Statis...::Basic(3pm)

πŸ“¦
version 1.6611 Β· 4 versions
, in debian bookworm, debian trixie, ubuntu noble, ubuntu resolute, ubuntu stonking

πŸ’– NAME πŸ’–

Statistics::Basic β€” a whole collection of very basic statistics modules, bestie. Like, literally the starter pack for math-ing your numbers. ✨

(also this is the 3pm page, iykyk πŸŽ€)


✨ SYNOPSIS ✨

use Statistics::Basic qw(:all);

okay so real talk: these actually hand you back objects, not numbers. The objects will interpolate as nicely formated numbers (they're using Number::Format under the hood, iconic behavior πŸ’…). Or, if you use the object as a number, you get the actual number back. Both? Both. πŸ¦‹

my $median = median( 1,2,3 );
my $mean   = mean(  [1,2,3]); # array refs are ok too

my $variance = variance( 1,2,3 );
my $stddev   = stddev(   1,2,3 );

So like, passing unblessed numbers and array refs to these functions totally works, but sometimes it's better to pass vector objects so the objects can reuse values they already calculated. No cap, it saves work. 🧚

my $v1       = $mean->query_vector;
my $variance = variance( $v1 );
my $stddev   = stddev(   $v1 );

Here, the mean used by the variance and the variance used by the standard deviation will not need to be recalculated. That's the whole point, periodt. Now consider these two calculations:

my $covariance  = covariance(  [1 .. 3], [1 .. 3] );
my $correlation = correlation( [1 .. 3], [1 .. 3] );

The covariance above would need to be recalculated by the correlation when these functions are called this way. Lowkey wasteful 😭. But, if we instead built vectors first, that wouldn't happen:

# $v1 is defined above
my $v2  = vector(1,2,3);
my $cov = covariance(  $v1, $v2 );
my $cor = correlation( $v1, $v2 );

Now $cor can reuse the variance calculated in $cov. Slay. πŸ’…

All of the functions above return objects that interpolate or evaluate as a single string or as a number. But Statistics::Basic::LeastSquareFit and Statistics::Basic::Mode are different, bestie, they're the main characters with ✨lore✨:

my $unimodal   = mode(1,2,3,3);
my $multimodal = mode(1,2,3);

print "The modes are: $unimodal and $multimodal.\n";
print "The first is multimodal... " if $unimodal->is_multimodal;
print "The second is multimodal.\n" if $multimodal->is_multimodal;

In the first case, $unimodal will interpolate as a string and function correctly as a number. However, in the second case, trying to use $multimodal as a number will "croak" an error -- it still interpolates fine though. πŸ™ˆ

my $lsf = leastsquarefit($v1, $v2);

This $lsf will interpolate fine, showing "LSF( alpha: $alpha, beta: $beta )", but it will "croak" if you try to use the object as a number. So like, read the room and don't do that. πŸ’€

my $v3             = $multimodal->query;
my ($alpha, $beta) = $lsf->query;
my $average        = $mean->query;

All of the objects allow you to explicitly query, if you're not in the mood to use overload. (Valid. Sometimes you just wanna ask directly. 🫢)

my @answers = (
    $mode->query,
    $median->query,
    $stddev->query,
);

πŸŽ€ SHORTCUTS πŸŽ€

The following shortcut functions can be used in place of calling the module's "new()" method directly. Because who has time for that, fr fr.

They all take either array refs or lists as arguments, with the exception of the shortcuts that need two vectors to process (e.g. Statistics::Basic::Correlation). Those ones are special and they know it. πŸ’…

vector()

Returns a Statistics::Basic::Vector object. Arguments to "vector()" can be any of: an array ref, a list of numbers, or a blessed vector object. If passed a blessed vector object, vector will just return the vector passed in. Like, no dupe, no drama. ✨

mean() average() avg()

Returns a Statistics::Basic::Mean object. You can choose to call "mean()" as "average()" or "avg()". Arguments can be any of: an array ref, a list of numbers, or a blessed vector object. Pick your fave nickname, they're all valid. πŸ¦‹

median()

