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--- | ||
format: | ||
html: {toc: true, toc-depth: 4, theme: spacelab, output-file: stats.html} | ||
monofont: Fira Code Medium | ||
highlight-style: solarized | ||
code-block-background: true | ||
include-in-header: {text: '<link rel = "icon" href = "data:," />'} | ||
embed-resources: true | ||
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--- | ||
<style>table { | ||
border-style: thin; | ||
} | ||
th, td { | ||
padding: 6px; | ||
} | ||
td { | ||
text-align: left; | ||
} | ||
th { | ||
text-align: center; | ||
background-color: #ddd; | ||
} | ||
tr:nth-child(even) { | ||
background-color: #f6f6f6; | ||
} | ||
</style><style>.printedClojure .sourceCode { | ||
background-color: transparent; | ||
border-style: none; | ||
} | ||
</style> | ||
<script src="stats_files/md-default0.js" type="text/javascript"></script><script src="stats_files/md-default1.js" type="text/javascript"></script> | ||
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# Statistics | ||
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<div class="sourceClojure"> | ||
```clojure | ||
(ns stats | ||
(:require [scicloj.noj.v1.datasets :as datasets] | ||
[scicloj.noj.v1.stats :as stats])) | ||
``` | ||
</div> | ||
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## Correlation matrices | ||
The `stats/calc-correlations-matrix` function commputes the correlation | ||
matrix of selected columns of a given dataset, | ||
organizing the resulting data as a dataset. | ||
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<div class="sourceClojure"> | ||
```clojure | ||
(-> datasets/iris | ||
(stats/calc-correlations-matrix | ||
[:sepal-length :sepal-width :petal-length :petal-width])) | ||
``` | ||
</div> | ||
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_unnamed [16 3]: | ||
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| :col-1 | :col-2 | :corr | | ||
|---------------|---------------|------------:| | ||
| :sepal-length | :sepal-length | 1.00000000 | | ||
| :sepal-length | :sepal-width | -0.11000000 | | ||
| :sepal-length | :petal-length | 0.87000000 | | ||
| :sepal-length | :petal-width | 0.81000000 | | ||
| :sepal-width | :sepal-length | -0.11000000 | | ||
| :sepal-width | :sepal-width | 1.00000000 | | ||
| :sepal-width | :petal-length | -0.41999999 | | ||
| :sepal-width | :petal-width | -0.36000001 | | ||
| :petal-length | :sepal-length | 0.87000000 | | ||
| :petal-length | :sepal-width | -0.41999999 | | ||
| :petal-length | :petal-length | 1.00000000 | | ||
| :petal-length | :petal-width | 0.95999998 | | ||
| :petal-width | :sepal-length | 0.81000000 | | ||
| :petal-width | :sepal-width | -0.36000001 | | ||
| :petal-width | :petal-length | 0.95999998 | | ||
| :petal-width | :petal-width | 1.00000000 | | ||
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## Multivariate regression | ||
The `stats/regression-model` function computes a regressiom model (using `scicloj.ml`) | ||
and adds some relevant information such as the `R^2` measure. | ||
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<div class="sourceClojure"> | ||
```clojure | ||
(-> datasets/iris | ||
(stats/regression-model | ||
:sepal-length | ||
[:sepal-width :petal-length :petal-width] | ||
{:model-type :smile.regression/elastic-net}) | ||
(dissoc :model-data)) | ||
``` | ||
</div> | ||
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<div class="printedClojure"> | ||
```clojure | ||
{:feature-columns [:sepal-width :petal-length :petal-width], | ||
:target-columns [:sepal-length], | ||
:explained #function[malli.core/-instrument/fn--38328], | ||
:R2 0.8582120394597336, | ||
