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21 Statistics ************* This chapter describes the statistical functions in the library. The basic statistical functions include routines to compute the mean, variance and standard deviation. More advanced functions allow you to calculate absolute deviations, skewness, and kurtosis as well as the median and arbitrary percentiles. The algorithms use recurrence relations to compute average quantities in a stable way, without large intermediate values that might overflow. The functions are available in versions for datasets in the standard floating-point and integer types. The versions for double precision floating-point data have the prefix ‘gsl_stats’ and are declared in the header file ‘gsl_statistics_double.h’. The versions for integer data have the prefix ‘gsl_stats_int’ and are declared in the header file ‘gsl_statistics_int.h’. All the functions operate on C arrays with a ‘stride’ parameter specifying the spacing between elements.
Mean, Standard Deviation and Variance Absolute deviation Higher moments (skewness and kurtosis) Autocorrelation Covariance Correlation Weighted Samples Maximum and Minimum values Median and Percentiles Order Statistics Robust Location Estimates Robust Scale Estimates Examples References and Further Reading