math::statistics(3tcl) Tcl Math Library math::statistics(3tcl)______________________________________________________________________________NAME
math::statistics - Basic statistical functions and procedures
SYNOPSIS
package require Tcl 8
package require math::statistics 0.5
::math::statistics::mean data
::math::statistics::min data
::math::statistics::max data
::math::statistics::number data
::math::statistics::stdev data
::math::statistics::var data
::math::statistics::pstdev data
::math::statistics::pvar data
::math::statistics::median data
::math::statistics::basic-stats data
::math::statistics::histogram limits values
::math::statistics::corr data1 data2
::math::statistics::interval-mean-stdev data confidence
::math::statistics::t-test-mean data est_mean est_stdev confidence
::math::statistics::test-normal data confidence
::math::statistics::lillieforsFit data
::math::statistics::quantiles data confidence
::math::statistics::quantiles limits counts confidence
::math::statistics::autocorr data
::math::statistics::crosscorr data1 data2
::math::statistics::mean-histogram-limits mean stdev number
::math::statistics::minmax-histogram-limits min max number
::math::statistics::linear-model xdata ydata intercept
::math::statistics::linear-residuals xdata ydata intercept
::math::statistics::test-2x2 n11 n21 n12 n22
::math::statistics::print-2x2 n11 n21 n12 n22
::math::statistics::control-xbar data ?nsamples?
::math::statistics::control-Rchart data ?nsamples?
::math::statistics::test-xbar control data
::math::statistics::test-Rchart control data
::math::statistics::tstat dof ?alpha?
::math::statistics::mv-wls wt1 weights_and_values
::math::statistics::mv-ols values
::math::statistics::pdf-normal mean stdev value
::math::statistics::pdf-exponential mean value
::math::statistics::pdf-uniform xmin xmax value
::math::statistics::pdf-gamma alpha beta value
::math::statistics::pdf-poisson mu k
::math::statistics::pdf-chisquare df value
::math::statistics::pdf-student-t df value
::math::statistics::pdf-beta a b value
::math::statistics::cdf-normal mean stdev value
::math::statistics::cdf-exponential mean value
::math::statistics::cdf-uniform xmin xmax value
::math::statistics::cdf-students-t degrees value
::math::statistics::cdf-gamma alpha beta value
::math::statistics::cdf-poisson mu k
::math::statistics::cdf-beta a b value
::math::statistics::random-normal mean stdev number
::math::statistics::random-exponential mean number
::math::statistics::random-uniform xmin xmax number
::math::statistics::random-gamma alpha beta number
::math::statistics::random-chisquare df number
::math::statistics::random-student-t df number
::math::statistics::random-beta a b number
::math::statistics::histogram-uniform xmin xmax limits number
::math::statistics::incompleteGamma x p ?tol?
::math::statistics::incompleteBeta a b x ?tol?
::math::statistics::filter varname data expression
::math::statistics::map varname data expression
::math::statistics::samplescount varname list expression
::math::statistics::subdivide
::math::statistics::plot-scale canvas xmin xmax ymin ymax
::math::statistics::plot-xydata canvas xdata ydata tag
::math::statistics::plot-xyline canvas xdata ydata tag
::math::statistics::plot-tdata canvas tdata tag
::math::statistics::plot-tline canvas tdata tag
::math::statistics::plot-histogram canvas counts limits tag
_________________________________________________________________DESCRIPTION
The math::statistics package contains functions and procedures for
basic statistical data analysis, such as:
· Descriptive statistical parameters (mean, minimum, maximum,
standard deviation)
· Estimates of the distribution in the form of histograms and
quantiles
· Basic testing of hypotheses
· Probability and cumulative density functions
It is meant to help in developing data analysis applications or doing
ad hoc data analysis, it is not in itself a full application, nor is it
intended to rival with full (non-)commercial statistical packages.
The purpose of this document is to describe the implemented procedures
and provide some examples of their usage. As there is ample literature
on the algorithms involved, we refer to relevant text books for more
explanations. The package contains a fairly large number of public
procedures. They can be distinguished in three sets: general proce‐
dures, procedures that deal with specific statistical distributions,
list procedures to select or transform data and simple plotting proce‐
dures (these require Tk). Note: The data that need to be analyzed are
always contained in a simple list. Missing values are represented as
empty list elements.