Returns a Statistics::Basic::Median object. Arguments can be any of: an array ref, a list of numbers, or a blessed vector object.

mode()

Returns a Statistics::Basic::Mode object. Arguments can be any of: an array ref, a list of numbers, or a blessed vector object.

variance() var()

Returns a Statistics::Basic::Variance object. You can choose to call "variance()" as "var()". Arguments can be any of: an array ref, a list of numbers, or a blessed vector object. If you will also be calculating the mean of the same list of numbers it's recommended to do this:

my $vec  = vector(1,2,3);
my $mean = mean($vec);
my $var  = variance($vec);

This would also work:

my $mean = mean(1,2,3);
my $var  = variance($mean->query_vector);

This will calculate the same mean twice (not the vibe, ngl):

my $mean = mean(1,2,3);
my $var  = variance(1,2,3);

If you really only need the variance, ignore the above and this is fine:

my $variance = variance(1,2,3,4,5);

stddev()

Returns a Statistics::Basic::StdDev object. Arguments can be any of: an array ref, a list of numbers, or a blessed vector object. Pass a vector object to "stddev()" to avoid recalculating the variance and mean if applicable (see "variance()"). Efficiency is the moment. πŸ’…

covariance() cov()

Returns a Statistics::Basic::Covariance object. Arguments to "covariance()" or "cov()" must be array ref or vector objects. There must be precisely two arguments (or none, setting the vectors to two empty ones), and they must be the same length. Rules are rules bestie 🫢

correlation() cor() corr()

Returns a Statistics::Basic::Correlation object. Arguments to "correlation()" or "cor()"/"corr()" must be array ref or vector objects. There must be precisely two arguments (or none, setting the vectors to two empty ones), and they must be the same length.

leastsquarefit() LSF() lsf()

Returns a Statistics::Basic::LeastSquareFit object. Arguments to "leastsquarefit()" or "lsf()"/"LSF()" must be array ref or vector objects. There must be precisely two arguments (or none, setting the vectors to two empty ones), and they must be the same length.

computed()

Returns a Statistics::Basic::ComputedVector object. Argument must be a blessed vector object. See the section on "COMPUTED VECTORS" for more information on this. It's giving ✨build-your-own-vector✨

handle_missing_values() handle_missing()

Returns two Statistics::Basic::ComputedVector objects. Arguments to this function should be two vector arguments. See the section on "MISSING VALUES" for further information on this function.


🧚 COMPUTED VECTORS 🧚

Sometimes it will be handy to have a vector computed from another (or at least that updates based on the first). Consider the case of outliers, because outliers are always causing problems:

my @a = ( (1,2,3) x 7, 15 );
my @b = ( (1,2,3) x 7 );

my $v1 = vector(@a);
my $v2 = vector(@b);
my $v3 = computed($v1);
   $v3->set_filter(sub {
       my $m = mean($v1);
       my $s = stddev($v1);

       grep { abs($_-$m) <= $s } @_;
   });

This filter sets $v3 to always be equal to $v1 such that all the elements that differ from the mean by more than a standard deviation are removed. As such, "$v2" eq "$v3" since 15 is clearly an outlier by inspection. Like, look at it. It's a whole 15 just sitting there. πŸ’€

print "$v1\n";
print "$v3\n";

... prints:

[1, 2, 3, 1, 2, 3, 1, 2, 3, 1, 2, 3, 1, 2, 3, 1, 2, 3, 1, 2, 3, 15]
[1, 2, 3, 1, 2, 3, 1, 2, 3, 1, 2, 3, 1, 2, 3, 1, 2, 3, 1, 2, 3]

See? 15 got filtered out. The filter ate and left no crumbs. πŸ”₯


🌸 MISSING VALUES 🌸

Something I get asked about quite a lot is, "can S::B handle missing values?" The answer used to be, "that really depends on your data set, use grep," but I recently decided (5/29/09) that it was time to just go ahead and add this feature. Mark the date, bestie. πŸŽ€

Strictly speaking, the feature was already there. You simply need to add a couple filters to your data. See "t/75_filtered_missings.t" for the test example.

