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feat: add stats/strided/ztest2
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2a2efad
feat: add `stats/strided/ztest2`
gururaj1512 b4381cb
Merge remote-tracking branch 'upstream/develop' into stats-strided-zt…
stdlib-bot 1b92f9f
Merge remote-tracking branch 'upstream/develop' into stats-strided-zt…
stdlib-bot 64fd6df
refactor: update signature
gururaj1512 a5ea81b
fix: update ztest2 function call
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238 changes: 238 additions & 0 deletions
238
lib/node_modules/@stdlib/stats/strided/ztest2/README.md
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<!-- | ||
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@license Apache-2.0 | ||
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Copyright (c) 2025 The Stdlib Authors. | ||
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Licensed under the Apache License, Version 2.0 (the "License"); | ||
you may not use this file except in compliance with the License. | ||
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 | ||
distributed under the License is distributed on an "AS IS" BASIS, | ||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
See the License for the specific language governing permissions and | ||
limitations under the License. | ||
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--> | ||
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<!-- lint disable max-heading-length --> | ||
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# ztest2 | ||
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> Compute a two-sample Z-test for a strided array. | ||
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<section class="intro"> | ||
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A Z-test commonly refers to a two-sample location test which compares the means of two independent sets of measurements `X` and `Y` when the population standard deviations are known. A Z-test supports testing three different null hypotheses `H0`: | ||
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- `H0: μX - μY ≥ Δ` versus the alternative hypothesis `H1: μX - μY < Δ`. | ||
- `H0: μX - μY ≤ Δ` versus the alternative hypothesis `H1: μX - μY > Δ`. | ||
- `H0: μX - μY = Δ` versus the alternative hypothesis `H1: μX - μY ≠ Δ`. | ||
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Here, `μX` and `μY` are the true population means of samples `X` and `Y`, respectively, and `Δ` is the hypothesized difference in means (typically `0` by default). | ||
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</section> | ||
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<!-- /.intro --> | ||
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<section class="usage"> | ||
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## Usage | ||
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```javascript | ||
var ztest2 = require( '@stdlib/stats/strided/ztest2' ); | ||
``` | ||
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#### ztest2( NX, NY, alternative, alpha, diff, sigmax, sigmay, x, strideX, y, strideY, out ) | ||
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Computes a two-sample Z-test for a strided array. | ||
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```javascript | ||
var Results = require( '@stdlib/stats/base/ztest/two-sample/results/float64' ); | ||
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var x = [ 4.0, 4.0, 6.0, 6.0, 5.0 ]; | ||
var y = [ 3.0, 3.0, 5.0, 7.0, 7.0 ]; | ||
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var results = new Results(); | ||
var out = ztest2( x.length, y.length, 'two-sided', 0.05, 0.0, 1.0, 2.0, x, 1, y, 1, results ); | ||
// returns {...} | ||
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var bool = ( out === results ); | ||
// returns true | ||
``` | ||
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The function has the following parameters: | ||
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- **NX**: number of indexed elements in `x`. | ||
- **NY**: number of indexed elements in `y`. | ||
- **alternative**: [alternative hypothesis][@stdlib/stats/base/ztest/alternatives]. | ||
- **alpha**: significance level. | ||
- **diff**: difference in means under the null hypothesis. | ||
- **sigmax**: known standard deviation of `x`. | ||
- **sigmay**: known standard deviation of `y`. | ||
- **x**: input array. | ||
- **strideX**: stride length for `x`. | ||
- **y**: input array. | ||
- **strideY**: stride length for `y`. | ||
- **out**: output [results object][@stdlib/stats/base/ztest/two-sample/results/float64]. | ||
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The `N` and stride parameters determine which elements in the strided array are accessed at runtime. For example, to perform a two-sample Z-test over every other element in `x` and `y`, | ||
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```javascript | ||
var Results = require( '@stdlib/stats/base/ztest/two-sample/results/float64' ); | ||
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var x = [ 4.0, 0.0, 4.0, 0.0, 6.0, 0.0, 6.0, 0.0, 5.0, 0.0 ]; | ||
var y = [ 3.0, 0.0, 3.0, 0.0, 5.0, 0.0, 7.0, 0.0, 7.0, 0.0 ]; | ||
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var results = new Results(); | ||
var out = ztest2( 5, 5, 'two-sided', 0.05, 0.0, 1.0, 2.0, x, 2, y, 2, results ); | ||
// returns {...} | ||
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var bool = ( out === results ); | ||
// returns true | ||