GENERAL PROCEDURES
The general statistical procedures are:
::math::statistics::mean data
Determine the mean value of the given list of data.
list data
- List of data
::math::statistics::min data
Determine the minimum value of the given list of data.
list data
- List of data
::math::statistics::max data
Determine the maximum value of the given list of data.
list data
- List of data
::math::statistics::number data
Determine the number of non-missing data in the given list
list data
- List of data
::math::statistics::stdev data
Determine the sample standard deviation of the data in the given
list
list data
- List of data
::math::statistics::var data
Determine the sample variance of the data in the given list
list data
- List of data
::math::statistics::pstdev data
Determine the population standard deviation of the data in the
given list
list data
- List of data
::math::statistics::pvar data
Determine the population variance of the data in the given list
list data
- List of data
::math::statistics::median data
Determine the median of the data in the given list (Note that
this requires sorting the data, which may be a costly operation)
list data
- List of data
::math::statistics::basic-stats data
Determine a list of all the descriptive parameters: mean, mini‐
mum, maximum, number of data, sample standard deviation, sample
variance, population standard deviation and population variance.
(This routine is called whenever either or all of the basic sta‐
tistical parameters are required. Hence all calculations are
done and the relevant values are returned.)
list data
- List of data
::math::statistics::histogram limits values
Determine histogram information for the given list of data.
Returns a list consisting of the number of values that fall into
each interval. (The first interval consists of all values lower
than the first limit, the last interval consists of all values
greater than the last limit. There is one more interval than
there are limits.)
list limits
- List of upper limits (in ascending order) for the
intervals of the histogram.
list values
- List of data
::math::statistics::corr data1 data2
Determine the correlation coefficient between two sets of data.
list data1
- First list of data
list data2
- Second list of data
::math::statistics::interval-mean-stdev data confidence
Return the interval containing the mean value and one containing
the standard deviation with a certain level of confidence
(assuming a normal distribution)
list data
- List of raw data values (small sample)
float confidence
- Confidence level (0.95 or 0.99 for instance)
::math::statistics::t-test-mean data est_mean est_stdev confidence
Test whether the mean value of a sample is in accordance with
the estimated normal distribution with a certain level of confi‐
dence. Returns 1 if the test succeeds or 0 if the mean is
unlikely to fit the given distribution.
list data
- List of raw data values (small sample)
float est_mean
- Estimated mean of the distribution
float est_stdev
- Estimated stdev of the distribution
float confidence
- Confidence level (0.95 or 0.99 for instance)
::math::statistics::test-normal data confidence
Test whether the given data follow a normal distribution with a
certain level of confidence. Returns 1 if the data are normally
distributed within the level of confidence, returns 0 if not.
The underlying test is the Lilliefors test.
list data
- List of raw data values
float confidence
- Confidence level (one of 0.80, 0.90, 0.95 or 0.99)
::math::statistics::lillieforsFit data
Returns the goodness of fit to a normal distribution according
to Lilliefors. The higher the number, the more likely the data
are indeed normally distributed. The test requires at least five
data points.
list data
- List of raw data values
::math::statistics::quantiles data confidence
Return the quantiles for a given set of data
list data
- List of raw data values
float confidence
- Confidence level (0.95 or 0.99 for instance)
::math::statistics::quantiles limits counts confidence
Return the quantiles based on histogram information (alternative
to the call with two arguments)
list limits
- List of upper limits from histogram
list counts
- List of counts for for each interval in histogram
float confidence
- Confidence level (0.95 or 0.99 for instance)
::math::statistics::autocorr data
Return the autocorrelation function as a list of values (assum‐
ing equidistance between samples, about 1/2 of the number of raw
data)
The correlation is determined in such a way that the first value
is always 1 and all others are equal to or smaller than 1. The
number of values involved will diminish as the "time" (the index
in the list of returned values) increases
list data
- Raw data for which the autocorrelation must be deter‐
mined
::math::statistics::crosscorr data1 data2
Return the cross-correlation function as a list of values
(assuming equidistance between samples, about 1/2 of the number
of raw data)
The correlation is determined in such a way that the values can
never exceed 1 in magnitude. The number of values involved will
diminish as the "time" (the index in the list of returned val‐
ues) increases.