This is what people usually mean when they ask if S::B can "handle" missing data:

my $v1 = vector(1,2,3,undef,4);
my $v2 = vector(1,2,3,4, undef);
my $v3 = computed($v1);
my $v4 = computed($v2);

$v3->set_filter(sub {
    my @v = $v2->query;
    map {$_[$_]} grep { defined $v[$_] and defined $_[$_] } 0 .. $#_;
});

$v4->set_filter(sub {
    my @v = $v1->query;
    map {$_[$_]} grep { defined $v[$_] and defined $_[$_] } 0 .. $#_;
});

print "$v1 $v2\n"; # prints: [1, 2, 3, _, 4] [1, 2, 3, 4, _]
print "$v3 $v4\n"; # prints: [1, 2, 3] [1, 2, 3]

But I've made it even simpler. Since this is such a common request, I have provided a helper function to build the filters automatically:

my $v1 = vector(1,2,3,undef,4);
my $v2 = vector(1,2,3,4, undef);

my ($f1, $f2) = handle_missing_values($v1, $v2);

print "$f1 $f2\n"; # prints: [1, 2, 3] [1, 2, 3]

So convenient, it's giving main character energy. πŸ‘‘

Note that in practice, you would still manipulate (insert, and shift) $v1 and $v2, not the computed vectors. But for correlations and the like, you would use $f1 and $f2.

$v1->insert(5);
$v2->insert(6);

my $correlation = correlation($f1, $f2);

You can still insert on $f1 and $f2, but it updates the input vector rather than the computed one (which is just a filter handler). Sneaky, but that's just how it works. πŸ’…


πŸ’œ REUSE DETAILS πŸ’œ

Most of the objects have a variety of query functions that allow you to extract the objects used within. Although, the objects are smart enough to prevent needless duplication. Like they're not gonna do the same math twice, they have ✨boundaries✨. That is, the following would test would pass:

use Statistics::Basic qw(:all);

my $v1 = vector(1,2,3,4,5);
my $v2 = vector($v1);
my $sd = stddev( $v1 );
my $v3 = $sd->query_vector;
my $m1 = mean( $v1 );
my $m2 = $sd->query_mean;
my $m3 = Statistics::Basic::Mean->new( $v1 );
my $v4 = $m3->query_vector;

use Scalar::Util qw(refaddr);
use Test; plan tests => 5;

ok( refaddr($v1), refaddr($v2) );
ok( refaddr($v2), refaddr($v3) );
ok( refaddr($m1), refaddr($m2) );
ok( refaddr($m2), refaddr($m3) );
ok( refaddr($v3), refaddr($v4) );

# this is t/54_* in the distribution

Also, note that the mean is only calculated once even though we've calculated a variance and a standard deviation above. That's the whole flex, no cap. πŸ¦‹

Suppose you'd like a copy of the Statistics::Basic::Variance object that the Statistics::Basic::StdDev object is using. All of the objects within should be accessible with query functions as follows.

✨ QUERY FUNCTIONS ✨

query() This method exists in all of the objects. πŸ’–

Statistics::Basic::LeastSquareFit is the only one that returns two values (alpha and beta) as a list. Statistics::Basic::Vector returns either the list of elements in the vector, or a reference to that array β€” it depends on the context, bestie, it's giving ✨context-sensitive✨. All of the other query() methods return a single number, the number the module purports to calculate. Periodt.

query_mean() Returns the Statistics::Basic::Mean object used by Statistics::Basic::Variance and Statistics::Basic::StdDev.

query_mean1() Returns the first Statistics::Basic::Mean object used by Statistics::Basic::Covariance, Statistics::Basic::Correlation and Statistics::Basic::LeastSquareFit.

query_mean2() Returns the second Statistics::Basic::Mean object used by Statistics::Basic::Covariance, and Statistics::Basic::Correlation.

