scalation.stat

StatVector

class StatVector extends VectorD

The StatVector class provides methods for computing common statistics on a data vector. Both maximum likelihood (the default) and unbiased estimators are supported. Unbiased should only be used on sample (not population) data.

Linear Supertypes
VectorD, Serializable, Serializable, Error, PartiallyOrdered[VectorD], AnyRef, Any
Ordering
  1. Alphabetic
  2. By inheritance
Inherited
  1. Hide All
  2. Show all
  1. StatVector
  2. VectorD
  3. Serializable
  4. Serializable
  5. Error
  6. PartiallyOrdered
  7. AnyRef
  8. Any
Visibility
  1. Public
  2. All

Instance Constructors

  1. new StatVector(u: VectorD)

    Construct a StatVector from a VectorN [Double], i.

    Construct a StatVector from a VectorN [Double], i.e., VectorD.

    u

    the vector to initialize StatVector

  2. new StatVector(u0: Double, u1: Double, u: Double*)

    Construct a StatVector from two or more values (repeated values Double*).

    Construct a StatVector from two or more values (repeated values Double*).

    u0

    the first value

    u1

    the second value

    u

    the rest of the values (zero or more additional values)

  3. new StatVector(dim: Int, unbiased: Boolean = false)

    dim

    the dimension/size of the vector

    unbiased

    whether the estimators are restricted to be unbiased.

Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any
  3. final def ##(): Int

    Definition Classes
    AnyRef → Any
  4. def *(m: Matrix): VectorD

    Multiply this 'row' vector by matrix m.

    Multiply this 'row' vector by matrix m.

    m

    the matrix to multiply by

    Definition Classes
    VectorD
  5. def *(s: Double): VectorD

    Multiply this vector by scalar s.

    Multiply this vector by scalar s.

    s

    the scalar to multiply by

    Definition Classes
    VectorD
  6. def *(b: VectorD): VectorD

    Multiply this vector by vector b.

    Multiply this vector by vector b.

    b

    the vector to multiply by

    Definition Classes
    VectorD
  7. def *=(s: Double): VectorD

    Multiply in-place this vector and scalar s.

    Multiply in-place this vector and scalar s.

    s

    the scalar to add

    Definition Classes
    VectorD
  8. def *=(b: VectorD): VectorD

    Multiply in-place this vector and vector b.

    Multiply in-place this vector and vector b.

    b

    the vector to add

    Definition Classes
    VectorD
  9. def +(s: (Double, Int)): VectorD

    Add this vector and scalar s.

    Add this vector and scalar s._1 only at position s._2.

    s

    the (scalar, position) to add

    Definition Classes
    VectorD
  10. def +(s: Double): VectorD

    Add this vector and scalar s.

    Add this vector and scalar s.

    s

    the scalar to add

    Definition Classes
    VectorD
  11. def +(b: VectorD): VectorD

    Add this vector and vector b.

    Add this vector and vector b.

    b

    the vector to add

    Definition Classes
    VectorD
  12. def ++(b: Double): VectorD

    Concatenate this vector and scalar b.

    Concatenate this vector and scalar b.

    b

    the scalar to be concatenated

    Definition Classes
    VectorD
  13. def ++(b: VectorD): VectorD

    Concatenate this vector and vector b.

    Concatenate this vector and vector b.

    b

    the vector to be concatenated

    Definition Classes
    VectorD
  14. def +=(s: Double): VectorD

    Add in-place this vector and scalar s.

    Add in-place this vector and scalar s.

    s

    the scalar to add

    Definition Classes
    VectorD
  15. def +=(b: VectorD): VectorD

    Add in-place this vector and vector b.

    Add in-place this vector and vector b.

    b

    the vector to add

    Definition Classes
    VectorD
  16. def -(s: (Double, Int)): VectorD

    From this vector subtract scalar s.

    From this vector subtract scalar s._1 only at position s._2.

    s

    the (scalar, position) to subtract

    Definition Classes
    VectorD
  17. def -(s: Double): VectorD

    From this vector subtract scalar s.

