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lh-description.text
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This is Larry Hunters statistics library. It is a single file
system with no dependencies. 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".
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-pick, bin-and-count, fishers-z-transform,
mean-sd-n, square, choose, permutations, round-float