Statly

Statly is a statistics library which is performance-tuned for samples with repeated values. Its methods can accept populations as arrays, but it converts them to value-keyed tally objects.

Install

npm install statly

or

yarn add statly

API

tally (Array samples) ➜ Tally counts

Convert an Array to an Tally object, with a key for each unique number in the sample array, and corresponding values indicating the number of times that number appears in the sample array.

Example:

const { tally } = require('statly')
const samples = [ 1, 1, 2, 2, 2, 2, 2, 3, 3, 3, 3, 4 ]
const counts = tally(samples)
// counts ➜ { 1: 2, 2: 5, 3: 4, 4: 1 }

uTest (a: Array|Tally, b: Array|Tally) ➜ { p: Number, auc: Number }

Perform a Mann-Whitney U Test (AKA a Wilcoxon Rank Sum Test) comparing sample a and b.

• p represents the probability that both sets of samples could have been randomly selected from the same underlying distribution.
• auc is the area under an ROC curve, which corresponds to the portion of a × b sample pairings in which the a value is greater than the b value.

Example:

const { uTest } = require('statly')
const a = [ 1, 1, 2, 2, 2, 2, 2, 3, 3, 3, 3, 4 ]
const b = [ 3, 4, 4, 4, 5, 5, 5, 6, 6, 7 ]
const result = uTest(a, b)
// result ➜ { p: 0.0009765625, auc: 0.0375 }