    From this vector subtract scalar s.

    s

    the scalar to subtract

    Definition Classes
    VectorD
  18. def -(b: VectorD): VectorD

    From this vector subtract vector b.

    From this vector subtract vector b.

    b

    the vector to subtract

    Definition Classes
    VectorD
  19. def -=(s: Double): VectorD

    From this vector subtract in-place scalar s.

    From this vector subtract in-place scalar s.

    s

    the scalar to add

    Definition Classes
    VectorD
  20. def -=(b: VectorD): VectorD

    From this vector subtract in-place vector b.

    From this vector subtract in-place vector b.

    b

    the vector to add

    Definition Classes
    VectorD
  21. def /(s: Double): VectorD

    Divide this vector by scalar s.

    Divide this vector by scalar s.

    s

    the scalar to divide by

    Definition Classes
    VectorD
  22. def /(b: VectorD): VectorD

    Divide this vector by vector b (element-by-element).

    Divide this vector by vector b (element-by-element).

    b

    the vector to divide by

    Definition Classes
    VectorD
  23. def /=(s: Double): VectorD

    Divide in-place this vector and scalar s.

    Divide in-place this vector and scalar s.

    s

    the scalar to add

    Definition Classes
    VectorD
  24. def /=(b: VectorD): VectorD

    Divide in-place this vector and vector b.

    Divide in-place this vector and vector b.

    b

    the vector to add

    Definition Classes
    VectorD
  25. def <[B >: VectorD](that: B)(implicit arg0: (B) ⇒ PartiallyOrdered[B]): Boolean

    Definition Classes
    PartiallyOrdered
  26. def <=[B >: VectorD](that: B)(implicit arg0: (B) ⇒ PartiallyOrdered[B]): Boolean

    Definition Classes
    PartiallyOrdered
  27. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  28. final def ==(arg0: Any): Boolean

    Definition Classes
    Any
  29. def >[B >: VectorD](that: B)(implicit arg0: (B) ⇒ PartiallyOrdered[B]): Boolean

    Definition Classes
    PartiallyOrdered
  30. def >=[B >: VectorD](that: B)(implicit arg0: (B) ⇒ PartiallyOrdered[B]): Boolean

    Definition Classes
    PartiallyOrdered
  31. def _oneAt(j: Int, size: Int = dim): VectorD

    Create a vector of the form (0, .

    Create a vector of the form (0, ... -1, ... 0) where the -1 is at position j.

    j

    the position to place the 1

    size

    the size of the vector (upper bound = size - 1)

    Definition Classes
    VectorD
  32. def abs: VectorD

    Return the vector that is the element-wise absolute value of this matrix.

    Return the vector that is the element-wise absolute value of this matrix.

    Definition Classes
    VectorD
  33. def acorr(k: Int = 1): Double

    Compute the k-lag auto-correlation of this vector.

    Compute the k-lag auto-correlation of this vector.

    k

    the lag parameter

  34. def acov(k: Int = 1): Double

    Compute the k-lag auto-covariance of this vector.

    Compute the k-lag auto-covariance of this vector.

    k

    the lag parameter

  35. def apply(): Array[Double]

    Get this vector's entire array.

    Get this vector's entire array.

    Definition Classes
    VectorD
  36. def apply(r: Range): VectorD

    Get this vector's elements within the given range (vector slicing).

    Get this vector's elements within the given range (vector slicing).

    r

    the given range

    Definition Classes
    VectorD
  37. def apply(i: Int): Double

    Get this vector's element at the i-th index position.

    Get this vector's element at the i-th index position.

    i

    the given index

    Definition Classes
    VectorD
  38. def argmax(e: Int = dim): Int

    Find the argument maximum of this vector (index of maximum element).

    Find the argument maximum of this vector (index of maximum element).

    e

    the ending index (exclusive) for the search

    Definition Classes
    VectorD
  39. def argmaxPos(e: Int = dim): Int

    Return the argument maximum of this vector (-1 if its not positive).

    Return the argument maximum of this vector (-1 if its not positive).

    e

    the ending index (exclusive) for the search

    Definition Classes
    VectorD
  40. def argmin(e: Int = dim): Int

    Find the argument minimum of this vector (index of minimum element).

