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Single-Variable Statistics
--------------------------
These functions do various statistical computations on single vectors.
Given a numeric prefix argument, they actually pop N objects from the
stack and combine them into a data vector. Each object may be either
a number or a vector; if a vector, any sub-vectors inside it are
"flattened" as if by `v a 0'; See Manipulating Vectors. By
default one object is popped, which (in order to be useful) is usually
a vector.
If an argument is a variable name, and the value stored in that
variable is a vector, then the stored vector is used. This method has
the advantage that if your data vector is large, you can avoid the
slow process of manipulating it directly on the stack.
These functions are left in symbolic form if any of their arguments
are not numbers or vectors, e.g., if an argument is a formula, or a
non-vector variable. However, formulas embedded within vector
arguments are accepted; the result is a symbolic representation of the
computation, based on the assumption that the formula does not itself
represent a vector. All varieties of numbers such as error forms and
interval forms are acceptable.
Some of the functions in this section also accept a single error form
or interval as an argument. They then describe a property of the
normal or uniform (respectively) statistical distribution described by
the argument. The arguments are interpreted in the same way as the M
argument of the random number function `k r'. In particular, an
interval with integer limits is considered an integer distribution, so
that `[2 .. 6)' is the same as `[2 .. 5]'. An interval with at least
one floating-point limit is a continuous distribution: `[2.0 .. 6.0)'
is *not* the same as `[2.0 .. 5.0]'!
The `u #' (`calc-vector-count') [`vcount'] command computes the number
of data values represented by the inputs. For example, `vcount(1, [2,
3], [[4, 5], [], x, y])' returns 7. If the argument is a single
vector with no sub-vectors, this simply computes the length of the
vector.
The `u +' (`calc-vector-sum') [`vsum'] command computes the sum of the
data values. The `u *' (`calc-vector-prod') [`vprod'] command
computes the product of the data values. If the input is a single
flat vector, these are the same as `V R +' and `V R *' (*Note Reducing
and Mapping::).
The `u X' (`calc-vector-max') [`vmax'] command computes the maximum of
the data values, and the `u N' (`calc-vector-min') [`vmin'] command
computes the minimum. If the argument is an interval, this finds the
minimum or maximum value in the interval. (Note that `vmax([2..6)) =
5' as described above.) If the argument is an error form, this
returns plus or minus infinity.
The `u M' (`calc-vector-mean') [`vmean'] command computes the average
(arithmetic mean) of the data values. If the inputs are error forms
`x +/- s', this is the weighted mean of the `x' values with weights `1
/ s^2'. If the inputs are not error forms, this is simply the sum of
the values divided by the count of the values.
Note that a plain number can be considered an error form with error `s
= 0'. If the input to `u M' is a mixture of plain numbers and error
forms, the result is the mean of the plain numbers, ignoring all
values with non-zero errors. (By the above definitions it's clear
that a plain number effectively has an infinite weight, next to which
an error form with a finite weight is completely negligible.)
This function also works for distributions (error forms or intervals).
The mean of an error form `a +/- b' is simply `a'. The mean of an
interval is the mean of the minimum and maximum values of the
interval.
The `I u M' (`calc-vector-mean-error') [`vmeane'] command computes the
mean of the data points expressed as an error form. This includes the
estimated error associated with the mean. If the inputs are error
forms, the error is the square root of the reciprocal of the sum of
the reciprocals of the squares of the input errors. (I.e., the
variance is the reciprocal of the sum of the reciprocals of the
variances.) If the inputs are plain numbers, the error is equal to
the standard deviation of the values divided by the square root of the
number of values. (This works out to be equivalent to calculating the
standard deviation and then assuming each value's error is equal to
this standard deviation.)
The `H u M' (`calc-vector-median') [`vmedian'] command computes the
median of the data values. The values are first sorted into numerical
order; the median is the middle value after sorting. (If the number
of data values is even, the median is taken to be the average of the
two middle values.) The median function is different from the other
functions in this section in that the arguments must all be real
numbers; variables are not accepted even when nested inside vectors.
(Otherwise it is not possible to sort the data values.) If any of the
input values are error forms, their error parts are ignored.
The median function also accepts distributions. For both normal
(error form) and uniform (interval) distributions, the median is the
same as the mean.
The `H I u M' (`calc-vector-harmonic-mean') [`vhmean'] command
computes the harmonic mean of the data values. This is defined as the
reciprocal of the arithmetic mean of the reciprocals of the values.
The `u G' (`calc-vector-geometric-mean') [`vgmean'] command computes
the geometric mean of the data values. This is the Nth root of the
product of the values. This is also equal to the `exp' of the
arithmetic mean of the logarithms of the data values.
The `H u G' [`agmean'] command computes the "arithmetic-geometric
mean" of two numbers taken from the stack. This is computed by
replacing the two numbers with their arithmetic mean and geometric
mean, then repeating until the two values converge.
Another commonly used mean, the RMS (root-mean-square), can be
computed for a vector of numbers simply by using the `A' command.
The `u S' (`calc-vector-sdev') [`vsdev'] command computes the standard
deviation of the data values. If the values are error forms, the
errors are used as weights just as for `u M'. This is the *sample*
standard deviation, whose value is the square root of the sum of the
squares of the differences between the values and the mean of the `N'
values, divided by `N-1'.
This function also applies to distributions. The standard deviation
of a single error form is simply the error part. The standard
deviation of a continuous interval happens to equal the difference
between the limits, divided by `sqrt(12)'. The standard deviation of
an integer interval is the same as the standard deviation of a vector
of those integers.
The `I u S' (`calc-vector-pop-sdev') [`vpsdev'] command computes the
*population* standard deviation. It is defined by the same formula as
above but dividing by `N' instead of by `N-1'. The population
standard deviation is used when the input represents the entire set of
data values in the distribution; the sample standard deviation is used
when the input represents a sample of the set of all data values, so
that the mean computed from the input is itself only an estimate of
the true mean.
For error forms and continuous intervals, `vpsdev' works exactly like
`vsdev'. For integer intervals, it computes the population standard
deviation of the equivalent vector of integers.
The `H u S' (`calc-vector-variance') [`vvar'] and `H I u S'
(`calc-vector-pop-variance') [`vpvar'] commands compute the variance
of the data values. The variance is the square of the standard
deviation, i.e., the sum of the squares of the deviations of the data
values from the mean. (This definition also applies when the argument
is a distribution.)
The `vflat' algebraic function returns a vector of its arguments,
interpreted in the same way as the other functions in this section.
For example, `vflat(1, [2, [3, 4]], 5)' returns `[1, 2, 3, 4, 5]'.