list data1
- First list of data
list data2
- Second list of data
::math::statistics::mean-histogram-limits mean stdev number
Determine reasonable limits based on mean and standard deviation
for a histogram Convenience function - the result is suitable
for the histogram function.
float mean
- Mean of the data
float stdev
- Standard deviation
int number
- Number of limits to generate (defaults to 8)
::math::statistics::minmax-histogram-limits min max number
Determine reasonable limits based on a minimum and maximum for a
histogram
Convenience function - the result is suitable for the histogram
function.
float min
- Expected minimum
float max
- Expected maximum
int number
- Number of limits to generate (defaults to 8)
::math::statistics::linear-model xdata ydata intercept
Determine the coefficients for a linear regression between two
series of data (the model: Y = A + B*X). Returns a list of
parameters describing the fit
list xdata
- List of independent data
list ydata
- List of dependent data to be fitted
boolean intercept
- (Optional) compute the intercept (1, default) or fit to
a line through the origin (0)
The result consists of the following list:
· (Estimate of) Intercept A
· (Estimate of) Slope B
· Standard deviation of Y relative to fit
· Correlation coefficient R2
· Number of degrees of freedom df
· Standard error of the intercept A
· Significance level of A
· Standard error of the slope B
· Significance level of B
::math::statistics::linear-residuals xdata ydata intercept
Determine the difference between actual data and predicted from
the linear model.
Returns a list of the differences between the actual data and
the predicted values.
list xdata
- List of independent data
list ydata
- List of dependent data to be fitted
boolean intercept
- (Optional) compute the intercept (1, default) or fit to
a line through the origin (0)
::math::statistics::test-2x2 n11 n21 n12 n22
Determine if two set of samples, each from a binomial distribu‐
tion, differ significantly or not (implying a different parame‐
ter).
Returns the "chi-square" value, which can be used to the deter‐
mine the significance.
int n11
- Number of outcomes with the first value from the first
sample.
int n21
- Number of outcomes with the first value from the second
sample.
int n12
- Number of outcomes with the second value from the first
sample.
int n22
- Number of outcomes with the second value from the sec‐
ond sample.
::math::statistics::print-2x2 n11 n21 n12 n22
Determine if two set of samples, each from a binomial distribu‐
tion, differ significantly or not (implying a different parame‐
ter).
Returns a short report, useful in an interactive session.
int n11
- Number of outcomes with the first value from the first
sample.
int n21
- Number of outcomes with the first value from the second
sample.
int n12
- Number of outcomes with the second value from the first
sample.
int n22
- Number of outcomes with the second value from the sec‐
ond sample.
::math::statistics::control-xbar data ?nsamples?
Determine the control limits for an xbar chart. The number of
data in each subsample defaults to 4. At least 20 subsamples are
required.
Returns the mean, the lower limit, the upper limit and the num‐
ber of data per subsample.
list data
- List of observed data
int nsamples
- Number of data per subsample
::math::statistics::control-Rchart data ?nsamples?
Determine the control limits for an R chart. The number of data
in each subsample (nsamples) defaults to 4. At least 20 subsam‐
ples are required.
Returns the mean range, the lower limit, the upper limit and the
number of data per subsample.
list data
- List of observed data
int nsamples
- Number of data per subsample
::math::statistics::test-xbar control data
Determine if the data exceed the control limits for the xbar
chart.
Returns a list of subsamples (their indices) that indeed violate
the limits.
list control
- Control limits as returned by the "control-xbar" proce‐
dure
list data
- List of observed data
::math::statistics::test-Rchart control data
Determine if the data exceed the control limits for the R chart.
Returns a list of subsamples (their indices) that indeed violate
the limits.
list control
- Control limits as returned by the "control-Rchart" pro‐
cedure
list data
- List of observed data
MULTIVARIATE LINEAR REGRESSION
Besides the linear regression with a single independent variable, the
statistics package provides two procedures for doing ordinary least
squares (OLS) and weighted least squares (WLS) linear regression with
several variables. They were written by Eric Kemp-Benedict.
In addition to these two, it provides a procedure (tstat) for calculat‐
ing the value of the t-statistic for the specified number of degrees of
freedom that is required to demonstrate a given level of significance.
Note: These procedures depend on the math::linearalgebra package.
Description of the procedures
::math::statistics::tstat dof ?alpha?
Returns the value of the t-distribution t* satisfying
P(t*) = 1 - alpha/2
P(-t*) = alpha/2
for the number of degrees of freedom dof.
