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309360891955732d5872b2fa7a7e93e80c2f433a
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52 Commits

Author SHA1 Message Date
btracey
3093608919 Zeroed count in Histogram so the correct answer is returned when count != nil 2015-01-10 12:42:45 -08:00
btracey
a723bc27d8 Fix Histogram implementation. 
The former behavior of Histogram did not agree with the documentation. The documentation matched
the spirit of floats.Within, so keep the documentation and fix the behavior. This change updates
the function behavior, as well as corrects the test and the example.
 2015-01-10 10:41:15 -08:00
Jonathan J Lawlor
fb2fe6268d fix weighted covariance implementation 
Weighted covariance accidentally used squared weights.  Added a test
case and fixed implementation.
 2014-12-23 21:41:15 -05:00
Jonathan J Lawlor
d50d7fb383 correct weighted test, and make fixture clearer 
Changed the names of the test table to be clearer.  Also made the
answer a matrix and used Dense.Equals instead of performing the
comparison on r, c, and the raw data.

Also, the old results for the weighted case were wrong.  I’ve added the
same items into the stat_test.go file.
 2014-12-22 19:58:09 -05:00
Jonathan J Lawlor
26cf6c0af7 remove unneeded print-comment 
The sentence was a bit of a non-sequitur.
 2014-11-14 11:31:59 -05:00
Jonathan J Lawlor
cf4e806f4c Rename MomentAt -> MomentAbout 
Change the name of MomentAt to MomentAbout, as discussed on gonum-dev.
 2014-11-07 21:20:16 -05:00
Jonathan J Lawlor
de2c9e7595 Simplify Moment Sig 
Simplify the moment function to no longer take a mean, and implement
tests.
 2014-11-07 21:17:58 -05:00
Jonathan J Lawlor
cefae5e543 Simplify ExKurtosis Sig 
Remove mean and std from the input to ExKurtosis.
 2014-11-07 18:33:15 -05:00
Jonathan J Lawlor
943fa00fdc Simplify Skew Sig 
Simplify the Skew interface to remove dependence on mean and standard
deviation calculation.
 2014-11-07 18:23:43 -05:00
Jonathan J Lawlor
d310d7322a Simplify Correlation Sig 
This used similar code as the Covariance function.  Also, the example
was incorrect (verified via MATLAB) and had a line
`meanY := Mean(x, w)`

Which demonstrates the problem of calculating the weighted mean and
standard deviation externally.
 2014-11-07 00:09:08 -05:00
Jonathan J Lawlor
c69ec6cd62 Simplify covariance sig 
Changed covariance to remove the need to supply the means.  Also
implemented the corrected two-pass method to estimate the covariance.
 2014-11-06 23:00:27 -05:00
Jonathan J Lawlor
40ba293d33 simplify sig to StdDev 
Removed the mean from the standard deviation calculation.
 2014-11-06 20:45:03 -05:00
Jonathan J Lawlor
1d2d682785 implement new MeanVariance and Variance 
Simplified Variance by removing the input mean from the sig, and
implemented a MeanVariance function which calculates the corrected
two-pass corrected sample variance.  It also calculates the mean, so it
returns that as well, which should save some calculation under most
cases.
 2014-11-06 20:40:10 -05:00
Jonathan J Lawlor
84e5c41a10 add test fixture for Quantile when p is NaN 2014-11-02 23:18:52 -05:00
Jonathan J Lawlor
ad68effc03 Add test fixture for weighted Harmonic Mean 
Added a simple test case for weighted harmonic mean.
 2014-11-02 23:12:11 -05:00
Jonathan J Lawlor
e96934fae8 add test fixture for weighted geometric mean 
Added a simple test case for a weighted geometric mean
 2014-11-02 23:11:44 -05:00
Jonathan J Lawlor
fc2026e897 add test for Variance panic 2014-10-31 00:02:20 -04:00
Jonathan J Lawlor
137309c26e add test for StdScore 2014-10-31 00:00:58 -04:00
Jonathan J Lawlor
bcb8fc7d46 add tests for SortWeighted 2014-10-30 23:46:08 -04:00
Jonathan J Lawlor
97ce3fb14a add test for Skew 
Added test for the Skew panic.
 2014-10-30 23:36:33 -04:00
Jonathan J Lawlor
e64d007bb4 add tests for Quantile 
Added test fixture for the NaN case, which required a bit of
modification to the test code as well, and added tests for the various
panics that can occur.
 2014-10-30 23:34:10 -04:00
Jonathan J Lawlor
e291e27aeb add tests for Moment 
Added test for panic and  weighted case.
 2014-10-30 23:16:03 -04:00
Jonathan J Lawlor
4080c2b351 add test for Mode panic 2014-10-30 23:07:26 -04:00
Jonathan J Lawlor
de72537e4e add test for Mean panic 2014-10-30 23:06:13 -04:00
Jonathan J Lawlor
219b791a54 add test for KL panic 2014-10-30 23:04:56 -04:00
Jonathan J Lawlor
f3f7e82a84 Add tests for KS NaNs and panics 
Added tests for the special cases of KolmogorovSmirnov, specifically
when the inputs have NaN or the various ways that result in a panic.
 2014-10-30 22:51:41 -04:00
Jonathan J Lawlor
9c9aa85f27 Add test for JensenShannon panic 
Add test when p and q have different lengths.
 2014-10-30 22:36:36 -04:00
Jonathan J Lawlor
f7a24e5044 Add tests to for Histogram panics 
Added tests for the possible panics in Histogram.
 2014-10-30 22:26:46 -04:00
Jonathan J Lawlor
b46612a979 add test for Hellinger panic 
Add test for slice length mismatch.
 2014-10-30 21:45:07 -04:00
Jonathan J Lawlor
21f8a0983b add tests for HarmonicMean 
Added tests for harmonic mean, specifically when the weights are nil or
the possible panic.
 2014-10-30 21:41:18 -04:00
Jonathan J Lawlor
d31cd5d21e add tests for GeometricMean 
Add tests for GeometricMean, specifically the case without any weights
and the possible panic.
 2014-10-30 20:48:20 -04:00
Jonathan J Lawlor
6eab3f0cba Add test for ExKurtosis panic 
Added a test for the slice length mismatch
 2014-10-30 20:24:03 -04:00
Jonathan J Lawlor
8669c5e165 Add tests for cross entropy's panic 2014-10-19 22:00:15 -04:00
Jonathan J Lawlor
19ed9ad89b Add tests for Covariance 
There were no tests for covariance, only the example.
 2014-10-19 21:53:28 -04:00
Jonathan J Lawlor
b77ecc2c2d Add test for chi2 panic 2014-10-19 18:37:14 -04:00
Jonathan J Lawlor
5d7e4d3b79 test for chi2 special case 
Add test for chi squared distance special case, with both bins == 0.
 2014-10-19 18:35:42 -04:00
Jonathan J Lawlor
f510cbd899 Handle NaN inputs in CDF 
When sort.Float64sAreSorted is called, it panics on NaN inputs.

