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std.stats
← Stdlib Reference · Language Guide · Detailed reference
Descriptive statistics, t-tests, ordinary least squares (univariate and
multivariate), and learner specs used by std.causal.*.
(import std.stats)
| Symbol | Description |
|---|
(stats:mean xs) | Arithmetic mean. |
(stats:variance xs) | Sample variance. |
(stats:stddev xs) | Sample standard deviation. |
(stats:sem xs) | Standard error of the mean. |
(stats:percentile xs p) | Percentile (p in [0, 100]). |
(stats:median xs) | Median. |
(stats:covariance xs ys) | Sample covariance. |
(stats:correlation xs ys) | Pearson correlation. |
(stats:summary xs) | Alist with mean, variance, stddev, min, max, n. |
Confidence intervals
| Symbol | Description |
|---|
(stats:ci xs alpha) | Two-sided CI for the mean at level 1-alpha. |
(stats:ci-lower xs alpha) | Lower bound. |
(stats:ci-upper xs alpha) | Upper bound. |
Distributions
| Symbol | Description |
|---|
(stats:t-cdf t df) | Student-t CDF. |
(stats:t-quantile p df) | Student-t quantile. |
(stats:normal-quantile p) | Standard normal quantile. |
t-test (two-sample, equal variances)
| Symbol | Description |
|---|
(stats:t-test xs ys) | Full t-test result alist. |
(stats:t-test-stat xs ys) | t statistic. |
(stats:t-test-pvalue xs ys) | Two-sided p-value. |
(stats:t-test-df xs ys) | Degrees of freedom. |
(stats:t-test-mean-diff xs ys) | Mean difference. |
Simple OLS (y = a + b*x)
| Symbol | Description |
|---|
(stats:ols xs ys) | Fit and return result alist. |
(stats:ols-slope xs ys) | Slope b. |
(stats:ols-intercept xs ys) | Intercept a. |
(stats:ols-r2 xs ys) | R-squared. |
(stats:ols-se-slope xs ys) | Slope standard error. |
(stats:ols-se-intercept xs ys) | Intercept standard error. |
(stats:ols-t-slope xs ys) | Slope t-statistic. |
(stats:ols-t-intercept xs ys) | Intercept t-statistic. |
(stats:ols-p-slope xs ys) | Slope p-value. |
(stats:ols-p-intercept xs ys) | Intercept p-value. |
Vector statistics
| Symbol | Description |
|---|
(stats:mean-vec rows) | Column means. |
(stats:var-vec rows) | Column variances. |
(stats:cov-matrix rows) | Sample covariance matrix. |
(stats:cor-matrix rows) | Sample correlation matrix. |
(stats:quantile-vec rows p) | Column quantiles. |
Multivariate OLS
| Symbol | Description |
|---|
(stats:ols-multi x-matrix y-vector) | Fit; returns a record. |
(stats:ols-multi-coefficients fit) | Coefficient vector. |
(stats:ols-multi-std-errors fit) | Standard errors. |
(stats:ols-multi-t-stats fit) | t statistics. |
(stats:ols-multi-p-values fit) | p-values. |
(stats:ols-multi-r-squared fit) | R-squared. |
(stats:ols-multi-adj-r-squared fit) | Adjusted R-squared. |
(stats:ols-multi-residual-se fit) | Residual standard error. |
Learner specs (used by causal modules)
| Symbol | Description |
|---|
(stats:make-ols-regressor) | Learner-spec record wrapping multivariate OLS. |
(stats:make-logistic) | Learner-spec record for binary logistic regression. |
Source: stdlib/std/stats.eta
Eta