Statistics
Last update: 16.07.2025Perform statistical analysis on data objects. More...
Classes | |
| class | ComputeCoefficientOfDetermination< TYPE > |
| a struct which collects settings for computing the Coefficient Of Determination More... | |
| class | ComputeCorrelation< TYPE > |
| a struct which collects settings for computeCorrelation More... | |
| class | ComputeCoV< TYPE > |
| a struct which collects settings for ComputeCoV More... | |
| class | ComputeMax< TYPE > |
| a struct which collects settings for ComputeMax More... | |
| class | ComputeMaxProbability< TYPE > |
| a struct which collects settings for ComputeMaxProbability More... | |
| class | ComputeMean< TYPE > |
| a struct which collects settings for ComputeMean More... | |
| class | ComputeMeanMissing< TYPE > |
| a struct which collects settings for ComputeMean More... | |
| class | ComputeMeanPlusSigma< TYPE > |
| a struct which collects settings for computing 'mean+ k * sigma' More... | |
| class | ComputeMin< TYPE > |
| a struct which collects settings for ComputeMin More... | |
| class | ComputeMinProbability< TYPE > |
| a struct which collects settings for ComputeMinProbability More... | |
| class | ComputeProbabilitySigmaInterval< TYPE > |
| a struct which collects settings for probability of sigma intervals, i.e. of P( mean + l*sigma <= X < mean + u*sigma) More... | |
| class | ComputeQualityCapabilityCp< TYPE > |
| a struct which collects settings for QCS/Cp More... | |
| class | ComputeQualityCapabilityCpk< TYPE > |
| a struct which collects settings for QCS/Cpk More... | |
| class | ComputeQuantile< TYPE > |
| a struct which collects settings for QCS/Cpk More... | |
| class | ComputeQuantileInverse< TYPE > |
| a struct which collects settings for inverse quantile computation (not-exceedance probability) More... | |
| class | ComputeRange< TYPE > |
| a struct which collects settings for ComputeRange More... | |
| class | ComputeRelativeError< TYPE > |
Computes the relative accuracy between two quantities given using If set, the relative error is computed using . More... | |
| class | ComputeRPCA< TYPE > |
| Perform Robust Principal Component Analysis While traditional PCA is very sensitive to data corruption or outliers, RPCA is, as its name implies, robust to data corruption under surprisingly broad conditions. RPCA attempts to split a given matrix M into two matrices S and L: M = L + S where L is a low-rank matrix and S is a sparse matrix of random errors (of arbitrary magnitude and random sign). In the context of SoS, each column vector of M might be a particular field design. Without any prior knowledge about outliers, RPCA is then able to separate correlations between field designs (L) from outliers (S). Security camera footage is a good example, following the M = L + S data model: L represents the slowly changing background, while S represents walking people. See https://arxiv.org/abs/0912.3599 for more examples and a precise definition of the conditions, for RPCA to deliver good results. By default, ComputeRPCA creates two new quantity idents named RPCA[] (L) and RPCAError[] (S). Disable the creation of RPCAError by setting the createRPCAError member variable to false. The algorithm attempts to recover L and S by running the Principal Component Pursuit bi-objective optimization program:
where | |
| class | ComputeStddev< TYPE > |
| a struct which collects settings for ComputeStddev More... | |
| class | ComputeStdErrorOfMean< TYPE > |
| a struct which collects settings for computing the standard error of mean estimator More... | |
| class | ComputeStdErrorOfVariance< TYPE > |
| a struct which collects settings for computing the standard error of the variance estimator More... | |
| class | ComputeVariance< TYPE > |
| a struct which collects settings for ComputeVariance More... | |
Functions | |
| template (ComputeStdErrorOfMeanNode) ComputeStdErrorOfMean< NODE_DATA > | |
| template (ComputeStdErrorOfVarianceNode) ComputeStdErrorOfVariance< NODE_DATA > | |
| template (ComputeMeanNode) ComputeMean< NODE_DATA > | |
| template (ComputeMeanMissingNode) ComputeMeanMissing< NODE_DATA > | |
| template (ComputeCoVNode) ComputeCoV< NODE_DATA > | |
| template (ComputeMinNode) ComputeMin< NODE_DATA > | |
| template (ComputeMinProbabilityNode) ComputeMinProbability< NODE_DATA > | |
| template (ComputeStdErrorOfMeanElement) ComputeStdErrorOfMean< ELEMENT_DATA > | |
| template (ComputeMeanElement) ComputeMean< ELEMENT_DATA > | |
| template (ComputeStddevNode) ComputeStddev< NODE_DATA > | |
