Array
public extension Array where Element == Double
public extension Array where Element: Numeric
-
This is equivalent to
numpy.random.rand(count)
. ModuleRandomNumberGeneration
.Declaration
Swift
static func random(count: Int) -> [Double]
Return Value
Array of length
count
initialized with random uniform values.
-
This is equivalent to
numpy.sum(x)
. ModuleStatistics
.Declaration
Swift
func sum( countFrom start: Element = 0 ) -> Element
Parameters
countFrom
Starting value for the sum.
Return Value
The sum of data.
-
This is equivalent to
numpy.mean(x)
. ModuleStatistics
.\hat\mu = {1 \over N} \sum x_iDeclaration
Swift
func mean( withStride stride: Int = 1 ) -> Double
Parameters
withStride
Stride to apply.
Return Value
The arithmetic mean of data.
-
This is equivalent to
numpy.median(x)
. ModuleStatistics
.Declaration
Swift
func median( isSorted: Bool = false, withStride stride: Int = 1 ) -> Double
Parameters
isSorted
Whenewer data are already sorted.
withStride
Stride to apply.
Return Value
The median of data.
-
This is equivalent to
numpy.var(x)
ifwithMean = nil
. ModuleStatistics
.{\hat\sigma}^2 = {1 \over N} \sum (x_i - {\hat\mu})^2Declaration
Swift
func variance( withMean customMean: Double? = nil, withStride stride: Int = 1 ) -> Double
Parameters
withMean
The mean value to compute with.
withStride
Stride to apply.
Return Value
The variance of data.
-
This is equivalent to
numpy.var(x, ddof=1)
. ModuleStatistics
.{\hat\sigma}^2 = {1 \over (N-1)} \sum (x_i - {\hat\mu})^2Declaration
Swift
func sampleVariance( withStride stride: Int = 1 ) -> Double
Parameters
withStride
Stride to apply.
Return Value
The sample variance of data.
-
Module
Statistics
.{\hat\sigma}^2 = {1 \over (N-1)} \sum (x_i - withMean)^2Declaration
Swift
func sampleVariance( withMean mean: Double, withStride stride: Int = 1 ) -> Double
Parameters
withMean
The mean value to compute with.
withStride
Stride to apply.
Return Value
The sample variance of data.
-
This is equivalent to
numpy.std(x)
ifwithMean = nil
. ModuleStatistics
.Declaration
Swift
func standardDeviation( withMean customMean: Double? = nil, withStride stride: Int = 1 ) -> Double
Parameters
withMean
The mean value to compute with.
withStride
Stride to apply.
Return Value
The standard deviation of data.
-
This is equivalent to
numpy.std(x, ddof=1)
. ModuleStatistics
.Declaration
Swift
func sampleStandardDeviation( withStride stride: Int = 1 ) -> Double
Parameters
withStride
Stride to apply.
Return Value
The sample standard deviation of data.
-
Module
Statistics
.Declaration
Swift
func sampleStandardDeviation( withMean mean: Double, withStride stride: Int = 1 ) -> Double
Parameters
withMean
The mean value to compute with.
withStride
Stride to apply.
Return Value
The sample standard deviation of data.
-
This is equivalent to
numpy.sum(numpy.square(numpy.subtract(data, numpy.mean(data))))
. ModuleStatistics
.{\rm TSS} = \sum (x_i - {\hat\mu})^2Declaration
Swift
func totalSumOfSquares( withStride stride: Int = 1 ) -> Double
Parameters
withStride
Stride to apply.
Return Value
The total sum of squares of data.
-
This is equivalent to
numpy.sum(numpy.square(numpy.subtract(data, withMean)))
. ModuleStatistics
.{\rm TSS} = \sum (x_i - withMean)^2Declaration
Swift
func totalSumOfSquares( withMean mean: Double, withStride stride: Int = 1 ) -> Double
Parameters
withMean
The mean value to compute with.
withStride
Stride to apply.
Return Value
The total sum of squares of data.
-
This is equivalent to
numpy.divide(numpy.sum(numpy.abs(numpy.subtract(data, numpy.mean(data))))), len(data))
. ModuleStatistics
.ad = {1 \over N} \sum |x_i - {\hat\mu}|Declaration
Swift
func absoluteDeviation( withStride stride: Int = 1 ) -> Double
Parameters
withStride
Stride to apply.
Return Value
The absolute deviation from the mean of data.
-
This is equivalent to
numpy.divide(numpy.sum(numpy.abs(numpy.subtract(data, withMean))), len(data))
. ModuleStatistics
.ad = {1 \over N} \sum |x_i - withMean|Declaration
Swift
func absoluteDeviation( withMean mean: Double, withStride stride: Int = 1 ) -> Double
Parameters
withMean
The mean value to compute with.
withStride
Stride to apply.
Return Value
The absolute deviation from the mean of data.
