naginterfaces.library.stat.summary_2var¶
- naginterfaces.library.stat.summary_2var(x1, x2, wt=None)[source]¶
summary_2var
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.For full information please refer to the NAG Library document for g01ab
https://support.nag.com/numeric/nl/nagdoc_30.2/flhtml/g01/g01abf.html
- Parameters
- x1float, array-like, shape
The observations from the first sample, , for .
- x2float, array-like, shape
The observations from the second sample, , for .
- wtNone or float, array-like, shape , optional
If weights are being supplied then the elements of must contain the weights associated with the observations, , for .
If weights are not supplied then may be None.
- Returns
- nvalint
Is used to indicate the number of valid observations, ; see Notes (g).
- resfloat, ndarray, shape
The elements of contain the following results:
mean of the first sample, ;
mean of the second sample, ;
standard deviation of the first sample, ;
standard deviation of the second sample, ;
corrected sum of squares of the first sample, ;
corrected sum of products of the two samples, ;
corrected sum of squares of the second sample, ;
product-moment correlation coefficient, ;
minimum of the first sample;
maximum of the first sample;
minimum of the second sample;
maximum of the second sample;
sum of weights, (, if , on entry).
- Raises
- NagValueError
- (errno )
On entry, .
Constraint: .
- (errno )
The number of valid cases, , is .
- (errno )
On entry, .
Constraint: , for
- Warns
- NagAlgorithmicWarning
- (errno )
The number of valid cases, , is . In this case standard deviation and product-moment correlation coefficient cannot be calculated.
- Notes
No equivalent traditional C interface for this routine exists in the NAG Library.
The data consist of two samples of observations, denoted by , and , for , with corresponding weights , for .
If no specific weighting is given, then each is set to in
summary_2var
.The quantities calculated are:
The sum of weights,
The means,
The corrected sums of squares and products
The standard deviations
The product-moment correlation coefficient
The minimum and maximum elements in each of the two samples.
The number of pairs of observations, , for which , i.e., the number of valid observations. The quantities in (d) and (e) above will only be computed if . All other items are computed if .