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Core statistics

This package implements most of the statistical algorithms in StatsBase for uncertain values and uncertain datasets.

The syntax for calling the algorithms is the same as in StatsBase, but the functions here accept an additional positional argument n, which controls how many times the uncertain values are resampled to compute the statistics.

Statistics of single uncertain values

# Statistics.mean — Method.

mean(uv::AbstractUncertainValue, n::Int)

Compute the mean of an uncertain value over an n-draw sample of it.

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# Statistics.median — Method.

median(uv::AbstractUncertainValue, n::Int)

Compute the median of an uncertain value over an n-draw sample of it.

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middle(uv::AbstractUncertainValue, n::Int)

# Statistics.std — Method.

std(uv::AbstractUncertainValue, n::Int)

Compute the standard deviation of an uncertain value over an n-draw sample of it.

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# Statistics.var — Method.

variance(uv::AbstractUncertainValue, n::Int)

Compute the variance of an uncertain value over an n-draw sample of it.

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# Statistics.quantile — Method.

quantile(uv::AbstractUncertainValue, q, n::Int)

Compute the quantile(s) q of an uncertain value over an n-draw sample of it.

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Statistics on datasets of uncertain values

The following statistics are available for uncertain datasets (collections of uncertain values).

# Statistics.mean — Method.

mean(d::UncertainDataset, n::Int)

Computes the element-wise mean of a dataset of uncertain values. Takes the mean of an n-draw sample for each element.

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# Statistics.median — Method.

median(d::UncertainDataset, n::Int)

Computes the element-wise median of a dataset of uncertain values. Takes the median of an n-draw sample for each element.

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middle(d::UncertainDataset, n::Int)

# Statistics.std — Method.

std(d::UncertainDataset, n::Int; kwargs...)

Computes the element-wise standard deviation of a dataset of uncertain values. Takes the standard deviation of an n-draw sample for each element.

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# Statistics.var — Method.

var(d::UncertainDataset, n::Int; kwargs...)

Computes the element-wise sample variance of a dataset of uncertain values. Takes the sample variance of an n-draw sample for each element.

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# Statistics.quantile — Method.

quantile(d::UncertainDataset, p, n::Int; kwargs...)

Compute element-wise quantile(s) pof a dataset consisting of uncertain values. Takes the quantiles of an n-draw sample for each element.

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# Statistics.cov — Method.

cov(d1::UncertainDataset, d2::UncertainDataset, n::Int; kwargs...)

Compute the covariance between two UncertainDatasets by realising both datasets n times.

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# Statistics.cor — Method.

cor(d1::UncertainDataset, d2::UncertainDataset, n::Int; kwargs...)

Compute the Pearson correlation between two UncertainDatasets by realising both datasets n times.

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