plans.stochastic.descriptive

Descriptive summaries of a sample.

Functions

get_basic_stats(data)	Get basic statistics of a sample.
qqplot(data)	Calculate the QQ-plot of data against normal distribution
trace_variance(data)	Trace the mean variance from sample

plans.stochastic.descriptive.get_basic_stats(data)

Get basic statistics of a sample. An empty sample gives count 0 and NaN values.

Parameters:

data (numpy.ndarray) – vector of data without nan values

Returns:

DataFrame with statistics and their values.

Return type:

pandas.DataFrame

plans.stochastic.descriptive.qqplot(data)

Calculate the QQ-plot of data against normal distribution

\[E_i = \frac{i - 0.5}{n}, \qquad T_i = \Phi^{-1}(E_i)\]

Parameters:

data (numpy.ndarray) – vector of data without nan values

Returns:

dataframe of QQ plot

Return type:

pandas.DataFrame

plans.stochastic.descriptive.trace_variance(data)

Trace the mean variance from sample

Step \(i\) holds \(\mathrm{Var}(x_0, \dots, x_{i-1})\), the variance of the values before it. The first two steps are zero.

Parameters:

data (numpy.ndarray) – vector of data without nan values

Returns:

dataframe of accumulated variance

Return type:

pandas.DataFrame