dbcolmovingstats man page

dbcolmovingstats — compute moving statistics over a window of a column of data

Synopsis

dbcolmovingstats [-am] [-w window-width] [-e EmptyValue] column

Description

Compute moving statistics over a COLUMN of data. Records containing non-numeric data are considered null do not contribute to the stats (optionally they are treated as zeros with "-a").

Currently we compute mean and sample standard deviation. (Note we only compute sample standard deviation, not full population.) Optionally, with "-m" we also compute median. (Currently there is no support for generalized quantiles.)

Values before a sufficient number have been accumulated are given the empty value (if specified with "-e"). If no empty value is given, stats are computed on as many are possible if no empty value is specified.

Dbcolmovingstats runs in O(1) memory, but must buffer a full window of data. Quantiles currently will repeatedly sort the window and so may perform poorly with wide windows.

Options

-a or --include-non-numeric
Compute stats over all records (treat non-numeric records as zero rather than just ignoring them).
-w or --window WINDOW
WINDOW of how many items to accumulate (defaults to 10). (For compatibility with fsdb-1.x, -n is also supported.)
-m or --median
Show median of the window in addition to mean.
-e E or --empty E
Give value E as the value for empty (null) records. This null value is then output before a full window is accumulated.
-f FORMAT or --format FORMAT
Specify a printf(3)-style format for output mean and standard deviation. Defaults to "%.5g".

Eventually we expect to support other options of dbcolstats.

This module also supports the standard fsdb options:

-d
Enable debugging output.
-i or --input InputSource
Read from InputSource, typically a file name, or "-" for standard input, or (if in Perl) a IO::Handle, Fsdb::IO or Fsdb::BoundedQueue objects.
-o or --output OutputDestination
Write to OutputDestination, typically a file name, or "-" for standard output, or (if in Perl) a IO::Handle, Fsdb::IO or Fsdb::BoundedQueue objects.
--autorun or --noautorun
By default, programs process automatically, but Fsdb::Filter objects in Perl do not run until you invoke the run() method. The "--(no)autorun" option controls that behavior within Perl.
--help
Show help.
--man
Show full manual.

Sample Usage

Input

#fsdb date  epoch count
19980201        886320000       6
19980202        886406400       8
19980203        886492800       19
19980204        886579200       53
19980205        886665600       20
19980206        886752000       18
19980207        886838400       5
19980208        886924800       9
19980209        887011200       22
19980210        887097600       22
19980211        887184000       36
19980212        887270400       26
19980213        887356800       23
19980214        887443200       6

Command

cat data.fsdb | dbmovingstats -e - -w 4 count

Output

#fsdb date epoch count moving_mean moving_stddev
19980201        886320000       6       -       -
19980202        886406400       8       -       -
19980203        886492800       19      -       -
19980204        886579200       53      21.5    21.764
19980205        886665600       20      25      19.442
19980206        886752000       18      27.5    17.02
19980207        886838400       5       24      20.445
19980208        886924800       9       13      7.1647
19980209        887011200       22      13.5    7.8528
19980210        887097600       22      14.5    8.8129
19980211        887184000       36      22.25   11.026
19980212        887270400       26      26.5    6.6081
19980213        887356800       23      26.75   6.3966
19980214        887443200       6       22.75   12.473
#   | dbcolmovingstats -e - -n 4 count

See Also

Fsdb. dbcolstats. dbmultistats. dbrowdiff.

Bugs

Currently there is no support for generalized quantiles.

Info

2016-11-30 perl v5.24.0 User Contributed Perl Documentation