240 lines
10 KiB
Markdown
240 lines
10 KiB
Markdown
<!--
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@license Apache-2.0
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Copyright (c) 2018 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# Stats
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[![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url] [![dependencies][dependencies-image]][dependencies-url]
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> Standard library statistical functions.
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<section class="installation">
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## Installation
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```bash
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npm install @stdlib/stats
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```
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</section>
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<section class="usage">
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## Usage
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```javascript
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var statistics = require( '@stdlib/stats' );
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```
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#### statistics
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Standard library statistical functions.
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```javascript
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var stats = statistics;
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// returns {...}
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```
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The namespace exposes the following statistical tests:
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<!-- <toc pattern="+(*test*|chi2gof|anova1|wilcoxon)"> -->
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<div class="namespace-toc">
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- <span class="signature">[`anova1( x, factor[, opts] )`][@stdlib/stats/anova1]</span><span class="delimiter">: </span><span class="description">perform a one-way analysis of variance.</span>
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- <span class="signature">[`bartlettTest( a[,b,...,k][, opts] )`][@stdlib/stats/bartlett-test]</span><span class="delimiter">: </span><span class="description">compute Bartlett’s test for equal variances.</span>
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- <span class="signature">[`binomialTest( x[, n][, opts] )`][@stdlib/stats/binomial-test]</span><span class="delimiter">: </span><span class="description">exact test for the success probability in a Bernoulli experiment.</span>
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- <span class="signature">[`chi2gof( x, y[, ...args][, opts] )`][@stdlib/stats/chi2gof]</span><span class="delimiter">: </span><span class="description">perform a chi-square goodness-of-fit test.</span>
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- <span class="signature">[`chi2test( x[, opts] )`][@stdlib/stats/chi2test]</span><span class="delimiter">: </span><span class="description">perform a chi-square independence test.</span>
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- <span class="signature">[`flignerTest( a[,b,...,k][, opts] )`][@stdlib/stats/fligner-test]</span><span class="delimiter">: </span><span class="description">compute the Fligner-Killeen test for equal variances.</span>
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- <span class="signature">[`kruskalTest( a[,b,...,k][, opts] )`][@stdlib/stats/kruskal-test]</span><span class="delimiter">: </span><span class="description">compute the Kruskal-Wallis test for equal medians.</span>
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- <span class="signature">[`kstest( x, y[, ...params][, opts] )`][@stdlib/stats/kstest]</span><span class="delimiter">: </span><span class="description">one-sample Kolmogorov-Smirnov goodness-of-fit test.</span>
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- <span class="signature">[`leveneTest( x[, y, ..., z][, opts] )`][@stdlib/stats/levene-test]</span><span class="delimiter">: </span><span class="description">compute Levene's test for equal variances.</span>
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- <span class="signature">[`pcorrtest( x, y[, opts] )`][@stdlib/stats/pcorrtest]</span><span class="delimiter">: </span><span class="description">compute a Pearson product-moment correlation test between paired samples.</span>
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- <span class="signature">[`ttest( x[, y][, opts] )`][@stdlib/stats/ttest]</span><span class="delimiter">: </span><span class="description">one-sample and paired Student's t-Test.</span>
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- <span class="signature">[`ttest2( x, y[, opts] )`][@stdlib/stats/ttest2]</span><span class="delimiter">: </span><span class="description">two-sample Student's t-Test.</span>
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- <span class="signature">[`vartest( x, y[, opts] )`][@stdlib/stats/vartest]</span><span class="delimiter">: </span><span class="description">two-sample F-test for equal variances.</span>
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- <span class="signature">[`wilcoxon( x[, y][, opts] )`][@stdlib/stats/wilcoxon]</span><span class="delimiter">: </span><span class="description">one-sample and paired Wilcoxon signed rank test.</span>
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- <span class="signature">[`ztest( x, sigma[, opts] )`][@stdlib/stats/ztest]</span><span class="delimiter">: </span><span class="description">one-sample z-Test.</span>
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- <span class="signature">[`ztest2( x, y, sigmax, sigmay[, opts] )`][@stdlib/stats/ztest2]</span><span class="delimiter">: </span><span class="description">two-sample z-Test.</span>
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</div>
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<!-- </toc> -->
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In addition, it contains an assortment of functions for computing statistics incrementally as part of the `incr` sub-namespace and functions for computing statistics over iterators in the `iterators` namespace.
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<!-- <toc pattern="+(incr|iter)"> -->
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<div class="namespace-toc">
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- <span class="signature">[`incr`][@stdlib/stats/incr]</span><span class="delimiter">: </span><span class="description">standard library functions for computing statistics incrementally.</span>
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- <span class="signature">[`iterators`][@stdlib/stats/iter]</span><span class="delimiter">: </span><span class="description">standard library functions for computing statistics over iterators.</span>
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</div>
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<!-- </toc> -->
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The `base` sub-namespace contains functions to calculate statistics alongside a `dists` namespace containing functions related to a wide assortment of probability distributions.
