements of an array.
SumOfSquares<T>(Vector<T>) Returns the sum of the squares of the observations in a Vector<T>.
TrimmedMean(Double[], Double) Returns the trimmed mean of the elements of an array.
TrimmedMean(Vector<Double>, Double) Returns the trimmed mean of the elements of a vector.
TrimmedMean<T>(T[], Double) Returns the trimmed mean of the elements of a numerical variable.
TrimmedMean<T>(Vector<T>, Double) Returns the trimmed mean of the elements of a numerical variable.
TukeyScores(IList<Double>) Returns the Tukey scores corresponding to the specified ranks.
TukeyScores(IList<Int32>) Returns the Tukey scores corresponding to the specified ranks.
VanDerWaerdenScores(IList<Double>) Returns the van der Waerden scores corresponding to the specified ranks.
VanDerWaerdenScores(IList<Int32>) Returns the van der Waerden scores corresponding to the specified ranks.
Variance<T>(IEnumerable<T>) Returns the variance of the elements of a sequence.
Variance<T>(T[]) Returns the variance of the elements of an array.
Variance<T>(Vector<T>) Returns the variance of the elements of a vector.
WeightedMean(Vector<Double>, Vector<Double>) Returns the mean of the variable with observations weighted by the specified vector.
WeightedMean<T>(Vector<T>, Vector<T>) Returns the mean of the variable with observations weighted by the specified vector.
WeightedStandardDeviation(Vector<Double>, Vector<Double>) Returns the standard deviation of the variable with observations weighted by the specified vector.
WeightedStandardDeviation<T>(Vector<T>, Vector<T>) Returns the standard deviation of the variable with observations weighted by the specified vector.
WinsorizedMean Returns the Winsorized mean of the variable..

See Also