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One principal goal of descriptive statistics is to represent the essence of a large data set concisely. Octave provides the mean, median, and mode functions which all summarize a data set with just a single number corresponding to the central tendency of the data.
Compute the mean of the elements of the vector x.
The mean is defined as
mean (x) = SUM_i x(i) / N
where N is the length of the x vector.
If x is a matrix, compute the mean for each column and return them in a row vector.
If the optional argument dim is given, operate along this dimension.
The optional argument opt selects the type of mean to compute. The following options are recognized:
"a"Compute the (ordinary) arithmetic mean. [default]
"g"Compute the geometric mean.
"h"Compute the harmonic mean.
The optional argument outtype selects the data type of the output value. The following options are recognized:
"default"Output will be of class double unless x is of class single, in which case the output will also be single.
"double"Output will be of class double.
"native"Output will be the same class as x unless x is of class logical in which case it returns of class double.
Both dim and opt are optional. If both are supplied, either may appear first.
Compute the median value of the elements of the vector x.
When the elements of x are sorted, say
s = sort (x), the median is defined as
| s(ceil(N/2)) N odd
median (x) = |
| (s(N/2) + s(N/2+1))/2 N even
If x is of a discrete type such as integer or logical, then
the case of even N rounds up (or toward true).
If x is a matrix, compute the median value for each column and return them in a row vector.
If the optional dim argument is given, operate along this dimension.
Compute the most frequently occurring value in a dataset (mode).
mode determines the frequency of values along the first non-singleton
dimension and returns the value with the highest frequency. If two, or
more, values have the same frequency mode returns the smallest.
If the optional argument dim is given, operate along this dimension.
The return variable f is the number of occurrences of the mode in the dataset.
The cell array c contains all of the elements with the maximum frequency.
Using just one number, such as the mean, to represent an entire data set may not give an accurate picture of the data. One way to characterize the fit is to measure the dispersion of the data. Octave provides several functions for measuring dispersion.
Return the smallest and largest values of the input data x.
If x is a vector, the bounds are calculated over the elements of x. If x is a matrix, the bounds are calculated for each column. For a multi-dimensional array, the bounds are calculated over the first non-singleton dimension.
If the optional argument dim is given, operate along this dimension.
The optional argument "nanflag" defaults to "omitnan" which
does not include NaN values in the result. If the argument
"includenan" is given, and there is a NaN present, then the result
for both smallest (s) and largest (l) elements will be NaN.
The bounds are a quickly computed measure of the dispersion of a data set,
but are less accurate than iqr if there are outlying data points.
Return the range, i.e., the difference between the maximum and the minimum of the input data.
If x is a vector, the range is calculated over the elements of x. If x is a matrix, the range is calculated over each column of x.
If the optional argument dim is given, operate along this dimension.
The range is a quickly computed measure of the dispersion of a data set, but
is less accurate than iqr if there are outlying data points.
"ALL") ¶Return the interquartile range of x, defined as the distance between the 25th and 75th percentile values of x calculated using: quantile (x, [0.25 0.75])
If x is a vector, iqr (x) will operate on the data in
x.
If x is a matrix, iqr (x) will operate independently on
each column in x returning a row vector Z.
If x is a n-dimensional array, iqr (x) will operate
independently on the first non-singleton dimension in x, returning an
array Z the same shape as x with the non-singleton dimenion
reduced to 1.
The optional variable dim can be used to force iqr to operate
over the specified dimension. dim can either be a scalar dimension or
a vector of non-repeating dimensions over which to operate. In either case
dim must be positive integers. A vector dim concatenates all
specified dimensions for independent operation by iqr.
Specifying dimension "ALL" will force iqr to operate
on all elements of x, and is equivalent to iqr (x(:)).
Similarly, specifying a vector dimension including all non-singleton
dimensions of x is equivalent to iqr (x, .
"ALL")
If x is a scalar, or only singleton dimensions are specified for
dim, the output will be zeros (size (x)).
As a measure of dispersion, the interquartile range is less affected by
outliers than either range or std.
