StatisticalTools plugin

StatisticalTools plugin - Sample Estimators, Probability Density Functions, Cumulative Density Functions, Quantile functions… - Messages

#1 Posted: 11/5/2012 7:30:15 AM
Davide Carpi

Davide Carpi

1415 likes in 2872 posts.

Group: Moderator

Hi all,

Just a seed for statistical purposes


Plugin handles primitives listed below:

Sample Estimators

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Probability Density Functions

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Cumulative Density Functions

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Quantile functions

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Random Numbers

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Tools

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PLEASE REPORT HERE ANY ISSUE.


requirements: .Net Framework 3.5 (Windows) / Mono 2.0 (Linux) / SMath Studio 0.97.5581
installation: Tools > Plugins > change "Local Storage" to "Online Gallery" > Statistical Tools
sources: if you want to see the plugin sources, look in the SVN repository.
embedded plugins: Meta Numerics library 2.2.1.0 (website, license)
StatisticalTools_docs.zip (34 KiB) downloaded 528 time(s).
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
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Radovan Omorjan 11/5/2012 7:50:00 AM
#2 Posted: 11/5/2012 8:01:07 AM
Radovan Omorjan

Radovan Omorjan

325 likes in 2052 posts.

Group: Moderator

Hello w3b5urf3r,

I remained almost speechless by seeing this

Have no words to express my gratitude for this plugin

Just hope that the inverse cumulative distributions would be applied as well.

Just one suggestion if you would not mind. There is a naming convention in Mathcad and R ("lingua franca" for statistics).

pdf (probability density starts with d - like dnorm)
cdf (cumulative probability function starts with p - like pnorm)
inverse cdf (inverse cumulative probability function starts with q - like qnorm)
random numbers from a distribution starting with r - like rnorm

Regards,
Radovan

EDIT: Maybe redundant to say, but besides normal there are t-student, chi-squared and F which are "must have" continuous distributions.
When Sisyphus climbed to the top of a hill, they said: "Wrong boulder!"
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Davide Carpi 11/5/2012 7:18:00 PM
#3 Posted: 11/5/2012 3:08:53 PM
Martin Kraska

Martin Kraska

1222 likes in 2150 posts.

Group: Moderator

Hello w3b5urf3r,

thank you for the great work. I just got one question. As far as I understand, the Mode function gives the value (or a vector of values) with the highest number of occurences in a dataset.

Then, in the following the result should be a vector of (1 2 3 5) with 4 occurences.

[MATH lang=ENG]Mode(mat(1,3,5,1,6,2,3,2,5,2,3,5,5,2,1,3,4,1,3,6),1)=mat(mat(5,1,1),mat(2,1,1),2,1)@#[/MATH]

Best regards, Martin

BTW, I like the smart handling of vector arguments in functions!
Martin Kraska Pre-configured portable distribution of SMath Studio: https://en.smath.info/wiki/SMath%20with%20Plugins.ashx
#4 Posted: 11/5/2012 7:17:40 PM
Davide Carpi

Davide Carpi

1415 likes in 2872 posts.

Group: Moderator

Wrote

Hello w3b5urf3r,

thank you for the great work. I just got one question. As far as I understand, the Mode function gives the value (or a vector of values) with the highest number of occurences in a dataset.

Then, in the following the result should be a vector of (1 2 3 5) with 4 occurences.

[MATH lang=ENG]Mode(mat(1,3,5,1,6,2,3,2,5,2,3,5,5,2,1,3,4,1,3,6),1)=mat(mat(5,1,1),mat(2,1,1),2,1)@#[/MATH]

Best regards, Martin

BTW, I like the smart handling of vector arguments in functions!



Thank you Martin, I've lost 2 lines of code cleaning the sources...

fixed & updated


best regards

w3b5urf3r
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
#5 Posted: 11/6/2012 7:23:55 PM
Martin Kraska

Martin Kraska

1222 likes in 2150 posts.

Group: Moderator

Hello w3b5urf3r,

some minor doc issues:

in pdf.sm, the doc for pdf.uniform needs a little correction:

[MATH lang=ENG]f(x,a,b):line(if(a>b,line(swap:a,a:b,b:swap,3,1),0),if((x≥a)&(x≤b),1/{b-a},0),2,1)[/MATH]

Also, the pdf.Rayleigh(2) and cdf.Rayleigh(2) help strings seem to have a copy-paste error.

Best regards, Martin
Martin Kraska Pre-configured portable distribution of SMath Studio: https://en.smath.info/wiki/SMath%20with%20Plugins.ashx
#6 Posted: 11/7/2012 5:03:45 AM
Radovan Omorjan

Radovan Omorjan

325 likes in 2052 posts.

