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Statistics::Descriptive(3) |
User Contributed Perl Documentation |
Statistics::Descriptive(3) |
Statistics::Descriptive - Module of basic descriptive statistical functions.
use Statistics::Descriptive;
my $stat = Statistics::Descriptive::Full->new();
$stat->add_data(1,2,3,4);
my $mean = $stat->mean();
my $var = $stat->variance();
my $tm = $stat->trimmed_mean(.25);
$Statistics::Descriptive::Tolerance = 1e-10;
This module provides basic functions used in descriptive statistics. It has an
object oriented design and supports two different types of data storage and
calculation objects: sparse and full. With the sparse method, none of the data
is stored and only a few statistical measures are available. Using the full
method, the entire data set is retained and additional functions are
available.
Whenever a division by zero may occur, the denominator is checked
to be greater than the value
$Statistics::Descriptive::Tolerance, which defaults
to 0.0. You may want to change this value to some small positive value such
as 1e-24 in order to obtain error messages in case of very small
denominators.
Many of the methods (both Sparse and Full) cache values so that
subsequent calls with the same arguments are faster.
- $stat = Statistics::Descriptive::Sparse->new();
- Create a new sparse statistics object.
- $stat->clear();
- Effectively the same as
my $class = ref($stat);
undef $stat;
$stat = new $class;
except more efficient.
- $stat->add_data(1,2,3);
- Adds data to the statistics variable. The cached statistical values are
updated automatically.
- $stat->count();
- Returns the number of data items.
- $stat->mean();
- Returns the mean of the data.
- $stat->sum();
- Returns the sum of the data.
- $stat->variance();
- Returns the variance of the data. Division by n-1 is used.
- $stat->standard_deviation();
- Returns the standard deviation of the data. Division by n-1 is used.
- $stat->min();
- Returns the minimum value of the data set.
- $stat->mindex();
- Returns the index of the minimum value of the data set.
- $stat->max();
- Returns the maximum value of the data set.
- $stat->maxdex();
- Returns the index of the maximum value of the data set.
- $stat->sample_range();
- Returns the sample range (max - min) of the data set.
Similar to the Sparse Methods above, any Full Method that is called caches the
current result so that it doesn't have to be recalculated. In some cases,
several values can be cached at the same time.
- $stat = Statistics::Descriptive::Full->new();
- Create a new statistics object that inherits from
Statistics::Descriptive::Sparse so that it contains all the methods
described above.
- $stat->add_data(1,2,4,5);
- Adds data to the statistics variable. All of the sparse statistical values
are updated and cached. Cached values from Full methods are deleted since
they are no longer valid.
Note: Calling add_data with an empty array will delete all
of your Full method cached values! Cached values for the sparse
methods are not changed
- $stat->add_data_with_samples([{1 => 10}, {2 => 20}, {3 =>
30},]);
- Add data to the statistics variable and set the number of samples each
value has been built with. The data is the key of each element of the
input array ref, while the value is the number of samples: [{data1 =>
smaples1}, {data2 => samples2}, ...].
NOTE: The number of samples is only used by the
smoothing function and is ignored otherwise. It is not equivalent to
repeat count. In order to repeat a certain datum more than one time call
add_data() like this:
my $value = 5;
my $repeat_count = 10;
$stat->add_data(
[ ($value) x $repeat_count ]
);
- $stat->get_data();
- Returns a copy of the data array.
- $stat->get_data_without_outliers();
- Returns a copy of the data array without outliers. The number minimum of
samples to apply the outlier filtering is
$Statistics::Descriptive::Min_samples_number, 4 by
default.
A function to detect outliers need to be defined (see
"set_outlier_filter"), otherwise the
function will return an undef value.
The filtering will act only on the most extreme value of the
data set (i.e.: value with the highest absolute standard deviation from
the mean).
If there is the need to remove more than one outlier, the
filtering need to be re-run for the next most extreme value with the
initial outlier removed.
This is not always needed since the test (for example Grubb's
test) usually can only detect the most exreme value. If there is more
than one extreme case in a set, then the standard deviation will be high
enough to make neither case an outlier.
- $stat->set_outlier_filter($code_ref);
- Set the function to filter out the outlier.
$code_ref is the reference to the
subroutine implementing the filtering function.
