org.apache.spark.mllib.stat.test

Class StreamingTest

java.lang.Object

org.apache.spark.mllib.stat.test.StreamingTest

All Implemented Interfaces:

java.io.Serializable

public class StreamingTest
extends java.lang.Object
implements scala.Serializable

:: Experimental :: Performs online 2-sample significance testing for a stream of (Boolean, Double) pairs. The Boolean identifies which sample each observation comes from, and the Double is the numeric value of the observation.

To address novelty affects, the peacePeriod specifies a set number of initial RDD batches of the DStream to be dropped from significance testing.

The windowSize sets the number of batches each significance test is to be performed over. The window is sliding with a stride length of 1 batch. Setting windowSize to 0 will perform cumulative processing, using all batches seen so far.

Different tests may be used for assessing statistical significance depending on assumptions satisfied by data. For more details, see StreamingTestMethod. The testMethod specifies which test will be used.

Use a builder pattern to construct a streaming test in an application, for example:

   val model = new StreamingTest()
     .setPeacePeriod(10)
     .setWindowSize(0)
     .setTestMethod("welch")
     .registerStream(DStream)
 

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
StreamingTest()

Method Summary

Methods

Modifier and Type	Method and Description
DStream<org.apache.spark.mllib.stat.test.StreamingTestResult>	registerStream(DStream<BinarySample> data) Register a DStream of values for significance testing.
JavaDStream<org.apache.spark.mllib.stat.test.StreamingTestResult>	registerStream(JavaDStream<BinarySample> data) Register a JavaDStream of values for significance testing.
StreamingTest	setPeacePeriod(int peacePeriod) Set the number of initial batches to ignore.
StreamingTest	setTestMethod(java.lang.String method) Set the statistical method used for significance testing.
StreamingTest	setWindowSize(int windowSize) Set the number of batches to compute significance tests over.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

StreamingTest

public StreamingTest()

Method Detail

setPeacePeriod

public StreamingTest setPeacePeriod(int peacePeriod)

Set the number of initial batches to ignore. Default: 0.

setWindowSize

public StreamingTest setWindowSize(int windowSize)

Set the number of batches to compute significance tests over. Default: 0. A value of 0 will use all batches seen so far.

Parameters:

windowSize - (undocumented)

Returns:

(undocumented)

setTestMethod

public StreamingTest setTestMethod(java.lang.String method)

Set the statistical method used for significance testing. Default: "welch"

registerStream

public DStream<org.apache.spark.mllib.stat.test.StreamingTestResult> registerStream(DStream<BinarySample> data)

Register a DStream of values for significance testing.

Parameters:

data - stream of BinarySample(key,value) pairs where the key denotes group membership (true = experiment, false = control) and the value is the numerical metric to test for significance

Returns:

stream of significance testing results

registerStream

public JavaDStream<org.apache.spark.mllib.stat.test.StreamingTestResult> registerStream(JavaDStream<BinarySample> data)

Register a JavaDStream of values for significance testing.

Parameters:

data - stream of BinarySample(isExperiment,value) pairs where the isExperiment denotes group (true = experiment, false = control) and the value is the numerical metric to test for significance

Returns:

stream of significance testing results