stats.h

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#ifndef LMMC_STATS_H
#define LMMC_STATS_H
 
#include "lmmc/dense.h"
 
#include <stdint.h>
 
#ifdef __cplusplus
extern "C" {
#endif

void lmmc_stats_factorial(lmmc_real_t* out_val, uint32_t n);
void lmmc_stats_npr(lmmc_real_t* out_val, uint32_t n, uint32_t r);
void lmmc_stats_ncr(lmmc_real_t* out_val, uint32_t n, uint32_t r);

lmmc_status_t lmmc_vec_mean(const lmmc_vec_t* x, lmmc_real_t* out_mean);

lmmc_status_t lmmc_vec_variance_population(const lmmc_vec_t* x, lmmc_real_t* out_variance);

lmmc_status_t lmmc_vec_variance_sample(const lmmc_vec_t* x, lmmc_real_t* out_variance);

lmmc_status_t lmmc_vec_stddev_population(const lmmc_vec_t* x, lmmc_real_t* out_stddev);
lmmc_status_t lmmc_vec_stddev_sample(const lmmc_vec_t* x, lmmc_real_t* out_stddev);

lmmc_status_t lmmc_vec_covariance_population(const lmmc_vec_t* x, const lmmc_vec_t* y, lmmc_real_t* out_covariance);
lmmc_status_t lmmc_vec_covariance_sample(const lmmc_vec_t* x, const lmmc_vec_t* y, lmmc_real_t* out_covariance);

lmmc_status_t lmmc_vec_correlation_population(const lmmc_vec_t* x, const lmmc_vec_t* y, lmmc_real_t* out_correlation);
lmmc_status_t lmmc_vec_correlation_sample(const lmmc_vec_t* x, const lmmc_vec_t* y, lmmc_real_t* out_correlation);

lmmc_status_t lmmc_mat_column_mean(const lmmc_mat_t* x, lmmc_vec_t* out_means);

lmmc_status_t lmmc_mat_covariance_population(const lmmc_mat_t* x, lmmc_mat_t* out_covariance);

lmmc_status_t lmmc_mat_covariance_sample(const lmmc_mat_t* x, lmmc_mat_t* out_covariance);

lmmc_status_t lmmc_mat_correlation_population(const lmmc_mat_t* x, lmmc_mat_t* out_correlation);
lmmc_status_t lmmc_mat_correlation_sample(const lmmc_mat_t* x, lmmc_mat_t* out_correlation);

lmmc_status_t lmmc_vec_median(const lmmc_vec_t* x, lmmc_real_t* out);

lmmc_status_t lmmc_vec_quantile(const lmmc_vec_t* x, lmmc_real_t p, lmmc_real_t* out);

lmmc_status_t lmmc_vec_histogram(const lmmc_vec_t* x, size_t nbins, lmmc_real_t* edges, size_t* counts);

 
/* --- 正态分布 --- */

lmmc_status_t lmmc_dist_normal_pdf(lmmc_real_t x, lmmc_real_t mu, lmmc_real_t sigma, lmmc_real_t* out);
lmmc_status_t lmmc_dist_normal_cdf(lmmc_real_t x, lmmc_real_t mu, lmmc_real_t sigma, lmmc_real_t* out);
lmmc_status_t lmmc_dist_normal_quantile(lmmc_real_t p, lmmc_real_t mu, lmmc_real_t sigma, lmmc_real_t* out);
 
/* --- t 分布 --- */

lmmc_status_t lmmc_dist_t_pdf(lmmc_real_t x, lmmc_real_t df, lmmc_real_t* out);
lmmc_status_t lmmc_dist_t_cdf(lmmc_real_t x, lmmc_real_t df, lmmc_real_t* out);
lmmc_status_t lmmc_dist_t_quantile(lmmc_real_t p, lmmc_real_t df, lmmc_real_t* out);
 
/* --- χ² 分布 --- */

lmmc_status_t lmmc_dist_chi2_pdf(lmmc_real_t x, lmmc_real_t df, lmmc_real_t* out);
lmmc_status_t lmmc_dist_chi2_cdf(lmmc_real_t x, lmmc_real_t df, lmmc_real_t* out);
lmmc_status_t lmmc_dist_chi2_quantile(lmmc_real_t p, lmmc_real_t df, lmmc_real_t* out);
 
/* --- F 分布 --- */

lmmc_status_t lmmc_dist_f_pdf(lmmc_real_t x, lmmc_real_t df1, lmmc_real_t df2, lmmc_real_t* out);
lmmc_status_t lmmc_dist_f_cdf(lmmc_real_t x, lmmc_real_t df1, lmmc_real_t df2, lmmc_real_t* out);
lmmc_status_t lmmc_dist_f_quantile(lmmc_real_t p, lmmc_real_t df1, lmmc_real_t df2, lmmc_real_t* out);
 
/* --- 伽马分布 --- */

lmmc_status_t lmmc_dist_gamma_pdf(lmmc_real_t x, lmmc_real_t shape, lmmc_real_t scale, lmmc_real_t* out);
lmmc_status_t lmmc_dist_gamma_cdf(lmmc_real_t x, lmmc_real_t shape, lmmc_real_t scale, lmmc_real_t* out);
lmmc_status_t lmmc_dist_gamma_quantile(lmmc_real_t p, lmmc_real_t shape, lmmc_real_t scale, lmmc_real_t* out);
 
/* --- 贝塔分布 --- */

lmmc_status_t lmmc_dist_beta_pdf(lmmc_real_t x, lmmc_real_t alpha, lmmc_real_t beta, lmmc_real_t* out);
lmmc_status_t lmmc_dist_beta_cdf(lmmc_real_t x, lmmc_real_t alpha, lmmc_real_t beta, lmmc_real_t* out);
lmmc_status_t lmmc_dist_beta_quantile(lmmc_real_t p, lmmc_real_t alpha, lmmc_real_t beta, lmmc_real_t* out);

 
/* --- 二项分布 --- */

lmmc_status_t lmmc_dist_binomial_pmf(size_t k, size_t n, lmmc_real_t p, lmmc_real_t* out);
lmmc_status_t lmmc_dist_binomial_cdf(size_t k, size_t n, lmmc_real_t p_param, lmmc_real_t* out);
 
/* --- 泊松分布 --- */

lmmc_status_t lmmc_dist_poisson_pmf(size_t k, lmmc_real_t lambda, lmmc_real_t* out);
lmmc_status_t lmmc_dist_poisson_cdf(size_t k, lmmc_real_t lambda, lmmc_real_t* out);
 
#ifdef __cplusplus
}
#endif
 
#endif