Returns "undef" for invalid
values of $code_ref (i.e.: not defined or not a
code reference), 1 otherwise.
- Example #1: Undefined code reference
my $stat = Statistics::Descriptive::Full->new();
$stat->add_data(1, 2, 3, 4, 5);
print $stat->set_outlier_filter(); # => undef
- Example #2: Valid code reference
sub outlier_filter { return $_[1] > 1; }
my $stat = Statistics::Descriptive::Full->new();
$stat->add_data( 1, 1, 1, 100, 1, );
print $stat->set_outlier_filter( \&outlier_filter ); # => 1
my @filtered_data = $stat->get_data_without_outliers();
# @filtered_data is (1, 1, 1, 1)
In this example the series is really simple and the outlier
filter function as well. For more complex series the outlier filter
function might be more complex (see Grubbs' test for outliers).
The outlier filter function will receive as first parameter
the Statistics::Descriptive::Full object, as second the value of the
candidate outlier. Having the object in the function might be useful for
complex filters where statistics property are needed (again see Grubbs'
test for outlier).
- $stat->set_smoother({ method => 'exponential', coeff => 0,
});
- Set the method used to smooth the data and the smoothing coefficient. See
"Statistics::Smoother" for more
details.
- $stat->get_smoothed_data();
- Returns a copy of the smoothed data array.
The smoothing method and coefficient need to be defined (see
"set_smoother"), otherwise the
function will return an undef value.
- $stat->sort_data();
- Sort the stored data and update the mindex and maxdex methods. This method
uses perl's internal sort.
- $stat->presorted(1);
- $stat->presorted();
- If called with a non-zero argument, this method sets a flag that says the
data is already sorted and need not be sorted again. Since some of the
methods in this class require sorted data, this saves some time. If you
supply sorted data to the object, call this method to prevent the data
from being sorted again. The flag is cleared whenever add_data is called.
Calling the method without an argument returns the value of the flag.
- $stat->skewness();
- Returns the skewness of the data. A value of zero is no skew, negative is
a left skewed tail, positive is a right skewed tail. This is consistent
with Excel.
- $stat->kurtosis();
- Returns the kurtosis of the data. Positive is peaked, negative is
flattened.
- $x = $stat->percentile(25);
- ($x, $index) = $stat->percentile(25);
- Sorts the data and returns the value that corresponds to the percentile as
defined in RFC2330:
- •
- For example, given the 6 measurements:
-2, 7, 7, 4, 18, -5
Then F(-8) = 0, F(-5) = 1/6, F(-5.0001) = 0, F(-4.999) = 1/6,
F(7) = 5/6, F(18) = 1, F(239) = 1.
Note that we can recover the different measured values and how
many times each occurred from F(x) -- no information regarding the range
in values is lost. Summarizing measurements using histograms, on the
other hand, in general loses information about the different values
observed, so the EDF is preferred.
Using either the EDF or a histogram, however, we do lose
information regarding the order in which the values were observed.
Whether this loss is potentially significant will depend on the metric
being measured.
We will use the term "percentile" to refer to the
smallest value of x for which F(x) >= a given percentage. So the 50th
percentile of the example above is 4, since F(4) = 3/6 = 50%; the 25th
percentile is -2, since F(-5) = 1/6 < 25%, and F(-2) = 2/6 >= 25%;
the 100th percentile is 18; and the 0th percentile is -infinity, as is
the 15th percentile, which for ease of handling and backward
compatibility is returned as undef() by the function.
Care must be taken when using percentiles to summarize a
sample, because they can lend an unwarranted appearance of more
precision than is really available. Any such summary must include the
sample size N, because any percentile difference finer than 1/N is below
the resolution of the sample.
(Taken from: RFC2330 - Framework for IP Performance
Metrics, Section 11.3. Defining Statistical Distributions. RFC2330 is
available from: <http://www.ietf.org/rfc/rfc2330.txt> .)
If the percentile method is called in a list context then it will
also return the index of the percentile.
- $x = $stat->quantile($Type);
- Sorts the data and returns estimates of underlying distribution quantiles
based on one or two order statistics from the supplied elements.
This method use the same algorithm as Excel and R language
(quantile type 7).
The generic function quantile produces sample quantiles
corresponding to the given probabilities.
