# Statistics

The Statistics standard library module contains basic statistics functionality.

`Statistics.std`

— Function`std(itr; corrected::Bool=true, mean=nothing[, dims])`

Compute the sample standard deviation of collection `itr`

.

The algorithm returns an estimator of the generative distribution's standard deviation under the assumption that each entry of `itr`

is a sample drawn from the same unknown distribution, with the samples uncorrelated. For arrays, this computation is equivalent to calculating `sqrt(sum((itr .- mean(itr)).^2) / (length(itr) - 1))`

. If `corrected`

is `true`

, then the sum is scaled with `n-1`

, whereas the sum is scaled with `n`

if `corrected`

is `false`

with `n`

the number of elements in `itr`

.

If `itr`

is an `AbstractArray`

, `dims`

can be provided to compute the standard deviation over dimensions, and `means`

may contain means for each dimension of `itr`

.

A pre-computed `mean`

may be provided. When `dims`

is specified, `mean`

must be an array with the same shape as `mean(itr, dims=dims)`

(additional trailing singleton dimensions are allowed).

If array contains `NaN`

or `missing`

values, the result is also `NaN`

or `missing`

(`missing`

takes precedence if array contains both). Use the `skipmissing`

function to omit `missing`

entries and compute the standard deviation of non-missing values.

`Statistics.stdm`

— Function`stdm(itr, mean; corrected::Bool=true[, dims])`

Compute the sample standard deviation of collection `itr`

, with known mean(s) `mean`

.

The algorithm returns an estimator of the generative distribution's standard deviation under the assumption that each entry of `itr`

is a sample drawn from the same unknown distribution, with the samples uncorrelated. For arrays, this computation is equivalent to calculating `sqrt(sum((itr .- mean(itr)).^2) / (length(itr) - 1))`

. If `corrected`

is `true`

, then the sum is scaled with `n-1`

, whereas the sum is scaled with `n`

if `corrected`

is `false`

with `n`

the number of elements in `itr`

.

If `itr`

is an `AbstractArray`

, `dims`

can be provided to compute the standard deviation over dimensions. In that case, `mean`

must be an array with the same shape as `mean(itr, dims=dims)`

(additional trailing singleton dimensions are allowed).

If array contains `NaN`

or `missing`

values, the result is also `NaN`

or `missing`

(`missing`

takes precedence if array contains both). Use the `skipmissing`

function to omit `missing`

entries and compute the standard deviation of non-missing values.

`Statistics.var`

— Function`var(itr; corrected::Bool=true, mean=nothing[, dims])`

Compute the sample variance of collection `itr`

.

The algorithm returns an estimator of the generative distribution's variance under the assumption that each entry of `itr`

is a sample drawn from the same unknown distribution, with the samples uncorrelated. For arrays, this computation is equivalent to calculating `sum((itr .- mean(itr)).^2) / (length(itr) - 1)`

. If `corrected`

is `true`

, then the sum is scaled with `n-1`

, whereas the sum is scaled with `n`

if `corrected`

is `false`

where `n`

is the number of elements in `itr`

.

If `itr`

is an `AbstractArray`

, `dims`

can be provided to compute the variance over dimensions.

A pre-computed `mean`

may be provided. When `dims`

is specified, `mean`

must be an array with the same shape as `mean(itr, dims=dims)`

(additional trailing singleton dimensions are allowed).

If array contains `NaN`

or `missing`

values, the result is also `NaN`

or `missing`

(`missing`

takes precedence if array contains both). Use the `skipmissing`

function to omit `missing`

entries and compute the variance of non-missing values.

`Statistics.varm`

— Function`varm(itr, mean; dims, corrected::Bool=true)`

Compute the sample variance of collection `itr`

, with known mean(s) `mean`

.

