abanalyzer 0.0.5 → 0.0.6
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- data/Gemfile.lock +1 -1
- data/README.rdoc +28 -0
- data/docs/ABAnalyzer.html +336 -0
- data/docs/ABAnalyzer/ABTest.html +559 -0
- data/docs/ABAnalyzer/InsufficientDataError.html +152 -0
- data/docs/ABAnalyzer/Matrix.html +547 -0
- data/docs/ABAnalyzer/MatrixFormatError.html +152 -0
- data/docs/README_rdoc.html +237 -0
- data/docs/created.rid +8 -0
- data/docs/index.html +108 -0
- data/docs/lib/abanalyzer/abtest_rb.html +54 -0
- data/docs/lib/abanalyzer/exceptions_rb.html +52 -0
- data/docs/lib/abanalyzer/matrix_rb.html +52 -0
- data/docs/lib/abanalyzer/sample_rb.html +54 -0
- data/docs/lib/abanalyzer/version_rb.html +52 -0
- data/docs/lib/abanalyzer_rb.html +62 -0
- data/docs/rdoc.css +706 -0
- data/lib/abanalyzer/sample.rb +5 -4
- data/lib/abanalyzer/version.rb +1 -1
- metadata +24 -3
data/Gemfile.lock
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data/README.rdoc
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@@ -56,6 +56,34 @@ You can additionally get the actual score for either a Chi-Square test for indep
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puts tester.gtest_score
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== Sample Size Calculations
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Let's say you want to determine how large your sample size needs to be for an A/B test. Let's say your baseline is 10%, and you want to be able to determine if there's at least a 10% relative lift (1% absolute) to 11%. Let's assume you want a power[http://en.wikipedia.org/wiki/Statistical_power] of 0.8 and a {significance level}[http://en.wikipedia.org/wiki/Statistical_significance] of 0.05 (that is, an 80% chance of that you'll fail to recognize a difference when there is one, and a 5% chance of a false negative).
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...
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ABAnalyzer.calculate_size(0.1, 0.11, 0.05, 0.8)
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=> 14751
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This means that you will need at least 14,751 people in each group sample. You can see this same example with R at {on the 37 signals blog}[http://37signals.com/svn/posts/3004-ab-testing-tech-note-determining-sample-size].
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== Confidence Intervals
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You can also get a {confidence interval}[http://en.wikipedia.org/wiki/Confidence_interval]. Let's say you have the results of a test where there were 711 successes out of 4000 trials. To get a 95% confidence interval of the "true" value of the conversion rate, use:
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ABAnalyzer.confidence_interval(711, 4000, 0.95)
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=> [0.1659025512617185, 0.1895974487382815]
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This means (roughly) that if you ran this experiment over and over, 95% of the time the resulting proportion would be between 17% and 19%.
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You can also determine what the relative confidence intervals would be. Let's say that your old conversion rate was 13%, and you wanted to know what sort of relative lift you could get.
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ABAnalyzer.relative_confidence_interval(711, 4000, 0.13, 0.95)
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=> [0.27617347124398833, 0.45844191337139606]
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This means (roughly) that if you ran this experiment over and over, 95% of the time the resulting proportion would be a relative lift of between 28% and 46%. Go buy yourself a beer!
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== Running Tests
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Testing can be run by using:
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<li><span class="type">CLASS</span> <a href="ABAnalyzer/ABTest.html">ABAnalyzer::ABTest</a></li>
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<li><span class="type">CLASS</span> <a href="ABAnalyzer/InsufficientDataError.html">ABAnalyzer::InsufficientDataError</a></li>
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<li><span class="type">CLASS</span> <a href="ABAnalyzer/Matrix.html">ABAnalyzer::Matrix</a></li>
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<li><span class="type">CLASS</span> <a href="ABAnalyzer/MatrixFormatError.html">ABAnalyzer::MatrixFormatError</a></li>
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<li><a href="#method-c-calculate_size">::calculate_size</a></li>
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<li><a href="#method-c-confidence_interval">::confidence_interval</a></li>
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<li><a href="#method-c-relative_confidence_interval">::relative_confidence_interval</a></li>
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<h3 class="section-header">Class Index
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title="show/hide quicksearch" /></span></h3>
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<li><a href="./ABAnalyzer.html">ABAnalyzer</a></li>
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<li><a href="./ABAnalyzer/ABTest.html">ABAnalyzer::ABTest</a></li>
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<h1 class="module">ABAnalyzer</h1>
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<div id="description">
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<h3 class="section-header">Constants</h3>
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<dl>
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<dt><a name="VERSION">VERSION</a></dt>
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<div id="calculate-size-method" class="method-detail ">
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<a name="method-c-calculate_size"></a>
