105 lines
1.8 KiB
Go
105 lines
1.8 KiB
Go
package stati
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import "math"
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type Covar struct {
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meanX float64
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meanY float64
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c float64
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n float64
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m2x float64
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m2y float64
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}
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func (cov1 *Covar) MeanX() float64 {
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return cov1.meanX
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}
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func (cov1 *Covar) MeanY() float64 {
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return cov1.meanY
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}
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func (cov1 *Covar) N() float64 {
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return cov1.n
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}
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func (cov1 *Covar) Covariance() float64 {
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return cov1.c / (cov1.n - 1)
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}
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func (cov1 *Covar) VarianceX() float64 {
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return cov1.m2x / (cov1.n - 1)
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}
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func (cov1 *Covar) StddevX() float64 {
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return math.Sqrt(cov1.VarianceX())
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}
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func (cov1 *Covar) VarianceY() float64 {
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return cov1.m2y / (cov1.n - 1)
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}
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func (cov1 *Covar) StddevY() float64 {
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return math.Sqrt(cov1.VarianceY())
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}
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func (cov1 *Covar) AddPoint(x, y float64) {
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cov1.n++
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dx := x - cov1.meanX
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cov1.meanX += dx / cov1.n
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dx2 := x - cov1.meanX
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cov1.m2x += dx * dx2
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dy := y - cov1.meanY
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cov1.meanY += dy / cov1.n
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dy2 := y - cov1.meanY
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cov1.m2y += dy * dy2
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cov1.c += dx * dy
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}
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func (cov1 *Covar) Combine(cov2 *Covar) {
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if cov1.n == 0 {
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*cov1 = *cov2
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return
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}
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if cov2.n == 0 {
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return
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}
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if cov1.n == 1 {
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cpy := *cov2
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cpy.AddPoint(cov2.meanX, cov2.meanY)
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*cov1 = cpy
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return
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}
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if cov2.n == 1 {
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cov1.AddPoint(cov2.meanX, cov2.meanY)
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}
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out := Covar{}
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out.n = cov1.n + cov2.n
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dx := cov1.meanX - cov2.meanX
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out.meanX = cov1.meanX - dx*cov2.n/out.n
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out.m2x = cov1.m2x + cov2.m2x + dx*dx*cov1.n*cov2.n/out.n
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dy := cov1.meanY - cov2.meanY
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out.meanY = cov1.meanY - dy*cov2.n/out.n
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out.m2y = cov1.m2y + cov2.m2y + dy*dy*cov1.n*cov2.n/out.n
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out.c = cov1.c + cov2.c + dx*dy*cov1.n*cov2.n/out.n
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*cov1 = out
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}
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func (cov1 *Covar) A() float64 {
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return cov1.Covariance() / cov1.VarianceX()
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}
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func (cov1 *Covar) B() float64 {
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return cov1.meanY - cov1.meanX*cov1.A()
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}
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func (cov1 *Covar) Correl() float64 {
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return cov1.Covariance() / cov1.StddevX() / cov1.StddevY()
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}
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