Application Notes for Intel® oneAPI Math Kernel Library Summary Statistics

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ID 772991
Date 12/04/2020
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Document Table of Contents
Document Table of Contents x
Application Notes for Intel® oneAPI Math Kernel Library Summary Statistics
Application Notes for Intel® oneAPI Math Kernel Library Summary Statistics x
Legal Information About This Document About Summary Statistics Algorithms and Interfaces in Summary Statistics Common Usage Model of Summary Statistics Algorithms Processing Data in Blocks Detecting Outliers in Datasets Dealing with Missing Observations Computing Quantiles for Streaming Data Bibliography
About This Document x
Conventions and Symbols
Algorithms and Interfaces in Summary Statistics x
Estimating Raw and Central Moments and Sums, Skewness, Excess Kurtosis, Variation, and Variance-Covariance/Correlation/Cross-Product Matrix Computing Median Absolute Deviation Computing Mean Absolute Deviation Computing Minimum/Maximum Values Calculating Order Statistics Estimating Quantiles Estimating a Pooled/Group Variance-Covariance Matrices/Means Estimating a Partial Variance-Covariance Matrix Performing Robust Estimation of a Variance-Covariance Matrix Detecting Multivariate Outliers Handling Missing Values in Matrices of Observations Parameterizing a Correlation Matrix Sorting an Observation Matrix
Estimating Raw and Central Moments and Sums, Skewness, Excess Kurtosis, Variation, and Variance-Covariance/Correlation/Cross-Product Matrix x
Computing Estimations for Large Datasets Calculating Multiple Estimates
Estimating Quantiles x
Computing Quantiles for Streaming Data with VSL_SS_METHOD_SQUANTS_ZW
Handling Missing Values in Matrices of Observations x
Basic Assumptions for the MI Method Basic Components of the MI Method
Detecting Outliers in Datasets x
Using the BACON Algorithm for Outlier Detection Using Robust Methods
Application Notes for Intel® oneAPI Math Kernel Library Summary Statistics

About Summary Statistics

The Summary Statistics is a subcomponent of the Vector Statistics (VS) included into the Intel® oneAPI Math Kernel Library (oneMKL). The Summary Statistics component offers a solution for parallel statistical processing of multi-dimensional datasets. It contains functions for initial statistical analysis of raw data. You can use these functions to investigate the structure and understand the basic characteristics and internal dependencies of the analyzed datasets.

Product and Performance Information

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Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.

Notice revision #20201201

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Algorithms and Interfaces in Summary Statistics

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