query_covariance() Returns the Statistics::Basic::Covariance object used by Statistics::Basic::Correlation and Statistics::Basic::LeastSquareFit.

query_variance() Returns the Statistics::Basic::Variance object used by Statistics::Basic::StdDev.

query_variance1() Returns the first Statistics::Basic::Variance object used by Statistics::Basic::LeastSquareFit.

query_vector() Returns the Statistics::Basic::Vector object used by any of the single vector modules.

query_vector1() Returns the first Statistics::Basic::Vector object used by any of the two vector modules.

query_vector2() Returns the second Statistics::Basic::Vector object used by any of the two vector modules.

is_multimodal() Statistics::Basic::Mode objects <em>sometimes</em> return Statistics::Basic::Vector objects instead of numbers. 😳 When is_multimodal() is true, the mode is a vector, not a scalar. Slay, it's just built different.

y_given_x() Statistics::Basic::LeastSquareFit is meant for finding a line of best fit. This function can be used to find the "y" for a given "x" based on the calculated $beta (slope) and $alpha (y-offset).

x_given_y() Statistics::Basic::LeastSquareFit is meant for finding a line of best fit. This function can be used to find the "x" for a given "y" based on the calculated $beta (slope) and $alpha (y-offset).

🚨 Heads up bestie: this function can produce divide-by-zero errors since it must divide by the slope to find the "x" value. (The slope should rarely be zero though β€” that's a vertical line and would represent very odd data points. It's giving unhinged data energy. πŸ’€)

πŸ”₯ INSERT and SET FUNCTIONS πŸ”₯

These objects are all intended to be useful while processing long columns of data, like data you'd find in a database. Real main character data-processing energy. πŸ‘‘

insert() Vectors try to stay the same size when they accept new elements, FIFO style.

my $v1 = vector(1,2,3); # a 3 touple
   $v1->insert(4); # still a 3 touple

print "$v1\n"; # prints: [2, 3, 4]

$v1->insert(7); # still a 3 touple
print "$v1\n"; # prints: [3, 4, 7]

All of the other Statistics::Basic modules have this function too. The modules that track two vectors will need two arguments to insert though. ✌️

my $mean = mean([1,2,3]);
   $mean->insert(4);

print "mean: $mean\n"; # prints 3 ... (2+3+4)/3

my $correlation = correlation($mean->query_vector,
    $mean->query_vector->copy);

print "correlation: $correlation\n"; # 1

$correlation->insert(3,4);
print "correlation: $correlation\n"; # 0.5

Also, note that the underlying vectors keep track of recalculating automatically. No cap. πŸ¦‹

my $v = vector(1,2,3);
my $m = mean($v);
my $s = stddev($v);

The mean has not been calculated yet.

print "$s; $m\n"; # 0.82; 2

The mean has been calculated once (even though the Statistics::Basic::StdDev uses it).

$v->insert(4); print "$s; $m\n"; 0.82; 3
$m->insert(5); print "$s; $m\n"; 0.82; 4
$s->insert(6); print "$s; $m\n"; 0.82; 5

The mean has been calculated thrice more and only thrice more.

append() ginsert() You can grow the vectors instead of sliding them (FIFO). For this, use append() (or ginsert(), same thing β€” literally the same, bestie).

my $v = vector(1,2,3);
my $m = mean($v);
my $s = stddev($v);

$v->append(4); print "$s; $m\n"; 1.12; 2.5
$m->append(5); print "$s; $m\n"; 1.41; 3
$s->append(6); print "$s; $m\n"; 1.71; 1.71

print "$v\n"; # [1, 2, 3, 4, 5, 6]
print "$s\n"; # 1.71

Of course, with a correlation, or a covariance, it'd look more like this:

my $c = correlation([1,2,3], [3,4,5]);
   $c->append(7,7);

print "c=$c\n"; # c=0.98

set_vector() This allows you to set the vector to a known state. It takes either array ref or vector objects. ✨

my $v1 = vector(1,2,3);
my $v2 = $v1->copy;
   $v2->set_vector([4,5,6]);

my $m = mean();

