Lee Spector <[email protected]> writes:
> I need to do some pretty simple statistics in a Clojure program and
> Incanter produces results that I think must be wrong (details
> below). So I don't think I can trust it.
I agree, those all look weird to me.
> Is there other code for statistical testing out there?
I'd reach for commons-math, but I don't have much experience.
> If I understand correctly the t-test should produce a p-value which
> ranges from 0 to 1. If it's less than 0.05 we can say that the means
> differ. (Again, there would be more to say here about what's
> statistically meaningful, but that discussion isn't relevant to my
> question).
This is true.
> => (t-test (range 1 11) :mu 0)
> {:conf-int [3.33414941027723 7.66585058972277],
> :x-mean 5.5,
> :t-stat 5.744562646538029,
> :p-value 1.9997218039889517,
> :n1 10,
> :df 9,
> :n2 nil,
> :y-var nil,
> :x-var 9.166666666666666,
> :y-mean nil}
This looks wrong to me. At least according to R, the p-value is
0.00278. Interestingly, this is 2 - [incanter's p].
> => (t-test '(40 5 2) :y '(1 5 1))
> {:conf-int [-39.46068349230474 66.12735015897141],
> :x-mean 15.666666666666666,
> :t-stat 1.0866516498483223,
> :p-value 1.6115506955016772,
> :n1 3,
> :df 2.0477900396893336,
> :n2 3,
> :y-var 5.333333333333332,
> :x-var 446.33333333333337,
> :y-mean 2.3333333333333335}
R gives 0.3884, which is again 2 - [incanter's p]. Fishy.
I would say that there's a bug in Incanter's distribution function, at
least when calculating values in the tails.
> If not, then does anyone have a pointer to more reliable statistics
> code in Clojure? Or pointers to using a Java library? I see that there
> are libraries out there --
> e.g.
> http://commons.apache.org/math/api-1.2/org/apache/commons/math/stat/inference/TTest.html
> -- but Java interop is not my strong suit and I'm not sure how to call
> this from my Clojure code.
There may be an easier way to do this, but this worked for me:
user=> (org.apache.commons.math.stat.inference.TestUtils/tTest
(into-array Double/TYPE [40 5 2]) (into-array Double/TYPE [1 5 1]))
0.3884493044983227
Hope that helps,
Johann
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