The algorithm returns an estimator of the generative distribution's variance under the assumption that each entry of `itr`

is a sample drawn from the same unknown distribution, with the samples uncorrelated. For arrays, this computation is equivalent to calculating `sum((itr .- mean(itr)).^2) / (length(itr) - 1)`

. If `corrected`

is `true`

, then the sum is scaled with `n-1`

, whereas the sum is scaled with `n`

if `corrected`

is `false`

with `n`

the number of elements in `itr`

.

If `itr`

is an `AbstractArray`

, `dims`

can be provided to compute the variance over dimensions. In that case, `mean`

must be an array with the same shape as `mean(itr, dims=dims)`

(additional trailing singleton dimensions are allowed).

If array contains `NaN`

or `missing`

values, the result is also `NaN`

or `missing`

(`missing`

takes precedence if array contains both). Use the `skipmissing`

function to omit `missing`

entries and compute the variance of non-missing values.

`Statistics.cor`

— Function`cor(x::AbstractVector)`

Return the number one.

`cor(X::AbstractMatrix; dims::Int=1)`

Compute the Pearson correlation matrix of the matrix `X`

along the dimension `dims`

.

`cor(x::AbstractVector, y::AbstractVector)`

Compute the Pearson correlation between the vectors `x`

and `y`

.

`cor(X::AbstractVecOrMat, Y::AbstractVecOrMat; dims=1)`

Compute the Pearson correlation between the vectors or matrices `X`

and `Y`

along the dimension `dims`

.

`Statistics.cov`

— Function`cov(x::AbstractVector; corrected::Bool=true)`

Compute the variance of the vector `x`

. If `corrected`

is `true`

(the default) then the sum is scaled with `n-1`

, whereas the sum is scaled with `n`

if `corrected`

is `false`

where `n = length(x)`

.

`cov(X::AbstractMatrix; dims::Int=1, corrected::Bool=true)`

Compute the covariance matrix of the matrix `X`

along the dimension `dims`

. If `corrected`

is `true`

(the default) then the sum is scaled with `n-1`

, whereas the sum is scaled with `n`

if `corrected`

is `false`

where `n = size(X, dims)`

.

`cov(x::AbstractVector, y::AbstractVector; corrected::Bool=true)`

Compute the covariance between the vectors `x`

and `y`

. If `corrected`

is `true`

(the default), computes $\frac{1}{n-1}\sum_{i=1}^n (x_i-\bar x) (y_i-\bar y)^*$ where $*$ denotes the complex conjugate and `n = length(x) = length(y)`

. If `corrected`

is `false`

, computes $\frac{1}{n}\sum_{i=1}^n (x_i-\bar x) (y_i-\bar y)^*$.

`cov(X::AbstractVecOrMat, Y::AbstractVecOrMat; dims::Int=1, corrected::Bool=true)`

Compute the covariance between the vectors or matrices `X`

and `Y`

along the dimension `dims`

. If `corrected`

is `true`

(the default) then the sum is scaled with `n-1`

, whereas the sum is scaled with `n`

if `corrected`

is `false`

where `n = size(X, dims) = size(Y, dims)`

.

`Statistics.mean!`

— Function`mean!(r, v)`

Compute the mean of `v`

over the singleton dimensions of `r`

, and write results to `r`

.

**Examples**

```
julia> using Statistics
julia> v = [1 2; 3 4]
2×2 Matrix{Int64}:
1 2
3 4
julia> mean!([1., 1.], v)
2-element Vector{Float64}:
1.5
3.5
julia> mean!([1. 1.], v)
1×2 Matrix{Float64}:
2.0 3.0
```

`Statistics.mean`

— Function`mean(itr)`

Compute the mean of all elements in a collection.

If `itr`

contains `NaN`

or `missing`

values, the result is also `NaN`

or `missing`

(`missing`

takes precedence if array contains both). Use the `skipmissing`

function to omit `missing`

entries and compute the mean of non-missing values.