    Find the argument minimum of this vector (index of minimum element).

    e

    the ending index (exclusive) for the search

    Definition Classes
    VectorD
  41. def argminNeg(e: Int = dim): Int

    Return the argument minimum of this vector (-1 if its not negative).

    Return the argument minimum of this vector (-1 if its not negative).

    e

    the ending index (exclusive) for the search

    Definition Classes
    VectorD
  42. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  43. def clone(): AnyRef

    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws()
  44. def contains(x: Double): Boolean

    Determine whether x is contained in this vector.

    Determine whether x is contained in this vector.

    x

    the element to be checked

    Definition Classes
    VectorD
  45. def corr(y: StatVector): Double

    Compute Pearson's correlation of this vector with vector y.

    Compute Pearson's correlation of this vector with vector y.

    y

    the other vector

  46. def countNeg: Int

    Count the number of strictly negative entries in this vector.

    Count the number of strictly negative entries in this vector.

    Definition Classes
    VectorD
  47. def countPos: Int

    Count the number of strictly positive entries in this vector.

    Count the number of strictly positive entries in this vector.

    Definition Classes
    VectorD
  48. def cov(y: VectorD): Double

    Compute the covariance of this vector with vector y.

    Compute the covariance of this vector with vector y.

    y

    the other vector

  49. def cumulate: VectorD

    Cumulate the values of this vector from left to right (e.

    Cumulate the values of this vector from left to right (e.g., create a cdf from a pmf). Example: (4, 2, 3, 1) --> (4, 6, 9, 10)

    Definition Classes
    VectorD
  50. def dot(b: VectorD): Double

    Compute the dot product (or inner product) of this vector with vector b.

    Compute the dot product (or inner product) of this vector with vector b.

    b

    the other vector

    Definition Classes
    VectorD
  51. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  52. def equals(b: Any): Boolean

    Override equals to determine whether vector this equals vector b.

    Override equals to determine whether vector this equals vector b.

    b

    the vector to compare with this

    Definition Classes
    VectorD → AnyRef → Any
  53. def exists(pred: (Double) ⇒ Boolean): Boolean

    Determine whether the predicate pred holds for some element in this vector.

    Determine whether the predicate pred holds for some element in this vector.

    pred

    the predicate to test (e.g., "_ == 5.")

    Definition Classes
    VectorD
  54. def expand(more: Int = dim): VectorD

    Expand the size (dim) of this vector by 'more' elements.

    Expand the size (dim) of this vector by 'more' elements.

    Definition Classes
    VectorD
  55. def finalize(): Unit

    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws()
  56. def firstNeg(e: Int = dim): Int

    Return the index of the first negative element in this vector (-1 otherwise).

    Return the index of the first negative element in this vector (-1 otherwise).

    e

    the ending index (exclusive) for the search

    Definition Classes
    VectorD
  57. def firstPos(e: Int = dim): Int

    Return the index of the first positive element in this vector (-1 otherwise).

    Return the index of the first positive element in this vector (-1 otherwise).

    e

    the ending index (exclusive) for the search

    Definition Classes
    VectorD
  58. def flaw(method: String, message: String): Unit

    Show the flaw by printing the error message.

    Show the flaw by printing the error message.

    method

    the method where the error occurred

    message

    the error message

    Definition Classes
    Error
  59. def foreach[U](f: (Double) ⇒ U): Unit

    Iterate over the vector element by element.

    Iterate over the vector element by element.

    f

    the function to apply

    Definition Classes
    VectorD
  60. final def getClass(): java.lang.Class[_]

    Definition Classes
    AnyRef → Any
  61. def hashCode(): Int

    Must also override hashCode to be be compatible with equals.

    Must also override hashCode to be be compatible with equals.

    Definition Classes
    VectorD → AnyRef → Any
  62. def interval(p: Double = .95): Double

    Compute the confidence interval half-width for the given confidence level.

