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NAME

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 givne, 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.

CLASS FUNCTIONS

new

$filter = new Fsdb::Filter::dbcolmovingstats(@arguments);

Create a new dbcolmovingstats object, taking command-line arguments.

set_defaults

$filter->set_defaults();

Internal: set up defaults.

parse_options

$filter->parse_options(@ARGV);

Internal: parse command-line arguments.

setup

$filter->setup();

Internal: setup, parse headers.

run

$filter->run();

Internal: run over each rows.

AUTHOR and COPYRIGHT

Copyright (C) 1991-2012 by John Heidemann <johnh@isi.edu>

This program is distributed under terms of the GNU general public license, version 2. See the file COPYING with the distribution for details.