$Type is an integer value between 0 to 4
:
0 => zero quartile (Q0) : minimal value
1 => first quartile (Q1) : lower quartile = lowest cut off (25%) of data = 25th percentile
2 => second quartile (Q2) : median = it cuts data set in half = 50th percentile
3 => third quartile (Q3) : upper quartile = highest cut off (25%) of data, or lowest 75% = 75th percentile
4 => fourth quartile (Q4) : maximal value
Example :
my @data = (1..10);
my $stat = Statistics::Descriptive::Full->new();
$stat->add_data(@data);
print $stat->quantile(0); # => 1
print $stat->quantile(1); # => 3.25
print $stat->quantile(2); # => 5.5
print $stat->quantile(3); # => 7.75
print $stat->quantile(4); # => 10
- $stat->median();
- Sorts the data and returns the median value of the data.
- $stat->harmonic_mean();
- Returns the harmonic mean of the data. Since the mean is undefined if any
of the data are zero or if the sum of the reciprocals is zero, it will
return undef for both of those cases.
- $stat->geometric_mean();
- Returns the geometric mean of the data.
- my $mode = $stat->mode();
- Returns the mode of the data. The mode is the most commonly occurring
datum. See <http://en.wikipedia.org/wiki/Mode_%28statistics%29> . If
all values occur only once, then mode() will return undef.
- $stat->trimmed_mean(ltrim[,utrim]);
- "trimmed_mean(ltrim)" returns the mean
with a fraction "ltrim" of entries at
each end dropped.
"trimmed_mean(ltrim,utrim)" returns the
mean after a fraction "ltrim" has been
removed from the lower end of the data and a fraction
"utrim" has been removed from the upper
end of the data. This method sorts the data before beginning to analyze
it.
All calls to trimmed_mean() are cached so that they
don't have to be calculated a second time.
- $stat->frequency_distribution_ref($num_partitions);
- $stat->frequency_distribution_ref(\@bins);
- $stat->frequency_distribution_ref();
- "frequency_distribution_ref($num_partitions)"
slices the data into $num_partitions sets (where
$num_partitions is greater than 1) and counts the
number of items that fall into each partition. It returns a reference to a
hash where the keys are the numerical values of the partitions used. The
minimum value of the data set is not a key and the maximum value of the
data set is always a key. The number of entries for a particular partition
key are the number of items which are greater than the previous partition
key and less then or equal to the current partition key. As an example,
$stat->add_data(1,1.5,2,2.5,3,3.5,4);
$f = $stat->frequency_distribution_ref(2);
for (sort {$a <=> $b} keys %$f) {
print "key = $_, count = $f->{$_}\n";
}
prints
key = 2.5, count = 4
key = 4, count = 3
since there are four items less than or equal to 2.5, and 3
items greater than 2.5 and less than 4.
"frequency_distribution_refs(\@bins)"
provides the bins that are to be used for the distribution. This allows
for non-uniform distributions as well as trimmed or sample distributions
to be found. @bins must be monotonic and must
contain at least one element. Note that unless the set of bins contains
the full range of the data, the total counts returned will be less than
the sample size.
Calling
"frequency_distribution_ref()" with no
arguments returns the last distribution calculated, if such exists.
- my %hash = $stat->frequency_distribution($partitions);
- my %hash = $stat->frequency_distribution(\@bins);
- my %hash = $stat->frequency_distribution();
- Same as "frequency_distribution_ref()"
except that it returns the hash clobbered into the return list. Kept for
compatibility reasons with previous versions of Statistics::Descriptive
and using it is discouraged.
- $stat->least_squares_fit();
- $stat->least_squares_fit(@x);
- "least_squares_fit()" performs a least
squares fit on the data, assuming a domain of @x
or a default of 1..$stat->count(). It returns an array of four
elements "($q, $m, $r, $rms)" where
- "$q and $m"
- satisfy the equation C($y = $m*$x +
$q).
- $r
- is the Pearson linear correlation cofficient.
- $rms
- is the root-mean-square error.
If case of error or division by zero, the empty list is
returned.
The array that is returned can be "coerced" into a hash
structure by doing the following:
my %hash = ();
@hash{'q', 'm', 'r', 'err'} = $stat->least_squares_fit();
Because calling
"least_squares_fit()" with no arguments
defaults to using the current range, there is no caching of the results.
