Difference between revisions of "Functions for descriptive statistics"
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* [[doc:rtl/math/mean.html|mean]]: Returns the mean value of an array. | * [[doc:rtl/math/mean.html|mean]]: Returns the mean value of an array. | ||
| − | * [[doc:rtl/math/stddev.html| stddev]]: Returns the standard deviation of an array. | + | * [[doc:rtl/math/stddev.html| stddev]]: Returns the (sample) standard deviation of an array. |
| + | * [[doc:rtl/math/popnstddev.html| popnstddev]]: Returns the (population) standard deviation of an array. | ||
* [[doc:rtl/math/meanandstddev.html| meanandstddev]]: Returns mean and standard deviation of an array. | * [[doc:rtl/math/meanandstddev.html| meanandstddev]]: Returns mean and standard deviation of an array. | ||
* [[doc:rtl/math/momentskewkurtosis.html| momentskewkurtosis]]: Returns the first four moments of an array. | * [[doc:rtl/math/momentskewkurtosis.html| momentskewkurtosis]]: Returns the first four moments of an array. | ||
| − | * [[doc:rtl/math/variance.html| variance]]: Returns the variance of an array. | + | * [[doc:rtl/math/variance.html| variance]]: Returns the (sample) variance of an array. |
| + | * [[doc:rtl/math/popnvariance.html| popnvariance]]: Returns the (population) variance of an array. | ||
* [[doc:rtl/math/totalvariance.html| totalvariance]]: Returns the total variance of an array. | * [[doc:rtl/math/totalvariance.html| totalvariance]]: Returns the total variance of an array. | ||
* [[doc:rtl/math/sumofsquares.html| sumofsquares]]: Returns the sum of squares of an array. | * [[doc:rtl/math/sumofsquares.html| sumofsquares]]: Returns the sum of squares of an array. | ||
Revision as of 02:18, 3 January 2015
Descriptive statistics aim at characterising empirical data by summative parameters (and also by tables and plots}.
Standard functions defined in math unit
The unit math of the RTL provides a plethora of routines for descriptive statistics.
- mean: Returns the mean value of an array.
- stddev: Returns the (sample) standard deviation of an array.
- popnstddev: Returns the (population) standard deviation of an array.
- meanandstddev: Returns mean and standard deviation of an array.
- momentskewkurtosis: Returns the first four moments of an array.
- variance: Returns the (sample) variance of an array.
- popnvariance: Returns the (population) variance of an array.
- totalvariance: Returns the total variance of an array.
- sumofsquares: Returns the sum of squares of an array.
- sum: Returns the sum of values of an array.
- sumsandsquares: Returns sum and sum of squares of the values in an array.
Standard functions defined in other units
- length: Delivers the length (n) of an array.
Custom functions
Standard error of the mean
The standard error of the mean (SEM) is a measure that estimates how precisely the true mean of the population can be known.
Calculation of SEM is simple:
function sem(const data: array of Extended): real;
begin
sem := stddev(data) / sqrt(length(data));
end;