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<span class="method-name">calculate_size</span><span
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class="method-args">(p1, p2, significance, power)</span>
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<p>
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Calculate the minimum sample size (per group) based on the desire to detect
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a increase from proportion p1 to proportion p2. Significance is generally
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safe at 0.05 (why? just because) and a power of 0.8 (why? just because)
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<pre>
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<span class="ruby-comment cmt"># File lib/abanalyzer/sample.rb, line 8</span>
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8: <span class="ruby-keyword kw">def</span> <span class="ruby-keyword kw">self</span>.<span class="ruby-identifier">calculate_size</span>(<span class="ruby-identifier">p1</span>, <span class="ruby-identifier">p2</span>, <span class="ruby-identifier">significance</span>, <span class="ruby-identifier">power</span>)
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9: [ <span class="ruby-identifier">p1</span>, <span class="ruby-identifier">p2</span>, <span class="ruby-identifier">significance</span>, <span class="ruby-identifier">power</span> ].<span class="ruby-identifier">each</span> { <span class="ruby-operator">|</span><span class="ruby-identifier">a</span><span class="ruby-operator">|</span>
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10: <span class="ruby-identifier">raise</span> <span class="ruby-value str">"All arguments to calculate_size must be Floats"</span> <span class="ruby-keyword kw">unless</span> <span class="ruby-identifier">a</span>.<span class="ruby-identifier">is_a?</span>(<span class="ruby-constant">Float</span>)
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11: }
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12:
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13: <span class="ruby-identifier">pbar</span> = (<span class="ruby-identifier">p1</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">p2</span>) <span class="ruby-operator">/</span> <span class="ruby-value">2.0</span>
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14: <span class="ruby-identifier">sides</span> = <span class="ruby-value">2.0</span>
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15:
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16: <span class="ruby-identifier">zcrit</span> = <span class="ruby-constant">Statistics2</span>.<span class="ruby-identifier">pnormaldist</span>(<span class="ruby-value">1</span> <span class="ruby-operator">-</span> (<span class="ruby-identifier">significance</span> <span class="ruby-operator">/</span> <span class="ruby-identifier">sides</span>))
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17: <span class="ruby-identifier">zpow</span> = <span class="ruby-constant">Statistics2</span>.<span class="ruby-identifier">pnormaldist</span>(<span class="ruby-identifier">power</span>)
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18:
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19: <span class="ruby-identifier">numerator</span> = (<span class="ruby-identifier">zcrit</span> * <span class="ruby-constant">Math</span>.<span class="ruby-identifier">sqrt</span>(<span class="ruby-value">2</span> * <span class="ruby-identifier">pbar</span> * (<span class="ruby-value">1</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">pbar</span>)) <span class="ruby-operator">+</span> <span class="ruby-identifier">zpow</span> * <span class="ruby-constant">Math</span>.<span class="ruby-identifier">sqrt</span>(<span class="ruby-identifier">p2</span> * (<span class="ruby-value">1</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">p2</span>) <span class="ruby-operator">+</span> <span class="ruby-identifier">p1</span> * (<span class="ruby-value">1</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">p1</span>))) <span class="ruby-operator">**</span> <span class="ruby-value">2</span>
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20: <span class="ruby-identifier">denominator</span> = (<span class="ruby-identifier">p2</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">p1</span>) <span class="ruby-operator">**</span> <span class="ruby-value">2</span>
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21: (<span class="ruby-identifier">numerator</span> <span class="ruby-operator">/</span> <span class="ruby-identifier">denominator</span>).<span class="ruby-identifier">ceil</span>
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22: <span class="ruby-keyword kw">end</span></pre>
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59: <span class="ruby-value">1</span> <span class="ruby-operator">-</span> <span class="ruby-constant">Statistics2</span>.<span class="ruby-identifier">chi2dist</span>(<span class="ruby-identifier">degrees</span>, <span class="ruby-identifier">score</span>)
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37: <span class="ruby-constant">ABTest</span>.<span class="ruby-identifier">chi2dist</span>(<span class="ruby-identifier">df</span>, <span class="ruby-keyword kw">self</span>.<span class="ruby-identifier">chisquare_score</span>)
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20: <span class="ruby-identifier">test_sufficient_data</span>(<span class="ruby-identifier">colname</span>, <span class="ruby-identifier">rowname</span>, <span class="ruby-identifier">ex</span>, <span class="ruby-identifier">value</span>)
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21: <span class="ruby-identifier">sum</span> <span class="ruby-operator">+=</span> ((<span class="ruby-identifier">value</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">ex</span>) <span class="ruby-operator">**</span> <span class="ruby-value">2</span>) <span class="ruby-operator">/</span> <span class="ruby-identifier">ex</span>