**Examples**

```
julia> using Statistics
julia> mean(1:20)
10.5
julia> mean([1, missing, 3])
missing
julia> mean(skipmissing([1, missing, 3]))
2.0
```

`mean(f, itr)`

Apply the function `f`

to each element of collection `itr`

and take the mean.

```
julia> using Statistics
julia> mean(√, [1, 2, 3])
1.3820881233139908
julia> mean([√1, √2, √3])
1.3820881233139908
```

`mean(f, A::AbstractArray; dims)`

Apply the function `f`

to each element of array `A`

and take the mean over dimensions `dims`

.

This method requires at least Julia 1.3.

```
julia> using Statistics
julia> mean(√, [1, 2, 3])
1.3820881233139908
julia> mean([√1, √2, √3])
1.3820881233139908
julia> mean(√, [1 2 3; 4 5 6], dims=2)
2×1 Matrix{Float64}:
1.3820881233139908
2.2285192400943226
```

`mean(A::AbstractArray; dims)`

Compute the mean of an array over the given dimensions.

`mean`

for empty arrays requires at least Julia 1.1.

**Examples**

```
julia> using Statistics
julia> A = [1 2; 3 4]
2×2 Matrix{Int64}:
1 2
3 4
julia> mean(A, dims=1)
1×2 Matrix{Float64}:
2.0 3.0
julia> mean(A, dims=2)
2×1 Matrix{Float64}:
1.5
3.5
```

`Statistics.median!`

— Function`median!(v)`

Like `median`

, but may overwrite the input vector.

`Statistics.median`

— Function`median(itr)`

Compute the median of all elements in a collection. For an even number of elements no exact median element exists, so the result is equivalent to calculating mean of two median elements.

If `itr`

contains `NaN`

or `missing`

values, the result is also `NaN`

or `missing`

(`missing`

takes precedence if `itr`

contains both). Use the `skipmissing`

function to omit `missing`

entries and compute the median of non-missing values.

**Examples**

```
julia> using Statistics
julia> median([1, 2, 3])
2.0
julia> median([1, 2, 3, 4])
2.5
julia> median([1, 2, missing, 4])
missing
julia> median(skipmissing([1, 2, missing, 4]))
2.0
```

`median(A::AbstractArray; dims)`

Compute the median of an array along the given dimensions.

**Examples**

```
julia> using Statistics
julia> median([1 2; 3 4], dims=1)
1×2 Matrix{Float64}:
2.0 3.0
```

`Statistics.middle`

— Function`middle(x)`

Compute the middle of a scalar value, which is equivalent to `x`

itself, but of the type of `middle(x, x)`

for consistency.

`middle(x, y)`

Compute the middle of two numbers `x`

and `y`

, which is equivalent in both value and type to computing their mean (`(x + y) / 2`

).

`middle(a::AbstractArray)`

Compute the middle of an array `a`

, which consists of finding its extrema and then computing their mean.

```
julia> using Statistics
julia> middle(1:10)
5.5
julia> a = [1,2,3.6,10.9]
4-element Vector{Float64}:
1.0
2.0
3.6
10.9
julia> middle(a)
5.95
```

`Statistics.quantile!`

— Function`quantile!([q::AbstractArray, ] v::AbstractVector, p; sorted=false, alpha::Real=1.0, beta::Real=alpha)`

Compute the quantile(s) of a vector `v`

at a specified probability or vector or tuple of probabilities `p`

on the interval [0,1]. If `p`

is a vector, an optional output array `q`

may also be specified. (If not provided, a new output array is created.) The keyword argument `sorted`

indicates whether `v`

can be assumed to be sorted; if `false`

(the default), then the elements of `v`

will be partially sorted in-place.

By default (`alpha = beta = 1`

), quantiles are computed via linear interpolation between the points `((k-1)/(n-1), v[k])`

, for `k = 1:n`

where `n = length(v)`

. This corresponds to Definition 7 of Hyndman and Fan (1996), and is the same as the R and NumPy default.

