Next: Basic Statistical Functions, Up: Statistics [Contents][Index]

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.

- :
**mean***(*`x`) - :
**mean***(*`x`,`dim`) - :
**mean***(*`x`,`opt`) - :
**mean***(*`x`,`dim`,`opt`) Compute the mean of the elements of the vector

`x`.The mean is defined as

mean (x) = SUM_i x(i) / N

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.

Both

`dim`and`opt`are optional. If both are supplied, either may appear first.

- :
**median***(*`x`) - :
**median***(*`x`,`dim`) Compute the median value of the elements of the vector

`x`.When the elements of

`x`are sorted, the median is defined asx(ceil(N/2)) N odd median (x) = (x(N/2) + x((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.

- :
**mode***(*`x`) - :
**mode***(*`x`,`dim`) - :
*[*`m`,`f`,`c`] =**mode***(…)* 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.

- :
**range***(*`x`) - :
**range***(*`x`,`dim`) 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.

- :
**iqr***(*`x`) - :
**iqr***(*`x`,`dim`) Return the interquartile range, i.e., the difference between the upper and lower quartile of the input data.

If

`x`is a matrix, do the above for first non-singleton dimension of`x`.If the optional argument

`dim`is given, operate along this dimension.As a measure of dispersion, the interquartile range is less affected by outliers than either

`range`

or`std`

.

- :
**meansq***(*`x`) - :
**meansq***(*`x`,`dim`) 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

For matrix arguments, return a row vector containing the mean square of each column.

If the optional argument

`dim`is given, operate along this dimension.

- :
**std***(*`x`) - :
**std***(*`x`,`opt`) - :
**std***(*`x`,`opt`,`dim`) 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.If

`x`is a matrix, compute the standard deviation for each column and return them in a row vector.The argument

`opt`determines the type of normalization to use. Valid values are- 0:
normalize with

*N-1*, provides the square root of the best unbiased estimator of the variance [default]- 1:
normalize with

*N*, this provides the square root of the second moment around the mean

If the optional argument

`dim`is given, operate along this dimension.

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.

- :
**var***(*`x`) - :
**var***(*`x`,`opt`) - :
**var***(*`x`,`opt`,`dim`) 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

If

`x`is a matrix, compute the variance for each column and return them in a row vector.The argument

`opt`determines the type of normalization to use. Valid values are- 0:
normalize with

*N-1*, provides the best unbiased estimator of the variance [default]- 1:
normalizes with

*N*, this provides the second moment around the mean

If

*N==1*the value of`opt`is ignored and normalization by*N*is used.If the optional argument

`dim`is given, operate along this dimension.

- :
**skewness***(*`x`) - :
**skewness***(*`x`,`flag`) - :
**skewness***(*`x`,`flag`,`dim`) Compute the sample skewness of the elements of

`x`.The sample skewness is defined as

mean ((

`x`- mean (`x`)).^3) skewness (`X`) = ------------------------. std (`x`).^3The 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`).^3The 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.

- :
**kurtosis***(*`x`) - :
**kurtosis***(*`x`,`flag`) - :
**kurtosis***(*`x`,`flag`,`dim`) Compute the sample kurtosis of the elements of

`x`.The sample kurtosis is defined as

mean ((

`x`- mean (`x`)).^4) k1 = ------------------------ std (`x`).^4The 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)

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.

- :
**moment***(*`x`,`p`) - :
**moment***(*`x`,`p`,`type`) - :
**moment***(*`x`,`p`,`dim`) - :
**moment***(*`x`,`p`,`type`,`dim`) - :
**moment***(*`x`,`p`,`dim`,`type`) Compute the

`p`-th central moment of the vector`x`.1/N SUM_i (x(i) - mean(x))^p

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.

- :
`q`=**quantile***(*`x`) - :
`q`=**quantile***(*`x`,`p`) - :
`q`=**quantile***(*`x`,`p`,`dim`) - :
`q`=**quantile***(*`x`,`p`,`dim`,`method`) 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 (http://www.r-project.org/). The default value is METHOD = 5.

Discontinuous sample quantile methods 1, 2, and 3

- Method 1: Inverse of empirical distribution function.
- Method 2: Similar to method 1 but with averaging at discontinuities.
- Method 3: SAS definition: nearest even order statistic.

Continuous sample quantile methods 4 through 9, where p(k) is the linear interpolation function respecting each methods’ representative cdf.

- Method 4: p(k) = k / n. That is, linear interpolation of the empirical cdf.
- Method 5: p(k) = (k - 0.5) / n. That is a piecewise linear function where the knots are the values midway through the steps of the empirical cdf.
- Method 6: p(k) = k / (n + 1).
- Method 7: p(k) = (k - 1) / (n - 1).
- Method 8: p(k) = (k - 1/3) / (n + 1/3). The resulting quantile
estimates are approximately median-unbiased regardless of the distribution
of
`x`. - Method 9: p(k) = (k - 3/8) / (n + 1/4). The resulting quantile
estimates are approximately unbiased for the expected order statistics if
`x`is normally distributed.

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:

- Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.
- Hyndman, R. J. and Fan, Y. (1996) Sample quantiles in statistical packages, American Statistician, 50, 361–365.
- R: A Language and Environment for Statistical Computing; http://cran.r-project.org/doc/manuals/fullrefman.pdf.

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.

- :
`q`=**prctile***(*`x`) - :
`q`=**prctile***(*`x`,`p`) - :
`q`=**prctile***(*`x`,`p`,`dim`) 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`y`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.

- :
**statistics***(*`x`) - :
**statistics***(*`x`,`dim`) 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: Basic Statistical Functions, Up: Statistics [Contents][Index]