dbrvstatdiff - evaluate statistical differences between two random variables
dbrvstatdiff [-f format] [-c ConfRating] [-h HypothesizedDifference] m1c sd1c n1c m2c sd2c n2c
OR
dbrvstatdiff [-f format] [-c ConfRating] m1c n1c m2c n2c
Produce statistics on the difference of sets of random variables. If a hypothesized difference is given (with -h), to does a Student's t-test.
-h
Random variables are specified by:
m1c
m2c
The column names of means of random variables.
sd1c
sd2c
The column names of standard deviations of random variables.
n1c
n2c
Counts of number of samples for each random variable
These values can be computed with dbcolstats.
Creates up to ten new columns:
diff
The difference of RV 2 - RV 1.
diff_pct
The percentage difference (RV2-RV1)/1
diff_conf_{half,low,high}
diff_conf_pct_{half,low,high}
The half half confidence intervals and low and high values for absolute and relative confidence.
t_test
The T-test value for the given hypothesized difference.
t_test_result
Given the confidence rating, does the test pass? Will be either "rejected" or "not-rejected".
t_test_break
The hypothesized value that is break-even point for the T-test.
t_test_break_pct
Break-even point as a percent of m1c.
Confidence intervals are not printed if standard deviations are not provided. Confidence intervals assume normal distributions with common variances.
T-tests are only computed if a hypothesized difference is provided. Hypothesized differences should be proceeded by <=, >=, =. T-tests assume normal distributions with common variances.
Specify FRACTION for the confidence interval. Defaults to 0.95 for a 95% confidence factor (alpha = 0.05).
Specify a printf(3)-style format for output statistics. Defaults to %.5g.
%.5g
Specify the hypothesized difference as DIFF, where DIFF is something like <=0 or >=0, etc.
DIFF
<=0
>=0
This module also supports the standard fsdb options:
Enable debugging output.
Read from InputSource, typically a file name, or - for standard input, or (if in Perl) a IO::Handle, Fsdb::IO or Fsdb::BoundedQueue objects.
-
Write to OutputDestination, typically a file name, or - for standard output, or (if in Perl) a IO::Handle, Fsdb::IO or Fsdb::BoundedQueue objects.
By default, programs process automatically, but Fsdb::Filter objects in Perl do not run until you invoke the run() method. The --(no)autorun option controls that behavior within Perl.
--(no)autorun
Show help.
Show full manual.
#fsdb title mean2 stddev2 n2 mean1 stddev1 n1 example6.12 0.17 0.0020 5 0.22 0.0010 4
cat data.fsdb | dbrvstatdiff mean2 stddev2 n2 mean1 stddev1 n1
#fsdb title mean2 stddev2 n2 mean1 stddev1 n1 diff diff_pct diff_conf_half diff_conf_low diff_conf_high diff_conf_pct_half diff_conf_pct_low diff_conf_pct_high example6.12 0.17 0.0020 5 0.22 0.0010 4 0.05 29.412 0.0026138 0.047386 0.052614 1.5375 27.874 30.949 # | dbrvstatdiff mean2 stddev2 n2 mean1 stddev1 n1
(example 7.10 from Scheaffer and McClave):
#fsdb title x2 sd2 n2 x1 sd1 n1 example7.10 9 35.22 24.44 9 31.56 20.03
dbrvstatdiff -h '<=0' x2 sd2 n2 x1 sd1 n1
#fsdb title n1 x1 sd1 n2 x2 sd2 diff diff_pct diff_conf_half diff_conf_low diff_conf_high diff_conf_pct_half diff_conf_pct_low diff_conf_pct_high t_test t_test_result example7.10 9 35.22 24.44 9 31.56 20.03 3.66 0.11597 4.7125 -1.0525 8.3725 0.14932 -0.033348 0.26529 1.6465 not-rejected # | /global/us/edu/ucla/cs/ficus/users/johnh/BIN/DB/dbrvstatdiff -h <=0 x2 sd2 n2 x1 sd1 n1
A common use case is to have one file with a set of trials from two experiments, and to use dbrvstatdiff to see if they are different.
#fsdb case trial value a 1 1 a 2 1.1 a 3 0.9 a 4 1 a 5 1.1 b 1 2 b 2 2.1 b 3 1.9 b 4 2 b 5 1.9
cat two_trial.fsdb | dbmultistats -k case value | dbcolcopylast mean stddev n | dbrow '_case eq "b"' | dbrvstatdiff -h '=0' mean stddev n copylast_mean copylast_stddev copylast_n | dblistize
#fsdb -R C case mean stddev pct_rsd conf_range conf_low conf_high conf_pct sum sum_squared min max n copylast_mean copylast_stddev copylast_n diff diff_pct diff_conf_half diff_conf_low diff_conf_high diff_conf_pct_half diff_conf_pct_low diff_conf_pct_high t_test t_test_result t_test_break t_test_break_pct case: b mean: 1.98 stddev: 0.083666 pct_rsd: 4.2256 conf_range: 0.10387 conf_low: 1.8761 conf_high: 2.0839 conf_pct: 0.95 sum: 9.9 sum_squared: 19.63 min: 1.9 max: 2.1 n: 5 copylast_mean: 1.02 copylast_stddev: 0.083666 copylast_n: 5 diff: -0.96 diff_pct: -48.485 diff_conf_half: 0.12202 diff_conf_low: -1.082 diff_conf_high: -0.83798 diff_conf_pct_half: 6.1627 diff_conf_pct_low: -54.648 diff_conf_pct_high: -42.322 t_test: -18.142 t_test_result: rejected t_test_break: -1.082 t_test_break_pct: -54.648 # | dbmultistats -k case value # | dbcolcopylast mean stddev n # | dbrow _case eq "b" # | dbrvstatdiff -h =0 mean stddev n copylast_mean copylast_stddev copylast_n # | dbfilealter -R C
(So one cannot say that they are statistically equal.)
Fsdb. dbcolstats. dbcolcopylast.
$filter = new Fsdb::Filter::dbrvstatdiff(@arguments);
Create a new dbrvstatdiff object, taking command-line arguments.
$filter->set_defaults();
Internal: set up defaults.
$filter->parse_options(@ARGV);
Internal: parse command-line arguments.
$filter->setup();
Internal: setup, parse headers.
$filter->run();
Internal: run over each rows.
Copyright (C) 1991-2018 by John Heidemann <johnh@isi.edu>
This program is distributed under terms of the GNU general public license, version 2. See the file COPYING with the distribution for details.
To install Fsdb, copy and paste the appropriate command in to your terminal.
cpanm
cpanm Fsdb
CPAN shell
perl -MCPAN -e shell install Fsdb
For more information on module installation, please visit the detailed CPAN module installation guide.