IDAX.T_LS_TEST - t-Student test for the linear relationship of two columns

The T_LS_TEST stored procedure calculates the t-Student statistics of two numeric input columns to evaluate the significance of the linear relationship between them. It measures whether the column has the given mean.

Syntax

IDAX.T_LS_TEST(in parameter_string varchar(32672))

Parameter descriptions

parameter_string
Mandatory one-string parameter that contains pairs of <parameter>=<value> entries that are separated by a comma.
Data type: VARCHAR(32672)
The following list shows the parameter values:
intable
Mandatory.
The name of the input table.
Data type: VARCHAR(256)
incolumn
Mandatory.
The two numeric columns of the input table that are separated by a semi-colon (;).
One column must be followed by :X, the other column by :Y.
Data type: VARCHAR(ANY)
slope
Mandatory.
The expected direction of dependence Y=X*slope+constant.
Data type: DOUBLE
by
Optional.
The column of the input table that splits the data into groups for which the t-Student statistics are calculated.
Default: none
Data type: VARCHAR(128)
outtable
Mandatory.
The name of the output table to which the t-Student statistics are written.
The output table contains the T_LS_TEST column and the PERCENTAGE column.
If the by parameter is specified, an extra BY column is added to indicate for which group the t-Student statistics are calculated.
The T_LS_TEST column contains a string with the t-Student value, the degree of freedom, the variance, and the linear coefficients that relate to both columns.
The PERCENTAGE column indicates the probability of the dependence of the two columns as follows:
  • If the percentage ranges from 0 to 0.05, the slope is too high.
  • If the percentage ranges between 0.05 and 0.95, the indicated slope is acceptable. The smaller the percentage is, the more independent the columns are.
  • If the percentage ranges between 0.95 and 1, the slope is too low.
Data type: VARCHAR(256)

Returned information

DOUBLE the probability of the dependence of the two columns of the input table, or the number of groups in the output table for which t-Student statistics are calculated.

Example

CALL IDAX.T_LS_TEST('intable=IRIS,incolumn=petallength:X;sepallength:Y, slope=1.5,outtable=LS_TEST_RESULT1');
CALL IDAX.T_LS_TEST('intable=IRIS,incolumn=petallength:X;sepallength:Y, slope=1.5,by=class, outtable=LS_TEST_RESULT2');