statistic.h File Reference

#include "DSSFunctionUtility.h"

Go to the source code of this file.

Classes
class	Regression

Macros
#define	PI   3.1415926535897932384626433
#define	I_PI   0.3183098861837906715377675
#define	LOG_SQRT_PI   0.5723649429247000870717135 /* log (sqrt (pi)) */
#define	I_SQRT_PI   0.5641895835477562869480795 /* 1 / sqrt (pi) */
#define	I_SQRT_TWO_PI   0.39894228040143 /* 1/sqrt(2*pi) */

Enumerations
enum	Hypothesis {   HypUnkown = -100, HypLess = -1, HypEqual = 0, HypGreater = 1,   HypOneSide = 2, HypUnkown = -100, HypLess = -1, HypEqual = 0,   HypGreater = 1, HypOneSide = 2 }
enum	RegressionFunction {   IdFunction = 0, LogFunction = 1, InverseFunction = 2, IdFunction = 0,   LogFunction = 1, InverseFunction = 2 }

Functions
double	max (double x, double y)
double	min (double x, double y)
double	Mean (enum MathError *error, Int32 n, double Vn[])
double	Variance (enum MathError *error, Int32 n, double Vn[])
double	StDev (enum MathError *error, Int32 n, double Vn[])
double	VarianceKM (enum MathError *error, Int32 n, double Vn[], double mean)
double	StDevKM (enum MathError *error, Int32 n, double Vn[], double mean)
double	AvgDev (enum MathError *error, Int32 n, double Vn[])
double	Kurtosis (enum MathError *error, Int32 n, double Vn[])
double	Skew (enum MathError *error, Int32 n, double Vn[])
double	Covariance (enum MathError *error, Int32 nX, double X[], Int32 nY, double Y[])
double	Correlation (enum MathError *error, Int32 nX, double X[], Int32 nY, double Y[])
double	RSquare (enum MathError *error, Int32 nX, double X[], Int32 nY, double Y[])
double	CovarianceKM (enum MathError *error, Int32 nX, double X[], double meanX, Int32 nY, double Y[], double meanY)
double	CorrelationKM (enum MathError *error, Int32 nX, double X[], double meanX, Int32 nY, double Y[], double meanY)
double	RSquareKM (enum MathError *error, Int32 nX, double X[], double meanX, Int32 nY, double Y[], double meanY)
double	ZTest (enum MathError *error, Int32 nX, double X[], double stdevX, double hypMean, enum Hypothesis Hyp)
double	MeanTTest (enum MathError *error, Int32 nX, double X[], double hypMean, enum Hypothesis Hyp)
double	PairedTTest (enum MathError *error, Int32 nX, double X[], Int32 nY, double Y[], enum Hypothesis Hyp, double offset=0.0)
double	HomoscedasticTTest (enum MathError *error, Int32 nX, double X[], Int32 nY, double Y[], enum Hypothesis Hyp, double offset=0.0)
double	HeteroscedasticTTest (enum MathError *error, Int32 nX, double X[], Int32 nY, double Y[], enum Hypothesis Hyp, double offset=0.0)
double	VarTest (enum MathError *error, Int32 nX, double X[], double hypVar, enum Hypothesis Hyp)
double	FTest (enum MathError *error, Int32 nX, double X[], Int32 nY, double Y[], enum Hypothesis Hyp, double ratio=1.0)
double	ChiSqTest (enum MathError *error, Int32 nX, double X[], Int32 nY, double Y[])
double	Slope (enum MathError *error, Int32 nY, double Y[], Int32 nX, double X[])
double	Intercept (enum MathError *error, Int32 nY, double Y[], Int32 nX, double X[])
double	SteYX (enum MathError *error, Int32 nY, double Y[], Int32 nX, double X[])
double	ALOGAM (enum MathError *error, double x)
double	BETAIN (enum MathError *error, double x, double a, double b, double beta)
double	BETADIST (enum MathError *error, double x, double alpha, double beta, double LB=0.0, double UB=1.0)
double	BETAINVERSE (enum MathError *error, double p, double alpha, double beta, double LB=0.0, double UB=1.0)
double	BETAINV (enum MathError *error, double p, double q, double alpha)
double	BINOMDIST (enum MathError *error, Int32 x, Int32 n, double p, bool fCum=true)
double	CRITBINOM (enum MathError *error, Int32 n, double p, double f)
double	FDIST (enum MathError *error, double p, Int32 df1, Int32 df2)
double	FINV (enum MathError *error, double f, Int32 df1, Int32 df2)
double	COMBIN (enum MathError *error, Int32 x, Int32 n)
double	CHIDIST (enum MathError *error, double x, Int32 df)
double	CHIINV (enum MathError *error, double p, Int32 df)
double	NORMSDIST (enum MathError *error, double z)
double	NORMSINV (enum MathError *error, double f)
double	NORMDIST (enum MathError *error, double x, double mean, double standard_dev, bool fCum=true)
double	NORMINV (enum MathError *error, double p, double mean, double standard_dev)
double	EXPONDIST (enum MathError *error, double x, double lambda, bool fCum=true)
double	GAMMADIST (enum MathError *error, double x, double alpha, double beta, bool fCum=true)
double	GAMMAINV (enum MathError *error, double p, double alpha, double beta)
double	HYPGEOMDIST (enum MathError *error, Int32 x, Int32 n, Int32 M, Int32 N)
double	LOGNORMDIST (enum MathError *error, double x, double mean, double standard_dev)
double	LOGINV (enum MathError *error, double p, double mean, double standard_dev)
double	NEGBINOMDIST (enum MathError *error, Int32 f, Int32 s, double p)
double	PERMUT (enum MathError *error, Int32 x, Int32 n)
double	POISSON (enum MathError *error, Int32 x, double mean, bool fCum=true)
double	TTAILINV (enum MathError *error, double p, Int32 nu)
double	TINV (enum MathError *error, double p, Int32 nu)
double	TTAIL (enum MathError *error, double x, Int32 nu, Int32 tails)
double	TDIST (enum MathError *error, double x, Int32 nu)
double	WEIBULL (enum MathError *error, double x, double alpha, double beta, bool fCum=true)
double	Standardize (enum MathError *error, double x, double mean, double standard_dev)
double	Confidence (enum MathError *error, double alpha, double standard_dev, Int32 size)
double	Fisher (enum MathError *error, double x)
double	FisherInv (enum MathError *error, double x)
double	oldTDIST (enum MathError *error, double x, Int32 nu)
double	oldFDIST (enum MathError *error, double p, Int32 df1, Int32 df2)
double	oldCHIDIST (enum MathError *error, double x, Int32 df)
double	gammln (enum MathError *error, double xx)
void	LinearRegression (enum MathError *error, double py[], int n, double *m, double *b)
void	LinearRegression (enum MathError *error, double px[], double py[], int n, double *m, double *b)
double	LinearTrend_S (enum MathError *error, double x, double py[], int n)
double	Growth_S (enum MathError *error, double x, double py[], int n)
double	Forecast_S (enum MathError *error, double x, double px[], double py[], int n)

