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template<typename Data > |
Data | npstat::empiricalQuantile (const std::vector< Data > &data, double x, bool increaseRange=false) |
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template<typename Data > |
double | npstat::empiricalCdf (const std::vector< Data > &data, const Data &x) |
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template<typename Data > |
double | npstat::simpleEmpiricalCdf (const std::vector< Data > &data, const Data &x) |
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template<typename Data > |
unsigned long | npstat::quantileBinFromCdf (const Data *cdf, unsigned long arrLen, Data cdfValue, Data *remainder=0) |
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template<typename Real > |
Real | npstat::squaredDerivativeIntegral (Real *fvalues, unsigned long arrLen, unsigned n, Real h) |
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template<typename Real > |
bool | npstat::normalizeArrayAsDensity (Real *arr, unsigned long arrLen, double binwidth, double *normfactor=0) |
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double | npstat::aicc (const double ndof, const double logli, const double n) |
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double | npstat::AD (const double n, const double z) |
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Statistical utilities which did not end up in dedicated headers.
Author: I. Volobouev
March 2010