scalarstats.jl

Author: nalimilan

Project.toml

@@ -1,8 +1,9 @@
 name = "Statistics"
-uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+uuid = "20745b16-79ce-11e8-11f9-7d13ad32a3b2"
 
 [deps]
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [extras]

docs/Project.toml

@@ -2,4 +2,4 @@
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 
 [compat]
-Documenter = "0.24"
+Documenter = "0.27"

docs/make.jl

@@ -6,26 +6,14 @@ if Base.HOME_PROJECT[] !== nothing
 end
 
 makedocs(
-    sitename = "StatsBase.jl",
-    modules = [StatsBase],
+    sitename = "Statistics.jl",
+    modules = [Statistics],
     pages = ["index.md",
              "weights.md",
-             "means.md",
              "scalarstats.md",
-             "robust.md",
-             "deviation.md",
-             "cov.md",
-             "counts.md",
-             "ranking.md",
-             "sampling.md",
-             "empirical.md",
-             "signalcorr.md",
-             "multivariate.md",
-             "misc.md",
-             "statmodels.md",
-             "transformations.md"]
+             "cov.md"]
 )
 
 deploydocs(
-    repo = "github.com/JuliaStats/StatsBase.jl.git"
+    repo = "github.com/JuliaLang/Statistics.jl.git"
 )

docs/src/counts.md

@@ -1,17 +1,34 @@
-# Scatter Matrix and Covariance
+# Covariances and Correlations
 
-This package implements functions for computing scatter matrix, as well as weighted covariance matrix.
+Functions to computing various types of correlations and covariances are provided.
 
+## Covariance, Correlation and Scatter Matrix
 ```@docs
-scattermat
 cov
-cov(::CovarianceEstimator, ::AbstractVector)
-cov(::CovarianceEstimator, ::AbstractVector, ::AbstractVector)
-cov(::CovarianceEstimator, ::AbstractMatrix)
 cor
-mean_and_cov
-cov2cor
-cor2cov
-CovarianceEstimator
-SimpleCovariance
+```
+
+## Autocovariance and Autocorrelation
+
+```@docs
+autocov
+autocov!
+autocor
+autocor!
+```
+
+## Cross-covariance and Cross-correlation
+
+```@docs
+crosscov
+crosscov!
+crosscor
+crosscor!
+```
+
+## Partial Autocorrelation Function
+
+```@docs
+pacf
+pacf!
 ```

docs/src/cov.md

@@ -9,78 +9,7 @@ standard deviation, variance, skewness, kurtosis, correlation and covariance.
 Statistics can be weighted, and several weights types are distinguished to apply appropriate
 corrections where necessary.
 
-## Mean, median and quantiles
-
-```@docs
-Statistics.mean
-Statistics.mean!
-Statistics.median
-Statistics.median!
-Statistics.middle
-Statistics.quantile
-Statistics.quantile!
-```
-
-## Moments
-
-```@docs
-Statistics.std
-Statistics.stdm
-Statistics.var
-Statistics.varm
-Statistics.skewness
-Statistics.kurtosis
-```
-
-## Correlation and covariance
-
-```@docs
-Statistics.cor
-Statistics.cov
-```
-
-## Weights types
-
-Four statistical weights types are provided which inherit from the `AbstractWeights` type:
-
-- `Weights` is a generic type for arbitary weights. Using this type will trigger an error
-  with functions which rely on assumptions about a particular definition of weights.
-- `AnalyticWeights` describe the relative importance for each observation.
-  These weights may also be referred to as reliability weights, precision weights
-  or inverse variance weights. These are typically used when the observations
-  are aggregate values (e.g. averages) with differing variances.
-- `FrequencyWeights` describe the number of times (or frequency) each observation
-  was observed. These weights may also be referred to as case weights or repeat weights.
-- `ProbabilityWeights` represent the inverse of the sampling probability
-  for each observation, providing a correction mechanism for under- or over-sampling
-  certain population groups. These weights may also be referred to as sampling weights.
-
-The choice of weights impacts how bias is corrected in several methods.
-See the [`var`](@ref), [`std`](@ref), [`cov`](@ref) and [`quantile`](@ref)
-docstrings for more details.
-
-Short-hand constructors `weights`, `aweights`, `fweights` and `pweights`
-are provided for convenience.
-
-!!! note
-    - The weight vector is a light-weight wrapper of the input vector.
-      The input vector is NOT copied during construction.
-    - The weight vector maintains the sum of weights, which is computed upon construction.
-      If the value of the sum is pre-computed, one can supply it as the second argument
-      to the constructor and save the time of computing the sum again.
-
-```@docs
-Statistics.AbstractWeights
-Statistics.Weights
-Statistics.AnalyticWeights
-Statistics.FrequencyWeights
-Statistics.ProbabilityWeights
-Statistics.weights
-Statistics.aweights
-Statistics.fweights
-Statistics.pweights
-```
-
-```@meta
-DocTestSetup = nothing
-```
+```@contents
+Pages = ["weights.md", "scalarstats.md", "cov.md"]
+Depth = 2
+```