g01ab:: Simple Calculations on Statistical Data (NAG Toolbox)

nag_stat_summary_2var (g01ab) computes the means, standard deviations, corrected sums of squares and products, maximum and minimum values, and the product-moment correlation coefficient for two variables. Unequal weighting may be given.

Syntax

Description

The quantities calculated are:

(a)

The sum of weights,

W = \sum_{i = 1}^{n} w_{i} .

(b)

The means,

\bar{x} = \frac{\sum_{i = 1}^{n} w_{i} x_{i}}{W}, \bar{y} = \frac{\sum_{i = 1}^{n} w_{i} y_{i}}{W} .

(c)

The corrected sums of squares and products

\begin{array}{l} c_{11} = \sum_{i = 1}^{n} w_{i} {(x_{i} - \bar{x})}^{2} \\ c_{21} = c_{12} = \sum_{i = 1}^{n} w_{i} (x_{i} - \bar{x}) (y_{i} - \bar{y}) \\ c_{22} = \sum_{i = 1}^{n} w_{i} {(y_{i} - \bar{y})}^{2} . \end{array}

(d)

The standard deviations

s_{j} = \sqrt{\frac{c_{j j}}{d}},   where j = 1, 2 and d = W - \frac{\sum_{i = 1}^{n} w_{i}^{2}}{W} .

(e)

The product-moment correlation coefficient

R = \frac{c_{12}}{\sqrt{c_{11} c_{22}}} .

(f)

The minimum and maximum elements in each of the two samples.

(g)

The number of pairs of observations,

m

, for which

w_{i} > 0

, i.e., the number of valid observations. The quantities in (d) and (e) above will only be computed if

m \geq 2

. All other items are computed if

m \geq 1

References

Parameters

Compulsory Input Parameters

Optional Input Parameters

Output Parameters

Error Indicators and Warnings

Cases prefixed with W are classified as warnings and do not generate an error of type NAG:error_n. See nag_issue_warnings.

Accuracy

Further Comments

Example

In the program below, NPROB determines the number of datasets to be analysed. For each analysis, a set of observations and, optionally, weights, is read and printed. After calling nag_stat_summary_2var (g01ab), all the calculated quantities are printed. In the example, there is one set of data, with

29

(unweighted) pairs of observations.

function g01ab_example


fprintf('g01ab example results\n\n');

x1 = [350     550     380     510    1270     300    2630     810 ...
      140     450    2280     250     540     720      90     480 ...
      180    3160     220     860     300    1460     400     620 ...
      120     780     230    1070     160];
x2 = [ 47      95     211     122     530      38     278     309 ...
       75      43     407     142      89     159      35     103 ...
       78     969     120     333      73     147      30     100 ...
       55     145     101     468      86];
n = size(x1,2);

[res, ifail] = g01ab(x1, x2);

fprintf('Number of cases    %7d\n',n);
fprintf('Data as input -\n');
v1 = 'Var  1';
v2 = 'Var  2';
fprintf('%12s%12s%12s%12s%12s%12s\n', v1, v2, v1, v2, v1, v2);
fprintf('%12.1f%12.1f%12.1f%12.1f%12.1f%12.1f\n',[x1; x2])
fprintf('\n\n');
fprintf('No. of valid cases %7d\n\n',n);
fprintf('%30s%30s\n', 'Variable 1', 'Variable 2');
fprintf('Mean               %11.1f%30.1f\n',res(1:2));
fprintf('Minimum            %11.1f%30.1f\n',res(9:2:11));
fprintf('Maximum            %11.1f%30.1f\n',res(10:2:12));
fprintf('Standard deviation %11.1f%30.1f\n',res(3:4));
fprintf('Sum of squares     %11.1f%30.1f\n',res(5:2:7));
fprintf('Sum of weights     %26.4f\n',res(13));
fprintf('Sum of products    %26.4f\n',res(6));
fprintf('Correlation        %26.4f\n',res(8));

g01ab example results

Number of cases         29
Data as input -
      Var  1      Var  2      Var  1      Var  2      Var  1      Var  2
       350.0        47.0       550.0        95.0       380.0       211.0
       510.0       122.0      1270.0       530.0       300.0        38.0
      2630.0       278.0       810.0       309.0       140.0        75.0
       450.0        43.0      2280.0       407.0       250.0       142.0
       540.0        89.0       720.0       159.0        90.0        35.0
       480.0       103.0       180.0        78.0      3160.0       969.0
       220.0       120.0       860.0       333.0       300.0        73.0
      1460.0       147.0       400.0        30.0       620.0       100.0
       120.0        55.0       780.0       145.0       230.0       101.0
      1070.0       468.0       160.0        86.0

No. of valid cases      29

                    Variable 1                    Variable 2
Mean                     734.8                         185.8
Minimum                   90.0                          30.0
Maximum                 3160.0                         969.0
Standard deviation       765.2                         201.1
Sum of squares      16395924.1                     1131860.8
Sum of weights                        29.0000
Sum of products                  3483048.9655
Correlation                            0.8085

$res (1)$	mean of the first sample, $\bar{x}$ ;
$res (2)$	mean of the second sample, $\bar{y}$ ;
$res (3)$	standard deviation of the first sample, $s_{1}$ ;
$res (4)$	standard deviation of the second sample, $s_{2}$ ;
$res (5)$	corrected sum of squares of the first sample, $c_{11}$ ;
$res (6)$	corrected sum of products of the two samples, $c_{12}$ ;
$res (7)$	corrected sum of squares of the second sample, $c_{22}$ ;
$res (8)$	product-moment correlation coefficient, $R$ ;
$res (9)$	minimum of the first sample;
$res (10)$	maximum of the first sample;
$res (11)$	minimum of the second sample;
$res (12)$	maximum of the second sample;
$res (13)$	sum of weights, $\sum_{i = 1}^{n} w_{i}$ ( $= n$ , if wt is null on entry).

NAG Toolbox: nag_stat_summary_2var (g01ab)

▸▿ Contents

Purpose