Statistical Functions

Statistical functions in Intel® oneAPI Math Kernel Library are known as the Vector Statistics (VS). They are designed for the purpose of

• generating vectors of pseudorandom, quasi-random, and non-deterministic random numbers

• performing mathematical operations of convolution and correlation

• computing basic statistical estimates for single and double precision multi-dimensional datasets

The corresponding functionality is described in the respective Random Number Generators, Convolution and Correlation, and Summary Statistics topics.

See VS performance data in the online VS Performance Data document available at https://software.intel.com/content/www/us/en/develop/articles/intel-math-kernel-library-documentation.html.

The basic notion in VS is a task. The task object is a data structure or descriptor that holds the parameters related to a specific statistical operation: random number generation, convolution and correlation, or summary statistics estimation. Such parameters can be an identifier of a random number generator, its internal state and parameters, data arrays, their shape and dimensions, an identifier of the operation and so forth. You can modify the VS task parameters using the VS service functions.

• Random Number Generators
  
• Convolution and Correlation
  
• Summary Statistics