The keyword arguments `alpha`

and `beta`

correspond to the same parameters in Hyndman and Fan, setting them to different values allows to calculate quantiles with any of the methods 4-9 defined in this paper:

- Def. 4:
`alpha=0`

,`beta=1`

- Def. 5:
`alpha=0.5`

,`beta=0.5`

- Def. 6:
`alpha=0`

,`beta=0`

(Excel`PERCENTILE.EXC`

, Python default, Stata`altdef`

) - Def. 7:
`alpha=1`

,`beta=1`

(Julia, R and NumPy default, Excel`PERCENTILE`

and`PERCENTILE.INC`

, Python`'inclusive'`

) - Def. 8:
`alpha=1/3`

,`beta=1/3`

- Def. 9:
`alpha=3/8`

,`beta=3/8`

An `ArgumentError`

is thrown if `v`

contains `NaN`

or `missing`

values.

**References**

Hyndman, R.J and Fan, Y. (1996) "Sample Quantiles in Statistical Packages",

*The American Statistician*, Vol. 50, No. 4, pp. 361-365Quantile on Wikipedia details the different quantile definitions

**Examples**

```
julia> using Statistics
julia> x = [3, 2, 1];
julia> quantile!(x, 0.5)
2.0
julia> x
3-element Vector{Int64}:
1
2
3
julia> y = zeros(3);
julia> quantile!(y, x, [0.1, 0.5, 0.9]) === y
true
julia> y
3-element Vector{Float64}:
1.2000000000000002
2.0
2.8000000000000003
```

`Statistics.quantile`

— Function`quantile(itr, p; sorted=false, alpha::Real=1.0, beta::Real=alpha)`

Compute the quantile(s) of a collection `itr`

at a specified probability or vector or tuple of probabilities `p`

on the interval [0,1]. The keyword argument `sorted`

indicates whether `itr`

can be assumed to be sorted.

Samples quantile are defined by `Q(p) = (1-γ)*x[j] + γ*x[j+1]`

, where $x[j]$ is the j-th order statistic, and `γ`

is a function of `j = floor(n*p + m)`

, `m = alpha + p*(1 - alpha - beta)`

and `g = n*p + m - j`

.

By default (`alpha = beta = 1`

), quantiles are computed via linear interpolation between the points `((k-1)/(n-1), v[k])`

, for `k = 1:n`

where `n = length(itr)`

. This corresponds to Definition 7 of Hyndman and Fan (1996), and is the same as the R and NumPy default.

The keyword arguments `alpha`

and `beta`

correspond to the same parameters in Hyndman and Fan, setting them to different values allows to calculate quantiles with any of the methods 4-9 defined in this paper:

- Def. 4:
`alpha=0`

,`beta=1`

- Def. 5:
`alpha=0.5`

,`beta=0.5`

- Def. 6:
`alpha=0`

,`beta=0`

(Excel`PERCENTILE.EXC`

, Python default, Stata`altdef`

) - Def. 7:
`alpha=1`

,`beta=1`

(Julia, R and NumPy default, Excel`PERCENTILE`

and`PERCENTILE.INC`

, Python`'inclusive'`

) - Def. 8:
`alpha=1/3`

,`beta=1/3`

- Def. 9:
`alpha=3/8`

,`beta=3/8`

An `ArgumentError`

is thrown if `v`

contains `NaN`

or `missing`

values. Use the `skipmissing`

function to omit `missing`

entries and compute the quantiles of non-missing values.

**References**

Hyndman, R.J and Fan, Y. (1996) "Sample Quantiles in Statistical Packages",

*The American Statistician*, Vol. 50, No. 4, pp. 361-365Quantile on Wikipedia details the different quantile definitions

**Examples**

```
julia> using Statistics
julia> quantile(0:20, 0.5)
10.0
julia> quantile(0:20, [0.1, 0.5, 0.9])
3-element Vector{Float64}:
2.0
10.0
18.000000000000004
julia> quantile(skipmissing([1, 10, missing]), 0.5)
5.5
```