Group: Moderator

Hello w3b5urf3r,

I would kindly ask you to insert into this plugin at least intercept(x,y) and slope(x,y) functions for calculating the least square intercept and slope of a straight line giving two data vectors.

Regards,
Radovan
When Sisyphus climbed to the top of a hill, they said: "Wrong boulder!"
#7 Posted: 11/8/2012 10:36:35 AM
Davide Carpi

Davide Carpi

1415 likes in 2872 posts.

Group: Moderator

Wrote

Hello w3b5urf3r,

I would kindly ask you to insert into this plugin at least intercept(x,y) and slope(x,y) functions for calculating the least square intercept and slope of a straight line giving two data vectors.

Regards,
Radovan


Ok :d .

Wrote

Hello w3b5urf3r,

some minor doc issues:

in pdf.sm, the doc for pdf.uniform needs a little correction:

[MATH lang=ENG]f(x,a,b):line(if(a>b,line(swap:a,a:b,b:swap,3,1),0),if((x≥a)&(x≤b),1/{b-a},0),2,1)[/MATH]

Also, the pdf.Rayleigh(2) and cdf.Rayleigh(2) help strings seem to have a copy-paste error.

Best regards, Martin


Done, will be available in the next relase .


regards,

w3b5urf3r
SMath Studio - [sample estimators.sm].png
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
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Radovan Omorjan 11/8/2012 11:33:00 AM
#8 Posted: 12/2/2012 8:07:42 AM
Davide Carpi

Davide Carpi

1415 likes in 2872 posts.

Group: Moderator

PLUGIN UPDATED

- added more tools: Regularized Beta function, Regularized Gamma functions (P and Q), Ceil, Floor, error function, inverse error function;
- added more estimators: Kurtosis, Kurtosis Excess, Moment, Skewness, Intercept, Slope;
- added more probability distributions: Student's t, Fisher-Snedecor, Chi-squared, Cauchy;
- added quantiles (all distributions except Student's t, Fisher-Snedecor and Chi-squared).


best regards,

w3b5urf3r
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
1 users liked this post
Radovan Omorjan 12/2/2012 2:19:00 PM
#9 Posted: 12/2/2012 2:43:33 PM
Radovan Omorjan

Radovan Omorjan

325 likes in 2052 posts.

Group: Moderator

Hello w3b5urf3r,

Many thanks for this plugin .

Just played a bit, and have seen a problem with CDF.ChiSquare( "variable" )-(image attached). Did not quite understand why this problem appear at the moment. Also, do not quite understand what this description mean

CDF.ChiSquare( "variable" ) - Returns the Χ² sDOF CDF evaluated in "1:variable" points.

I suppose that sDOF means "single degree of freedom"

Regards,
Radovan
cumulative density functions.png
When Sisyphus climbed to the top of a hill, they said: "Wrong boulder!"
1 users liked this post
Davide Carpi 12/8/2012 1:15:00 PM
#10 Posted: 12/2/2012 4:02:26 PM
Davide Carpi

Davide Carpi

1415 likes in 2872 posts.

Group: Moderator

Wrote

Hello w3b5urf3r,

Many thanks for this plugin .

Just played a bit, and have seen a problem with CDF.ChiSquare( "variable" )-(image attached). Did not quite understand why this problem appear at the moment. Also, do not quite understand what this description mean

CDF.ChiSquare( "variable" ) - Returns the Χ² sDOF CDF evaluated in "1:variable" points.

I suppose that sDOF means "single degree of freedom"

Regards,
Radovan



:d seem that some eval() in the Reguarized Gamma functions it's stricly necessary for some value.... fixed and updated

You supposed right :-p Now I've extended the acronym

EDIT: plugin updated again (Mean and StdDev names)

regards,

w3b5urf3r
SMath Studio - [Page1].png
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
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Radovan Omorjan 12/3/2012 4:06:00 AM
#11 Posted: 12/3/2012 4:21:12 AM
Radovan Omorjan

Radovan Omorjan

325 likes in 2052 posts.

Group: Moderator

Hello w3b5urf3r,

I wonder why all of the functions inside plugin are not in a separate function category. They are inside "Matrix and vector" function category now.
Not so important at the moment, I am just curious

Regards,
Radovan

P.S. I am looking forward to the missing ICDF's
When Sisyphus climbed to the top of a hill, they said: "Wrong boulder!"
#12 Posted: 12/3/2012 6:14:54 AM
Davide Carpi

Davide Carpi

1415 likes in 2872 posts.