Macro Definition Documentation

I_PI

#define I_PI   0.3183098861837906715377675

I_SQRT_PI

#define I_SQRT_PI   0.5641895835477562869480795 /* 1 / sqrt (pi) */

I_SQRT_TWO_PI

#define I_SQRT_TWO_PI   0.39894228040143 /* 1/sqrt(2*pi) */

LOG_SQRT_PI

#define LOG_SQRT_PI   0.5723649429247000870717135 /* log (sqrt (pi)) */

PI

#define PI   3.1415926535897932384626433

Enumeration Type Documentation

Hypothesis

enum Hypothesis

Enumerator
HypUnkown
HypLess
HypEqual
HypGreater
HypOneSide
HypUnkown
HypLess
HypEqual
HypGreater
HypOneSide

RegressionFunction

enum RegressionFunction

Enumerator
IdFunction
LogFunction
InverseFunction
IdFunction
LogFunction
InverseFunction

Function Documentation

ALOGAM()

double ALOGAM	(	enum MathError *	error,
		double	x
	)

AvgDev()

double AvgDev	(	enum MathError *	error,
		Int32	n,
		double	Vn[]
	)

BETADIST()

double BETADIST	(	enum MathError *	error,
		double	x,
		double	alpha,
		double	beta,
		double	LB = 0.0,
		double	UB = 1.0
	)

