Documentation
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Overview ¶
Package stats provides the statistical primitives behind the DevHub benchmark engine (S42): robust summaries plus a two-sample significance test so a benchmark delta can be called improvement / regression / no_change with a p-value instead of eyeballing a single run.
Everything here is pure and dependency-free (stdlib only — no gonum): the algorithms are implemented by hand so the tooling stays CGO-free and trivially vendorable.
Index ¶
Constants ¶
This section is empty.
Variables ¶
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Functions ¶
func BootstrapMedianDiffCI ¶
BootstrapMedianDiffCI returns the 95% confidence interval of the difference in medians (median(b) - median(a)) via the percentile bootstrap with 2000 resamples. The RNG is seeded deterministically (42) so results are reproducible across runs.
func CV ¶
CV is the coefficient of variation (sample stddev / mean). Returns 0 when the mean is 0 or there are fewer than 2 samples. Uses the sample standard deviation (n-1 denominator).
func IQROutliers ¶
IQROutliers returns the indices (into the original, unsorted x) of values that fall outside the Tukey fences: below Q1-1.5*IQR or above Q3+1.5*IQR.
func MannWhitneyU ¶
MannWhitneyU runs a two-sided Mann-Whitney U test (a.k.a. Wilcoxon rank-sum) on two independent samples, using the normal approximation with tie and continuity corrections. It returns the smaller U statistic and the two-sided p-value.
Algorithm:
- Rank the union of both samples (average ranks within tie groups).
- R1 = sum of ranks of sample a.
- U1 = R1 - n1*(n1+1)/2 ; U2 = n1*n2 - U1 ; U = min(U1, U2).
- mu = n1*n2/2.
- sigma = sqrt( (n1*n2/12) * ((n+1) - sum(t^3-t)/(n*(n-1))) ), t = tie sizes.
- z = (U - mu + 0.5) / sigma (continuity correction toward the mean).
- p = 2 * (1 - Φ(|z|)).
func Median ¶
Median returns the median of x (mean of the two central values for even n). It copies and sorts, so the input is never mutated.
func Percentile ¶
Percentile returns the p-th percentile (p in [0,100]) using linear interpolation between closest ranks — the R-7 / NumPy-default / Excel PERCENTILE.INC method. Percentile([1..100], 95) == 95.05.
Types ¶
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Source Files