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@scottdw
Created June 20, 2012 14:07
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Some helper functions in Clojure for statistics
(ns stats)
(defn mode [vs]
(let [fs (frequencies vs)]
(first (last (sort-by second fs)))))
(defn quantile
([p vs]
(let [svs (sort vs)]
(quantile p (count vs) svs (first svs) (last svs))))
([p c svs mn mx]
(let [pic (* p (inc c))
k (int pic)
d (- pic k)
ndk (if (zero? k) mn (nth svs (dec k)))]
(cond
(zero? k) mn
(= c (dec k)) mx
(= c k) mx
:else (+ ndk (* d (- (nth svs k) ndk)))))))
(defn median
([vs] (quantile 0.5 vs))
([sz svs mn mx] (quantile 0.5 sz svs mn mx)))
(defn mean
([vs] (mean (reduce + vs) (count vs)))
([sm sz] (/ sm sz)))
(defn standard-deviation
([vs]
(standard-deviation vs (count vs) (mean vs)))
([vs sz u]
(Math/sqrt (/ (reduce + (map #(Math/pow (- % u) 2) vs))
sz))))
(defn median-absolute-deviation
([vs]
(median-absolute-deviation vs (median vs)))
([vs m]
(median (map #(Math/abs (- % m)) vs))))
(defn lower-adjacent-value
([vs]
(let [q1 (quantile 0.25 vs)
m (median vs)
q3 (quantile 0.75 vs)]
(lower-adjacent-value (sort vs) m (- q3 q1))))
([svs m qd]
(let [l (- m qd)]
(first (filter (partial < l) svs)))))
(defn upper-adjacent-value
([vs]
(let [q1 (quantile 0.25 vs)
m (median vs)
q3 (quantile 0.75 vs)]
(upper-adjacent-value (reverse (sort vs)) m (- q3 q1))))
([rsvs m qd]
(let [l (+ m qd)]
(first (filter #(< % l) rsvs)))))
(defn stats-map
([vs]
(let [sz (count vs)
svs (sort vs)
rsvs (reverse svs)
mn (first svs)
mx (first rsvs)
sm (reduce + vs)
u (mean sm sz)
mdn (median sz svs mn mx)
q1 (quantile 0.25 sz svs mn mx)
q3 (quantile 0.75 sz svs mn mx)
sd (standard-deviation vs sz u)
mad (median-absolute-deviation vs mdn)
qd (- q3 q1)
lav (lower-adjacent-value svs mdn qd)
uav (upper-adjacent-value rsvs mdn qd)]
{
:Size sz
:Min mn
:Max mx
:Mean u
:Median mdn
:Mode (mode vs)
:Q1 q1
:Q3 q3
:Total sm
:SD sd
:MAD mad
:LAV lav
:UAV uav}))
([ks vs]
(zipmap ks (map (stats-map vs) ks))))
(let [ks [:Size :Min :Max :Mean :Median :Mode :Q1 :Q3 :Total :SD :MAD :LAV :UAV]]
(defn summarise
([vs] (summarise "" vs))
([label vs]
(apply format
(str (reduce #(.append %1 %2)
(StringBuilder.)
(interpose \tab
["%1$s::"
"Size: %2$.3f"
"Total: %10$.3f"
"Mean: %5$.3f"
"Mode: %7$.3f"
"Min: %3$.3f"
"LAV: %13$.3f"
"Q1: %8$.3f"
"Median: %6$.3f"
"Q3: %9$.3f"
"UAV: %14$.3f"
"Max: %4$.3f"
"SD: %11$.3f"
"MAD: %12$.3f"])))
(conj (map (comp double (stats-map vs)) ks) label)))))
(defn closest-mean-fn [means]
(fn [v] (reduce (partial min-key #(Math/pow (- v %) 2)) means)))
(defn k-means [k vs]
(let [vs (map double vs)
svs (set vs)]
(if (> k (count svs))
(sort svs)
(loop [mns (sort (take k (shuffle svs)))
pmns (repeat k Double/NaN)]
(if (= mns pmns)
mns
(recur (sort (map mean (vals (group-by (closest-mean-fn mns) vs)))) mns))))))
@vandyand
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Thanks!

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