Chris Fairles wrote:
I'm wondering if anyone has started a statistical analysis library at all? Something I might be interesting in starting if not. It could include features such as:
sample mean, alpha-trimmed mean, weighted-mean, geometric-mean, harmonic-mean, mode, median, midrange. mean deviation, sample std deviation, RMS, sample range, interquartile range higher order sample moments maximum likelihood estimators (and other estimators for various distributions), confidence intervals, hypothesis testing linear regression, ANOVA even
Any interested in such a lib? (i think i saw a probability lib somewhere, it could build on that as well).
As Paul has already said, there is quite a lot of work already done in this area: Eric Niebler's accumulator and time series lib's handle a lot of the data collection / descriptive statistic calculation tasks, and the Math/Distributions library provides all the underlying math code needed to perform tests etc as well as some fairly comprehensive examples of doing so. There is still a need to tie some of this together with some high level interfaces for ANOVA and hypothesis testing etc though should you wish to rise to the challenge :-) John. HTH, John.