genstats v0.0.1

genstats

Statistical tests and descriptives for science

Mathematics regarding statistical tests are adapted from Colt and JSci Java libraries.

Installation

$ npm install genstats

Test

$ npm test

Descriptives

• arithmetic mean
• sample variance
• standard deviation
• sample covariance
• sample correlation

Statistical tests

• Student's t-test (equal variances t-test)
• Welch's t-test (unequal variances t-test)
• Wilcoxon test (Mann-Whitney U test)

T-tests return a p-value, a t-statistic and degrees of freedom. Wilcoxon test returns a p-value and area under the curve (AUC). All tests are one-tailed. Multiply the returned p-value by two to get a two-tailed p-value.

Usage example

var genstats = require('genstats')

var a1 = [], a2 = []
for (var i = 0; i < 10000; i++) {
    a1.push(Math.random())
    a2.push(Math.random() - 0.05)
}

console.log('Descriptives')

console.log('mean\t\t' + genstats.mean(a1))
console.log('variance\t' + genstats.variance(a1))
console.log('stdev\t\t' + genstats.stdev(a1))
console.log('stdev^2\t\t' + genstats.stdev(a1) * genstats.stdev(a1))

console.log('covariance\t' + genstats.covariance(a1, a2))
console.log('correlation\t' + genstats.correlation(a1, a2))

console.log()
console.log('Statistical tests')

// Student's t-test                                                                                                                                                                
console.log('Student\'s t-test', genstats.student(a1, a2))

// Welch's t-test (unequal variances)                                                                                                                                              
console.log('Welch\'s t-test', genstats.welch(a1, a2))

// Wilcoxon test (Mann-Whitney U)                                                                                                                                                  
console.log('Wilcoxon', genstats.wilcoxon(a1, a2))