source: trunk/yat/statistics/tTest.cc @ 1701

Last change on this file since 1701 was 1487, checked in by Jari Häkkinen, 13 years ago

Addresses #436. GPL license copy reference should also be updated.

  • Property svn:eol-style set to native
  • Property svn:keywords set to Author Date Id Revision
File size: 1.9 KB
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1// $Id: tTest.cc 1487 2008-09-10 08:41:36Z jari $
2
3/*
4  Copyright (C) 2004 Jari Häkkinen, Peter Johansson
5  Copyright (C) 2005 Peter Johansson
6  Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér
7  Copyright (C) 2007 Jari Häkkinen, 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 3 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 yat. If not, see <http://www.gnu.org/licenses/>.
23*/
24
25#include "tTest.h"
26#include "AveragerWeighted.h"
27#include "tScore.h"
28
29#include <algorithm>
30#include <cassert>
31#include <cmath>
32
33namespace theplu {
34namespace yat {
35namespace statistics { 
36
37  tTest::tTest(void) 
38    : updated_(false)
39  {
40  }
41
42 
43  void tTest::add(double x, bool target, double w)
44  {
45    if (!w)
46      return;
47    if (target)
48      pos_.add(x,w);
49    else
50      neg_.add(x,w);
51    updated_=false;
52  }
53
54 
55  void tTest::reset(void)
56  {
57    pos_.reset();
58    neg_.reset();
59    dof_=0;
60    t_=0;
61    updated_=false;
62  }
63
64
65  double tTest::score(void)
66  {
67    if (!updated_){
68      tScore score(false);
69      t_ = score.score(pos_, neg_, &dof_);
70      updated_=true;
71    }
72    return t_;
73  }
74
75
76  double tTest::p_value(void) const
77  {
78    double p=2*p_value_one_sided();
79    return std::min(p,2-p); 
80  }
81
82
83  double tTest::p_value_one_sided(void) const
84  {
85    double t=t_;
86    double dof=dof_;
87    if (!updated_){
88      tScore score(false);
89      t = score.score(pos_, neg_, &dof);
90    }
91    if (!dof)
92      return 1.0;
93    return gsl_cdf_tdist_Q(t, dof);
94  }
95
96}}} // of namespace statistics, yat, and theplu
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