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Other statistical functions included are:
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<!-- <toc pattern="*" ignore="+(*test*|chi2gof|anova1)" ignore="incr" ignore="iterators" > -->
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<div class="namespace-toc">
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- <span class="signature">[`kde2d()`][@stdlib/stats/kde2d]</span><span class="delimiter">: </span><span class="description">two-dimensional kernel density estimation.</span>
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- <span class="signature">[`lowess( x, y[, opts] )`][@stdlib/stats/lowess]</span><span class="delimiter">: </span><span class="description">locally-weighted polynomial regression via the LOWESS algorithm.</span>
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- <span class="signature">[`padjust( pvals, method[, comparisons] )`][@stdlib/stats/padjust]</span><span class="delimiter">: </span><span class="description">adjust supplied p-values for multiple comparisons.</span>
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- <span class="signature">[`ranks( arr[, opts] )`][@stdlib/stats/ranks]</span><span class="delimiter">: </span><span class="description">compute ranks for values of an array-like object.</span>
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</div>
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<!-- </toc> -->
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</section>
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<!-- /.usage -->
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<section class="examples">
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## Examples
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<!-- TODO: better examples -->
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<!-- eslint no-undef: "error" -->
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```javascript
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var objectKeys = require( '@stdlib/utils/keys' );
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var statistics = require( '@stdlib/stats' );
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console.log( objectKeys( statistics ) );
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```
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</section>
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<!-- /.examples -->
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<section class="main-repo" >
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* * *
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## Notice
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This package is part of [stdlib][stdlib], a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
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For more information on the project, filing bug reports and feature requests, and guidance on how to develop [stdlib][stdlib], see the main project [repository][stdlib].
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#### Community
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[![Chat][chat-image]][chat-url]
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---
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## License
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See [LICENSE][stdlib-license].
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## Copyright
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Copyright © 2016-2021. The Stdlib [Authors][stdlib-authors].
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</section>
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<!-- /.stdlib -->
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<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="links">
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[npm-image]: http://img.shields.io/npm/v/@stdlib/stats.svg
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[npm-url]: https://npmjs.org/package/@stdlib/stats
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[test-image]: https://github.com/stdlib-js/stats/actions/workflows/test.yml/badge.svg
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[test-url]: https://github.com/stdlib-js/stats/actions/workflows/test.yml
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[coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats/main.svg
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[coverage-url]: https://codecov.io/github/stdlib-js/stats?branch=main
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[dependencies-image]: https://img.shields.io/david/stdlib-js/stats.svg
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[dependencies-url]: https://david-dm.org/stdlib-js/stats/main
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[chat-image]: https://img.shields.io/gitter/room/stdlib-js/stdlib.svg
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[chat-url]: https://gitter.im/stdlib-js/stdlib/
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[stdlib]: https://github.com/stdlib-js/stdlib
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[stdlib-authors]: https://github.com/stdlib-js/stdlib/graphs/contributors
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[stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats/main/LICENSE
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<!-- <toc-links> -->
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[@stdlib/stats/kde2d]: https://www.npmjs.com/package/@stdlib/stats/tree/main/kde2d
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[@stdlib/stats/lowess]: https://www.npmjs.com/package/@stdlib/stats/tree/main/lowess
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[@stdlib/stats/padjust]: https://www.npmjs.com/package/@stdlib/stats/tree/main/padjust
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[@stdlib/stats/ranks]: https://www.npmjs.com/package/@stdlib/stats/tree/main/ranks
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[@stdlib/stats/incr]: https://www.npmjs.com/package/@stdlib/stats/tree/main/incr
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[@stdlib/stats/iter]: https://www.npmjs.com/package/@stdlib/stats/tree/main/iter
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[@stdlib/stats/anova1]: https://www.npmjs.com/package/@stdlib/stats/tree/main/anova1
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[@stdlib/stats/bartlett-test]: https://www.npmjs.com/package/@stdlib/stats/tree/main/bartlett-test
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[@stdlib/stats/binomial-test]: https://www.npmjs.com/package/@stdlib/stats/tree/main/binomial-test
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[@stdlib/stats/chi2gof]: https://www.npmjs.com/package/@stdlib/stats/tree/main/chi2gof
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[@stdlib/stats/chi2test]: https://www.npmjs.com/package/@stdlib/stats/tree/main/chi2test
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[@stdlib/stats/fligner-test]: https://www.npmjs.com/package/@stdlib/stats/tree/main/fligner-test
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[@stdlib/stats/kruskal-test]: https://www.npmjs.com/package/@stdlib/stats/tree/main/kruskal-test
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[@stdlib/stats/kstest]: https://www.npmjs.com/package/@stdlib/stats/tree/main/kstest
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[@stdlib/stats/levene-test]: https://www.npmjs.com/package/@stdlib/stats/tree/main/levene-test
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[@stdlib/stats/pcorrtest]: https://www.npmjs.com/package/@stdlib/stats/tree/main/pcorrtest
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[@stdlib/stats/ttest]: https://www.npmjs.com/package/@stdlib/stats/tree/main/ttest
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[@stdlib/stats/ttest2]: https://www.npmjs.com/package/@stdlib/stats/tree/main/ttest2
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[@stdlib/stats/vartest]: https://www.npmjs.com/package/@stdlib/stats/tree/main/vartest
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[@stdlib/stats/wilcoxon]: https://www.npmjs.com/package/@stdlib/stats/tree/main/wilcoxon
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[@stdlib/stats/ztest]: https://www.npmjs.com/package/@stdlib/stats/tree/main/ztest
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[@stdlib/stats/ztest2]: https://www.npmjs.com/package/@stdlib/stats/tree/main/ztest2
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<!-- </toc-links> -->
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</section>
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<!-- /.links -->
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