BETAIN()

double BETAIN	(	enum MathError *	error,
		double	x,
		double	a,
		double	b,
		double	beta
	)

BETAINV()

double BETAINV	(	enum MathError *	error,
		double	p,
		double	q,
		double	alpha
	)

BETAINVERSE()

double BETAINVERSE	(	enum MathError *	error,
		double	p,
		double	alpha,
		double	beta,
		double	LB = 0.0,
		double	UB = 1.0
	)

BINOMDIST()

double BINOMDIST	(	enum MathError *	error,
		Int32	x,
		Int32	n,
		double	p,
		bool	fCum = true
	)

CHIDIST()

double CHIDIST	(	enum MathError *	error,
		double	x,
		Int32	df
	)

CHIINV()

double CHIINV	(	enum MathError *	error,
		double	p,
		Int32	df
	)

ChiSqTest()

double ChiSqTest	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		Int32	nY,
		double	Y[]
	)

COMBIN()

double COMBIN	(	enum MathError *	error,
		Int32	x,
		Int32	n
	)

Confidence()

double Confidence	(	enum MathError *	error,
		double	alpha,
		double	standard_dev,
		Int32	size
	)

Correlation()

double Correlation	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		Int32	nY,
		double	Y[]
	)

CorrelationKM()

double CorrelationKM	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		double	meanX,
		Int32	nY,
		double	Y[],
		double	meanY
	)

Covariance()

double Covariance	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		Int32	nY,
		double	Y[]
	)

CovarianceKM()

double CovarianceKM	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		double	meanX,
		Int32	nY,
		double	Y[],
		double	meanY
	)

CRITBINOM()

double CRITBINOM	(	enum MathError *	error,
		Int32	n,
		double	p,
		double	f
	)

EXPONDIST()

double EXPONDIST	(	enum MathError *	error,
		double	x,
		double	lambda,
		bool	fCum = true
	)

FDIST()

double FDIST	(	enum MathError *	error,
		double	p,
		Int32	df1,
		Int32	df2
	)

FINV()

double FINV	(	enum MathError *	error,
		double	f,
		Int32	df1,
		Int32	df2
	)

Fisher()

double Fisher	(	enum MathError *	error,
		double	x
	)

FisherInv()

double FisherInv	(	enum MathError *	error,
		double	x
	)

Forecast_S()

double Forecast_S	(	enum MathError *	error,
		double	x,
		double	px[],
		double	py[],
		int	n
	)

FTest()

double FTest	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		Int32	nY,
		double	Y[],
		enum Hypothesis	Hyp,
		double	ratio = 1.0
	)

GAMMADIST()

double GAMMADIST	(	enum MathError *	error,
		double	x,
		double	alpha,
		double	beta,
		bool	fCum = true
	)

GAMMAINV()

double GAMMAINV	(	enum MathError *	error,
		double	p,
		double	alpha,
		double	beta
	)

gammln()

double gammln	(	enum MathError *	error,
		double	xx
	)

Growth_S()

double Growth_S	(	enum MathError *	error,
		double	x,
		double	py[],
		int	n
	)

HeteroscedasticTTest()

double HeteroscedasticTTest	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		Int32	nY,
		double	Y[],
		enum Hypothesis	Hyp,
		double	offset = 0.0
	)

HomoscedasticTTest()

double HomoscedasticTTest	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		Int32	nY,
		double	Y[],
		enum Hypothesis	Hyp,
		double	offset = 0.0
	)

HYPGEOMDIST()

double HYPGEOMDIST	(	enum MathError *	error,
		Int32	x,
		Int32	n,
		Int32	M,
		Int32	N
	)

Intercept()

double Intercept	(	enum MathError *	error,
		Int32	nY,
		double	Y[],
		Int32	nX,
		double	X[]
	)

Kurtosis()

double Kurtosis	(	enum MathError *	error,
		Int32	n,
		double	Vn[]
	)

LinearRegression() [1/2]

void LinearRegression	(	enum MathError *	error,
		double	py[],
		int	n,
		double *	m,
		double *	b
	)

LinearRegression() [2/2]

void LinearRegression	(	enum MathError *	error,
		double	px[],
		double	py[],
		int	n,
		double *	m,
		double *	b
	)

