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Introduction
This library is a port of Larry Hunter's Lisp statistics library to chicken scheme.
The library provides a number of formulae and methods taken from the book "Fundamentals of Biostatistics" by Bernard Rosner (5th edition).
Provided Functions
Utilities
- average-rank
- beta-incomplete
- bin-and-count
- combinations
- factorial
- find-critical-value
- fisher-z-transform
- gamma-incomplete
- gamma-ln
- permutations
- random-normal
- (random-pick items)
- given a list of items, returns a random item.
- (random-sample n items)
- given a number of items to select, n, and a list of items to select from, items, returns a random sample without replacement of size n.
- (sign n)
- given a number n, returns 0, 1 or -1 according to if n is zero, positive or negative.
- (square n)
- given a number n, returns the square of n.
Descriptive statistics
- (mean items)
- given a list of numbers, items, returns the arithmetic mean of the items (the sum of the numbers divided by the number of numbers).
- (median items)
- given a list of numbers, items, returns the value which separates the upper and lower halves of the list of numbers.
- (mode items)
- (geometric-mean items)
- given a list of numbers, items, returns the geometric mean of the items (the result of multiplying the items together and then taking the nth root, where n is the number of items).
- (range )
- (percentile items n)
- (variance items)
- (standard-deviation items)
- (coefficient-of-variation items)
- (standard-error-of-the-mean )
- (mean-sd-n items)
Distributional functions
- binomial-probability
- binomial-cumulative-probability
- binomial-ge-probability
- binomial-le-probability
- poisson-probability
- poisson-cumulative-probability
- poisson-ge-probability
- normal-pdf
- convert-to-standard-normal
- phi
- z
- t-distribution
- chi-square
- chi-square-cdf
Confidence intervals
- binomial-probability-ci
- poisson-mu-ci
- normal-mean-ci
- normal-mean-ci-on-sequence
- normal-variance-ci
- normal-variance-ci-on-sequence
- normal-sd-ci
- normal-sd-ci-on-sequence
Hypothesis testing
(parametric)
- z-test
- z-test-on-sequence
- t-test-one-sample
- t-test-one-sample-on-sequence
- t-test-paired
- t-test-paired-on-sequences
- t-test-two-sample
- t-test-two-sample-on-sequences
- f-test
- chi-square-test-one-sample
- binomial-test-one-sample
- binomial-test-two-sample
- fisher-exact-test
- mcnemars-test
- poisson-test-one-sample
(non parametric)
- sign-test
- sign-test-on-sequence
- wilcoxon-signed-rank-test
- wilcoxon-signed-rank-test-on-sequences
- chi-square-test-rxc
- chi-square-test-for-trend
Sample size estimates
- t-test-one-sample-sse
- t-test-two-sample-sse
- t-test-paired-sse
- binomial-test-one-sample-sse
- binomial-test-two-sample-sse
- binomial-test-paired-sse
- correlation-sse
Correlation and regression
- linear-regression
- correlation-coefficient
- correlation-test-two-sample
- correlation-test-two-sample-on-sequences
- spearman-rank-correlation
Significance test functions
- t-significance
- f-significance
Authors
Peter Lane wrote the scheme version of this library. The original Lisp version was written by Larry Hunter.
License
GPL version 3.0.
Requirements
Needs srfi-1, srfi-25, srfi-69, vector-lib, numbers, extras, foreign, format
Uses the GNU scientific library for basic numeric processing, so requires libgsl, libgslcblas and the development files for libgsl.
Version History
trunk, for testing