PDL::Stats(3pm)

NAME
PDL::Stats - a collection of statistics modules in Perl Data Language, with a quick-start guide for non-PDL people.

DESCRIPTION
Loads modules named below, making the functions available in the current namespace.

Properly formatted documentations online at http://pdl-stats.sf.net

SYNOPSIS
    use PDL::LiteF;        # loads fewer modules
    use PDL::Stats;

    # Is equivalent to the following:
    use PDL::Stats::Basic;
    use PDL::Stats::GLM;
    use PDL::Stats::Kmeans;
    use PDL::Stats::TS;

    # and the following if installed;
    use PDL::Stats::Distr;
    use PDL::GSL::CDF;

QUICK-START FOR NON-PDL PEOPLE
Enjoy PDL::Stats without having to dive into PDL, just wet your feet a little. Three key words two concepts and an icing on the cake, you should be well on your way there.

  pdl
The magic word that puts PDL::Stats at your disposal. pdl creates a PDL numeric data object (a pdl, or ndarray) from perl array or array ref. All PDL::Stats methods, unless meant for regular perl array, can then be called from the data object.

    my @y = 0..5;

    my $y = pdl @y;

    # a simple function

    my $stdv = $y->stdv;

    # you can skip the intermediate $y

    my $stdv = stdv( pdl @y );

    # a more complex method, skipping intermediate $y

    my @x1 = qw( y y y n n n );
    my @x2 = qw( 1 0 1 0 1 0 )

    # do a two-way analysis of variance with y as DV and x1 x2 as IVs

    my %result = pdl(@y)->anova( \@x1, \@x2 );
    print "$_\t$result{$_}\n" for sort keys %result;

If you have a list of list, ie array of array refs, pdl will create a multi-dimensional data object.

    my @a = ( [1,2,3,4], [0,1,2,3], [4,5,6,7] );

    my $a = pdl @a;

    print $a . $a->info;

    # here's what you will get

    [
     [1 2 3 4]
     [0 1 2 3]
     [4 5 6 7]
    ]
    PDL: Double D [4,3]

PDL::Stats puts observations in the first dimension and variables in the second dimension, ie pdl [obs, var]. In PDL::Stats the above example represents 4 observations on 3 variables.

    # you can do all kinds of fancy stuff on such a 2D pdl.

    my %result = $a->kmeans( {NCLUS=>2} );
    print "$_\t$result{$_}\n" for sort keys %result;

Make sure the array of array refs is rectangular. If the array refs are of unequal sizes, pdl will pad it out with 0s to match the longest list.

  info
Tells you the data type (yes pdls are typed, but you shouldn't have to worry about it here*) and dimensionality of the pdl, as seen in the above example. I find it a big help for my sanity to keep track of the dimensionality of a pdl. As mentioned above, PDL::Stats uses 2D pdl with observation x variable dimensionality.

*pdl uses double precision by default. If you are working with things like epoch time, then you should probably use pdl(long, @epoch) to maintain the precision.

  list
Come back to the perl reality from the PDL wonder land. list turns a pdl data object into a regular perl list. Caveat: list produces a flat list. The dimensionality of the data object is lost.

  Signature
This is not a function, but a concept. You will see something like this frequently in the pod:

    stdv

      Signature: (a(n); [o]b())

The signature tells you what the function expects as input and what kind of output it produces. a(n) means it expects a 1D pdl with n elements; [o] is for output, b() means its a scalar. So stdv will take your 1D list and give back a scalar. The name a or b or c is not important. What's important is the thing in the parenthesis.

    corr

      Signature: (a(n); b(n); [o]c())

Here the function corr takes two inputs, two 1D pdl with the same numbers of elements, and gives back a scalar.

    t_test

      Signature: (a(n); b(m); [o]t(); [o]d())

Here the function t_test can take two 1D pdls of unequal size (n==m is certainly fine), and give back two scalars, t-value and degrees of freedom. Yes we accommodate t-tests with unequal sample sizes.

    assign

      Signature: (data(o,v); centroid(c,v); byte [o]cluster(o,c))

Here is one of the most complicated signatures in the package. This is a function from Kmeans. assign takes data of observation x variable dimensions, and a centroid of cluster x variable dimensions, and returns an observation x cluster membership pdl (indicated by 1s and 0s).

Got the idea? Then we can see how PDL does its magic :)

  Broadcasting
Another concept. The first thing to know is that, broadcasting is optional.

PDL broadcasting means automatically repeating the operation on extra elements or dimensions fed to a function. For a function with a signature like this

    gsl_cdf_tdist_P

      Signature: (double x(); double nu();  [o]out())

the signatures says that it takes two scalars as input, and returns a scalar as output. If you need to look up the p-values for a list of t's, with the same degrees of freedom 19,

    my @t = ( 1.65, 1.96, 2.56 );

    my $p = gsl_cdf_tdist_P( pdl(@t), 19 );

    print $p . "\n" . $p->info;

    # here's what you will get

    [0.94231136 0.96758551 0.99042586]
    PDL: Double D [3]

The same function is repeated on each element in the list you provided. If you had different degrees of freedoms for the t's,

    my @df = (199, 39, 19);

    my $p = gsl_cdf_tdist_P( pdl(@t), pdl(@df) );

    print $p . "\n" . $p->info;

    # here's what you will get

    [0.94973979 0.97141553 0.99042586]
    PDL: Double D [3]

The df's are automatically matched with the t's to give you the results.

An example of broadcasting over extra dimension(s):

    stdv

      Signature: (a(n); [o]b())

if the input is of 2D, say you want to compute the stdv for each of the 3 variables,

    my @a = ( [1,1,3,4], [0,1,2,3], [4,5,6,7] );

    # pdl @a is pdl dim [4,3]

    my $sd = stdv( pdl @a );

    print $sd . "\n" . $sd->info;

    # this is what you will get

    [ 1.2990381   1.118034   1.118034]
    PDL: Double D [3]

Here the function was given an input with an extra dimension of size 3, so it repeats the stdv operation on the extra dimension 3 times, and gives back a 1D pdl of size 3.

Broadcasting works for arbitrary number of dimensions, but it's best to refrain from higher dim pdls unless you have already decided to become a PDL wiz / witch.

Not all PDL::Stats methods broadcast. As a rule of thumb, if a function has a signature attached to it, it broadcasts.

  perldl
Essentially a perl shell with "use PDL;" at start up. Comes with the PDL installation. Very handy to try out pdl operations, or just plain perl. print is shortened to p to avoid injury from excessive typing. "my" goes out of scope at the end of (multi)line input, so mostly you will have to drop the good practice of my here.

  For more info
PDL::Course

AUTHOR
~~~~~~~~~~~~ ~~~~~ ~~~~~~~~ ~~~~~ ~~~ `` ><(((">

Copyright (C) 2009-2015 Maggie J. Xiong <maggiexyz users.sourceforge.net>

All rights reserved. There is no warranty. You are allowed to redistribute this software / documentation as described in the file COPYING in the PDL distribution.