iid-tests
https://www.npmjs.com/package/iid-tests
A script to run eleven* statistical tests which will determine whether a collection of random variables are independent and identically distributed (IID). These tests are specified by the National Institute of Standards and Technology in NIST Special Publication 800-90B.
This tool is intended to be ran from the CLI using npx and utilises multiple threads (if available) by default.
* Due to a memory leak issue with zlib, the compression test has been commented out and so this package will only run ten tests.
Usage
Run the tests on a file containing (ideally) 1,000,000+ numbers separated by commas.
Usage: npx iid-tests -f [file]
Options:
-f, --file Load a file containing a comma-separated sequential dataset
of numbers [string] [required]
-m, --multithread Use all threads available to run the tests; this will
override any value set by the -t --threads option [boolean]
-o, --original Show results of the individual statistical tests on the
original dataset [boolean]
-r, --results Show overall results for each statistical test [boolean]
-t, --threads Specify number of CPU threads you wish to use to run the
tests; default is half the CPU's thread count [number]
-h, --help Show help [boolean]
-v, --version Show version number [boolean]
Examples
Typical
$ npx iid-tests -f test.csv
Using 6 / 12 threads.
Given dataset size is 29,030.
A sample containing less than 1,000,000 numbers may give inaccurate results.
10,000 / 10,000 arrays completed
Time taken to complete permutation tests: 44.191s
The data cannot be assumed to be independent or identically distributed.
With tabular results (singlethreaded)
$ npx iid-tests -f test.csv -r -t 1
Using 1 / 12 threads.
Given dataset size is 963,147.
A sample containing less than 1,000,000 numbers may give inaccurate results.
10,000 / 10,000 arrays completed
Time taken to complete permutation tests: 2:43:01.087 (h:mm:ss.mmm)
┌─────────┬────────────────────────┬──────┬─────────────┬────────────┐
│ (index) │ testName │ pass │ counterZero │ counterOne │
├─────────┼────────────────────────┼──────┼─────────────┼────────────┤
│ 0 │ 'EXCURSION' │ true │ 518 │ 0 │
│ 1 │ 'NUM_DIRECTIONAL_RUNS' │ true │ 3533 │ 8 │
│ 2 │ 'LEN_DIRECTIONAL_RUNS' │ true │ 3822 │ 6091 │
│ 3 │ 'NUM_INCREASE_DECREASE'│ true │ 7179 │ 23 │
│ 4 │ 'LEN_RUNS_MEDIAN' │ true │ 589 │ 504 │
│ 5 │ 'NUM_RUNS_MEDIAN' │ true │ 7383 │ 12 │
│ 6 │ 'AVG_COLLISION' │ true │ 3399 │ 1 │
│ 7 │ 'MAX_COLLISION' │ true │ 3461 │ 125 │
│ 8 │ 'PERIODICITY' │ true │ 9254 │ 143 │
│ 9 │ 'COVARIANCE' │ true │ 3953 │ 0 │
└─────────┴────────────────────────┴──────┴─────────────┴────────────┘
The data can be assumed to be independent and identically distributed.
With tabular results (multithreaded)
$ npx iid-tests -f test.csv -r -m
Using 12 / 12 threads.
Given dataset size is 963,147.
A sample containing less than 1,000,000 numbers may give inaccurate results.
10,000 / 10,000 arrays completed
Time taken to complete permutation tests: 46:39.871 (m:ss.mmm)
┌─────────┬────────────────────────┬──────┬─────────────┬────────────┐
│ (index) │ testName │ pass │ counterZero │ counterOne │
├─────────┼────────────────────────┼──────┼─────────────┼────────────┤
│ 0 │ 'EXCURSION' │ true │ 551 │ 0 │
│ 1 │ 'NUM_DIRECTIONAL_RUNS' │ true │ 3478 │ 11 │
│ 2 │ 'LEN_DIRECTIONAL_RUNS' │ true │ 3852 │ 6078 │
│ 3 │ 'NUM_INCREASE_DECREASE'│ true │ 7326 │ 20 │
│ 4 │ 'LEN_RUNS_MEDIAN' │ true │ 557 │ 514 │
│ 5 │ 'NUM_RUNS_MEDIAN' │ true │ 7307 │ 8 │
│ 6 │ 'AVG_COLLISION' │ true │ 3564 │ 0 │
│ 7 │ 'MAX_COLLISION' │ true │ 3400 │ 114 │
│ 8 │ 'PERIODICITY' │ true │ 9202 │ 165 │
│ 9 │ 'COVARIANCE' │ true │ 3968 │ 0 │
└─────────┴────────────────────────┴──────┴─────────────┴────────────┘
The data can be assumed to be independent and identically distributed.