Statlib

Description

Lightweight, zero dependency package aimed to handle statistics found at a college introductory level. It can compute the following

Descriptive statistics

• min
• max
• range
• quartile
• median
• IQR
• sum
• mean
• variance (sample and population)
• standard deviation (sample and population)
• coefficient of variation
• skewness

Probability Distributions

• uniform: pdf, cdf, inverse/quantile
• normal: pdf, cdf, inverse/quantile
• binomial: pdf, cdf, inverse/quantile
• T: pdf, cdf, inverse/quantile
• chi-squared: pdf, cdf
• F: pdf, cdf
• poisson: pdf, cdf
• geometric: pdf, cdf

Correlation and Regression

• pearson correlation

Hypothesis Testing

• z test
• 2 sample z test
• 1 proportion z test
• 2 proportion z test
• t test
• 2 sample t test
• χ2 test
• χ2 goodness of fit
• linear regression t test
• 2 sample f test
• ANOVA

Confidence Intervals

• z interval
• t interval
• 2 sample z interval
• 2 sample t interval
• one proportion z interval
• two proportion z interval

RNG

• random uniform
• random normal
• random binomial
• random poisson

Basic Matrix Operation

• matrix multiplication
• transpose
• inverse

Miscellaneous Helpers

• factorial
• choose
• gamma function
• gammaln function
• regularized gamma function
• lower incomplete gamma function
• upper incomplete gamma function
• error function
• inverse error function
• beta function
• incomplete beta function
• incomplete beta inverse function
• regularized incomplete beta function
• regularized incomplete beta inverse function
• pochhammer