Expand description
Auto-generated module
🤖 Generated with SplitRS
Functions§
- acf
- Autocorrelation function (ACF) up to
max_lag. - anderson_
darling_ statistic - Anderson-Darling test statistic for testing goodness-of-fit.
- autocorrelation_
time - Integrated autocorrelation time Ï„ of
data. - block_
average - Block-averaging estimator.
- boltzmann_
factor - Boltzmann factor exp(−E / (k_B T)).
- bootstrap_
ci - Compute a bootstrap confidence interval for a statistic.
- bootstrap_
se - Bootstrap standard error of a statistic.
- chi_
squared_ gof - Chi-squared goodness-of-fit test returning the statistic and degrees of freedom.
- chi_
squared_ statistic - Chi-squared goodness-of-fit test — returns the χ² statistic.
- chi_
squared_ test - Pearson’s χ² goodness-of-fit statistic.
- correlation
- Returns the Pearson correlation coefficient of
xandy. - correlation_
matrix - Compute the Pearson correlation matrix for a data matrix.
- covariance
- Returns the sample covariance of
xandy(divides by n − 1). - covariance_
matrix - Covariance matrix for a data matrix.
- ecdf_at
- Evaluate the empirical CDF at a given point
x. - empirical_
cdf - Compute the empirical CDF of
data. - free_
energy_ from_ partition - Helmholtz free energy F = −k_B T ln(Z).
- histogram
- Bins
datainton_binsequal-width bins. - huber_
m_ estimator - Huber M-estimator of location.
- iqr
- Returns the inter-quartile range (IQR = Q3 − Q1).
- kruskal_
wallis_ h - Kruskal-Wallis H statistic (non-parametric one-way ANOVA).
- ks_
statistic - Kolmogorov–Smirnov statistic D = sup |F_n(x) − F(x)|.
- ks_
test_ one_ sample - One-sample Kolmogorov-Smirnov test statistic against a theoretical CDF.
- ks_
test_ two_ sample - Two-sample Kolmogorov-Smirnov statistic between empirical distributions of
xandy. - kurtosis
- Returns the excess kurtosis of
data(kurtosis minus 3). - linear_
regression - Simple ordinary least-squares linear regression.
- mad
- Median Absolute Deviation (MAD): median of |x_i - median(x)|.
- mann_
whitney_ u - Mann-Whitney U statistic (non-parametric two-sample test).
- maxwell_
boltzmann_ speed - Most probable speed in the Maxwell–Boltzmann distribution: v_p = √(2 k_B T / m).
- mean
- Returns the arithmetic mean of
data. Returns0.0for an empty slice. - median
- Returns the median of
data, working on a sorted copy. - pacf
- Partial autocorrelation function (PACF) using the Yule-Walker equations.
- partition_
function - Canonical partition function Z = Σ exp(−E_i / (k_B T)).
- pca
- Compute PCA using power iteration on the covariance matrix.
- pca_
transform - Project a centred data vector onto the principal components.
- pearson_
correlation - Returns the Pearson correlation coefficient (alias for
correlation). - pearson_
r - Pearson correlation coefficient.
- percentile
- Returns the
p-th percentile ofdatausing linear interpolation. - quartiles
- Returns the lower quartile (Q1), median (Q2), and upper quartile (Q3).
- running_
average - Returns a closure that computes a running mean over the last
windowvalues. - sample_
kurtosis - Compute excess kurtosis (kurtosis − 3). (Alias retained as a standalone function for convenience.)
- sample_
skewness - Compute sample skewness via the adjusted Fisher-Pearson method. (Alias retained as a standalone function for convenience.)
- shapiro_
wilk_ w - Shapiro-Wilk normality approximation (W statistic only, no p-value).
- skewness
- Returns the sample skewness of
data. - spearman_
correlation - Spearman rank correlation coefficient between
xandy. - std_dev
- Returns the unbiased sample standard deviation of
data. - t_
test_ one_ sample - One-sample t-test against a hypothesised mean
mu0. - t_
test_ one_ sample_ full - Compute the p-value for a two-sided one-sample Student’s t-test.
- t_
test_ two_ sample - Two-sample independent t-test.
- tukey_
biweight_ estimator - Tukey biweight (bisquare) M-estimator of location.
- variance
- Returns the unbiased sample variance of
data(divides by n − 1). - welch_
t_ test - Compute two-sample Welch’s t-test (unequal variances).
- wilcoxon_
signed_ rank - Wilcoxon signed-rank test statistic for paired data.