-
skew = {1 \over N} \sum {\left( x_i - {\hat\mu} \over {\hat\sigma} \right)}^3
Declaration
Swift
func skew( withStride stride: Int = 1 ) -> Double
Parameters
withStride
Stride to apply.
Return Value
The skewness of data.
-
skew = {1 \over N} \sum {\left( x_i - withMean \over withSampleStandardDeviation \right)}^3
Declaration
Swift
func skew( withMean mean: Double, withSampleStandardDeviation sstd: Double, withStride stride: Int = 1 ) -> Double
Parameters
withMean
The mean value to compute with.
withSampleStandardDeviation
The std value to compute with.
withStride
Stride to apply.
Return Value
The skewness of data.
-
kurtosis = \left( {1 \over N} \sum {\left(x_i - {\hat\mu} \over {\hat\sigma} \right)}^4 \right) - 3
Declaration
Swift
func kurtosis( withStride stride: Int = 1 ) -> Double
Parameters
withStride
Stride to apply.
Return Value
The kurtosis of data
-
kurtosis = {1 \over N} \left( \sum {\left(x_i - withMean \over withSampleStandardDeviation \right)}^4 \right) - 3
Declaration
Swift
func kurtosis( withMean mean: Double, withSampleStandardDeviation sstd: Double, withStride stride: Int = 1 ) -> Double
Parameters
withMean
The mean value to compute with.
withSampleStandardDeviation
The std value to compute with.
withStride
Stride to apply.
Return Value
The kurtosis of data
-
a_1 = {\sum_{i = 2}^{n} (x_{i} - \hat\mu) (x_{i-1} - \hat\mu) \over \sum_{i = 1}^{n} (x_{i} - \hat\mu) (x_{i} - \hat\mu)}
Declaration
Swift
func lag1AutoCorrelation( withStride stride: Int = 1 ) -> Double
Parameters
withStride
Stride to apply.
Return Value
The lag-1 autocorrelation of the dataset.
-
a_1 = {\sum_{i = 2}^{n} (x_{i} - withMean) (x_{i-1} - withMean) \over \sum_{i = 1}^{n} (x_{i} - withMean) (x_{i} - withMean)}
Declaration
Swift
func lag1AutoCorrelation( withMean mean: Double, withStride stride: Int = 1 ) -> Double
Parameters
withStride
Stride to apply.
Return Value
The lag-1 autocorrelation of the dataset.
-
covar = {1 \over (n - 1)} \sum_{i = 1}^{n} (x_{i} - \hat x) (y_{i} - \hat y)
Declaration
Swift
func covariance( with data: [Double], withStride stride: Int = 1, withStride2 stride2: Int = 1 ) -> Double
Parameters
with
Second dataset to compute covariance against.
withStride
Stride to apply to self.
withStride2
Stride to apply to with.
Return Value
The covariance of the datasets self and with.
-
This is equivalent to
numpy.cov(self, with)[0][1]
.covar = {1 \over (n - 1)} \sum_{i = 1}^{n} (x_{i} - \hat x) (y_{i} - \hat y)Declaration
Swift
func covariance( with data: [Double], withMean mean: Double, withMean2 mean2: Double, withStride stride: Int = 1, withStride2 stride2: Int = 1 ) -> Double
Parameters
with
Second dataset to compute covariance against.
withMean
The mean value of with to compute with.
withMean
The mean value of with to compute with.
withStride
Stride to apply to self.
withStride2
Stride to apply to with.
Return Value
The covariance of the datasets self and with.
-
This is equivalent to
numpy.corrcoef(self, with)[0][1]
.r = {cov(x, y) \over \hat\sigma_x \hat\sigma_y} = {{1 \over n-1} \sum (x_i - \hat x) (y_i - \hat y) \over \sqrt{{1 \over n-1} \sum (x_i - {\hat x})^2} \sqrt{{1 \over n-1} \sum (y_i - {\hat y})^2} }Declaration
Swift
func correlation( with data: [Double], withStride stride: Int = 1, withStride2 stride2: Int = 1 ) -> Double
Parameters
with
Second dataset to compute correlation against.
withStride
Stride to apply to self.
withStride2
Stride to apply to with.
Return Value
The correlation of the datasets self and with.
-
This is equivalent to
scipy.stats.spearmanr(self, with).correlation
.Declaration
Swift
func spearman( with data: [Double], withStride stride: Int = 1, withStride2 stride2: Int = 1 ) -> Double
Parameters
with
Second dataset to compute correlation agaisnst.
withStride
Stride to apply to self.
withStride2
Stride to apply to with.
Return Value
The Spearman rank correlation coefficient between the datasets self and with.
-
{\hat\mu} = {{\sum w_i x_i} \over {\sum w_i}}
Declaration
Swift
func weightedMean( weights: [Double], withWeightsStride wStride: Int = 1, withDataStride dataStride: Int = 1 ) -> Double
Parameters
weights
Weighted mean of the dataset.
withWeightsStride
Stride to apply to weights.
withDataStride
Stride to apply to data.