:id #uuid "eac1ff31-bb6f-4970-86a4-ec7f8df8be67", | ||
:predictions #tech.v3.dataset.column<float64>[150] | ||
:sepal-length | ||
[5.022, 4.724, 4.775, 4.851, 5.081, 5.360, 4.911, 5.030, 4.664, 4.903, 5.209, 5.098, 4.775, 4.572, 5.184, 5.522, 5.089, 4.970, 5.352, 5.217...], | ||
:predict | ||
#function[scicloj.noj.v1.stats/regression-model/predict--44543], | ||
:options {:model-type :smile.regression/elastic-net}} | ||
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``` | ||
</div> | ||
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<div class="sourceClojure"> | ||
```clojure | ||
(-> datasets/iris | ||
(stats/regression-model | ||
:sepal-length | ||
[:sepal-width :petal-length :petal-width] | ||
{:model-type :smile.regression/ordinary-least-square}) | ||
(dissoc :model-data)) | ||
``` | ||
</div> | ||
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<div class="printedClojure"> | ||
```clojure | ||
{:feature-columns [:sepal-width :petal-length :petal-width], | ||
:target-columns [:sepal-length], | ||
:explained #function[malli.core/-instrument/fn--38328], | ||
:R2 0.8586117200664085, | ||
:id #uuid "9c0c6b79-ecd5-4d84-b3e4-e4d9586c540d", | ||
:predictions #tech.v3.dataset.column<float64>[150] | ||
:sepal-length | ||
[5.015, 4.690, 4.749, 4.826, 5.080, 5.377, 4.895, 5.021, 4.625, 4.882, 5.216, 5.092, 4.746, 4.533, 5.199, 5.561, 5.094, 4.960, 5.368, 5.226...], | ||
:predict | ||
#function[scicloj.noj.v1.stats/regression-model/predict--44543], | ||
:options {:model-type :smile.regression/ordinary-least-square}} | ||
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``` | ||
</div> | ||
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The `stats/linear-regression-model` convenience function | ||
uses specifically the `:smile.regression/ordinary-least-square` model type. | ||
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<div class="sourceClojure"> | ||
```clojure | ||
(-> datasets/iris | ||
(stats/linear-regression-model | ||
:sepal-length | ||
[:sepal-width :petal-length :petal-width]) | ||
(dissoc :model-data)) | ||
``` | ||
</div> | ||
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<div class="printedClojure"> | ||
```clojure | ||
{:feature-columns [:sepal-width :petal-length :petal-width], | ||
:target-columns [:sepal-length], | ||
:explained #function[malli.core/-instrument/fn--38328], | ||
:R2 0.8586117200664085, | ||
:id #uuid "ed2fe62e-945f-43fd-b849-8cb6e6bf030d", | ||
:predictions #tech.v3.dataset.column<float64>[150] | ||
:sepal-length | ||
[5.015, 4.690, 4.749, 4.826, 5.080, 5.377, 4.895, 5.021, 4.625, 4.882, 5.216, 5.092, 4.746, 4.533, 5.199, 5.561, 5.094, 4.960, 5.368, 5.226...], | ||
:predict | ||
#function[scicloj.noj.v1.stats/regression-model/predict--44543], | ||
:options {:model-type :smile.regression/ordinary-least-square}} | ||
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``` | ||
</div> | ||
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## Adding regression predictions to a dataset | ||
The `stats/add-predictions` function | ||
models a target column using feature columns, | ||
adds a new prediction column with the model predictions. | ||
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<div class="sourceClojure"> | ||
```clojure | ||
(-> datasets/iris | ||
(stats/add-predictions | ||
:sepal-length | ||
[:sepal-width :petal-length :petal-width] | ||
{:model-type :smile.regression/ordinary-least-square})) | ||
``` | ||
</div> | ||
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_unnamed [150 6]: | ||
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| :sepal-length | :sepal-width | :petal-length | :petal-width | :species | :sepal-length-prediction | | ||
