source: branches/0.4-stable/yat/statistics/utility.cc @ 1624

Last change on this file since 1624 was 1624, checked in by Peter, 14 years ago

fixes #461. Also modified implementation of cdf_hypergeometric_P, which may cause conflict with modifications done in trunk (refs #87). If so, go with the trunk version (which uses GSL 1.8).

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1// $Id: utility.cc 1624 2008-11-12 22:10:52Z peter $
2
3/*
4  Copyright (C) 2004 Jari Häkkinen, Peter Johansson
5  Copyright (C) 2005 Peter Johansson
6  Copyright (C) 2006, 2007 Jari Häkkinen, Peter Johansson
7  Copyright (C) 2008 Peter Johansson
8
9  This file is part of the yat library, http://dev.thep.lu.se/yat
10
11  The yat library is free software; you can redistribute it and/or
12  modify it under the terms of the GNU General Public License as
13  published by the Free Software Foundation; either version 2 of the
14  License, or (at your option) any later version.
15
16  The yat library is distributed in the hope that it will be useful,
17  but WITHOUT ANY WARRANTY; without even the implied warranty of
18  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
19  General Public License for more details.
20
21  You should have received a copy of the GNU General Public License
22  along with this program; if not, write to the Free Software
23  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
24  02111-1307, USA.
25*/
26
27#include "utility.h"
28
29#include <gsl/gsl_cdf.h>
30#include <gsl/gsl_randist.h>
31#include <gsl/gsl_statistics_double.h>
32
33#include <algorithm>
34#include <cassert>
35
36namespace theplu {
37namespace yat {
38namespace statistics { 
39
40  double cdf_hypergeometric_P(unsigned int k, unsigned int n1, 
41                              unsigned int n2, unsigned int t)
42  {
43    double p=0;
44    size_t top = std::min(k, std::min(n1, t));
45    for (size_t i=std::max(0, static_cast<int>(t-n2)); i<=top; i++)
46      p+= gsl_ran_hypergeometric_pdf(i, n1, n2, t);
47    return p;
48  }
49
50
51  double pearson_p_value(double r, unsigned int n)
52  {
53    assert(n>=2);
54    if (n<=2)
55      return std::numeric_limits<double>::quiet_NaN();
56    return gsl_cdf_tdist_Q(r*sqrt((n-2)/(1-r*r)), n-2);
57  }
58
59
60  double kurtosis(const utility::VectorBase& v)
61  {
62    const gsl_vector* gvp=v.gsl_vector_p();
63    return gsl_stats_kurtosis(gvp->data,gvp->stride,gvp->size);
64  }
65
66
67  double skewness(const utility::VectorBase& v)
68  {
69    const gsl_vector* gvp=v.gsl_vector_p();
70    return gsl_stats_skew(gvp->data,gvp->stride,gvp->size);
71  }
72
73}}} // of namespace statistics, yat, and theplu
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