The way the code is written, there seems to be an intent that if the
input x contains a NaN, then the function should return a NaN.  I
switched the order of the conditional statements so that this became
possible.

I also modified the test cases so that cases with NaN could be
evaluated.
 2014-10-19 18:28:50 -04:00
Jonathan J Lawlor
2afe21d761 Add tests for panics in CDF 
Add test cases for the various ways that CDF can panic.

We might want to have a reserved CumulantKind that is always invalid,
just for testing.
 2014-10-19 17:31:03 -04:00
Jonathan J Lawlor
e5c3361454 Add test for panic in Bhattacharyya 2014-10-19 17:09:43 -04:00
Jonathan J Lawlor
013f164022 add Panics to help test code that should panic 
This is from gonum/floats’s tests.  It wraps a called function in a
defer / panic (hopefully) / recover.
 2014-10-19 17:09:19 -04:00
btracey
c2c92a04af Added Kolmogorov-Smirnov distance function and test 2014-09-18 16:20:10 -07:00
btracey
1da795789e Fixed check for zero probability value in JensenShannon and updated test. 2014-09-16 23:46:39 -07:00
btracey
6f420f1ff0 Added JensenShannon distance function with test 2014-09-16 22:57:24 -07:00
Brendan Tracey
9cabea418c Merge pull request #6 from pradeep-pyro/stat_distances 
Added a few statistical distances
 2014-09-02 22:27:49 -07:00
btracey
fae354edd8 Fixed spelling of Kullback-Leibler. 2014-09-01 10:19:05 -07:00
pradeep
ceb78858fe Reorder functions in alphabetical order. 
Remove normalization in bhattacharyyaCoeff().
 2014-09-01 16:35:40 +08:00
pradeep
ca4b71f0fa Fixed bugs; 
Added Bhattacharyya(), Hellinger() and tests;
Removed Intersection().
 2014-09-01 14:26:59 +08:00
btracey
244075b735 Make golint happy. Change StDev to StdDev. 
This CL changes the function signature from StDev to StdDev to match the other StandardXxx functions.
Additionally, this PR fixes the comments that don't start with the correct name
and changes +=1 to ++ by recommendation from golint
 2014-08-05 21:58:31 -07:00
btracey
758d7216bc Changed formattign on histogram function. Changed name of Percentile to CDF and improved panic message 
Lists should be separated out into their own block (see the reflect package).
It was decided in code review that Quantile and Percentile are confusing
so it was decided to change it to Quantile and CDF
 2014-08-05 19:19:27 -07:00
btracey
a00167aefa Flipped the names of Quantile and Percentile. Added CumulantKind to Quantile and Percentile functions. 2014-08-05 11:01:47 -07:00