| template (ComputeVarianceNode) ComputeVariance< NODE_DATA > | |
| template (ComputeStdErrorOfVarianceElement) ComputeStdErrorOfVariance< ELEMENT_DATA > | |
| template (ComputeMeanMissingElement) ComputeMeanMissing< ELEMENT_DATA > | |
| template (ComputeMeanMissingScalar) ComputeMeanMissing< SCALAR_DATA > | |
| template (ComputeMinElement) ComputeMin< ELEMENT_DATA > | |
| template (ComputeVarianceElement) ComputeVariance< ELEMENT_DATA > | |
| template (ComputeMinProbabilityElement) ComputeMinProbability< ELEMENT_DATA > | |
| template (ComputeCoVElement) ComputeCoV< ELEMENT_DATA > | |
| template (ComputeMaxNode) ComputeMax< NODE_DATA > | |
| template (ComputeMaxProbabilityNode) ComputeMaxProbability< NODE_DATA > | |
| template (ComputeStdErrorOfMeanScalar) ComputeStdErrorOfMean< SCALAR_DATA > | |
| template (ComputeStddevElement) ComputeStddev< ELEMENT_DATA > | |
| template (ComputeMeanScalar) ComputeMean< SCALAR_DATA > | |
| template (ComputeStdErrorOfVarianceScalar) ComputeStdErrorOfVariance< SCALAR_DATA > | |
| template (ComputeCoVScalar) ComputeCoV< SCALAR_DATA > | |
| template (ComputeVarianceScalar) ComputeVariance< SCALAR_DATA > | |
| template (ComputeMinScalar) ComputeMin< SCALAR_DATA > | |
| template (ComputeStddevScalar) ComputeStddev< SCALAR_DATA > | |
| template (ComputeMaxElement) ComputeMax< ELEMENT_DATA > | |
| template (ComputeMaxProbabilityElement) ComputeMaxProbability< ELEMENT_DATA > | |
| template (ComputeMaxScalar) ComputeMax< SCALAR_DATA > | |
| template (ComputeRangeNode) ComputeRange< NODE_DATA > | |
| template (ComputeQuantileInverseNode) ComputeQuantileInverse< NODE_DATA > | |
| template (ComputeRangeElement) ComputeRange< ELEMENT_DATA > | |
| template (ComputeQuantileInverseElement) ComputeQuantileInverse< ELEMENT_DATA > | |
| template (ComputeRangeScalar) ComputeRange< SCALAR_DATA > | |
| template (ComputeQuantileInverseScalar) ComputeQuantileInverse< SCALAR_DATA > | |
| template (ComputeQuantileNode) ComputeQuantile< NODE_DATA > | |
| template (ComputeMeanPlusSigmaNode) ComputeMeanPlusSigma< NODE_DATA > | |
| template (ComputeQuantileElement) ComputeQuantile< ELEMENT_DATA > | |
| template (ComputeQuantileScalar) ComputeQuantile< SCALAR_DATA > | |
| template (ComputeMeanPlusSigmaElement) ComputeMeanPlusSigma< ELEMENT_DATA > | |
| template (ComputeProbabilitySigmaIntervalNode) ComputeProbabilitySigmaInterval< NODE_DATA > | |
| template (ComputeQualityCapabilityCpkNode) ComputeQualityCapabilityCpk< NODE_DATA > | |
| template (ComputeMeanPlusSigmaScalar) ComputeMeanPlusSigma< SCALAR_DATA > | |
| template (ComputeQualityCapabilityCpNode) ComputeQualityCapabilityCp< NODE_DATA > | |
| template (ComputeProbabilitySigmaIntervalElement) ComputeProbabilitySigmaInterval< ELEMENT_DATA > | |
| template (ComputeProbabilitySigmaIntervalScalar) ComputeProbabilitySigmaInterval< SCALAR_DATA > | |
| template (ComputeQualityCapabilityCpElement) ComputeQualityCapabilityCp< ELEMENT_DATA > | |
| template (ComputeQualityCapabilityCpkElement) ComputeQualityCapabilityCpk< ELEMENT_DATA > | |
| template (ComputeRPCANode) ComputeRPCA< NODE_DATA > | |
| template (ComputeQualityCapabilityCpScalar) ComputeQualityCapabilityCp< SCALAR_DATA > | |
| template (ComputeQualityCapabilityCpkScalar) ComputeQualityCapabilityCpk< SCALAR_DATA > | |
| template (ComputeRPCAElement) ComputeRPCA< ELEMENT_DATA > | |
| template (ComputeCoefficientOfDeterminationNode) ComputeCoefficientOfDetermination< NODE_DATA > | |
| template (ComputeCoefficientOfDeterminationElement) ComputeCoefficientOfDetermination< ELEMENT_DATA > | |
| template (ComputeCoefficientOfDeterminationScalar) ComputeCoefficientOfDetermination< SCALAR_DATA > | |
| template (ComputeCorrelationNode) ComputeCorrelation< NODE_DATA > | |
| template (ComputeCorrelationElement) ComputeCorrelation< ELEMENT_DATA > | |
| template (ComputeCorrelationScalar) ComputeCorrelation< SCALAR_DATA > | |
| template (ComputeRelativeNodeError) ComputeRelativeError< NODE_DATA > | |
| template (ComputeRelativeElementError) ComputeRelativeError< ELEMENT_DATA > | |
| template (ComputeRelativeScalarError) ComputeRelativeError< SCALAR_DATA > | |
Detailed Description
Perform statistical analysis on data objects.
If set, the relative error is computed using
. ![\[ //! \text{minimize} ||L||_* + \lambda ||S||_1 //! \text{subject to} L + S = M //! \]](/sites/default/files/migrate-content/optislang_3d_postprocessing_script_api_2024_r2_sp02_1/form_11.png)
denotes the nuclear norm of
(i.e. the sum of the singular values of
denotes the
-norm of
seen as a long vector. Recommended value:
.