Re: [ferret_users] Statistics / student-t distribution

["Paulo B. Oliveira" <pbo@xxxxxxxxx>]

One way is to use a statistical package to do the job. I ended up
learning some R (http://www.r-project.org/) basics (the choice was
driven by its popularity among my colleagues). 
When combined with 'littler' ( http://code.google.com/p/littler/ ) you
can use spawn in ferret to get the simple statistics.

For example, to get student-t 0.95 quantile with df-degrees of freedmon
from ferret:
yes? def sym df 100
yes? let qt95 = `spawn("r -e 'cat(qt((0.95),df=($df)))'")`
 !-> DEFINE VARIABLE qt95 = 1.66023

If a long data series has to be passed on to R, it will be necessary to
write an R script, eventually using the RNetCDF
( http://cran.r-project.org/web/packages/RNetCDF/index.html )
 ncdf ( http://cran.r-project.org/web/packages/ncdf/index.html ) or
ncdf4 (http://cran.r-project.org/web/packages/ncdf4/index.html )
packages.


Regards, 

Paulo
----------------------------------------------------
On Mon, 2012-03-19 at 09:02 +0100, Hein Zelle wrote:
> Neil Swart wrote:
> 
> > I wondering how other Ferreters compute their statistics, and if
> > anyone has a TINV script or similar already written?
> 
> I have not done this yet, but for an upcoming job I'll need to
> determine similar bounds (quantiles) from an ensemble distribution.
> I can do this based on the std deviation, assuming a gaussian
> distribution, but that doesn't always hold.
> 
> I'll be very interested to hear if it's possible to do this using
> external functions or with different tricks.
> 
> Kind regards,
>      Hein Zelle
> 
>