Seq Module
Module to compute common statistical measures.
Nested modules
| Modules | Description |
Functions and values
| Function or value | Description | ||||
Full Usage:
Seq.cov seq1 seq2
Parameters:
^T seq
-
The first input sequence.
seq2 : ^T seq
-
The second input sequence.
Returns: ^U
The sample covariance estimator (Bessel's correction by N-1) of the two input sequences.
Modifiers: inline Type parameters: ^T, ^a, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val x: float list
val y: float list
val cov: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.covBy f seq
Parameters:
'T -> ^a * ^a
-
A function applied to transform each element of the input sequence into a tuple of paired observations.
seq : 'T seq
-
The input sequence.
Returns: ^U
The sample covariance estimator (Bessel's correction by N-1) of the transformed input sequence.
Modifiers: inline Type parameters: 'T, ^a, ^b, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val xy: {| x: float; y: float |} list
anonymous record field x: float
anonymous record field y: float
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.covOfPairs seq
Parameters:
(^T * ^T) seq
-
The input sequence.
Returns: ^U
The sample covariance estimator (Bessel's correction by N-1) of the paired observations.
Modifiers: inline Type parameters: ^T, ^a, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val xy: (float * float) list
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.covPopulation seq1 seq2
Parameters:
^T seq
-
The first input sequence.
seq2 : ^T seq
-
The second input sequence.
Returns: ^U
The population covariance estimator (denominator N) of the two input sequences.
Modifiers: inline Type parameters: ^T, ^a, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val x: float list
val y: float list
val cov: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.covPopulationBy f seq
Parameters:
'T -> ^a * ^a
-
A function applied to transform each element of the input sequence into a tuple of paired observations.
seq : 'T seq
-
The input sequence.
Returns: ^U
The population covariance estimator (denominator N) of the transformed input sequence.
Modifiers: inline Type parameters: 'T, ^a, ^b, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val data: {| X: float; Y: float |} list
anonymous record field X: float
anonymous record field Y: float
val cov: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.covPopulationOfPairs seq
Parameters:
(^T * ^T) seq
-
The input sequence.
Returns: ^U
The population covariance estimator (denominator N) of the paired observations.
Modifiers: inline Type parameters: ^T, ^a, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val xy: (float * float) list
val cov: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.cv items
Parameters:
^T seq
-
The input sequence.
Returns: ^U
The Coefficient of Variation of a sample (Bessel's correction by N-1) of the input sequence.
Modifiers: inline Type parameters: ^T, ^U, ^a, ^b |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val cv: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.cvBy f items
Parameters:
'T -> ^a
-
A function applied to transform each element of the sequence.
items : 'T seq
-
The input sequence.
Returns: ^U
The Coefficient of Variation of a sample (Bessel's correction by N-1) of the transformed input sequence.
Modifiers: inline Type parameters: 'T, ^a, ^U, ^b, ^c |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val cv: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.cvPopulation items
Parameters:
^T seq
-
The input sequence.
Returns: ^U
The Coefficient of Variation of the population of the input sequence.
Modifiers: inline Type parameters: ^T, ^U, ^a, ^b |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val cv: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.cvPopulationBy f items
Parameters:
'T -> ^a
-
A function applied to transform each element of the sequence.
items : 'T seq
-
The input sequence.
Returns: ^U
The Coefficient of Variation of the population of the transformed input sequence.
Modifiers: inline Type parameters: 'T, ^a, ^U, ^b, ^c |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val cv: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.getCvOfReplicates rep data
Parameters:
int
-
The number of replicates.
data : ^a seq
-
The input sequence.
Returns: ^a0 seq
A sequence of coefficients of variation for each replicate group.
Modifiers: inline Type parameters: ^a, ^a, ^b, ^c |
Example
val values: float list
val cvs: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.getMeanOfReplicates rep data
Parameters:
int
-
The number of replicates.
data : ^a seq
-
The input sequence.
Returns: ^a0 seq
A sequence of sample means for each replicate group.
Modifiers: inline Type parameters: ^a, ^a |
Example
val values: float list
val means: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.getStDevOfReplicates rep data
Parameters:
int
-
The number of replicates.
data : ^a seq
-
The input sequence.
Returns: 'c seq
A sequence of sample standard deviations for each replicate group.
Modifiers: inline Type parameters: ^a, ^a, ^b, 'c |
Example
val values: float list
val stDevs: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.mean items
Parameters:
^T seq
-
The input sequence.
Returns: ^U
The population mean (Normalized by N).
Modifiers: inline Type parameters: ^T, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val m: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.meanBy f items
Parameters:
'T -> ^U
-
A function applied to transform each element of the sequence.
items : 'T seq
-
The input sequence.
Returns: ^U
The population mean (Normalized by N) of the transformed sequence.
Modifiers: inline Type parameters: 'T, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val m: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.meanGeometric items
Parameters:
^T seq
-
The input sequence.
Returns: ^U
The geometric mean of the input sequence.
Modifiers: inline Type parameters: ^T, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val m: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.meanGeometricBy f items
Parameters:
'T -> ^a
-
A function applied to transform each element of the sequence.
items : 'T seq
-
The input sequence.
Returns: ^U
The geometric mean of the transformed input sequence.
Modifiers: inline Type parameters: 'T, ^a, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val m: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.meanHarmonic items
Parameters:
^T seq
-
The input sequence.
Returns: ^T
The harmonic mean of the input sequence.
Modifiers: inline Type parameters: ^T |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val m: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.meanHarmonicBy f items
Parameters:
'T -> ^U
-
A function applied to transform each element of the sequence.
items : 'T seq
-
The input sequence.
