source: trunk/yat/statistics/Anova.h @ 4114

#ifndef _theplu_yat_statistics_anova_
#define _theplu_yat_statistics_anova_

// $Id: Anova.h 4114 2021-10-13 04:36:16Z peter $

/*
  Copyright (C) 2021 Peter Johansson

  This file is part of the yat library, https://dev.thep.lu.se/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 3 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with yat. If not, see <https://www.gnu.org/licenses/>.
*/

#include <yat/statistics/Averager.h>

#include <cstddef>
#include <vector>

namespace theplu {
namespace yat {
namespace statistics {

  /**
     \brief one-way ANOVA

     One-way Analysis of Variance is an extension of a t-test to
     compare also more than two groups.

     \since New in yat 0.20
   */
  class Anova
  {
  public:
    /**
       \param n number of groups compared
     */
    Anova(size_t n);

    /**
       \brief add a data point

       \param x value of data point
       \param g group the data belongs to
       \param n number of data points
     */
    void add(double x, size_t g, long int n=1);

    /**
       F is calculated as the ratio between within-group variance and
       between-group variance.

       \f$ \frac
       {\frac{1}{G-1} \sum_g^G n_g (m_g - m)^2}
       {\frac{1}{N-G} \sum_{g,i}^{G, n_G} (x_{g,i}-m_g)^2}
       \f$

       If null hypothesis is true, F follows an F(a,b) distribution
       where a is inter_df() and b is intra_df.
     */
    double F(void) const;

    /**
       Number of samples minus one.
     */
    size_t inter_df(void) const;

    /**
       Number of groups minus one
     */
    size_t intra_df(void) const;

    /**
       Calculates the probability to get F (or larger) given the null
       hypothesis that there is no difference between the groups.

       \return the one-sided p-value
     */
    double p_value(void) const;

    /**
       \brief remove all data
     */
    void reset(void);

  private:
    std::vector<Averager> aver_;
    Averager total_;
  };

}}}

#endif