# Stats

Namespace: Deedle.Math

Statistical analysis using MathNet.Numerics

## Correlation and Covariance

### Static members

 Static member Description  Stats.corr(s1, s2, method)  Signature: (s1:Series<'K,float> * s2:Series<'K,float> * method:CorrelationMethod option) -> '?693891 Type parameters: 'K, '?693891 Correlation of two series  Stats.corr(df, method)  Signature: (df:Frame<'R,'C> * method:CorrelationMethod option) -> Frame<'C,'C> Type parameters: 'R, 'C Correlation frame  Stats.corr2Cov(sigmaSeries, corrFrame)  Signature: (sigmaSeries:Series<'C,float> * corrFrame:Frame<'C,'C>) -> Frame<'C,'C> Type parameters: 'C Convert standard deviation series and correlation frame to covariance frame  Stats.corrMatrix(df, method)  Signature: (df:Frame<'R,'C> * method:CorrelationMethod option) -> Matrix Type parameters: 'R, 'C Correlation matrix  Stats.cov(df)  Signature: df:Frame<'R,'C> -> Frame<'C,'C> Type parameters: 'R, 'C Covariance frame  Stats.cov2Corr(covFrame)  Signature: covFrame:Frame<'C,'C> -> Series<'C,float> * Frame<'C,'C> Type parameters: 'C Convert covariance matrix to standard deviation series and correlation frame  Stats.covMatrix(df)  Signature: df:Frame<'R,'C> -> Matrix Type parameters: 'R, 'C Covariance matrix

## Descriptive Statistics

### Static members

 Static member Description  Stats.median(df)  Signature: df:Frame<'R,'C> -> Series<'C,float> Type parameters: 'R, 'C Median of Frame  Stats.median(series)  Signature: series:Series<'R,^V> -> float Type parameters: 'R, ^V Median of Series  Stats.quantile(df, tau, definition)  Signature: (df:Frame<'R,'C> * tau:float * definition:QuantileDefinition option) -> Series<'C,float> Type parameters: 'R, 'C Quantile of Frame  Stats.quantile(series, tau, definition)  Signature: (series:Series<'R,^V> * tau:float * definition:QuantileDefinition option) -> float Type parameters: 'R, ^V Quantile  Stats.ranks(df, rankDefinition)  Signature: (df:Frame<'R,'C> * rankDefinition:RankDefinition option) -> Frame<'R,'C> Type parameters: 'R, 'C Ranks of Frame  Stats.ranks(series, rankDefinition)  Signature: (series:Series<'R,^V> * rankDefinition:RankDefinition option) -> Series<'R,float> Type parameters: 'R, ^V Ranks of Series

## Exponentially Weighted Moving

### Static members

 Static member Description  Stats.ewmMean(...)  Signature: (df:Frame<'R,'C> * com:float option * span:float option * halfLife:float option * alpha:float option) -> Frame<'R,'C> Type parameters: 'R, 'C Exponentially weighted moving average on frame  Stats.ewmMean(...)  Signature: (x:Series<'R,float> * com:float option * span:float option * halfLife:float option * alpha:float option) -> Series<'R,float> Type parameters: 'R Exponentially weighted moving average on series

## Moving statistics

### Static members

 Static member Description  Stats.movingCovarianceParallel window df  Signature: window:int -> df:Frame<'R,'C> -> Series<'R,Matrix> Type parameters: 'R, 'C Moving covariance of frame (parallel implementation)  Stats.movingStdDevParallel window df  Signature: window:int -> df:Frame<'R,'C> -> Frame<'R,'C> Type parameters: 'R, 'C Moving standard deviation (parallel implementation)  Stats.movingVarianceParallel window df  Signature: window:int -> df:Frame<'R,'C> -> Frame<'R,'C> Type parameters: 'R, 'C Moving variance of frame (parallel implementation)