go-common/vendor/github.com/montanaflynn/stats/deviation.go
2019-04-22 02:59:20 +00:00

58 lines
1.5 KiB
Go

package stats
import "math"
// MedianAbsoluteDeviation finds the median of the absolute deviations from the dataset median
func MedianAbsoluteDeviation(input Float64Data) (mad float64, err error) {
return MedianAbsoluteDeviationPopulation(input)
}
// MedianAbsoluteDeviationPopulation finds the median of the absolute deviations from the population median
func MedianAbsoluteDeviationPopulation(input Float64Data) (mad float64, err error) {
if input.Len() == 0 {
return math.NaN(), EmptyInput
}
i := copyslice(input)
m, _ := Median(i)
for key, value := range i {
i[key] = math.Abs(value - m)
}
return Median(i)
}
// StandardDeviation the amount of variation in the dataset
func StandardDeviation(input Float64Data) (sdev float64, err error) {
return StandardDeviationPopulation(input)
}
// StandardDeviationPopulation finds the amount of variation from the population
func StandardDeviationPopulation(input Float64Data) (sdev float64, err error) {
if input.Len() == 0 {
return math.NaN(), EmptyInput
}
// Get the population variance
vp, _ := PopulationVariance(input)
// Return the population standard deviation
return math.Pow(vp, 0.5), nil
}
// StandardDeviationSample finds the amount of variation from a sample
func StandardDeviationSample(input Float64Data) (sdev float64, err error) {
if input.Len() == 0 {
return math.NaN(), EmptyInput
}
// Get the sample variance
vs, _ := SampleVariance(input)
// Return the sample standard deviation
return math.Pow(vs, 0.5), nil
}