Given a sample of normally-distributed data x, with an estimate
xbar for the mean and sbar for the standard deviation, the alpha
confidence interval for the estimate of the mean can be calcu‐
lated as
( xbar - t* sbar , xbar + t* sbar)
The return values from this procedure can be compared to an
estimated t-statistic to determine whether the estimated value
of a parameter is significantly different from zero at the given
confidence level.
int dof
Number of degrees of freedom
float alpha
Confidence level of the t-distribution. Defaults to 0.05.
::math::statistics::mv-wls wt1 weights_and_values
Carries out a weighted least squares linear regression for the
data points provided, with weights assigned to each point.
The linear model is of the form
y = b0 + b1 * x1 + b2 * x2 ... + bN * xN + error
and each point satisfies
yi = b0 + b1 * xi1 + b2 * xi2 + ... + bN * xiN + Residual_i
The procedure returns a list with the following elements:
· The r-squared statistic
· The adjusted r-squared statistic
· A list containing the estimated coefficients b1, ... bN,
b0 (The constant b0 comes last in the list.)
· A list containing the standard errors of the coefficients
· A list containing the 95% confidence bounds of the coef‐
ficients, with each set of bounds returned as a list with
two values
Arguments:
list weights_and_values
A list consisting of: the weight for the first observa‐
tion, the data for the first observation (as a sublist),
the weight for the second observation (as a sublist) and
so on. The sublists of data are organised as lists of the
value of the dependent variable y and the independent
variables x1, x2 to xN.
::math::statistics::mv-ols values
Carries out an ordinary least squares linear regression for the
data points provided.
This procedure simply calls ::mvlinreg::wls with the weights set
to 1.0, and returns the same information.
Example of the use:
# Store the value of the unicode value for the "+/-" character
set pm "\u00B1"
# Provide some data
set data {{ -.67 14.18 60.03 -7.5 }
{ 36.97 15.52 34.24 14.61 }
{-29.57 21.85 83.36 -7. }
{-16.9 11.79 51.67 -6.56 }
{ 14.09 16.24 36.97 -12.84}
{ 31.52 20.93 45.99 -25.4 }
{ 24.05 20.69 50.27 17.27}
{ 22.23 16.91 45.07 -4.3 }
{ 40.79 20.49 38.92 -.73 }
{-10.35 17.24 58.77 18.78}}
# Call the ols routine
set results [::math::statistics::mv-ols $data]
# Pretty-print the results
puts "R-squared: [lindex $results 0]"
puts "Adj R-squared: [lindex $results 1]"
puts "Coefficients $pm s.e. -- \[95% confidence interval\]:"
foreach val [lindex $results 2] se [lindex $results 3] bounds [lindex $results 4] {
set lb [lindex $bounds 0]
set ub [lindex $bounds 1]
puts " $val $pm $se -- \[$lb to $ub\]"
}
STATISTICAL DISTRIBUTIONS
In the literature a large number of probability distributions can be
found. The statistics package supports:
· The normal or Gaussian distribution
· The uniform distribution - equal probability for all data within
a given interval
· The exponential distribution - useful as a model for certain
extreme-value distributions.
· The gamma distribution - based on the incomplete Gamma integral
· The chi-square distribution
· The student's T distribution
· The Poisson distribution
· PM - binomial,F.
In principle for each distribution one has procedures for:
· The probability density (pdf-*)
· The cumulative density (cdf-*)
· Quantiles for the given distribution (quantiles-*)
· Histograms for the given distribution (histogram-*)
· List of random values with the given distribution (random-*)
The following procedures have been implemented:
::math::statistics::pdf-normal mean stdev value
Return the probability of a given value for a normal distribu‐
tion with given mean and standard deviation.
float mean
- Mean value of the distribution
float stdev
- Standard deviation of the distribution
float value
- Value for which the probability is required
::math::statistics::pdf-exponential mean value
Return the probability of a given value for an exponential dis‐
tribution with given mean.
float mean
- Mean value of the distribution
float value
- Value for which the probability is required
::math::statistics::pdf-uniform xmin xmax value
Return the probability of a given value for a uniform distribu‐
tion with given extremes.
