Stats (Deedle) | Deedle

Stats Type

Namespace: Deedle.MathNetNumerics
Assembly: Deedle.MathNetNumerics.dll
Base Type: obj

Statistical analysis using MathNet.Numerics Statistical Analysis

Static members

Static member	Description
`Stats.corr (s1, s2, ?method)` Full Usage: `Stats.corr (s1, s2, ?method)` Parameters: s1 : `Series<'K, float>` s2 : `Series<'K, float>` ?method : `CorrelationMethod` Returns: `'a` Type parameters: 'K, 'a (requires equality)	Correlation of two series Correlation and Covariance s1 : `Series<'K, float>` s2 : `Series<'K, float>` ?method : `CorrelationMethod` Returns: `'a`
`Stats.corr (df, ?method)` Full Usage: `Stats.corr (df, ?method)` Parameters: df : `Frame<'R, 'C>` ?method : `CorrelationMethod` Returns: `Frame<'C, 'C>` Type parameters: 'R, 'C (requires equality and equality)	Correlation frame Correlation and Covariance df : `Frame<'R, 'C>` ?method : `CorrelationMethod` Returns: `Frame<'C, 'C>`
`Stats.corr2Cov (sigmaSeries, corrFrame)` Full Usage: `Stats.corr2Cov (sigmaSeries, corrFrame)` Parameters: sigmaSeries : `Series<'C, float>` corrFrame : `Frame<'C, 'C>` Returns: `Frame<'C, 'C>` Type parameters: 'C (requires equality)	Convert standard deviation series and correlation frame to covariance frame Correlation and Covariance sigmaSeries : `Series<'C, float>` corrFrame : `Frame<'C, 'C>` Returns: `Frame<'C, 'C>`
`Stats.corrMatrix (df, ?method)` Full Usage: `Stats.corrMatrix (df, ?method)` Parameters: df : `Frame<'R, 'C>` ?method : `CorrelationMethod` Returns: `Matrix<float>` Type parameters: 'R, 'C (requires equality and equality)	Correlation matrix Correlation and Covariance df : `Frame<'R, 'C>` ?method : `CorrelationMethod` Returns: `Matrix<float>`
`Stats.cov df` Full Usage: `Stats.cov df` Parameters: df : `Frame<'R, 'C>` Returns: `Frame<'C, 'C>` Type parameters: 'R, 'C (requires equality and equality)	Covariance frame Correlation and Covariance df : `Frame<'R, 'C>` Returns: `Frame<'C, 'C>`
`Stats.cov2Corr covFrame` Full Usage: `Stats.cov2Corr covFrame` Parameters: covFrame : `Frame<'C, 'C>` Returns: `Series<'C, float> * Frame<'C, 'C>` Type parameters: 'C (requires equality)	Convert covariance matrix to standard deviation series and correlation frame Correlation and Covariance covFrame : `Frame<'C, 'C>` Returns: `Series<'C, float> * Frame<'C, 'C>`
`Stats.covMatrix df` Full Usage: `Stats.covMatrix df` Parameters: df : `Frame<'R, 'C>` Returns: `Matrix<float>` Type parameters: 'R, 'C (requires equality and equality)	Covariance matrix Correlation and Covariance df : `Frame<'R, 'C>` Returns: `Matrix<float>`
`Stats.ewmMean (df, ?com, ?span, ?halfLife, ?alpha)` Full Usage: `Stats.ewmMean (df, ?com, ?span, ?halfLife, ?alpha)` Parameters: df : `Frame<'R, 'C>` ?com : `float` ?span : `float` ?halfLife : `float` ?alpha : `float` Returns: `Frame<'R, 'C>` Type parameters: 'R, 'C (requires equality and equality)	Exponentially weighted moving average on frame Exponentially Weighted Moving df : `Frame<'R, 'C>` ?com : `float` ?span : `float` ?halfLife : `float` ?alpha : `float` Returns: `Frame<'R, 'C>`
`Stats.ewmMean (x, ?com, ?span, ?halfLife, ?alpha)` Full Usage: `Stats.ewmMean (x, ?com, ?span, ?halfLife, ?alpha)` Parameters: x : `Series<'R, float>` ?com : `float` ?span : `float` ?halfLife : `float` ?alpha : `float` Returns: `Series<'R, float>` Type parameters: 'R (requires equality)	Exponentially weighted moving average on series Exponentially Weighted Moving x : `Series<'R, float>` ?com : `float` ?span : `float` ?halfLife : `float` ?alpha : `float` Returns: `Series<'R, float>`
