Expand description
Statistics solver — the single, canonical home for numeric statistics.
Zero-allocation kernels over caller-owned slices, a sibling to
solvers::linear_algebra. This is where descriptive statistics, hypothesis
tests, correlation, and binning live for the whole engine.
Composition rule (Modality-First): specialized/domain libraries
(specialized_libs::statistical_computing, machine_learning, …) marshal
their domain data into a slice and call these functions. They MUST NOT carry
their own mean/variance/correlation re-implementations. See
MODALITY_FIRST_CONSOLIDATION.md.
Probabilistic logic (Bayesian networks, truth-degree reasoning over quins)
is a separate concern and lives in modalities::probabilistic; it may call
into here for numeric work, but the two are not merged.
Re-exports§
pub use correlation::correlation_p_value;pub use correlation::kendall;pub use correlation::pearson;pub use correlation::rank_into;pub use correlation::spearman;pub use descriptive::covariance;pub use descriptive::kurtosis;pub use descriptive::max;pub use descriptive::mean;pub use descriptive::median_in_place;pub use descriptive::median_sorted;pub use descriptive::min;pub use descriptive::mode_in_place;pub use descriptive::quantile_in_place;pub use descriptive::quantile_sorted;pub use descriptive::skewness;pub use descriptive::std_dev;pub use descriptive::sum;pub use descriptive::variance;pub use histogram::histogram_into;pub use histogram::HistRange;pub use timeseries::autocorrelation;pub use timeseries::exponential_smoothing_into;pub use timeseries::moving_average_into;pub use hypothesis::chi_square_gof;pub use hypothesis::chi_square_independence;pub use hypothesis::friedman;pub use hypothesis::ks_1sample;pub use hypothesis::mann_whitney_u;pub use hypothesis::mcnemar;pub use hypothesis::one_sample_t;pub use hypothesis::one_way_anova;pub use hypothesis::paired_t;pub use hypothesis::two_sample_t;pub use hypothesis::AnovaResult;pub use hypothesis::ChiSquareResult;pub use hypothesis::FriedmanResult;pub use hypothesis::KolmogorovSmirnovResult;pub use hypothesis::MannWhitneyResult;pub use hypothesis::NonparametricResult;pub use hypothesis::TTest;pub use hypothesis::TwoSampleTTest;pub use information::cross_entropy;pub use information::entropy;pub use information::kl_divergence;pub use information::mutual_information_discrete;pub use regression::simple_linear_regression;pub use regression::LinearRegression;pub use robust::iqr;pub use robust::median_abs_deviation;pub use robust::trimmed_mean;pub use robust::winsorized_mean;pub use distributions::beta_pdf;pub use distributions::binomial_cdf;pub use distributions::binomial_pmf;pub use distributions::empirical_cdf;pub use distributions::exponential_cdf;pub use distributions::exponential_pdf;pub use distributions::gamma_pdf;pub use distributions::laplace_cdf;pub use distributions::laplace_pdf;pub use distributions::lognormal_cdf;pub use distributions::lognormal_pdf;pub use distributions::poisson_cdf;pub use distributions::poisson_pmf;pub use distributions::uniform_cdf;pub use distributions::uniform_pdf;pub use distributions::weibull_pdf;
Modules§
- anomaly
- Anomaly / outlier detection — folded into the statistics foundation (it is just
statistics with a decision rule). Univariate detectors (z-score, robust modified
z-score, Tukey fences, Grubbs’ test) plus a multivariate Mahalanobis gate. Each
reuses the existing descriptive / robust / distribution primitives and follows the
module’s
Optionidiom (Noneon degenerate input — empty, zero spread). - correlation
- Correlation kernels — zero-allocation over caller-owned slices.
- descriptive
- Descriptive statistics — zero-allocation kernels over caller-owned slices.
- distributions
- Probability distributions — the canonical, full-precision pdf / cdf / quantile
for the whole engine, built on the shared special functions (
special). - histogram
- Histogram binning — fills a caller-owned counts buffer, no allocation.
- hypothesis
- Hypothesis tests — real p-values from the
distributionslibrary, zero ad-hoc thresholds. - information
- Information theory — Shannon entropy, KL divergence, cross-entropy and mutual
information over discrete distributions / samples (all in bits,
log₂). - regression
- Regression — ordinary least squares. Simple (one-predictor) linear regression
with the full inferential output: coefficients, R², residual standard error, and
real t-based standard errors / p-values from the
distributionslibrary (no placeholder significance). - robust
- Robust / exploratory estimators — location and spread measures that resist
outliers, the EDA complement to the mean/variance in
super::descriptive. They reuse the descriptive median/quantile kernels (no re-implementation). - timeseries
- Time-series kernels — autocorrelation, moving average, exponential smoothing.
Functions§
- adf_
proxy - Simple ADF-like stationarity proxy (negative means more stationary tendency).
- bootstrap_
means - Basic bootstrap mean (cold bounded, for calibration/validation).
Resamples with replacement using provided RNG state (SplitMix style).
Writes means for
num_samplesintoout. - ljung_
box - Ljung-Box test statistic for autocorrelation up to lag h. acf[0..h] are sample autocorrelations (from lag 1).