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https://github.com/gousiosg/cliffs.d
A reasonably fast implementation of Cliff's delta effect size metric
https://github.com/gousiosg/cliffs.d
r statistics
Last synced: 4 days ago
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A reasonably fast implementation of Cliff's delta effect size metric
- Host: GitHub
- URL: https://github.com/gousiosg/cliffs.d
- Owner: gousiosg
- License: mit
- Created: 2013-08-25T09:19:37.000Z (about 11 years ago)
- Default Branch: master
- Last Pushed: 2013-08-25T17:31:42.000Z (about 11 years ago)
- Last Synced: 2024-10-11T08:46:04.423Z (27 days ago)
- Topics: r, statistics
- Language: C
- Homepage:
- Size: 129 KB
- Stars: 2
- Watchers: 2
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
Cliffs.d
========
A reasonably fast implementation of Cliff's delta effect size metric
Calculates the metric using a tight C loop instead of examining the
input's dominance matrix. The algorithm is still `O(n x m)` (where
`n` and `m` the sizes of the input vectors) but it
is space efficient and executes in C code rather than R. As a result,
it can process input vectors of 50k elements in about 10 seconds
on a MacBook Air 1.8GHz.
The equivalent R code is the following (found [here](https://stat.ethz.ch/pipermail/r-help/2007-April/129592.html)):
```s
cliffs.d.1 <- function(x, y) {
mean(rowMeans(sign(outer(x, y, FUN="-"))))
}
```
#### Benchmarks
```s
> library(rbenchmark)
> library(cliffsd)
> cliffs.d.1 <- function(x, y) {
+ mean(rowMeans(sign(outer(x, y, FUN="-"))))
+ }
> a <- sample(1:10, 1000, replace = T)
> b <- sample(1:10, 1000, replace = T)
> benchmark(cliffs.d(a,b), cliffs.d.1(a,b))
test replications elapsed relative user.self sys.self user.child
2 cliffs.d.1(a, b) 100 4.646 17.532 4.122 0.526 0
1 cliffs.d(a, b) 100 0.265 1.000 0.264 0.001 0
> a <- sample(1:10, 10000, replace = T)
> b <- sample(1:10, 10000, replace = T)
> benchmark(cliffs.d(a,b), cliffs.d.1(a,b), replications = 10)
test replications elapsed relative user.self sys.self user.child
2 cliffs.d.1(a, b) 10 42.433 16.667 27.476 12.840 0
1 cliffs.d(a, b) 10 2.546 1.000 2.505 0.016 0
> a <- sample(1:10, 50000, replace = T)
> b <- sample(1:10, 50000, replace = T)
> benchmark(cliffs.d(a,b), replications = 1)
test replications elapsed relative user.self sys.self user.child sys.child
1 cliffs.d(a, b) 1 10.422 1 10.421 0.007 0 0
```
#### Correctness test
```s
library(cliffsd)
cliffs.d.1 <- function(x, y) {
mean(rowMeans(sign(outer(x, y, FUN="-"))))
}
correct = 0
for(i in c(1:100)) {
a <- sample(1:runif(1, 1, 100), runif(1, 1, 1000), replace = T)
b <- sample(1:runif(1, 1, 100), runif(1, 1, 1000), replace = T)
t <- cliffs.d(a,b)
v <- cliffs.d.1(a,b)
if (signif(v, digits = 5) != signif(t, digits = 5)) {
print(a)
print(b)
print(sprintf("t: %f, v: %f", t, v))
} else {
correct = correct + 1
}
}
print(sprintf("%d/100 correct tests", correct))
```