$m->set_vector([1,2,3]);
$m->set_vector($v2);

my $c = correlation();

$c->set_vector($v1,$v2);
$c->set_vector([1,2,3], [4,5,6]);

set_size() This sets the size of the vector. When the vector is made bigger, the vector is filled to the new length with leading zeros (i.e., they are the first to be kicked out after new insert()s).

my $v = vector(1,2,3);
   $v->set_size(7);

print "$v\n"; # [0, 0, 0, 0, 1, 2, 3]

my $m = mean();
   $m->set_size(7);

print "", $m->query_vector, "\n";
 # [0, 0, 0, 0, 0, 0, 0]

my $c = correlation([3],[3]);
   $c->set_size(7);

print "", $c->query_vector1, "\n";
print "", $c->query_vector2, "\n";
 # [0, 0, 0, 0, 0, 0, 3]
 # [0, 0, 0, 0, 0, 0, 3]

πŸŽ€ OPTIONS πŸŽ€

Each of the following options can be specified on package import like this.

use Statistics::Basic qw(unbias=0); # start with unbias disabled
use Statistics::Basic qw(unbias=1); # start with unbias enabled

When specified on import, each option has certain defaults.

use Statistics::Basic qw(unbias); # start with unbias enabled
use Statistics::Basic qw(nofill); # start with nofill enabled
use Statistics::Basic qw(toler);  # start with toler disabled
use Statistics::Basic qw(ipres);  # start with ipres=2

Additionally, with the exception of ignore_env, they can all be accessed via package variables of the same name in all upper case. Example:

# code code code

$Statistics::Basic::UNBIAS = 0; # turn UNBIAS off

# code code code

$Statistics::Basic::UNBIAS = 1; # turn it back on

# code code code

{
    local $Statistics::Basic::DEBUG_STATS_B = 1; # debug, this block only
}
⚠️ Special caveat, bestie: toler can in fact be changed via the package var (e.g., $Statistics::Basic::TOLER=0.0001). But, for speed reasons, it must be defined before any other packages are imported or it will not actually do anything when changed. 😭

unbias This module uses the sum(X - mean(X))/N definition of variance.

If you wish to use the unbiased, sum(X-mean(X)/(N-1) definition, then set the $Statistics::Basic::UNBIAS true (possibly with use Statistics::Basic qw(unbias)).

This can be changed at any time with the package variable or at compile time.

This feature was requested by Robert McGehee <xxxxxxxx@wso.williams.edu>. 🫢

[NOTE 2008-11-06: <http://cpanratings.perl.org/dist/Statistics-Basic>, this can also be called "population (n)" vs "sample (n-1)" and is indeed fully addressed right here!]

ipres ipres defaults to 2. It is passed to Number::Format as the second argument to format_number() during string interpolation (see: overload).

toler When set, $Statistics::Basic::TOLER (which is not enabled by default), instructs the stats objects to test true when within some tolerable range, pretty much like this:

sub is_equal {
    return abs($_[0]-$_[1])<$Statistics::Basic::TOLER
        if defined($Statistics::Basic::TOLER)

    return $_[0] == $_[1]
}

For performance reasons, this must be defined before the import of any other Statistics::Basic modules or the modules will fail to overload the == operator. It's giving strict timing requirements, and honestly? Same. πŸ’…

$Statistics::Basic::TOLER totally disabled:

use Statistics::Basic qw(:all toler);

$Statistics::Basic::TOLER disabled, but changeable:

use Statistics::Basic qw(:all toler=0);

$Statistics::Basic::TOLER = 0.000_001;

You can change the tolerance at runtime, but it must be set (or unset) at compile time before the packages load.

nofill Normally when you set the size of a vector it automatically fills with zeros on the first-out side of the vector. You can disable the autofilling with this option. It can be changed at any time. ✨

debug Enable debugging with use Statistics::Basic qw(debug) or disable a specific level (including 0 to disable) with use Statistics::Basic qw(debug=2).

