Statistical functions

This page describes the statistical functions that are available in Phonometrica.

Global functions

chi2_test(X)

Computes Pearson’s chi-squared (\(\chi^2\)) test on X, which must be a two-dimensional array. The m rows in the array represent the m levels of a categorical variable, and the n columns represent the n levels of another categorical variable. Each cell represents the unnormalized frequency count for the combination of the two variables. This test evaluates the null hypothesis that the two variables are independent.

This function returns an object with the following fields:

  • chi2: the \(\chi^2\) value

  • df: the number of degrees of freedom

  • p: the p-value

See also: report_chi2()

corr(x, y)

Calculates Pearson’s correlation coefficient between samples x and y, which must be one-dimensional arrays with the same size.

cov(x, y)

Calculates the covariance between samples x and y, which must be one-dimensional arrays with the same size.

f_test(x, y[, alternative])

Computes the F-test on x and y which must be one-dimensional arrays. This test evaluates the null hypothesis that samples x and y have the same variance.

If alternative is specified, it must be one of the following strings: "two-tailed" performs a two-tailed test (default), "less" performs a lef-tailed test and "greater" performs a right-tailed test. This function returns an object with the following fields:

  • f: the F statistic, which is the ratio between the variance of x and the variance of y

  • df: the number of degrees of freedom

  • p: the p-value

lm(y, X)

Fits a linear regression model. y is a set of N observations for a continuous outcome, and X is an N by M matrix for a model with M regression coefficients, including the intercept which must be the first coefficient. (In general, it should be a column of 1’s.)

This function returns an object with the following fields:

  • beta: an array of estimates for the regression coefficients. The first entry is the intercept

  • se: an array representing the standard errors of the regression coefficients

  • t: an array of t-values for the regression coefficients (t[i] is the t-value for beta[i])

  • p: an array of p-values for a t-test which evaluates the null hypothesis that each regression coefficient is equal to 0 (p[i] is the p-value for beta[i])

  • r2: the \(R^2\) value, which is the proportion of variance explained by the model

  • adj_r2: the adjusted \(R^2\) value, which takes into account the number of predictors in the model.

Note: the model is estimated by minimizing the sum of squared errors. It is fitted analytically using Singular Value Decomposition.

See also: logit(), poisson()

logit(y, X[, max_iter])

Fits a logistic regression model. y is a set of N binary observations (either 0 or 1), and X is an N by M matrix for a model with M regression coefficients, including the intercept which must be the first coefficient. (In general, it should be a column of 1’s.) If max_iter is provided, it indicates the maximum number of iterations that the solver should perform to estimate the coefficients (200 by default).

This function returns an object with the following fields:

  • beta: an array of estimates for the regression coefficients. The first entry is the intercept

  • se: an array representing the standard errors of the regression coefficients

  • z: an array of z-values for the regression coefficients (z[i] is the z-value for beta[i])

  • p: an array of p-values for a Wald test which evaluates the null hypothesis that each regression coefficient is equal to 0 (p[i] is the p-value for beta[i])

  • niter: the number of iterations performed by the numerical solver

  • converged: a Boolean value indicating whether the solver has converged to a solution. It is true if niter < max_iter

Note: the model is fitted numerically using the Limited-memory Broyden–Fletcher–Goldfarb–Shanno (L-BFGS) approximation method.

See also: lm(), poisson()

mean(x[, dim])

Returns the mean of the array x. If dim is specified, returns an Array in which each element represents the mean over the given dimension in a two dimension array. If dim is equal to 1, the calculation is performed over rows. If it is equal to 2, it is performed over columns.

poisson(y, X[, robust[, max_iter]])

Fits a Poisson regression model. y is a set of N observations which represent count data (i.e. non-negative integers), and X is an N by M matrix for a model with M regression coefficients, including the intercept which must be the first coefficient. (In general, it should be a column of 1’s.) If robust is true (it is false by default), Phonometrica will use the so-called “robust variance sandwich estimator” to adjust the standard errors for mild violations of the assumption that the mean is equal to the variance. If max_iter is provided, it indicates the maximum number of iterations that the solver should perform to estimate the coefficients (200 by default).

This function returns an object with the following fields:

  • beta: an array of estimates for the regression coefficients. The first entry is the intercept

  • se: an array representing the standard errors of the regression coefficients

  • z: an array of z-values for the regression coefficients (z[i] is the z-value for beta[i])

  • p: an array of p-values for a Wald test which evaluates the null hypothesis that each regression coefficient is equal to 0 (p[i] is the p-value for beta[i])

  • niter: the number of iterations performed by the numerical solver

  • converged: a Boolean value indicating whether the solver has converged to a solution. It is true if niter < max_iter

Note: the model is fitted numerically using the Limited-memory Broyden–Fletcher–Goldfarb–Shanno (L-BFGS) approximation method.

See also: lm(), logit()

report_chi2(X)

Computes and reports Pearson’s chi-squared test on X, which must be a two-dimensional array. This is a convenience wrapper over chi2_test().

See also: chi2_test()

std(x[, dim])

Returns the standard deviation of the array x. If dim is specified, returns an Array in which each element represents the standard deviation over the given dimension in a two dimension array. If dim is equal to 1, the calculation is performed over rows. If it is equal to 2, it is performed over columns.

See also: vrc(), mean()

sum(x[, dim])

Returns the sum of the elements in the array x. If dim is specified, returns an Array in which each element represents the sum over the given dimension in a two dimension array. If dim is equal to 1, the summation is performed over rows. If it is equal to 2, summation is performed over columns.

t_test(x, y[, equal_variance[, alternative]])

Computes a two-sample independent t-test for the mean between the samples x and y, which must be one-dimensional arrays. This test evaluates the null hypothesis that samples x and y have equal means.

If equal_variance is true, the variance of the two samples is assumed to be equal and Student’s t-test is calculated, using the pooled standard error. If equal_variance is false (default), Welch’s t-test is used instead.

If alternative is specified, it must be one of the following strings: "two-tailed" performs a two-tailed test (default), "less" performs a lef-tailed test and "greater" performs a right-tailed test. This function returns an object with the following fields:

  • t: the t statistic

  • df1: the number of degrees of freedom of x

  • df2: the number of degrees of freedom of y

  • p: the p-value

See also: t_test1()

t_test1(x, mu[, alternative])
Computes a one-sample t-test for the sample x, which must be a one-dimensional array. This test evaluates the null

hypothesis that the mean of sample x is equal to the theoretical mean mu.

If alternative is specified, it must be one of the following strings: "two-tailed" performs a two-tailed test (default), "less" performs a lef-tailed test and "greater" performs a right-tailed test. This function returns an object with the following fields:

  • t: the t statistic

  • df: the number of degrees of freedom

  • p: the p-value

See also: t_test()

vrc(x[, dim])

Returns the sample variance of the array x. If dim is specified, returns an Array in which each element represents the variance over the given dimension in a two dimension array. If dim is equal to 1, the calculation is performed over rows. If it is equal to 2, it is performed over columns.

See also: std()