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Statistics Functions

This document provides a reference for all built-in statistics functions available in OpenDataDSL.

count(data)​

Category: Statistics

Description: Gets the count of the values

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number

geomean(data)​

Category: Statistics

Description: Gets the geometric average value

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number

GLSMultipleRegression(y, x, covariance)​

Category: Statistics

Description: GLSMultipleLinearRegression provide least squares regression to fit the linear model

Parameters:

  • y (Matrix) - An [n,1] array representing the y sample
  • x (Matrix) - An [n,k] array representing the x sample
  • covariance (Matrix) - Array representing the covariance matrix

Returns: Object

kurtosis(data)​

Category: Statistics

Description: Gets the kurtosis

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number

max(data)​

Category: Statistics

Description: Gets the highest value

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number

mean(data)​

Category: Statistics

Description: Gets the arithmetic average value

Parameters:

  • data (Curve, Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number

min(data)​

Category: Statistics

Description: Gets the lowest value

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number

OLSMultipleRegression(y, x)​

Category: Statistics

Description: OLSMultipleLinearRegression provide least squares regression to fit the linear model

Parameters:

  • y (Matrix) - An [n,1] array representing the y sample
  • x (Matrix) - An [n,k] array representing the x sample

Returns: Object

percentile(data, percentile)​

Category: Statistics

Description: Gets the percentile

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on
  • percentile (Number) - The percentile to choose

Returns: Number

popvar(data)​

Category: Statistics

Description: Gets the population variance

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number

quadmean(data)​

Category: Statistics

Description: Gets the quadratic average value

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number

simpleRegression(data)​

Category: Statistics

Description: Provides ordinary least squares regression with one independent variable estimating the linear model

Parameters:

  • data (TimeSeries) - The input data to perform the calculation on

Returns: Object

simpleRegression(data)​

Category: Statistics

Description: Provides ordinary least squares regression with one independent variable estimating the linear model

Parameters:

  • data (Matrix) - The input data to perform the calculation on

Returns: Object

skew(data)​

Category: Statistics

Description: Gets the skewness

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number

sma(data, window)​

Category: Statistics

Description: A simple moving average

Parameters:

  • data (TimeSeries) - The input data to perform the calculation on
  • window (int) - The moving average window size

Returns: TimeSeries

stdev(data)​

Category: Statistics

Description: Gets the standard deviation

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number

sum(data)​

Category: Statistics

Description: Gets the sum of the values

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number

sumsq(data)​

Category: Statistics

Description: Gets the sum of the squares

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number

var(data)​

Category: Statistics

Description: Gets the variance

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number