: sample-ste ( seq -- x ) 1 ste-ddof ;
-: ((r)) ( mean(x) mean(y) {x} {y} -- (r) )
+: ((r)) ( x-mean y-mean x-seq y-seq -- (r) )
! finds sigma((xi-mean(x))(yi-mean(y))
0 [ [ [ pick ] dip swap - ] bi@ * + ] 2reduce 2nip ;
-: (r) ( mean(x) mean(y) {x} {y} sx sy -- r )
+: (r) ( x-mean y-mean x-seq y-seq x-std y-std -- r )
* recip [ [ ((r)) ] keep length 1 - / ] dip * ;
-: [r] ( {{x,y}...} -- mean(x) mean(y) {x} {y} sx sy )
+: [r] ( xy-pairs -- x-mean y-mean x-seq y-seq x-std y-std )
first2 [ [ [ mean ] bi@ ] 2keep ] 2keep [ population-std ] bi@ ;
-: r ( {{x,y}...} -- r )
+: r ( xy-pairs -- r )
[r] (r) ;
-: r^2 ( {{x,y}...} -- r )
+: r^2 ( xy-pairs -- r )
r sq ;
-: least-squares ( {{x,y}...} -- alpha beta )
+: least-squares ( xy-pairs -- alpha beta )
[r] { [ 2dup ] [ ] [ ] [ ] [ ] } spread
- ! stack is mean(x) mean(y) mean(x) mean(y) {x} {y} sx sy
+ ! stack is x-mean y-mean x-mean y-mean x-seq y-seq x-std y-std
[ (r) ] 2keep ! stack is mean(x) mean(y) r sx sy
swap / * ! stack is mean(x) mean(y) beta
[ swapd * - ] keep ;
-: cov-ddof ( {x} {y} ddof -- cov )
+: cov-ddof ( x-seq y-seq ddof -- cov )
[ [ demean ] bi@ v* ] dip mean-ddof ;
-: population-cov ( {x} {y} -- cov ) 0 cov-ddof ; inline
+: population-cov ( x-seq y-seq -- cov ) 0 cov-ddof ; inline
-: sample-cov ( {x} {y} -- cov ) 1 cov-ddof ; inline
+: sample-cov ( x-seq y-seq -- cov ) 1 cov-ddof ; inline
-: corr-ddof ( {x} {y} n -- corr )
+: corr-ddof ( x-seq y-seq n -- corr )
[ [ population-cov ] ] dip
'[ [ _ var-ddof ] bi@ * sqrt ] 2bi / ;
-: population-corr ( {x} {y} -- corr ) 0 corr-ddof ; inline
+: population-corr ( x-seq y-seq -- corr ) 0 corr-ddof ; inline
-: sample-corr ( {x} {y} -- corr ) 1 corr-ddof ; inline
+: sample-corr ( x-seq y-seq -- corr ) 1 corr-ddof ; inline
: cum-map ( seq identity quot: ( prev elt -- next ) -- seq' )
swapd [ dup ] compose map nip ; inline