float xmin
- Minimum value of the distribution
float xmin
- Maximum value of the distribution
float value
- Value for which the probability is required
::math::statistics::pdf-gamma alpha beta value
Return the probability of a given value for a Gamma distribution
with given shape and rate parameters
float alpha
- Shape parameter
float beta
- Rate parameter
float value
- Value for which the probability is required
::math::statistics::pdf-poisson mu k
Return the probability of a given number of occurrences in the
same interval (k) for a Poisson distribution with given mean
(mu)
float mu
- Mean number of occurrences
int k - Number of occurences
::math::statistics::pdf-chisquare df value
Return the probability of a given value for a chi square distri‐
bution with given degrees of freedom
float df
- Degrees of freedom
float value
- Value for which the probability is required
::math::statistics::pdf-student-t df value
Return the probability of a given value for a Student's t dis‐
tribution with given degrees of freedom
float df
- Degrees of freedom
float value
- Value for which the probability is required
::math::statistics::pdf-beta a b value
Return the probability of a given value for a Beta distribution
with given shape parameters
float a
- First shape parameter
float b
- First shape parameter
float value
- Value for which the probability is required
::math::statistics::cdf-normal mean stdev value
Return the cumulative probability of a given value for a normal
distribution with given mean and standard deviation, that is the
probability for values up to the given one.
float mean
- Mean value of the distribution
float stdev
- Standard deviation of the distribution
float value
- Value for which the probability is required
::math::statistics::cdf-exponential mean value
Return the cumulative probability of a given value for an expo‐
nential distribution with given mean.
float mean
- Mean value of the distribution
float value
- Value for which the probability is required
::math::statistics::cdf-uniform xmin xmax value
Return the cumulative probability of a given value for a uniform
distribution with given extremes.
float xmin
- Minimum value of the distribution
float xmin
- Maximum value of the distribution
float value
- Value for which the probability is required
::math::statistics::cdf-students-t degrees value
Return the cumulative probability of a given value for a Stu‐
dent's t distribution with given number of degrees.
int degrees
- Number of degrees of freedom
float value
- Value for which the probability is required
::math::statistics::cdf-gamma alpha beta value
Return the cumulative probability of a given value for a Gamma
distribution with given shape and rate parameters
float alpha
- Shape parameter
float beta
- Rate parameter
float value
- Value for which the cumulative probability is required
::math::statistics::cdf-poisson mu k
Return the cumulative probability of a given number of occur‐
rences in the same interval (k) for a Poisson distribution with
given mean (mu)
float mu
- Mean number of occurrences
int k - Number of occurences
::math::statistics::cdf-beta a b value
Return the cumulative probability of a given value for a Beta
distribution with given shape parameters
float a
- First shape parameter
float b
- First shape parameter
float value
- Value for which the probability is required
::math::statistics::random-normal mean stdev number
Return a list of "number" random values satisfying a normal dis‐
tribution with given mean and standard deviation.
float mean
- Mean value of the distribution
float stdev
- Standard deviation of the distribution
int number
- Number of values to be returned
::math::statistics::random-exponential mean number
Return a list of "number" random values satisfying an exponen‐
tial distribution with given mean.
float mean
- Mean value of the distribution
int number
- Number of values to be returned
::math::statistics::random-uniform xmin xmax number
Return a list of "number" random values satisfying a uniform
distribution with given extremes.
float xmin
- Minimum value of the distribution
float xmax
- Maximum value of the distribution
int number
- Number of values to be returned
::math::statistics::random-gamma alpha beta number
Return a list of "number" random values satisfying a Gamma dis‐
tribution with given shape and rate parameters
float alpha
- Shape parameter
float beta
- Rate parameter
int number
- Number of values to be returned
::math::statistics::random-chisquare df number
Return a list of "number" random values satisfying a chi square
distribution with given degrees of freedom
float df
- Degrees of freedom
int number
- Number of values to be returned
::math::statistics::random-student-t df number
Return a list of "number" random values satisfying a Student's t
distribution with given degrees of freedom
float df
- Degrees of freedom
int number
- Number of values to be returned
::math::statistics::random-beta a b number
Return a list of "number" random values satisfying a Beta dis‐
tribution with given shape parameters
float a
- First shape parameter
float b
- Second shape parameter
int number
- Number of values to be returned
::math::statistics::histogram-uniform xmin xmax limits number
Return the expected histogram for a uniform distribution.
float xmin
- Minimum value of the distribution
float xmax
- Maximum value of the distribution
list limits
- Upper limits for the buckets in the histogram
int number
- Total number of "observations" in the histogram
::math::statistics::incompleteGamma x p ?tol?
