Array

public extension Array where Element == Double
public extension Array where Element: Numeric

Available where Element == Double

  • This is equivalent to numpy.random.rand(count). Module RandomNumberGeneration.

    Declaration

    Swift

    static func random(count: Int) -> [Double]

    Return Value

    Array of length count initialized with random uniform values.

Available where Element: Numeric

  • This is equivalent to numpy.sum(x). Module Statistics.

    Declaration

    Swift

    func sum(
        countFrom start: Element = 0
    ) -> Element

    Parameters

    countFrom

    Starting value for the sum.

    Return Value

    The sum of data.

Available where Element == Double

  • This is equivalent to numpy.mean(x). Module Statistics.

    \hat\mu = {1 \over N} \sum x_i

    Declaration

    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). Module Statistics.

    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) if withMean = nil. Module Statistics.

    {\hat\sigma}^2 = {1 \over N} \sum (x_i - {\hat\mu})^2

    Declaration

    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). Module Statistics.

    {\hat\sigma}^2 = {1 \over (N-1)} \sum (x_i - {\hat\mu})^2

    Declaration

    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)^2

    Declaration

    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) if withMean = nil. Module Statistics.

    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). Module Statistics.

    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)))). Module Statistics.

    {\rm TSS} = \sum (x_i - {\hat\mu})^2

    Declaration

    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))). Module Statistics.

    {\rm TSS} = \sum (x_i - withMean)^2

    Declaration

    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)). Module Statistics.

    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)). Module Statistics.

    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.