|--------------:|-------------:|--------------:|-------------:|-----------|-------------------------:| | ||
| 5.1 | 3.5 | 1.4 | 0.2 | setosa | 5.01541576 | | ||
| 4.9 | 3.0 | 1.4 | 0.2 | setosa | 4.68999718 | | ||
| 4.7 | 3.2 | 1.3 | 0.2 | setosa | 4.74925142 | | ||
| 4.6 | 3.1 | 1.5 | 0.2 | setosa | 4.82599409 | | ||
| 5.0 | 3.6 | 1.4 | 0.2 | setosa | 5.08049948 | | ||
| 5.4 | 3.9 | 1.7 | 0.4 | setosa | 5.37719368 | | ||
| 4.6 | 3.4 | 1.4 | 0.3 | setosa | 4.89468378 | | ||
| 5.0 | 3.4 | 1.5 | 0.2 | setosa | 5.02124524 | | ||
| 4.4 | 2.9 | 1.4 | 0.2 | setosa | 4.62491347 | | ||
| 4.9 | 3.1 | 1.5 | 0.1 | setosa | 4.88164236 | | ||
| ... | ... | ... | ... | ... | ... | | ||
| 6.9 | 3.1 | 5.4 | 2.1 | virginica | 6.53429168 | | ||
| 6.7 | 3.1 | 5.6 | 2.4 | virginica | 6.50917327 | | ||
| 6.9 | 3.1 | 5.1 | 2.3 | virginica | 6.21025556 | | ||
| 5.8 | 2.7 | 5.1 | 1.9 | virginica | 6.17251376 | | ||
| 6.8 | 3.2 | 5.9 | 2.3 | virginica | 6.84264484 | | ||
| 6.7 | 3.3 | 5.7 | 2.5 | virginica | 6.65460564 | | ||
| 6.7 | 3.0 | 5.2 | 2.3 | virginica | 6.21608504 | | ||
| 6.3 | 2.5 | 5.0 | 1.9 | virginica | 5.97143313 | | ||
| 6.5 | 3.0 | 5.2 | 2.0 | virginica | 6.38302984 | | ||
| 6.2 | 3.4 | 5.4 | 2.3 | virginica | 6.61824630 | | ||
| 5.9 | 3.0 | 5.1 | 1.8 | virginica | 6.42341317 | | ||
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It attaches the model's information | ||
to the metadata of that new column. | ||
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<div class="sourceClojure"> | ||
```clojure | ||
(-> datasets/iris | ||
(stats/add-predictions | ||
:sepal-length | ||
[:sepal-width :petal-length :petal-width] | ||
{:model-type :smile.regression/ordinary-least-square}) | ||
:sepal-length-prediction | ||
meta | ||
(update :model | ||
dissoc :model-data :predict :predictions)) | ||
``` | ||
</div> | ||
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<div class="printedClojure"> | ||
```clojure | ||
{:name :sepal-length-prediction, | ||
:datatype :float64, | ||
:n-elems 150, | ||
:column-type :prediction, | ||
:model | ||
{:feature-columns [:sepal-width :petal-length :petal-width], | ||
:target-columns [:sepal-length], | ||
:explained #function[malli.core/-instrument/fn--38328], | ||
:R2 0.8586117200664085, | ||
:id #uuid "4e30bd5d-4abb-4858-a69c-e3a307209958", | ||
:options {:model-type :smile.regression/ordinary-least-square}}} | ||
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``` | ||
</div> | ||
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## Histograms | ||
The `stats/histogram` function computes the necessary data | ||
to plot a histogram. | ||
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<div class="sourceClojure"> | ||
```clojure | ||
(-> (repeatedly 99 rand) | ||
(stats/histogram {:bin-count 5})) | ||
``` | ||
</div> | ||
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_unnamed [5 3]: | ||
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| :count | :left | :right | | ||
|-------:|-----------:|-----------:| | ||
| 15 | 0.00460189 | 0.20230362 | | ||
| 20 | 0.20230362 | 0.40000535 | | ||
| 31 | 0.40000535 | 0.59770709 | | ||
| 20 | 0.59770709 | 0.79540882 | | ||
| 13 | 0.79540882 | 0.99311055 | | ||
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<div style="background-color:grey;height:2px;width:100%;"></div> | ||
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<div><pre><small><small>source: <a href="https://github.com/scicloj/noj/blob/main/notebooks/stats.clj">notebooks/stats.clj</a></small></small></pre></div> |
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