``` | ||
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Note that indexing is relative to the first index. To introduce an offset, use [`typed array`][mdn-typed-array] views. | ||
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<!-- eslint-disable stdlib/capitalized-comments --> | ||
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```javascript | ||
var Results = require( '@stdlib/stats/base/ztest/two-sample/results/float64' ); | ||
var Float64Array = require( '@stdlib/array/float64' ); | ||
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var x0 = new Float64Array( [ 0.0, 4.0, 4.0, 6.0, 6.0, 5.0 ] ); | ||
var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element | ||
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var y0 = new Float64Array( [ 0.0, 3.0, 3.0, 5.0, 7.0, 7.0 ] ); | ||
var y1 = new Float64Array( y0.buffer, y0.BYTES_PER_ELEMENT*1 ); // start at 2nd element | ||
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var results = new Results(); | ||
var out = ztest2( 5, 5, 'two-sided', 0.05, 0.0, 1.0, 2.0, x1, 1, y1, 1, results ); | ||
// returns {...} | ||
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var bool = ( out === results ); | ||
// returns true | ||
``` | ||
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#### ztest2.ndarray( NX, NY, alternative, alpha, diff, sigmax, sigmay, x, strideX, offsetX, y, strideY, offsetY, out ) | ||
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Computes a two-sample Z-test for a strided array using alternative indexing semantics. | ||
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```javascript | ||
var Results = require( '@stdlib/stats/base/ztest/two-sample/results/float64' ); | ||
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var x = [ 4.0, 4.0, 6.0, 6.0, 5.0 ]; | ||
var y = [ 3.0, 3.0, 5.0, 7.0, 7.0 ]; | ||
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var results = new Results(); | ||
var out = ztest2.ndarray( x.length, y.length, 'two-sided', 0.05, 0.0, 1.0, 2.0, x, 1, 0, y, 1, 0, results ); | ||
// returns {...} | ||
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var bool = ( out === results ); | ||
// returns true | ||
``` | ||
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The function has the following additional parameters: | ||
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- **offsetX**: starting index for `x`. | ||
- **offsetY**: starting index for `y`. | ||
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While [`typed array`][mdn-typed-array] views mandate a view offset based on the underlying buffer, the offset parameter supports indexing semantics based on a starting index. For example, to perform a two-sample Z-test over every other element in `x` and `y` starting from the second element | ||
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```javascript | ||
var Results = require( '@stdlib/stats/base/ztest/two-sample/results/float64' ); | ||
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var x = [ 0.0, 4.0, 0.0, 4.0, 0.0, 6.0, 0.0, 6.0, 0.0, 5.0 ]; | ||
var y = [ 0.0, 3.0, 0.0, 3.0, 0.0, 5.0, 0.0, 7.0, 0.0, 7.0 ]; | ||
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var results = new Results(); | ||
var out = ztest2.ndarray( 5, 5, 'two-sided', 0.05, 0.0, 1.0, 2.0, x, 2, 1, y, 2, 1, results ); | ||
// returns {...} | ||
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var bool = ( out === results ); | ||
// returns true | ||
``` | ||
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</section> | ||
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<!-- /.usage --> | ||
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<section class="notes"> | ||
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## Notes | ||
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- As a general rule of thumb, a Z-test is most reliable when `N >= 50`. For smaller sample sizes or when the standard deviation is unknown, prefer a t-test. | ||
- Both functions support array-like objects having getter and setter accessors for array element access (e.g., [`@stdlib/array/base/accessor`][@stdlib/array/base/accessor]). | ||
- Depending on the environment, the typed versions ([`dztest2`][@stdlib/stats/strided/dztest2], [`sztest2`][@stdlib/stats/strided/sztest2], etc.) are likely to be significantly more performant. | ||
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</section> | ||
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<!-- /.notes --> | ||
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<section class="examples"> | ||
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## Examples | ||
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<!-- eslint no-undef: "error" --> | ||
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```javascript | ||
var Results = require( '@stdlib/stats/base/ztest/two-sample/results/float64' ); | ||
var normal = require( '@stdlib/random/array/normal' ); | ||
var ztest2 = require( '@stdlib/stats/strided/ztest2' ); | ||
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var x = normal( 1000, 4.0, 2.0, { | ||
'dtype': 'generic' | ||
}); | ||
var y = normal( 800, 3.0, 2.0, { | ||
'dtype': 'generic' | ||
}); | ||
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var results = new Results(); | ||
var out = ztest2( x.length, y.length, 'two-sided', 0.05, 1.0, 2.0, 2.0, x, 1, y, 1, results ); | ||
// returns {...} | ||
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console.log( out.toString() ); | ||
``` | ||
