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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).
 
(mean '(1 2 3 4 5)) => 3
- (median items)
 - given a list of numbers, items, returns the value which separates the upper and lower halves of the list of numbers.
 
(median '(1 2 3 4)) => 5/2
- (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).
 
(geometric-mean '(1 2 3 4 5)) => 2.60517108469735
- (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