Compute the mean or median absolute deviation of the elements of x.
The mean absolute deviation is defined as
mad = mean (abs (x - mean (x)))
The median absolute deviation is defined as
mad = median (abs (x - median (x)))
If x is a matrix, compute mad for each column and return
results in a row vector. For a multi-dimensional array, the calculation is
done over the first non-singleton dimension.
The optional argument opt determines whether mean or median absolute deviation is calculated. The default is 0 which corresponds to mean absolute deviation; A value of 1 corresponds to median absolute deviation.
If the optional argument dim is given, operate along this dimension.
As a measure of dispersion, mad is less affected by outliers than
std.
Compute the mean square of the elements of the vector x.
The mean square is defined as
meansq (x) = 1/N SUM_i x(i)^2
where N is the length of the x vector.
If x is a matrix, return a row vector containing the mean square of each column.
If the optional argument dim is given, operate along this dimension.
"ALL") ¶Compute the standard deviation of the elements of the vector x.
The standard deviation is defined as
std (x) = sqrt ( 1/(N-1) SUM_i (x(i) - mean(x))^2 )
where N is the number of elements of the x vector.
If x is an array, compute the standard deviation for each column and return them in a row vector (or for an n-D array, the result is returned as an array of dimension 1 x n x m x …).
The optional argument w determines the weighting scheme to use. Valid values are:
Normalize with N-1. This provides the square root of the best unbiased estimator of the variance.
Normalize with N. This provides the square root of the second moment around the mean.
Compute the weighted standard deviation with nonnegative scalar weights. The length of w must be equal to the size of x along dimension dim.
If N is equal to 1 the value of W is ignored and normalization by N is used.
The optional variable dim forces std to operate over the
specified dimension. dim can either be a scalar dimension or a vector
of non-repeating dimensions over which to operate. Dimensions must be
positive integers, and the standard deviation is calculated over the array
slice defined by dim.
Specifying dimension "ALL" will force std to operate on all
elements of x, and is equivalent to std (x(:)).
When dim is a vector or "ALL", w must be either 0 or 1.
In addition to knowing the size of a dispersion it is useful to know the shape of the data set. For example, are data points massed to the left or right of the mean? Octave provides several common measures to describe the shape of the data set. Octave can also calculate moments allowing arbitrary shape measures to be developed.
"ALL") ¶Compute the variance of the elements of the vector x.
The variance is defined as
var (x) = 1/(N-1) SUM_i (x(i) - mean(x))^2
where N is the length of the x vector.
If x is an array, compute the variance for each column and return them in a row vector (or for an n-D array, the result is returned as an array of dimension 1 x n x m x …).
The optional argument w determines the weighting scheme to use. Valid values are
Normalize with N-1. This provides the square root of the best unbiased estimator of the variance.
Normalize with N, this provides the square root of the second moment around the mean
Compute the weighted variance with nonnegative scalar weights. The length of w must be equal to the size of x along dimension dim.
If N is equal to 1 the value of W is ignored and normalization by N is used.
The optional variable dim forces var to operate over the
specified dimension. dim can either be a scalar dimension or a vector
of non-repeating dimensions over which to operate. Dimensions must be
positive integers, and the variance is calculated over the array slice
defined by dim.
Specifying dimension "ALL" will force var to operate on all
elements of x, and is equivalent to var (x(:)).
When dim is a vector or "ALL", w must be either 0 or 1.
Compute the sample skewness of the elements of x.
The sample skewness is defined as
mean ((x - mean (x)).^3)
skewness (X) = ------------------------.
std (x).^3
The optional argument flag controls which normalization is used. If flag is equal to 1 (default value, used when flag is omitted or empty), return the sample skewness as defined above. If flag is equal to 0, return the adjusted skewness coefficient instead:
sqrt (N*(N-1)) mean ((x - mean (x)).^3)
skewness (X, 0) = -------------- * ------------------------.
(N - 2) std (x).^3
where N is the length of the x vector.
The adjusted skewness coefficient is obtained by replacing the sample second and third central moments by their bias-corrected versions.
