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StatKit


Platform Support

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Swift PM Compatible


Welcome to StatKit, a collection of statistical analysis tools for Swift developers.

Builtin Statistics

StatKit adds relevant functionality for statistical analysis for the types you use every day. With StatKit, you will be able to calculate a variety of useful statistics such as:

  • Central Tendency
    Calculate modes, means, and medians of your data sets.

  • Variability
    Compute variances and standard deviations.

  • Correlation
    Find linear tendencies and covariance of measurements.

  • Distributions
    Make computations using several common distribution types.

A simple example would be to calculate the modes of an integer array, which can be done easily with the following piece of code:

print([1, 2, 3, 3, 2, 4].mode(variable: \.self))

// Prints [3, 2]

In this case, Collection.mode(variable:) takes a KeyPath argument which specifies the variable inside the array that you are interested in. In the example above, we specify the \.self keypath, which points to the array element itself (in this case, the integers).

The pattern of specifying one or more variables to investigate is common throughout the StatKit library. It allows you to calculate similar statistics for a variety of different types using the same syntax. For example, both of the below examples produce valid results, even though the types under investigation are completely disparate:

Calculating the mode of all characters in a String:

print("StatKit".mode(variable: \.self))

// Prints ["t"]

Calculating the mode of CGPoint y-values in an array:

import CoreGraphics

let points = [CGPoint(x: 0, y: 1), 
              CGPoint(x: 1, y: 3), 
              CGPoint(x: 3, y: 1)]

print(points.mode(variable: \.y))
// Prints [1.0]

Computing statistics for collections of complex custom types

As the examples in the previous section showed, calculating statistics is easy when using collections of types that are readily available. However, most of us work with custom data structures in our projects. Luckily, StatKit provides support for arbitrary custom types thanks to the extensive use of generics.

Let us look at a custom data structure that keeps track of collected data points for a specific brand of cars, and how we can use StatKit to wasily calculate the mean and standard deviation of their fuel consumption:

struct FuelConsumption {
  let modelYear: String
  let litersPer10Km: Double
}

let measurements: [FuelConsumption] = [...]

measurements.mean(variable: \.litersPer10Km, strategy: .arithmetic)
measurements.standardDeviation(variable: \.litersPer10Km, from: .sample)

As you can see, using KeyPath's makes the StatKit API easy to use and reusable across completely arbitrary custom structures.

Distributions

StatKit provides multiple discrete and continuous distribution types for you to work with. These allow you to compute probabilities, calculate common moments such as the skewness and kurtosis, and sample random numbers from a specific data distribution.

let normal = NormalDistribution(mean: 0, variance: 1)
print(normal.cdf(x: 0))
// Prints 0.5

let normalRandomVariables = normal.sample(10)
// Generates 10 samples from the normal distribution

Documentation

StatKit is documented using Swift-DocC, which means that the documentation pages can be built by Xcode and viewed in the Developer Documentation panel. Build it by clicking Product > Build Documentation or hitting Shift + Ctrl + Cmd + D.

System Requirements

To use StatKit, make sure that your system has Swift 5.7 (or later) installed. If you’re using a Mac, also make sure that xcode-select points at an Xcode installation that includes a valid version of Swift and that you’re running macOS Monterey (12.5) or later.

IMPORTANT
StatKit does not officially support any beta software, including beta versions of Xcode and macOS, or unreleased versions of Swift.

Installation

Swift Package Manager

To install StatKit using the Swift Package Manager, add it as a dependency in your Package.swift file:

let package = Package(
    ...
    dependencies: [
        .package(url: "https://github.com/JimmyMAndersson/StatKit.git", from: "0.6.0")
    ],
    ...
)

Then import StatKit where you would like to use it:

import StatKit

Contributions and support

StatKit is a young project that is under active development. Our vision is to create the go-to statistics library for Swift developers, much like SciPy and NumPy are for the Python language.

❤️ Consider becoming a sponsor to support the development of this library.
You could cover an afternoon coffee or a meal to keep my neurons firing.

Thank you for your contribution, and enjoy using StatKit!

statkit's People

Contributors

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statkit's Issues

Expand domain of Beta and Gamma functions

Both the Beta and the Gamma function will need to accept real valued numbers before the Beta and Gamma distributions can be implemented in a satisfactory manner.

Add calculation of quantiles

Definition of done:

  • Supports non-verbose syntax for the most commonly used quantiles (quartile, quintile, decile).
  • Supports arbitrary splits.

Add Pearson Correlation Coefficient

Collections with ConvertibleToReal components should be able to calculate the Pearson Correlation Coefficient for two arbitrary components.

Add a range method to Sequence

Developers should be able to calculate the range of a variable in a data set. The statistic should be made available through the Sequence protocol.

Add Regression Metrics

Add a protocol to define suitable regression metrics for inferential/predictive statistics.

  • Coefficient of determination (R Squared)
  • Adjusted R Squared
  • MSE
  • RMSE
  • Mean Absolute Error
  • Median Absolute Error
  • Max error
  • RSS
  • pMSE

Add logarithmic output for distributions

Distributions should be able to output logarithmic values if needed.
Use cases include, for example, increasing numerical stability when chaining multiple outputs together.

Add geometric mean

The arithmetic mean should be available on all collections where the random variable under study conforms to ConvertibleToDouble.

Refactor Standard Library Extensions to free functions

Extensions to standard library types do not show up in the documentation generated by Swift-DocC.
Even though the added functions make sense in an extension context, they are of no use if no one knows they exist.
They also make sense as free functions and should be rewritten as such.

  • Quantile
  • Sum
  • Range
  • Variance
  • Standard Deviation
  • Rank
  • Mean
  • Median
  • Mode
  • Covariance
  • Correlation

Add a distribution protocol

This protocol should be designed to encompass the commonalities between different distributions and lay the foundation for future functionality in both descriptive and inferential statistics.

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