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12: <span class="ruby-keyword kw">def</span> <span class="ruby-identifier">different?</span>(<span class="ruby-identifier">sig</span>=<span class="ruby-value">0.05</span>)
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13: <span class="ruby-identifier">gtest_p</span> <span class="ruby-operator"><</span> <span class="ruby-identifier">sig</span>
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40: <span class="ruby-keyword kw">def</span> <span class="ruby-identifier">gtest_p</span>
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41: <span class="ruby-constant">ABTest</span>.<span class="ruby-identifier">chi2dist</span>(<span class="ruby-identifier">df</span>, <span class="ruby-value">2</span>*<span class="ruby-keyword kw">self</span>.<span class="ruby-identifier">gtest_score</span>)
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42: <span class="ruby-keyword kw">end</span></pre>
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<span class="ruby-comment cmt"># File lib/abanalyzer/abtest.rb, line 26</span>
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|
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27: <span class="ruby-identifier">sum</span>=<span class="ruby-value">0</span>
|
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|
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28: <span class="ruby-ivar">@values</span>.<span class="ruby-identifier">each_cell</span> { <span class="ruby-operator">|</span><span class="ruby-identifier">colname</span>, <span class="ruby-identifier">rowname</span>, <span class="ruby-identifier">value</span><span class="ruby-operator">|</span>
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29: <span class="ruby-identifier">ex</span> = <span class="ruby-identifier">expected</span>(<span class="ruby-identifier">colname</span>, <span class="ruby-identifier">rowname</span>)
|
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30: <span class="ruby-identifier">test_sufficient_data</span>(<span class="ruby-identifier">colname</span>, <span class="ruby-identifier">rowname</span>, <span class="ruby-identifier">ex</span>, <span class="ruby-identifier">value</span>)
|
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31: <span class="ruby-identifier">sum</span> <span class="ruby-operator">+=</span> <span class="ruby-identifier">value</span> * <span class="ruby-constant">Math</span>.<span class="ruby-identifier">log</span>(<span class="ruby-identifier">value</span> <span class="ruby-operator">/</span> <span class="ruby-identifier">ex</span>)
|
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32: }
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34: <span class="ruby-keyword kw">end</span></pre>
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55: (<span class="ruby-ivar">@values</span>.<span class="ruby-identifier">columns</span>.<span class="ruby-identifier">length</span> <span class="ruby-operator">-</span> <span class="ruby-value">1</span>) * (<span class="ruby-ivar">@values</span>.<span class="ruby-identifier">rows</span>.<span class="ruby-identifier">length</span> <span class="ruby-operator">-</span> <span class="ruby-value">1</span>)
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56: <span class="ruby-keyword kw">end</span></pre>
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<span class="ruby-comment cmt"># File lib/abanalyzer/abtest.rb, line 50</span>
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51: (<span class="ruby-ivar">@values</span>.<span class="ruby-identifier">row_sum</span>(<span class="ruby-identifier">rowname</span>) * <span class="ruby-ivar">@values</span>.<span class="ruby-identifier">column_sum</span>(<span class="ruby-identifier">colname</span>)).<span class="ruby-identifier">to_f</span> <span class="ruby-operator">/</span> <span class="ruby-ivar">@values</span>.<span class="ruby-identifier">total_sum</span>.<span class="ruby-identifier">to_f</span>
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<div class="method-source-code"
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<span class="ruby-comment cmt"># File lib/abanalyzer/abtest.rb, line 45</span>
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45: <span class="ruby-keyword kw">def</span> <span class="ruby-identifier">test_sufficient_data</span>(<span class="ruby-identifier">colname</span>, <span class="ruby-identifier">rowname</span>, <span class="ruby-identifier">expected</span>, <span class="ruby-identifier">value</span>)
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526
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46: <span class="ruby-identifier">msg</span> = <span class="ruby-node">"Insufficient data size for column #{colname} row #{rowname}. Expected value must be >= 5, and value must be > 0."</span>
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527
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47: <span class="ruby-identifier">raise</span> <span class="ruby-constant">InsufficientDataError</span>, <span class="ruby-identifier">msg</span> <span class="ruby-keyword kw">if</span> <span class="ruby-identifier">expected</span> <span class="ruby-operator"><</span> <span class="ruby-value">5</span> <span class="ruby-keyword kw">or</span> <span class="ruby-identifier">value</span> <span class="ruby-operator"><=</span> <span class="ruby-value">0</span>
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48: <span class="ruby-keyword kw">end</span></pre>
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<p><small><a href="http://validator.w3.org/check/referer">[Validate]</a></small></p>
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<p><small>Generated with the <a href="http://deveiate.org/projects/Darkfish-Rdoc/">Darkfish
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Rdoc Generator</a> 1.1.6</small>.</p>
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