poisson-rate-test

Rust repo that provides a robust poisson-rate hypothesis test, returning p -values for the probability that two observed poisson data sets are different. The intended use of this single-function library is to test whether two events are occuring at the same rate.

I use it in kda-tools for hypothesis testing loadouts in video games.

Here's a few examples, see more in the docs

use claim::{assert_lt,assert_gt};
use poisson_ratio_test::{one_tailed_ratio,two_tailed_rates_equal};

//create data where rate1 == 1/2 * rate2
let occurances_one = vec![1,0,1,0,1,0];
let occurances_two = vec![1,1,1,1,0,2];
let n1 = occurances_one.len() as f64;
let n2 = occurances_two.len() as f64;
let sum1 = occurances_one.iter().sum::<usize>() as f64;
let sum2 = occurances_two.iter().sum::<usize>() as f64;

//test hypothesis that r1/r2 > 1/2
let p = one_tailed_ratio(sum1, n1, sum2, n2, 0.5);
assert_eq!(p, 0.50); //<-- nope
//let's test the neighbordhood around that
let p = one_tailed_ratio(sum1, n1, sum2, n2, 0.49999 );
assert_gt!(p, 0.49); //<-- still nope

//Two sided test. What is the likelihood of seeing the data we got
//given that r1/r2 == 1/2?
let p_half = one_tailed_ratio(sum1, n1, sum2, n2, 0.49999);
//other side
let p_double = one_tailed_ratio(sum2, n2, sum1, n1, 2.0001);
//just about 1.0!
assert_gt!(2.0*p_half.min(p_double),0.99);

//we *know* they are not equal, but can we prove it in general?
let mut p_double = two_tailed_rates_equal(sum2, n2, sum1, n1);
//note: p_double is in [.15,.25]
assert_lt!(p_double,0.25);//<--looking  unlikely... maybe more data is required
assert_gt!(p_double,0.15);//<--looking  unlikely... maybe more data is required

//get more of the same data
let trial2_one = vec![1,0,1,0,1,0,1,0,1,0,1,0,1,0];
let trial2_two = vec![1,1,1,1,0,2,0,2,1,1,0,2,1,1];
let t2n1 = trial2_one.len() as f64;
let t2n2 = trial2_two.len() as f64;
let t2sum1 = trial2_one.iter().sum::<usize>() as f64;
let t2sum2 = trial2_two.iter().sum::<usize>() as f64;
p_double = two_tailed_rates_equal(t2sum2, t2n2, t2sum1, t2n1);
assert_lt!(p_double,0.05);//<--That did the truck