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</section> | ||
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<!-- /.examples --> | ||
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<section class="references"> | ||
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</section> | ||
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<!-- /.references --> | ||
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<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> | ||
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<section class="related"> | ||
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</section> | ||
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<!-- /.related --> | ||
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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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[variance]: https://en.wikipedia.org/wiki/Variance | ||
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[@stdlib/stats/base/ztest/alternatives]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/ztest/alternatives | ||
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[@stdlib/stats/base/ztest/two-sample/results/float64]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/ztest/two-sample/results/float64 | ||
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[@stdlib/array/base/accessor]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/array/base/accessor | ||
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[@stdlib/stats/strided/dztest2]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/strided/dztest | ||
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[@stdlib/stats/strided/sztest2]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/strided/sztest | ||
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[mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/TypedArray | ||
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</section> | ||
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<!-- /.links --> |
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104
lib/node_modules/@stdlib/stats/strided/ztest2/benchmark/benchmark.js
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/** | ||
* @license Apache-2.0 | ||
* | ||
* Copyright (c) 2025 The Stdlib Authors. | ||
* | ||
* Licensed under the Apache License, Version 2.0 (the "License"); | ||
* you may not use this file except in compliance with the License. | ||
* You may obtain a copy of the License at | ||
* | ||
* http://www.apache.org/licenses/LICENSE-2.0 | ||
* | ||
* Unless required by applicable law or agreed to in writing, software | ||
* distributed under the License is distributed on an "AS IS" BASIS, | ||
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
* See the License for the specific language governing permissions and | ||
* limitations under the License. | ||
*/ | ||
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'use strict'; | ||
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// MODULES // | ||
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var bench = require( '@stdlib/bench' ); | ||
var normal = require( '@stdlib/random/array/normal' ); | ||
var isnan = require( '@stdlib/math/base/assert/is-nan' ); | ||
var pow = require( '@stdlib/math/base/special/pow' ); | ||
var Results = require( '@stdlib/stats/base/ztest/two-sample/results/float64' ); | ||
var pkg = require( './../package.json' ).name; | ||
var ztest2 = require( './../lib' ); | ||
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// VARIABLES // | ||
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var options = { | ||
'dtype': 'generic' | ||
}; | ||
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// FUNCTIONS // | ||
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/** | ||
* Creates a benchmark function. | ||
* | ||
* @private | ||
* @param {PositiveInteger} len - array length | ||
* @returns {Function} benchmark function | ||
*/ | ||
function createBenchmark( len ) { | ||
var results; | ||
var x; | ||
var y; | ||
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results = new Results(); | ||
x = normal( len, 0.0, 1.0, options ); | ||
y = normal( len, 0.0, 1.0, options ); | ||
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return benchmark; | ||
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function benchmark( b ) { | ||
var out; | ||
var i; | ||
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b.tic(); | ||
for ( i = 0; i < b.iterations; i++ ) { | ||
out = ztest2( x.length, y.length, 'two-sided', 0.05, 0.0, 1.0, 1.0, x, 1, y, 1, results ); | ||
if ( isnan( out.statistic ) ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
} | ||
b.toc(); | ||
if ( isnan( out.statistic ) ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
b.pass( 'benchmark finished' ); | ||
b.end(); | ||
} | ||
} | ||
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// MAIN // | ||
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/** | ||
* Main execution sequence. | ||
* | ||
* @private | ||
*/ | ||
function main() { | ||
var len; | ||
var min; | ||
var max; | ||
var f; | ||
var i; | ||
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min = 1; // 10^min | ||
max = 6; // 10^max | ||
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for ( i = min; i <= max; i++ ) { | ||
len = pow( 10, i ); | ||
f = createBenchmark( len ); | ||
bench( pkg+':len='+len, f ); | ||
} | ||
} | ||
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main(); |
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