    Compute the confidence interval half-width for the given confidence level.

    p

    the confidence level

  63. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  64. def isNonnegative: Boolean

    Check whether this vector is nonnegative (has no negative elements).

    Check whether this vector is nonnegative (has no negative elements).

    Definition Classes
    VectorD
  65. def mag: Double

    Find the element with the greatest magnitude in this vector.

    Find the element with the greatest magnitude in this vector.

    Definition Classes
    VectorD
  66. def max(b: VectorD): VectorD

    Take the maximum of this vector with vector b (element-by element).

    Take the maximum of this vector with vector b (element-by element).

    b

    the other vector

    Definition Classes
    VectorD
  67. def max(e: Int = dim): Double

    Find the maximum element in this vector.

    Find the maximum element in this vector.

    e

    the ending index (exclusive) for the search

    Definition Classes
    VectorD
  68. def mean: Double

    Compute the mean of this vector.

  69. def median: Double

    Compute the median (middle value) of this vector.

    Compute the median (middle value) of this vector. For odd size, it is the middle element, for even, it is the larger of the two middle elements. FIX: need a more efficient algorithm

  70. def min(b: VectorD): VectorD

    Take the minimum of this vector with vector b (element-by element).

    Take the minimum of this vector with vector b (element-by element).

    b

    the other vector

    Definition Classes
    VectorD
  71. def min(e: Int = dim): Double

    Find the minimum element in this vector.

    Find the minimum element in this vector.

    e

    the ending index (exclusive) for the search

    Definition Classes
    VectorD
  72. def ms: Double

    Compute the mean square (ms) of this vector.

  73. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  74. def norm: Double

    Compute the Euclidean norm (2-norm) of this vector.

    Compute the Euclidean norm (2-norm) of this vector.

    Definition Classes
    VectorD
  75. def norm1: Double

    Compute the Manhattan norm (1-norm) of this vector.

    Compute the Manhattan norm (1-norm) of this vector.

    Definition Classes
    VectorD
  76. def normSq: Double

    Compute the Euclidean norm (2-norm) squared of this vector.

    Compute the Euclidean norm (2-norm) squared of this vector.

    Definition Classes
    VectorD
  77. def normalize: VectorD

    Normalize this vector so that it sums to one (like a probability vector).

    Normalize this vector so that it sums to one (like a probability vector).

    Definition Classes
    VectorD
  78. def normalize1: VectorD

    Normalize this vector to have a maximum of one.

    Normalize this vector to have a maximum of one.

    Definition Classes
    VectorD
  79. def normalizeU: VectorD

    Normalize this vector so its length is one (unit vector).

    Normalize this vector so its length is one (unit vector).

    Definition Classes
    VectorD
  80. final def notify(): Unit

    Definition Classes
    AnyRef
  81. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  82. def num: Int

    Get the number of samples.

  83. def oneAt(j: Int, size: Int = dim): VectorD

    Create a vector of the form (0, .

    Create a vector of the form (0, ... 1, ... 0) where the 1 is at position j.

    j

    the position to place the 1

    size

    the size of the vector (upper bound = size - 1)

    Definition Classes
    VectorD
  84. def ramp(size: Int = dim): VectorD

    Create a ramp-up vector of increasing values: 0, 1, 2, .

    Create a ramp-up vector of increasing values: 0, 1, 2, ..., size - 1.

    size

    the size of the vector (upper bound = size - 1)

    Definition Classes
    VectorD
  85. def rms: Double

    Compute the root mean square (rms) of this vector.

  86. def sameDimensions(b: VectorD): Boolean

    Check whether the other vector is at least as long as this vector.

    Check whether the other vector is at least as long as this vector.

    b

    the other vector

    Definition Classes
    VectorD
  87. def select(basis: Array[Int]): VectorD

    Select a subset of elements of this vector corresponding to a basis.

    Select a subset of elements of this vector corresponding to a basis.

    basis

    the set of index positions (e.g., 0, 2, 5)

    Definition Classes
    VectorD
  88. def set(x: Double): Unit

    Set each value in this vector to x.

