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# @kbn/ml-chi2test | ||
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`computeChi2PValue` computes the p-value for how similar the datasets are. | ||
Returned value ranges from 0 to 1, with 1 meaning the datasets are identical. |
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/* | ||
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one | ||
* or more contributor license agreements. Licensed under the Elastic License | ||
* 2.0; you may not use this file except in compliance with the Elastic License | ||
* 2.0. | ||
*/ | ||
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import { criticalTableLookup } from './critical_table_lookup'; | ||
import type { Histogram } from './types'; | ||
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/** | ||
* Compute the p-value for how similar the datasets are. | ||
* Returned value ranges from 0 to 1, with 1 meaning the datasets are identical. | ||
* | ||
* @param {Histogram[]} normalizedBaselineTerms - An array of normalized baseline terms (Histogram objects). | ||
* @param {Histogram[]} normalizedDriftedTerms - An array of normalized drifted terms (Histogram objects). | ||
* @returns {number} The p-value indicating the similarity of the datasets. | ||
*/ | ||
export const computeChi2PValue = ( | ||
normalizedBaselineTerms: Histogram[], | ||
normalizedDriftedTerms: Histogram[] | ||
) => { | ||
// Get all unique keys from both arrays | ||
const allKeys: string[] = Array.from( | ||
new Set([ | ||
...normalizedBaselineTerms.map((term) => term.key.toString()), | ||
...normalizedDriftedTerms.map((term) => term.key.toString()), | ||
]) | ||
).slice(0, 100); | ||
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// Calculate the chi-squared statistic and degrees of freedom | ||
let chiSquared: number = 0; | ||
const degreesOfFreedom: number = allKeys.length - 1; | ||
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if (degreesOfFreedom === 0) return 1; | ||
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allKeys.forEach((key) => { | ||
const baselineTerm = normalizedBaselineTerms.find((term) => term.key === key); | ||
const driftedTerm = normalizedDriftedTerms.find((term) => term.key === key); | ||
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const observed: number = driftedTerm?.percentage ?? 0; | ||
const expected: number = baselineTerm?.percentage ?? 0; | ||
chiSquared += Math.pow(observed - expected, 2) / (expected > 0 ? expected : 1e-6); // Prevent divide by zero | ||
}); | ||
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// Use the criticalTableLookup function to determine the p-value | ||
return criticalTableLookup(chiSquared, degreesOfFreedom); | ||
}; |
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