20 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.

• Mean and standard deviation and variance
• Absolute deviation
• Higher moments (skewness and kurtosis)
• Autocorrelation
• Covariance
• Weighted Samples
• Maximum and Minimum values
• Median and Percentiles
• Example statistical programs
• Statistics References and Further Reading