ANN: hstats 0.1
apfelmus
apfelmus at quantentunnel.de
Wed Sep 19 04:29:58 EDT 2007
Marshall Beddoe wrote:
> http://hackage.haskell.org/cgi-bin/hackage-scripts/package/hstats-0.1
>
> I've just released hstats, a statistical computing module for the Haskell
> language. Current functionality includes: mean, median, mode, range,
> standard/average deviation, variance, iqr, kurtosis, skew, covariance, and
> correlation. I have plans on adding more rank correlation functions,
> histograms & chi square tests.
Nice, I often prefer Haskell over gnuplot for quick & dirty data analysis :)
An additional feature would be (linear) regression. Oh, and "automatic
error bounds", i.e. representing a value together with its standard
derivation much like automatic differentiation
data Floating a => Value a = V { value :: a, stdderiv :: a}
and arithmetic operations like
x + y = V (value x + value y) (sqrt $ stdderiv x ^2 + stdderiv y ^2)
The drawback is that the usual laws for +,- and * are broken here, so
care has to be taken for choosing formulas.
Also, are the formulas for mean etc. numerically stable? I don't
remember very well, but I think I've read that
mean =
foldl' (\(!n,!s) x -> (n+1, s+(x-s)/(fromIntegral $ n+1)) (0,0)
is better than the standard sum xs / length xs formula. Or at least
that the latter is not good.
Regards,
apfelmus
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