Univariate Class |
Namespace: Meta.Numerics.Statistics
The Univariate type exposes the following members.
Name | Description | |
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CentralMoment |
Computes the given sample central moment.
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ChiSquaredTest |
Tests whether the sample is compatible with the given discrete distribution.
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CorrectedStandardDeviation |
Computes the Bessel-corrected standard deviation.
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FisherFTest |
Tests whether the variances of two samples are compatible.
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FitToBeta |
Finds the Beta distribution that best fits the given sample.
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FitToExponential |
Finds the exponential distribution that best fits the given sample.
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FitToGamma |
Finds the Gamma distribution that best fits the given sample.
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FitToGumbel |
Find the Gumbel distribution that best fit the given sample.
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FitToLognormal |
Finds the log-normal distribution that best fits the given sample.
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FitToNormal |
Finds the normal distribution that best fits the given sample.
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FitToRayleigh |
Finds the Rayleigh distribution that best fits the given sample.
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FitToWald |
Finds the Wald distribution that best fits a sample.
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FitToWeibull |
Finds the Weibull distribution that best fits the given sample.
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InterquartileRange |
Finds the interquartile range.
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InverseLeftProbability |
Finds the sample value corresponding to a given percentile.
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KolmogorovSmirnovTest(IReadOnlyListDouble, ContinuousDistribution) |
Tests whether the sample is compatible with the given distribution.
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KolmogorovSmirnovTest(IReadOnlyListDouble, IReadOnlyListDouble) |
Tests whether the sample is compatible with another sample.
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KruskalWallisTest(IReadOnlyListIReadOnlyListDouble) |
Performs a Kruskal-Wallis test on the given samples.
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KruskalWallisTest(IReadOnlyListDouble) |
Performs a Kruskal-Wallis test on the given samples.
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KuiperTest |
Tests whether the sample is compatible with the given distribution.
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LeftProbability |
Gets the fraction of values equal to or less than the given value.
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MannWhitneyTest |
Tests whether one sample median is compatible with another sample median.
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Maximum |
Finds the maximum value.
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MaximumLikelihoodFit |
Finds the parameters that make an arbitrary, parameterized distribution best fit the sample.
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Mean |
Computes the sample mean.
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Median |
Finds the median.
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Minimum |
Finds the minimum value.
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OneWayAnovaTest(IReadOnlyCollectionIReadOnlyCollectionDouble) |
Performs a one-way analysis of variance (ANOVA).
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OneWayAnovaTest(IReadOnlyCollectionDouble) |
Performs a one-way analysis of variance (ANOVA).
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PopulationCentralMoment |
Estimates the given central moment of the underlying population.
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PopulationMean |
Estimates the mean of the underlying population.
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PopulationRawMoment |
Estimates the given raw moment of the underlying population.
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PopulationStandardDeviation |
Estimates of the standard deviation of the underlying population.
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PopulationVariance |
Estimates of the variance of the underlying population.
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RawMoment |
Computes the given sample raw moment.
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ShapiroFranciaTest |
Performs a Shapiro-Francia test of normality on the sample.
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SignTest |
Tests whether the sample median is compatible with the given reference value.
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Skewness |
Computes the sample skewness.
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StandardDeviation |
Computes the sample standard deviation.
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StudentTTest(IReadOnlyCollectionDouble, IReadOnlyCollectionDouble) |
Tests whether one sample mean is compatible with another sample mean.
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StudentTTest(IReadOnlyCollectionDouble, Double) |
Tests whether the sample mean is compatible with the reference mean.
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Trimean |
Finds the tri-mean.
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TwoWayAnovaTest |
Performs a two-way analysis of variance.
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Variance |
Computes the sample variance.
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ZTest |
Performs a z-test to test whether the given sample is compatible with the given normal reference population.
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This is the central class for the analysis of univariate samples of independent, identically distributed values.
To compute moments of the sample data, you can use methods such as Mean, Variance, RawMoment, and CentralMoment. Note that these are moments of the sample data, not estimates of the moments of the underlying population from which the sample was drawn.
To obtain estimates of the moments of the underlying population from which the sample was drawn, you can use methods such as PopulationMean, PopulationStandardDeviation, PopulationRawMoment, and PopulationCentralMoment. These estimates all come with associated error bars, so they return UncertainValue structures.
You can fit a sample to any number of distributions using methods such as FitToExponential(IReadOnlyListDouble), FitToLognormal(IReadOnlyListDouble), FitToNormal(IReadOnlyListDouble), FitToWeibull(IReadOnlyListDouble).
You can perform statistical tests on a single sample, such as the StudentTTest(IReadOnlyCollectionDouble, Double) or SignTest(IReadOnlyCollectionDouble, Double) to compare a sample to a reference value, or the ShapiroFranciaTest(IReadOnlyListDouble) to test a sample for normality. You can also perform statistical tests comparing multiple samples, such as the two-sample StudentTTest(IReadOnlyCollectionDouble, IReadOnlyCollectionDouble), and MannWhitneyTest(IReadOnlyListDouble, IReadOnlyListDouble), or the multi-sample OneWayAnovaTest(IReadOnlyCollectionDouble) and KruskalWallisTest(IReadOnlyListDouble).
Most of the methods in this class are extension methods that accept as a sample any type that implements the appropriate collection interface. So, for example, given sample values in a List<string> named s, you could estimate the variance of the population from which it was drawn either by s.PopulationVariance() or Univariate.PopulationVariance(s).