    Set each value in this vector to x.

    x

    the value to be assigned

    Definition Classes
    VectorD
  89. def setAll(u: Array[Double]): Unit

    Set the values in this vector to the values in array u.

    Set the values in this vector to the values in array u.

    u

    the array of values to be assigned

    Definition Classes
    VectorD
  90. def setFormat(newFormat: String): Unit

    Set the format to the newFormat.

    Set the format to the newFormat.

    newFormat

    the new format string

    Definition Classes
    VectorD
  91. def skew: Double

    Compute the skewness of this vector.

    Compute the skewness of this vector. Negative skewness indicates the distribution is elongated on the left, zero skewness indicates it is symmetric, and positive skewness indicates it is elongated on the right.

    See also

    http://www.mathworks.com/help/stats/skewness.html

  92. def slice(from: Int, till: Int): VectorD

    Slice this vector from to end.

    Slice this vector from to end.

    from

    the start of the slice (included)

    till

    the end of the slice (excluded)

    Definition Classes
    VectorD
  93. def sort(): Unit

    Sort this vector in-place in non-decreasing order.

    Sort this vector in-place in non-decreasing order.

    Definition Classes
    VectorD
  94. def sq: VectorD

    Return the vector containing the square each element of this vector.

    Return the vector containing the square each element of this vector.

    Definition Classes
    VectorD
  95. def stddev: Double

    Compute the standard deviation of this vector.

  96. def sum: Double

    Sum the elements of this vector.

    Sum the elements of this vector.

    Definition Classes
    VectorD
  97. def sum_ne(i: Int): Double

    Sum the elements of this vector skipping the i-th element.

    Sum the elements of this vector skipping the i-th element.

    i

    the index of the element to skip

    Definition Classes
    VectorD
  98. def sum_pos: Double

    Sum the positive (> 0) elements of this vector.

    Sum the positive (> 0) elements of this vector.

    Definition Classes
    VectorD
  99. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  100. def toString(): String

    Convert this vector to a string.

    Convert this vector to a string.

    Definition Classes
    VectorD → AnyRef → Any
  101. def toggleBias(): Unit

    Toggle/flip the bias flag for the estimators.

  102. def tryCompareTo[B >: VectorD](b: B)(implicit arg0: (B) ⇒ PartiallyOrdered[B]): Option[Int]

    Compare this vector with vector b.

    Compare this vector with vector b.

    b

    the other vector

    Definition Classes
    VectorD → PartiallyOrdered
  103. def unary_-(): VectorD

    Return the negative of this vector (unary minus).

    Return the negative of this vector (unary minus).

    Definition Classes
    VectorD
  104. def update(r: Range, u: VectorD): Unit

    Set this vector's elements over the given range (vector slicing).

    Set this vector's elements over the given range (vector slicing).

    r

    the given range

    u

    the vector to assign

    Definition Classes
    VectorD
  105. def update(r: Range, x: Double): Unit

    Set this vector's elements over the given range (vector slicing).

    Set this vector's elements over the given range (vector slicing).

    r

    the given range

    x

    the value to assign

    Definition Classes
    VectorD
  106. def update(i: Int, x: Double): Unit

    Set this vector's element at the i-th index position.

    Set this vector's element at the i-th index position.

    i

    the given index

    x

    the value to assign

    Definition Classes
    VectorD
  107. var v: Array[Double]

    Attributes
    protected
    Definition Classes
    VectorD
  108. def variance: Double

    Compute the variance of this vector.

  109. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws()
  110. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws()
  111. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws()
  112. def ~^(s: Double): VectorD

    Return the vector containing each element of this vector raised to the s-th power.

    Return the vector containing each element of this vector raised to the s-th power.

    s

    the scalar exponent

    Definition Classes
    VectorD
  113. def ~^=(s: Double): Unit

    Raise each element of this vector to the s-th power.

    Raise each element of this vector to the s-th power.

    s

    the scalar exponent

    Definition Classes
    VectorD

Inherited from VectorD

Inherited from Serializable

Inherited from Serializable

Inherited from Error

Inherited from PartiallyOrdered[VectorD]

Inherited from AnyRef

Inherited from Any