object DescriptiveStats
Provides utilities for descriptive statistics, like the mean and variance.
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def
cov[T](it1: Iterable[T], it2: Iterable[T])(implicit n: Fractional[T]): Any
Returns covariance between two vectors.
Returns covariance between two vectors.
Note: Will happily compute covariance between vectors of different lengths by truncating the longer vector.
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meanAndCov[T](it1: TraversableOnce[T], it2: TraversableOnce[T])(implicit frac: Fractional[T]): (T, T, Any)
Returns both means and covariance between two vectors.
Returns both means and covariance between two vectors. Single pass algorithm.
Note: Will happily compute covariance between vectors of different lengths by truncating the longer vector.
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def
percentile(it: TraversableOnce[Double], p: Double): Double
Returns the estimate of the data at p * it.size after copying and sorting, where p in [0,1].
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def
percentileInPlace(arr: Array[Double], p: Double): Double
Returns the estimate of a pre-sorted array at p * it.size, where p in [0,1].
Returns the estimate of a pre-sorted array at p * it.size, where p in [0,1].
Note: Result is invalid if the input array is not already sorted.
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