abanalyzer 0.0.5 → 0.0.6
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- 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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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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<h3 class="section-header">Class Index
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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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<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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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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27: <span class="ruby-identifier">sum</span>=<span class="ruby-value">0</span>
|
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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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|
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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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<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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Rdoc Generator</a> 1.1.6</small>.</p>
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