monte-carlo-0.3: lib/Data/Summary/Bool.hs
-----------------------------------------------------------------------------
-- |
-- Module : Data.Summary.Bool
-- Copyright : Copyright (c) 2010, Patrick Perry <patperry@gmail.com>
-- License : BSD3
-- Maintainer : Patrick Perry <patperry@gmail.com>
-- Stability : experimental
--
-- Summary statistics for @Bool@s.
--
module Data.Summary.Bool (
-- * The @Summary@ data type
Summary,
summary,
update,
-- * @Summary@ properties
sampleSize,
count,
sampleMean,
sampleSE,
sampleCI,
) where
import Data.List( foldl' )
import Text.Printf
import Data.Summary.Utils
-- | A type for storing summary statistics for a data set of
-- booleans. Specifically, this just keeps track of the number
-- of 'True' events and gives estimates for the success
-- probability. 'True' is interpreted as a one, and 'False'
-- is interpreted as a zero.
data Summary = S {-# UNPACK #-} !Int -- sample size
{-# UNPACK #-} !Int -- number of successes
instance Show Summary where
show s@(S n c) =
printf " sample size: %d" n
++ printf "\n successes: %g" c
++ printf "\n proportion: %g" (sampleMean s)
++ printf "\n SE: %g" (sampleSE s)
++ printf "\n 99%% CI: (%g, %g)" c1 c2
where (c1,c2) = sampleCI 0.99 s
-- | Get a summary of a list of values.
summary :: [Bool] -> Summary
summary = foldl' update empty
-- | Get an empty summary.
empty :: Summary
empty = S 0 0
-- | Update the summary with a data point.
update :: Summary -> Bool -> Summary
update (S n c) i =
let n' = n+1
c' = if i then c+1 else c
in S n' c'
-- | Get the sample size.
sampleSize :: Summary -> Int
sampleSize (S n _) = n
-- | Get the number of 'True' values
count :: Summary -> Int
count (S _ c) = c
-- | Get the proportion of 'True' events.
sampleMean :: Summary -> Double
sampleMean (S n c) = fromIntegral c / fromIntegral n
-- | Get the standard error for the sample proportion.
sampleSE :: Summary -> Double
sampleSE s = sqrt (p*(1-p) / n)
where p = sampleMean s
n = fromIntegral $ sampleSize s
-- | Get a Central Limit Theorem-based confidence interval for the mean
-- with the specified coverage level. The level must be in the range @(0,1)@.
sampleCI :: Double -> Summary -> (Double,Double)
sampleCI level s = interval level (sampleMean s) (sampleSE s)