Group: Moderator

Wrote

Hello w3b5urf3r,

I wonder why all of the functions inside plugin are not in a separate function category. They are inside "Matrix and vector" function category now.
Not so important at the moment, I am just curious

Regards,
Radovan

P.S. I am looking forward to the missing ICDF's



Hi omorr,

I'd like to put them in a new category "Statistics" but I do not know if it is possible to expand the available categories through the plugin. Because all functions accept a vector as input i've grouped all as "matrix and vector".

About the missing ICDF I'm looking for a fast and accurate algorithm to compute each of them... if I find anything I will use a bisection algorithm


regards,

w3b5urf3r
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
1 users liked this post
Radovan Omorjan 12/3/2012 10:05:00 AM
#13 Posted: 2/7/2013 3:16:18 PM
turducken

turducken

0 likes in 4 posts.

Group: User

Will this plugin eventually have the ability to produce a random number from a normal or Gaussian distribution (rather than uniform distribution)?


I would be using this to create random white Gaussian noise to simulate measured/actual situations. For instance, Mathcad has the function rnorm() that does this.

Thank you, and I greatly appreciate SMath and am looking forward to transitioning to it once I understand it has all the capabilities I need.
#14 Posted: 2/8/2013 6:50:45 AM
Davide Carpi

Davide Carpi

1415 likes in 2872 posts.

Group: Moderator

Wrote

Will this plugin eventually have the ability to produce a random number from a normal or Gaussian distribution (rather than uniform distribution)?

I would be using this to create random white Gaussian noise to simulate measured/actual situations. For instance, Mathcad has the function rnorm() that does this.

Thank you, and I greatly appreciate SMath and am looking forward to transitioning to it once I understand it has all the capabilities I need.



Sure, soon or later...


best regards,

w3b5urf3r
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
#15 Posted: 6/4/2013 2:51:08 AM
Davide Carpi

Davide Carpi

1415 likes in 2872 posts.

Group: Moderator

A Nightly update for anyone are using SMath Studio 0.96.4902 (plugins -> online gallery) and for anyone are using the previous SMath Studio relases (1st post).

- improvements of existing Random() functions (seed issues)
- Added a Guid (after the download an error should appear using worksheets created with the old plugin, just continue and save again the file)
- Sources are moved to the SVN server (there is a link in the first post)


best regards,

w3b5urf3r
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
1 users liked this post
Radovan Omorjan 6/4/2013 3:06:00 AM
#16 Posted: 9/3/2013 9:20:39 AM
Martin Kraska

Martin Kraska

1222 likes in 2150 posts.

Group: Moderator

There is a problem with plotting the Gamma function, see attachment. Might be an issue of plotregion rather than Statistical tools...
Gamma.sm (8 KiB) downloaded 130 time(s).
Martin Kraska Pre-configured portable distribution of SMath Studio: https://en.smath.info/wiki/SMath%20with%20Plugins.ashx
#17 Posted: 9/3/2013 10:13:12 AM
Davide Carpi

Davide Carpi

1415 likes in 2872 posts.

Group: Moderator

Gamma(1) is a built-in function, don't know what's the issue
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
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Martin Kraska 9/3/2013 11:56:00 AM
#18 Posted: 9/3/2013 11:59:58 AM
Martin Kraska

Martin Kraska

1222 likes in 2150 posts.

Group: Moderator

Wrote

Gamma(1) is a built-in function, don't know what's the issue


Sorry, I was tricked by the capital letter...
One more reason to mention the plugin in the description string in order to avoid such confusion. Sometimes I check plugin origin of a given function by switching off the guessed one and trying if I still get the function. As that is not really handy, I tend to be lazy just like in the given case :-(

Martin Kraska Pre-configured portable distribution of SMath Studio: https://en.smath.info/wiki/SMath%20with%20Plugins.ashx
#19 Posted: 9/15/2015 5:52:13 AM
Davide Carpi

Davide Carpi

1415 likes in 2872 posts.

Group: Moderator

PLUGIN UPDATED SMath Studio 0.97.5581

  • .NET Framework 3.5 required;
  • (SS-91) Added missing quantiles (Chi Square, Student's t, F) using the Meta Numerics library 2.2.1.0 (website, license);
  • erf, erfc, erfinv from Mata.Numerics;
  • minor code changes;
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
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Radovan Omorjan 9/15/2015 1:28:00 PM
#20 Posted: 9/15/2015 1:32:05 PM
Radovan Omorjan

Radovan Omorjan

325 likes in 2052 posts.

Group: Moderator

Thank you Davide,

At last...long awaited quantile functions

Best Regards,
Radovan
When Sisyphus climbed to the top of a hill, they said: "Wrong boulder!"
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Davide Carpi 9/15/2015 6:32:00 PM
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