I read my email frequently, but since adopting this module I've added 2 children
and 1 dog to my family, so please be patient about my response times. When
reporting errors, please include the following to help me out:
- Your version of perl. This can be obtained by typing perl
"-v" at the command line.
- Which version of Statistics::Descriptive you're using. As you can see
below, I do make mistakes. Unfortunately for me, right now there are
thousands of CD's with the version of this module with the bugs in it.
Fortunately for you, I'm a very patient module maintainer.
- Details about what the error is. Try to narrow down the scope of the
problem and send me code that I can run to verify and track it down.
Current maintainer:
Shlomi Fish, <http://www.shlomifish.org/> ,
"shlomif@cpan.org"
Previously:
Colin Kuskie
My email address can be found at http://www.perl.com under Who's
Who or at: https://metacpan.org/author/COLINK .
Fabio Ponciroli & Adzuna Ltd. team (outliers handling)
RFC2330, Framework for IP Performance Metrics
The Art of Computer Programming, Volume 2, Donald Knuth.
Handbook of Mathematica Functions, Milton Abramowitz and Irene
Stegun.
Probability and Statistics for Engineering and the Sciences, Jay
Devore.
Copyright (c) 1997,1998 Colin Kuskie. All rights reserved. This program is free
software; you can redistribute it and/or modify it under the same terms as
Perl itself.
Copyright (c) 1998 Andrea Spinelli. All rights reserved. This
program is free software; you can redistribute it and/or modify it under the
same terms as Perl itself.
Copyright (c) 1994,1995 Jason Kastner. All rights reserved. This
program is free software; you can redistribute it and/or modify it under the
same terms as Perl itself.
This program is free software; you can redistribute it and/or modify it under
the same terms as Perl itself.
The following websites have more information about this module, and may be of
help to you. As always, in addition to those websites please use your favorite
search engine to discover more resources.
- MetaCPAN
A modern, open-source CPAN search engine, useful to view POD
in HTML format.
<https://metacpan.org/release/Statistics-Descriptive>
- RT: CPAN's Bug Tracker
The RT ( Request Tracker ) website is the default bug/issue
tracking system for CPAN.
<https://rt.cpan.org/Public/Dist/Display.html?Name=Statistics-Descriptive>
- CPANTS
The CPANTS is a website that analyzes the Kwalitee ( code
metrics ) of a distribution.
<http://cpants.cpanauthors.org/dist/Statistics-Descriptive>
- CPAN Testers
The CPAN Testers is a network of smoke testers who run
automated tests on uploaded CPAN distributions.
<http://www.cpantesters.org/distro/S/Statistics-Descriptive>
- CPAN Testers Matrix
The CPAN Testers Matrix is a website that provides a visual
overview of the test results for a distribution on various
Perls/platforms.
<http://matrix.cpantesters.org/?dist=Statistics-Descriptive>
- CPAN Testers Dependencies
The CPAN Testers Dependencies is a website that shows a chart
of the test results of all dependencies for a distribution.
<http://deps.cpantesters.org/?module=Statistics::Descriptive>
Please report any bugs or feature requests by email to
"bug-statistics-descriptive at rt.cpan.org",
or through the web interface at
<https://rt.cpan.org/Public/Bug/Report.html?Queue=Statistics-Descriptive>.
You will be automatically notified of any progress on the request by the
system.
The code is open to the world, and available for you to hack on. Please feel
free to browse it and play with it, or whatever. If you want to contribute
patches, please send me a diff or prod me to pull from your repository :)
<https://github.com/shlomif/perl-Statistics-Descriptive>
git clone git://github.com/shlomif/perl-Statistics-Descriptive.git
Shlomi Fish <shlomif@cpan.org>
Please report any bugs or feature requests on the bugtracker website
<https://github.com/shlomif/perl-Statistics-Descriptive/issues>
When submitting a bug or request, please include a test-file or a
patch to an existing test-file that illustrates the bug or desired
feature.
This software is copyright (c) 1997 by Jason Kastner, Andrea Spinelli, Colin
Kuskie, and others.
This is free software; you can redistribute it and/or modify it
under the same terms as the Perl 5 programming language system itself.
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