`Stats.median df` Full Usage: `Stats.median df` Parameters: df : `Frame<'R, 'C>` Returns: `Series<'C, float>` Type parameters: 'R, 'C (requires equality and equality)	Median of Frame Descriptive Statistics df : `Frame<'R, 'C>` Returns: `Series<'C, float>`
`Stats.median series` Full Usage: `Stats.median series` Parameters: series : `Series<'R, ^V>` Returns: `float` Modifiers: inline Type parameters: 'R, ^V (requires equality and (static member op_Explicit : ^V -> Microsoft.FSharp.Core.float))	Median of Series Descriptive Statistics series : `Series<'R, ^V>` Returns: `float`
`Stats.movingCovarianceParallel window df` Full Usage: `Stats.movingCovarianceParallel window df` Parameters: window : `int` df : `Frame<'R, 'C>` Returns: `Series<'R, Matrix<float>>` Type parameters: 'R, 'C (requires equality and equality)	Moving covariance of frame (parallel implementation) Moving statistics window : `int` df : `Frame<'R, 'C>` Returns: `Series<'R, Matrix<float>>`
`Stats.movingStdDevParallel window df` Full Usage: `Stats.movingStdDevParallel window df` Parameters: window : `int` df : `Frame<'R, 'C>` Returns: `Frame<'R, 'C>` Type parameters: 'R, 'C (requires equality and equality)	Moving standard deviation (parallel implementation) Moving statistics window : `int` df : `Frame<'R, 'C>` Returns: `Frame<'R, 'C>`
`Stats.movingVarianceParallel window df` Full Usage: `Stats.movingVarianceParallel window df` Parameters: window : `int` df : `Frame<'R, 'C>` Returns: `Frame<'R, 'C>` Type parameters: 'R, 'C (requires equality and equality)	Moving variance of frame (parallel implementation) Moving statistics window : `int` df : `Frame<'R, 'C>` Returns: `Frame<'R, 'C>`
`Stats.quantile (df, tau, ?definition)` Full Usage: `Stats.quantile (df, tau, ?definition)` Parameters: df : `Frame<'R, 'C>` tau : `float` ?definition : `QuantileDefinition` Returns: `Series<'C, float>` Type parameters: 'R, 'C (requires equality and equality)	Quantile of Frame Descriptive Statistics df : `Frame<'R, 'C>` tau : `float` ?definition : `QuantileDefinition` Returns: `Series<'C, float>`
`Stats.quantile (series, tau, ?definition)` Full Usage: `Stats.quantile (series, tau, ?definition)` Parameters: series : `Series<'R, ^V>` tau : `float` ?definition : `QuantileDefinition` Returns: `float` Modifiers: inline Type parameters: 'R, ^V (requires equality and (static member op_Explicit : ^V -> Microsoft.FSharp.Core.float))	Quantile Descriptive Statistics series : `Series<'R, ^V>` tau : `float` ?definition : `QuantileDefinition` Returns: `float`
`Stats.ranks (df, ?rankDefinition)` Full Usage: `Stats.ranks (df, ?rankDefinition)` Parameters: df : `Frame<'R, 'C>` ?rankDefinition : `RankDefinition` Returns: `Frame<'R, 'C>` Type parameters: 'R, 'C (requires equality and equality)	Ranks of Frame Descriptive Statistics df : `Frame<'R, 'C>` ?rankDefinition : `RankDefinition` Returns: `Frame<'R, 'C>`
`Stats.ranks (series, ?rankDefinition)` Full Usage: `Stats.ranks (series, ?rankDefinition)` Parameters: series : `Series<'R, ^V>` ?rankDefinition : `RankDefinition` Returns: `Series<'R, float>` Modifiers: inline Type parameters: 'R, ^V (requires equality and (static member op_Explicit : ^V -> Microsoft.FSharp.Core.float))	Ranks of Series Descriptive Statistics series : `Series<'R, ^V>` ?rankDefinition : `RankDefinition` Returns: `Series<'R, float>`