Funzo - a bunch of core descriptive statistics (and related) functions

Funzo wraps an array of arbitrary items and provides functions to calculate their basic statistical properties:

• sum
• maximum value
• minimum value
• mean
• median
• standard deviation
• entropy.

It can also calculate some properties describing a relationship between two data sets:

• correlation
• mutual information.

It is designed to prefer memory savings over array access complexity. You can filter your data multiple times:

Funzo(data)
    .filter(x => x > 0)
    .filter(x => x % 2 === 0)
    .map()
    .mean()

and yet there will be no subsets of the original array in RAM. Funzo filters data in a lazy way which makes it suitable for sequential processing (it is what aggregation functions actually do) but random access time complexity is O(n).

Funzo comes with d.ts TypeScript declaration file which makes writing code much easier when using a compatible editor (VScode, Atom, WebStorm,...).

/// <reference path="/path/to/funzo.d.ts" />

Available interfaces

FunzoData type (a wrapper for processed data)

FunzoData represents a wrapper for raw user data with structured items of different types, including items we have to filter out. Some FunzoData methods produce other FunzoData but most of them return Processable type (see below) which represent a cleaned data.

• filter(fn:(v:T)=>boolean):FunzoData
• sample(size:number):FunzoData
• map(fn?:(v:T)=>number):Processable
• numerize():Processable
• round(places):Processable
• probs(key?:(v:any)=>string):Processable

Processable type (a processable variant of FunzoData)

Processable type represents cleaned data.

• get(idx:number):number
• each(fn:(v:number, i:number)=>any)
• toArray():Array
• size():number
• sum():number
• max():number
• min():number
• mean():number
• stdev():number
• correl<U>(otherData:Processable):number
• median():number
• entropy(base:number):number
• joint(otherData:Processable):FunzoJointData

FunzoJointData

This type is used for joint probabilities.

• mi(base:number):number - Mutual information

How to use Funzo

> make Funzo available in your code

let Funzo = require('funzo').Funzo;

> wrap your data

let someData = [1, 2, 7, 10, 0, 1, -1, 7];
let procData = Funzo(someData);


let structuredData = [{m: 5}, {m: 10}, {m: 15}, {m: 20}];
let procData2 = Funzo(structuredData);

> tell Funzo how to access the actual values

someData.map();

procData2.map(x => x.m);

Examples

Simple arrays

By calling map() we tell Funzo how to access numeric values within the array. In case the items are numbers themselves, an empty argument can be used which tells Funzo to use an identity x => x:

let values = [10, 20, 30, 40];
let mean = Funzo(values).map().mean();

Arrays with structured items

To be able to work with lists of objects where numeric values are wrapped in objects we pass a custom function to map():

let values = [{m: 5}, {m: 10}, {m: 15}, {m: 20}];
let stdev = Funzo(values2).map(item => item.m).stdev();

Helper map functions

If we want to convert invalid values or parse string-encoded numbers automatically you can use numerize() instead of map() + a custom conversion function:

let sumRawData = Funzo(['1', '2.7', null, {'foo': 'x'}]).numerize().sum();
// (should produce 3.7 as the non-numeric values have been replaced by zeros)

We can also round input values of an array:

let mean = Funzo([3.1416, 2.79, 1.59]).round(1).mean();
// the mean has been calculated using rounded values [3.1, 2.8, 1.6]

Creating a sample from a big array

We can create a sample from a bigger array:

let stdev = Funzo(superArray).sample(1000).map().stdev();

Calculating correlation between two datasets

When calculating correlation, arrays containing different item types can be used:

Funzo(values1).map().correl(Funzo(values2).map(item => item.m));
// values1 is a list of numbers while values2 is a list
// of objects where numbers are under attribute 'm'

Calculating entropy

let data = [{name: 'john'}, {name: 'paula'}, {name: 'john'}, {name: 'dana'}];

Funzo(data).probs(x => x.name).entropy(2);

Calculating mutual information of two datasets

let vals1 = [1, 2, 3, 4, 5, 6];
let vals2 = [1, 2, 2, 4, 6, 6];
let mutualInfo = Funzo(val1).map().joint(Funzo(vals2).map()).mi(2);

Simplified interface

In some cases it can be more convenient to use a simplified version of the interace:

let wrapArray = require('funzo').wrapArray;
let stdev = wrapArray([{v: 1}, {v: 2}, {v: 3}, {v: 4}, {v: 5}], x => x.v).stdev();