LinearTrend_S()

double LinearTrend_S	(	enum MathError *	error,
		double	x,
		double	py[],
		int	n
	)

LOGINV()

double LOGINV	(	enum MathError *	error,
		double	p,
		double	mean,
		double	standard_dev
	)

LOGNORMDIST()

double LOGNORMDIST	(	enum MathError *	error,
		double	x,
		double	mean,
		double	standard_dev
	)

max()

double max ( double  x, double  y  )

inline

Mean()

double Mean	(	enum MathError *	error,
		Int32	n,
		double	Vn[]
	)

MeanTTest()

double MeanTTest	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		double	hypMean,
		enum Hypothesis	Hyp
	)

min()

double min ( double  x, double  y  )

inline

NEGBINOMDIST()

double NEGBINOMDIST	(	enum MathError *	error,
		Int32	f,
		Int32	s,
		double	p
	)

NORMDIST()

double NORMDIST	(	enum MathError *	error,
		double	x,
		double	mean,
		double	standard_dev,
		bool	fCum = true
	)

NORMINV()

double NORMINV	(	enum MathError *	error,
		double	p,
		double	mean,
		double	standard_dev
	)

NORMSDIST()

double NORMSDIST	(	enum MathError *	error,
		double	z
	)

NORMSINV()

double NORMSINV	(	enum MathError *	error,
		double	f
	)

oldCHIDIST()

double oldCHIDIST	(	enum MathError *	error,
		double	x,
		Int32	df
	)

oldFDIST()

double oldFDIST	(	enum MathError *	error,
		double	p,
		Int32	df1,
		Int32	df2
	)

oldTDIST()

double oldTDIST	(	enum MathError *	error,
		double	x,
		Int32	nu
	)

PairedTTest()

double PairedTTest	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		Int32	nY,
		double	Y[],
		enum Hypothesis	Hyp,
		double	offset = 0.0
	)

PERMUT()

double PERMUT	(	enum MathError *	error,
		Int32	x,
		Int32	n
	)

POISSON()

double POISSON	(	enum MathError *	error,
		Int32	x,
		double	mean,
		bool	fCum = true
	)

RSquare()

double RSquare	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		Int32	nY,
		double	Y[]
	)

RSquareKM()

double RSquareKM	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		double	meanX,
		Int32	nY,
		double	Y[],
		double	meanY
	)

Skew()

double Skew	(	enum MathError *	error,
		Int32	n,
		double	Vn[]
	)

Slope()

double Slope	(	enum MathError *	error,
		Int32	nY,
		double	Y[],
		Int32	nX,
		double	X[]
	)

Standardize()

double Standardize	(	enum MathError *	error,
		double	x,
		double	mean,
		double	standard_dev
	)

StDev()

double StDev	(	enum MathError *	error,
		Int32	n,
		double	Vn[]
	)

StDevKM()

double StDevKM	(	enum MathError *	error,
		Int32	n,
		double	Vn[],
		double	mean
	)

SteYX()

double SteYX	(	enum MathError *	error,
		Int32	nY,
		double	Y[],
		Int32	nX,
		double	X[]
	)

TDIST()

double TDIST	(	enum MathError *	error,
		double	x,
		Int32	nu
	)

TINV()

double TINV	(	enum MathError *	error,
		double	p,
		Int32	nu
	)

TTAIL()

double TTAIL	(	enum MathError *	error,
		double	x,
		Int32	nu,
		Int32	tails
	)

TTAILINV()

double TTAILINV	(	enum MathError *	error,
		double	p,
		Int32	nu
	)

Variance()

double Variance	(	enum MathError *	error,
		Int32	n,
		double	Vn[]
	)

VarianceKM()

double VarianceKM	(	enum MathError *	error,
		Int32	n,
		double	Vn[],
		double	mean
	)

VarTest()

double VarTest	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		double	hypVar,
		enum Hypothesis	Hyp
	)

WEIBULL()

double WEIBULL	(	enum MathError *	error,
		double	x,
		double	alpha,
		double	beta,
		bool	fCum = true
	)

ZTest()

double ZTest	(	enum MathError *	error,
		Int32	nX,
		double	X[],
		double	stdevX,
		double	hypMean,
		enum Hypothesis	Hyp
	)