Evaluate the incomplete Gamma integral
1 / x p-1
P(p,x) = -------- | dt exp(-t) * t
Gamma(p) / 0
float x
- Value of x (limit of the integral)
float p
- Value of p in the integrand
float tol
- Required tolerance (default: 1.0e-9)
::math::statistics::incompleteBeta a b x ?tol?
Evaluate the incomplete Beta integral
float a
- First shape parameter
float b
- Second shape parameter
float x
- Value of x (limit of the integral)
float tol
- Required tolerance (default: 1.0e-9)
TO DO: more function descriptions to be added
DATA MANIPULATION
The data manipulation procedures act on lists or lists of lists:
::math::statistics::filter varname data expression
Return a list consisting of the data for which the logical
expression is true (this command works analogously to the com‐
mand foreach).
string varname
- Name of the variable used in the expression
list data
- List of data
string expression
- Logical expression using the variable name
::math::statistics::map varname data expression
Return a list consisting of the data that are transformed via
the expression.
string varname
- Name of the variable used in the expression
list data
- List of data
string expression
- Expression to be used to transform (map) the data
::math::statistics::samplescount varname list expression
Return a list consisting of the counts of all data in the sub‐
lists of the "list" argument for which the expression is true.
string varname
- Name of the variable used in the expression
list data
- List of sublists, each containing the data
string expression
- Logical expression to test the data (defaults to
"true").
::math::statistics::subdivide
Routine PM - not implemented yet
PLOT PROCEDURES
The following simple plotting procedures are available:
::math::statistics::plot-scale canvas xmin xmax ymin ymax
Set the scale for a plot in the given canvas. All plot routines
expect this function to be called first. There is no automatic
scaling provided.
widget canvas
- Canvas widget to use
float xmin
- Minimum x value
float xmax
- Maximum x value
float ymin
- Minimum y value
float ymax
- Maximum y value
::math::statistics::plot-xydata canvas xdata ydata tag
Create a simple XY plot in the given canvas - the data are shown
as a collection of dots. The tag can be used to manipulate the
appearance.
widget canvas
- Canvas widget to use
float xdata
- Series of independent data
float ydata
- Series of dependent data
string tag
- Tag to give to the plotted data (defaults to xyplot)
::math::statistics::plot-xyline canvas xdata ydata tag
Create a simple XY plot in the given canvas - the data are shown
as a line through the data points. The tag can be used to manip‐
ulate the appearance.
widget canvas
- Canvas widget to use
list xdata
- Series of independent data
list ydata
- Series of dependent data
string tag
- Tag to give to the plotted data (defaults to xyplot)
::math::statistics::plot-tdata canvas tdata tag
Create a simple XY plot in the given canvas - the data are shown
as a collection of dots. The horizontal coordinate is equal to
the index. The tag can be used to manipulate the appearance.
This type of presentation is suitable for autocorrelation func‐
tions for instance or for inspecting the time-dependent behav‐
iour.
widget canvas
- Canvas widget to use
list tdata
- Series of dependent data
string tag
- Tag to give to the plotted data (defaults to xyplot)
::math::statistics::plot-tline canvas tdata tag
Create a simple XY plot in the given canvas - the data are shown
as a line. See plot-tdata for an explanation.