If x is a matrix, or more generally a multi-dimensional array, return the skewness along the first non-singleton dimension. If the optional dim argument is given, operate along this dimension.
Compute the sample kurtosis of the elements of x.
The sample kurtosis is defined as
mean ((x - mean (x)).^4)
k1 = ------------------------
std (x).^4
The optional argument flag controls which normalization is used. If flag is equal to 1 (default value, used when flag is omitted or empty), return the sample kurtosis as defined above. If flag is equal to 0, return the "bias-corrected" kurtosis coefficient instead:
N - 1
k0 = 3 + -------------- * ((N + 1) * k1 - 3 * (N - 1))
(N - 2)(N - 3)
where N is the length of the x vector.
The bias-corrected kurtosis coefficient is obtained by replacing the sample second and fourth central moments by their unbiased versions. It is an unbiased estimate of the population kurtosis for normal populations.
If x is a matrix, or more generally a multi-dimensional array, return the kurtosis along the first non-singleton dimension. If the optional dim argument is given, operate along this dimension.
Compute the p-th central moment of the vector x.
The p-th central moment of x is defined as:
1/N SUM_i (x(i) - mean(x))^p
where N is the length of the x vector.
If x is a matrix, return the row vector containing the p-th central moment of each column.
If the optional argument dim is given, operate along this dimension.
The optional string type specifies the type of moment to be computed. Valid options are:
"c"Central Moment (default).
"a""ac"Absolute Central Moment. The moment about the mean ignoring sign defined as
1/N SUM_i (abs (x(i) - mean(x)))^p
"r"Raw Moment. The moment about zero defined as
moment (x) = 1/N SUM_i x(i)^p
"ar"Absolute Raw Moment. The moment about zero ignoring sign defined as
1/N SUM_i ( abs (x(i)) )^p
If both type and dim are given they may appear in any order.
For a sample, x, calculate the quantiles, q, corresponding to the cumulative probability values in p. All non-numeric values (NaNs) of x are ignored.
If x is a matrix, compute the quantiles for each column and return them in a matrix, such that the i-th row of q contains the p(i)th quantiles of each column of x.
If p is unspecified, return the quantiles for
[0.00 0.25 0.50 0.75 1.00].
The optional argument dim determines the dimension along which
the quantiles are calculated. If dim is omitted it defaults to
the first non-singleton dimension.
The methods available to calculate sample quantiles are the nine methods used by R (https://www.r-project.org/). The default value is method = 5.
Discontinuous sample quantile methods 1, 2, and 3
Continuous sample quantile methods 4 through 9, where p(k) is the linear interpolation function respecting each method’s representative cdf.
Hyndman and Fan (1996) recommend method 8. Maxima, S, and R (versions prior to 2.0.0) use 7 as their default. Minitab and SPSS use method 6. MATLAB uses method 5.
References:
Examples:
x = randi (1000, [10, 1]); # Create empirical data in range 1-1000 q = quantile (x, [0, 1]); # Return minimum, maximum of distribution q = quantile (x, [0.25 0.5 0.75]); # Return quartiles of distribution
See also: prctile.
For a sample x, compute the quantiles, q, corresponding to the cumulative probability values, p, in percent.
If x is a matrix, compute the percentiles for each column and return them in a matrix, such that the i-th row of q contains the p(i)th percentiles of each column of x.
If p is unspecified, return the quantiles for [0 25 50 75 100].
The optional argument dim determines the dimension along which the percentiles are calculated. If dim is omitted it defaults to the first non-singleton dimension.
Programming Note: All non-numeric values (NaNs) of x are ignored.
See also: quantile.
A summary view of a data set can be generated quickly with the
statistics function.
Return a vector with the minimum, first quartile, median, third quartile, maximum, mean, standard deviation, skewness, and kurtosis of the elements of the vector x.
If x is a matrix, calculate statistics over the first non-singleton dimension.
If the optional argument dim is given, operate along this dimension.
Next: Statistics on Sliding Windows of Data, Up: Statistics [Contents][Index]