dbcolstats - Man Page

compute statistics on a fsdb column

Synopsis

dbcolstats [-amS] [-c ConfidenceFraction] [-q NumberOfQuantiles] [-w WeightColumn] column

Description

Compute statistics over a COLUMN of data. Records containing non-numeric data are considered null do not contribute to the stats (with the -a option they are treated as zeros).

Optionally (with -w), data can be weighted by a second column. (In this case, n returns a weighted count of input rows.)

Confidence intervals are a t-test (+/- (t_{a/2})*s/sqrt(n)) and assume the population takes a normal distribution with a small number of samples (< 100).

By default, all statistics are computed for as a population sample (with an “n-1” term), not as representing the whole population (using “n”). Select between them with --sample or --nosample. When you measure the entire population, use the latter option.

The output of this program is probably best looked at after reformatting with dblistize.

Dbcolstats runs in O(1) memory. Median or quantile requires sorting the data and invokes dbsort. Sorting will run in constant RAM but O(number of records) disk space. If median or quantile is required and the data is already sorted, dbcolstats will run more efficiently with the -S option.

Options

-a or --include-non-numeric: Compute stats over all records (treat non-numeric records as zero rather than just ignoring them).
-c FRACTION or --confidence FRACTION: Specify FRACTION for the confidence interval. Defaults to 0.95 for a 95% confidence factor.
-f FORMAT or --format FORMAT: Specify a printf(3)-style format for output statistics. Defaults to %.5g.
-m or --median: Compute median value. (Will sort data if necessary.) (Median is the quantitle for N=2.)
-q N or --quantile N: Compute quantile (quartile when N is 4), or an arbitrary quantile for other values of N, where the scores that are 1 Nth of the way across the population.
--sample: Compute sample population statistics (e.g., the sample standard deviation), assuming n-1 degrees of freedom.
--nosample: Compute whole population statistics (e.g., the population standard devation).
-w or --weight WeightColumn: Weight the data by the WeightColumn. (By default, all rows have weight 1.)
-S or --pre-sorted: Assume data is already sorted. With one -S, we check and confirm this precondition. When repeated, we skip the check. (This flag is ignored if quartiles are not requested.)
--parallelism=N or -j N: Allow sorting to happen in parallel. Defaults on. (Only relevant if using non-pre-sorted data with quantiles.)
-F or --fs or --fieldseparator S: Specify the field (column) separator as S. See dbfilealter for valid field separators.
-T TmpDir or <B--tmpdir TmpDir>: where to put temporary data. Only used if median or quantiles are requested. Also uses environment variable TMPDIR, if -T is not specified. Default is /tmp.
-k KeyField: Do multi-stats, grouped by each key. Assumes keys are sorted. (Use dbmultistats to guarantee sorting order.)
--output-on-no-input: Enables null output (all fields are "-", n is 0) if we get input with a schema but no records. Without this option, just output the schema but no rows. Default: no output if no input.

This module also supports the standard fsdb options:

-d: Enable debugging output.
-i or --input InputSource: Read from InputSource, typically a file name, or - for standard input, or (if in Perl) a IO::Handle, Fsdb::IO or Fsdb::BoundedQueue objects.
-o or --output OutputDestination: Write to OutputDestination, typically a file name, or - for standard output, or (if in Perl) a IO::Handle, Fsdb::IO or Fsdb::BoundedQueue objects.
--autorun or --noautorun: By default, programs process automatically, but Fsdb::Filter objects in Perl do not run until you invoke the run() method. The --(no)autorun option controls that behavior within Perl.
--help: Show help.
--man: Show full manual.

Sample Usage

Input

    #fsdb      absdiff
    0
    0.046953
    0.072074
    0.075413
    0.094088
    0.096602
    #  | /home/johnh/BIN/DB/dbrow 
    #  | /home/johnh/BIN/DB/dbcol event clock
    #  | dbrowdiff clock
    #  | /home/johnh/BIN/DB/dbcol absdiff

Command

    cat data.fsdb | dbcolstats absdiff

Output

    #fsdb mean:d stddev:d pct_rsd:d conf_range:d conf_low:d conf_high:d conf_pct:d sum:d sum_squared:d min:d max:d n:q
    0.064188        0.036194        56.387  0.037989        0.026199        0.102180.95     0.38513 0.031271        0       0.096602        6
    #  | /home/johnh/BIN/DB/dbrow 
    #  | /home/johnh/BIN/DB/dbcol event clock
    #  | dbrowdiff clock
    #  | /home/johnh/BIN/DB/dbcol absdiff
    #  | dbcolstats absdiff
    #               0.95 confidence intervals assume normal distribution and small n.

Bugs

The algorithms used to compute variance have not been audited to check for numerical stability. (See http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance).) Variance may be incorrect when standard deviation is small relative to the mean.

The field conf_pct implies percentage, but it's actually reported as a fraction (0.95 means 95%).

Because of limits of floating point, statistics on numbers of widely different scales may be incorrect. See the test cases dbcolstats_extrema for examples.