Statistical functions by Larry Hunter and Jeff Shrager.

lhstats

* About
Statistical functions in Common Lisp.
Version 1.01
July 27, 2001

- Sourced from: http://nostoc.stanford.edu/jeff/cllib/utils.lisp
- CLiki: http://www.cliki.net/Stats

Documentation from lhstats.lisp:

This comes in large part from Larry Hunter but has been significantly
augmented by Jeff Shrager, partly from his own stats libraries, and 
partly from open source stuff borrowed from around the web.  Citations
and acknowledgements are given where possible.

Patches welcome (preferably via pull requests at
https://github.com/mrc/lhstats)

* Larry Hunter's Code

Statistical functions in Common Lisp.  Version 1.01 July 27, 2001

This code is copyright (c) 2000 by Larry Hunter (Larry.Hunter@uchsc.edu)
except where otherwise noted.

Thanks to Paul Cohen for the original CLASP package.  Thanks also to bug
reports from Rob St. Amant.

This program is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 2 of the License, or (at your
option) any later version.

This program is distributed in the hope that it will be useful, but
WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
General Public License for more details.

You should have received a copy of the GNU General Public License along
with this program; if not, write to the Free Software Foundation, Inc.,
59 Temple Place, Suite 330, Boston, MA 02111-1307 USA

The formulas and methods used are largely taken from Bernard Rosner,
"Fundamentals of Biostatistics," 5th edition.  "Rosner x" is a page
number.  Some numeric functions were taken from CLASP, a 1994 common
lisp package that implemented some of the statistical functions from
"Numeric recipes in C" For CLASP functions, see copyright notice below.

These abreviations used in function and variable names:
| ci  | confidence interval          |
| cdf | cumulative density function  |
| ge  | greater than or equal to     |
| le  | less than or equal to        |
| pdf | probability density function |
| sd  | standard deviation           |
| rxc | rows by columns              |
| sse | sample size estimate         |

* Functions provided

** Descriptive statistics
  Mean, median, mode, geometric mean, range, percentile, variance,
  standard-deviation (sd), coefficient-of-variation,
  standard-error-of-the-mean

** Distributional functions
*** Poisson & Binomial
   binomial-probability, binomial-cumulative-probability,
   binomial-ge-probability, poisson-probability,
   poisson-cumulative-probability, poisson-ge-probability, Normal
   normal-pdf, convert-to-standard-normal, phi, z, t-distribution,
   chi-square, chi-square-cdf

** Confidence Intervals
  binomial-probability-ci, poisson-mu-ci, normal-mean-ci,
  normal-mean-ci-on-sequences, normal-variance-ci,
  normal-variance-ci-on-sequence, normal-sd-ci

** Hypothesis tests (parametric)
  z-test, z-test-on-sequence, t-test-one-sample,
  t-test-one-sample-on-sequence, t-test-paired,
  t-test-paired-on-sequences, t-test-two-sample,
  t-test-two-sample-on-sequences, chi-square-test-one-sample, f-test,
  binomial-test-one-sample, binomial-test-two-sample, fisher-exact-test,
  mcnemars-test, poisson-test-one-sample

** Hypothesis tests (non-parametric)
  sign-test, sign-test-on-sequence, wilcoxon-signed-rank-test,
  chi-square-test-rxc, chi-square-test-for-trend

** Sample size estimates
  t-test-one-sample-sse, t-test-two-sample-sse
  t-test-paired-sse, binomial-test-one-sample-sse,
  binomial-test-two-sample-sse,
  binomial-test-paired-sse, correlation-sse

** Correlation and Regression
  linear-regression, correlation-coefficient,
  correlation-test-two-sample, spearman-rank-correlation

** Significance test functions
  t-significance, f-significance (chi square significance is calculated
  from chi-square-cdf in various ways depending on the problem).

** Utilities
  random-sample, random-pick, bin-and-count, fishers-z-transform,
  mean-sd-n, square, choose, permutations, round-float



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