widget canvas
- Canvas widget to use
list tdata
- Series of dependent data
string tag
- Tag to give to the plotted data (defaults to xyplot)
::math::statistics::plot-histogram canvas counts limits tag
Create a simple histogram in the given canvas
widget canvas
- Canvas widget to use
list counts
- Series of bucket counts
list limits
- Series of upper limits for the buckets
string tag
- Tag to give to the plotted data (defaults to xyplot)
THINGS TO DO
The following procedures are yet to be implemented:
· F-test-stdev
· interval-mean-stdev
· histogram-normal
· histogram-exponential
· test-histogram
· test-corr
· quantiles-*
· fourier-coeffs
· fourier-residuals
· onepar-function-fit
· onepar-function-residuals
· plot-linear-model
· subdivide
EXAMPLES
The code below is a small example of how you can examine a set of data:
# Simple example:
# - Generate data (as a cheap way of getting some)
# - Perform statistical analysis to describe the data
#
package require math::statistics
#
# Two auxiliary procs
#
proc pause {time} {
set wait 0
after [expr {$time*1000}] {set ::wait 1}
vwait wait
}
proc print-histogram {counts limits} {
foreach count $counts limit $limits {
if { $limit != {} } {
puts [format "<%12.4g\t%d" $limit $count]
set prev_limit $limit
} else {
puts [format ">%12.4g\t%d" $prev_limit $count]
}
}
}
#
# Our source of arbitrary data
#
proc generateData { data1 data2 } {
upvar 1 $data1 _data1
upvar 1 $data2 _data2
set d1 0.0
set d2 0.0
for { set i 0 } { $i < 100 } { incr i } {
set d1 [expr {10.0-2.0*cos(2.0*3.1415926*$i/24.0)+3.5*rand()}]
set d2 [expr {0.7*$d2+0.3*$d1+0.7*rand()}]
lappend _data1 $d1
lappend _data2 $d2
}
return {}
}
#
# The analysis session
#
package require Tk
console show
canvas .plot1
canvas .plot2
pack .plot1 .plot2 -fill both -side top
generateData data1 data2
puts "Basic statistics:"
set b1 [::math::statistics::basic-stats $data1]
set b2 [::math::statistics::basic-stats $data2]
foreach label {mean min max number stdev var} v1 $b1 v2 $b2 {
puts "$label\t$v1\t$v2"
}
puts "Plot the data as function of \"time\" and against each other"
::math::statistics::plot-scale .plot1 0 100 0 20
::math::statistics::plot-scale .plot2 0 20 0 20
::math::statistics::plot-tline .plot1 $data1
::math::statistics::plot-tline .plot1 $data2
::math::statistics::plot-xydata .plot2 $data1 $data2
puts "Correlation coefficient:"
puts [::math::statistics::corr $data1 $data2]
pause 2
puts "Plot histograms"
.plot2 delete all
::math::statistics::plot-scale .plot2 0 20 0 100
set limits [::math::statistics::minmax-histogram-limits 7 16]
set histogram_data [::math::statistics::histogram $limits $data1]
::math::statistics::plot-histogram .plot2 $histogram_data $limits
puts "First series:"
print-histogram $histogram_data $limits
pause 2
set limits [::math::statistics::minmax-histogram-limits 0 15 10]
set histogram_data [::math::statistics::histogram $limits $data2]
::math::statistics::plot-histogram .plot2 $histogram_data $limits d2
.plot2 itemconfigure d2 -fill red
puts "Second series:"
print-histogram $histogram_data $limits
puts "Autocorrelation function:"
set autoc [::math::statistics::autocorr $data1]
puts [::math::statistics::map $autoc {[format "%.2f" $x]}]
puts "Cross-correlation function:"
set crossc [::math::statistics::crosscorr $data1 $data2]
puts [::math::statistics::map $crossc {[format "%.2f" $x]}]
::math::statistics::plot-scale .plot1 0 100 -1 4
::math::statistics::plot-tline .plot1 $autoc "autoc"
::math::statistics::plot-tline .plot1 $crossc "crossc"
.plot1 itemconfigure autoc -fill green
.plot1 itemconfigure crossc -fill yellow
puts "Quantiles: 0.1, 0.2, 0.5, 0.8, 0.9"
puts "First: [::math::statistics::quantiles $data1 {0.1 0.2 0.5 0.8 0.9}]"
puts "Second: [::math::statistics::quantiles $data2 {0.1 0.2 0.5 0.8 0.9}]"
If you run this example, then the following should be clear:
· There is a strong correlation between two time series, as dis‐
played by the raw data and especially by the correlation func‐
tions.
· Both time series show a significant periodic component
· The histograms are not very useful in identifying the nature of
the time series - they do not show the periodic nature.
BUGS, IDEAS, FEEDBACK
This document, and the package it describes, will undoubtedly contain
bugs and other problems. Please report such in the category math ::
statistics of the Tcllib SF Trackers [http://source‐
forge.net/tracker/?group_id=12883]. Please also report any ideas for
enhancements you may have for either package and/or documentation.
KEYWORDS
data analysis, mathematics, statisticsCATEGORY
Mathematics
math 0.5 math::statistics(3tcl)
