Developer Reference

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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.
Product and Performance Information
Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.
Notice revision #20201201

Product and Performance Information

1

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