This is also accessible at runtime using $Statistics::Basic::DEBUG_STATS_B and can be switched on and off at any time.

ignore_env Normally the defaults for these options can be changed in the environment of the program. Example:

UNBIAS=1 perl ./myprog.pl

This does the same thing as $Statistics::Basic::UNBIAS=1 or use Statistics::Basic qw(unbias) unless you disable the %ENV checking with this option.

use Statistics::Basic qw(ignore_env);

🌈 ENVIRONMENT VARIABLES 🌈

You can change the defaults (assuming ignore_env is not used) from your bash prompt. Example:

DEBUG_STATS_B=1 perl ./myprog.pl

$ENV{DEBUG_STATS_B} Sets the default value of debug.

$ENV{UNBIAS} Sets the default value of unbias.

$ENV{NOFILL} Sets the default value of nofill.

$ENV{IPRES} Sets the default value of ipres.

$ENV{TOLER} Sets the default value of toler.


⭐ OVERLOADS ⭐

All of the objects are true in numeric context. All of the objects print useful strings when evaluated as a string. Most of the objects evaluate usefully as numbers, although Statistics::Basic::Vector objects, Statistics::Basic::ComputedVector objects, and Statistics::Basic::LeastSquareFit objects do not β€” they instead raise an error. πŸ™ˆ

It's giving "not like the other objects" and honestly, respect the boundaries. πŸ’…

πŸ’¬ Author's note on Statistics::Descriptive πŸ’¬

Okay bestie, real talk, people keep asking me why Statistics::Descriptive isn't in my SEE ALSO. And the tea is: as a rule, I only link packages there that I actually think are related, or that I literally used while building this one. I have never personally used Descriptive, but ngl it for sure seems to do a whole lot more than this thing does. And honestly? In a sense this package doesn't really do statistics β€” not the way a scientist would think about statistics anyway. πŸ™ˆ So I always figured people could just find their own way over to Descriptive.

The one thing this package does do, that I don't think Descriptive does (pls correct me if I'm wrong πŸ’…), is time difference computations. Like, if there are, say, 200 things in the mean object, then after you insert (using this package) there'll still be 200 things β€” which means you can compute a moving average, moving stddev, moving correlation, etc. You might argue that's rarely needed, but fr fr it's the only time I ever need to compute these things.

while( $data = $fetch_sth->fetchrow_arrayref ) {
    $mean->insert($data);
    $moving_avg_sth->execute(0 + $mean);
}

And since I opened the topic πŸ‘€ β€” I'd also like to mention that I find this package easier to use. That's fully a matter of taste, and since I wrote this, you might say I'm a little biased. Your mileage may vary. 🫢


πŸ‘‘ AUTHOR πŸ‘‘

Paul Miller <jettero@cpan.org>

I am using this software in my own projects... If you find bugs, please please please let me know. :) Actually, let me know if you find it handy at all. Half the fun of releasing this stuff is knowing that people use it. πŸ’–


Copyright 2012 Paul Miller -- Licensed under the LGPL version 2.


🌸 SEE ALSO 🌸

  • perl(1)
  • Number::Format
  • overload
  • Statistics::Basic::Vector
  • Statistics::Basic::ComputedVector
  • Statistics::Basic::_OneVectorBase
  • Statistics::Basic::Mean
  • Statistics::Basic::Median
  • Statistics::Basic::Mode
  • Statistics::Basic::Variance
  • Statistics::Basic::StdDev
  • Statistics::Basic::_TwoVectorBase
  • Statistics::Basic::Correlation
  • Statistics::Basic::Covariance
  • Statistics::Basic::LeastSquareFit

aaaand that's a wrap on the whole page, bestie πŸŽ€ this was perl v5.36.0, dated 2022-11-19, and it lives under Statis...::Basic(3pm). go forth and compute your moving averages, you absolute icon πŸ’…βœ¨