Returns: ^U
The harmonic mean of the transformed input sequence.
Modifiers: inline Type parameters: 'T, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val m: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.meanQuadratic items
Parameters:
^T seq
-
The input sequence.
Returns: ^U
The quadratic mean of the input sequence.
Modifiers: inline Type parameters: ^T, ^a, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val m: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.meanQuadraticBy f items
Parameters:
'a -> ^b
-
A function applied to transform each element of the sequence.
items : ^T seq
-
The input sequence.
Returns: ^U
The quadratic mean of the transformed input sequence.
Modifiers: inline Type parameters: 'a, ^T, ^b, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val m: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.meanTruncated proportion data
Parameters:
float
-
The proportion of values to discard from each end.
data : ^T seq
-
The input sequence.
Returns: ^T
The truncated (trimmed) mean of the input sequence.
Modifiers: inline Type parameters: ^T |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float seq
val m: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.meanTruncatedBy f proportion data
Parameters:
'T -> ^U
-
A function applied to transform each element of the sequence.
proportion : float
-
The proportion of values to discard from each end.
data : 'T seq
-
The input sequence.
Returns: ^U
The truncated (trimmed) mean of the transformed input sequence.
Modifiers: inline Type parameters: 'T, ^U |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val m: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.median items
Parameters:
^T seq
-
The input sequence.
Returns: ^T
The sample median of the input sequence.
Modifiers: inline Type parameters: ^T, ^a |
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Full Usage:
Seq.medianAbsoluteDev data
Parameters:
float seq
-
The input sequence.
Returns: float
The median absolute deviation (MAD) of the input sequence.
|
Example
val values: float list
val mad: obj
module Seq
from Microsoft.FSharp.Collections
|
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Full Usage:
Seq.range items
Parameters:
'a seq
-
The input sequence.
Returns: Interval<'a>
The range of the input sequence as an Interval{T}.
Modifiers: inline Type parameters: 'a |
Example
val values: int list
val r: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.rangeBy f items
Parameters:
'a -> 'a0
-
A function applied to transform each element of the sequence.
items : 'a seq
-
The input sequence.
Returns: Interval<'a>
The range of the transformed input sequence as an Interval{T}.
Modifiers: inline Type parameters: 'a, 'a |
Example
val values: int list
val r: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.sem items
Parameters:
^T seq
-
The input sequence.
Returns: float
The standard error of the mean (SEM) of the input sequence.
Modifiers: inline Type parameters: ^T, ^a, ^b |
Example
val values: float list
val sem: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.stDev items
Parameters:
^T seq
-
The input sequence.
Returns: 'U
The sample standard deviation (Bessel's correction by N-1) of the input sequence.
Modifiers: inline Type parameters: ^T, ^a, ^b, 'U |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val sd: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.stDevBy f items
Parameters:
'T -> ^a
-
A function applied to transform each element of the sequence.
items : 'T seq
-
The input sequence.
Returns: 'U
The sample standard deviation (Bessel's correction by N-1) of the transformed input sequence.
Modifiers: inline Type parameters: 'T, ^a, ^b, ^c, 'U |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val sd: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.stDevPopulation items
Parameters:
^T seq
-
The input sequence.
Returns: 'U
The population standard deviation (denominator = N) of the input sequence.
Modifiers: inline Type parameters: ^T, ^a, ^b, 'U |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val sd: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.stDevPopulationBy f items
Parameters:
'T -> ^a
-
A function applied to transform each element of the sequence.
items : 'T seq
-
The input sequence.
Returns: 'U
The population standard deviation (denominator = N) of the transformed input sequence.
Modifiers: inline Type parameters: 'T, ^a, ^b, ^c, 'U |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val sd: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.stats items
Parameters:
^T seq
-
The input sequence.
Returns: SummaryStats<^T>
The SummaryStats of the input sequence.
Modifiers: inline Type parameters: ^T, ^a, ^b, ^c |
Welford�s online algorithm
Example
val values: float list
val stats: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.var items
Parameters:
^T seq
-
The input sequence.
Returns: ^U
The sample variance (Bessel's correction by N-1) of the input sequence.
Modifiers: inline Type parameters: ^T, ^U, ^a |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val v: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.varBy f items
Parameters:
'T -> ^a
-
A function applied to transform each element of the sequence.
items : 'T seq
-
The input sequence.
Returns: ^U
The sample variance (Bessel's correction by N-1) of the transformed input sequence.
Modifiers: inline Type parameters: 'T, ^a, ^U, ^b |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val v: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.varPopulation items
Parameters:
^T seq
-
The input sequence.
Returns: ^U
The population variance estimator (denominator N) of the input sequence.
Modifiers: inline Type parameters: ^T, ^U, ^a |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val v: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.varPopulationBy f items
Parameters:
'T -> ^a
-
A function applied to transform each element of the sequence.
items : 'T seq
-
The input sequence.
Returns: ^U
The population variance estimator (denominator N) of the transformed input sequence.
Modifiers: inline Type parameters: 'T, ^a, ^U, ^b |
Returns NaN if data is empty or if any entry is NaN.
Example
val values: float list
val v: obj
module Seq
from Microsoft.FSharp.Collections
|
||||
Full Usage:
Seq.weightedMean weights items
Parameters:
^T seq
-
The sequence of weights.
items : ^T seq
-
The input sequence.
Returns: 'b
The weighted mean of the input sequence.
Modifiers: inline Type parameters: ^T, ^a, ^U, 'b |
Example
val values: float list
val weights: float list
val m: obj
module Seq
from Microsoft.FSharp.Collections
|
FSharp.Stats