| 1 | // $Id: tTest.cc 1797 2009-02-12 18:07:10Z peter $ |
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| 2 | |
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| 3 | /* |
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| 4 | Copyright (C) 2004 Jari Häkkinen, Peter Johansson |
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| 5 | Copyright (C) 2005 Peter Johansson |
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| 6 | Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér |
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| 7 | Copyright (C) 2007, 2008 Jari Häkkinen, Peter Johansson |
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| 8 | |
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| 9 | This file is part of the yat library, http://dev.thep.lu.se/yat |
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| 10 | |
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| 11 | The yat library is free software; you can redistribute it and/or |
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| 12 | modify it under the terms of the GNU General Public License as |
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| 13 | published by the Free Software Foundation; either version 3 of the |
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| 14 | License, or (at your option) any later version. |
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| 15 | |
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| 16 | The yat library is distributed in the hope that it will be useful, |
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| 17 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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| 18 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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| 19 | General Public License for more details. |
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| 20 | |
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| 21 | You should have received a copy of the GNU General Public License |
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| 22 | along with yat. If not, see <http://www.gnu.org/licenses/>. |
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| 23 | */ |
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| 24 | |
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| 25 | #include "tTest.h" |
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| 26 | #include "AveragerWeighted.h" |
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| 27 | #include "tScore.h" |
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| 28 | |
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| 29 | #include <algorithm> |
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| 30 | #include <cassert> |
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| 31 | #include <cmath> |
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| 32 | |
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| 33 | namespace theplu { |
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| 34 | namespace yat { |
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| 35 | namespace statistics { |
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| 36 | |
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| 37 | tTest::tTest(void) |
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| 38 | : updated_(false) |
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| 39 | { |
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| 40 | } |
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| 41 | |
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| 42 | |
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| 43 | void tTest::add(double x, bool target, double w) |
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| 44 | { |
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| 45 | if (!w) |
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| 46 | return; |
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| 47 | if (target) |
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| 48 | pos_.add(x,w); |
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| 49 | else |
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| 50 | neg_.add(x,w); |
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| 51 | updated_=false; |
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| 52 | } |
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| 53 | |
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| 54 | |
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| 55 | void tTest::reset(void) |
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| 56 | { |
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| 57 | pos_.reset(); |
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| 58 | neg_.reset(); |
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| 59 | dof_=0; |
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| 60 | t_=0; |
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| 61 | updated_=false; |
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| 62 | } |
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| 63 | |
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| 64 | |
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| 65 | double tTest::score(void) |
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| 66 | { |
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| 67 | if (!updated_){ |
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| 68 | tScore score(false); |
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| 69 | t_ = score.score(pos_, neg_, &dof_); |
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| 70 | updated_=true; |
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| 71 | } |
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| 72 | return t_; |
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| 73 | } |
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| 74 | |
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| 75 | |
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| 76 | double tTest::p_value(void) const |
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| 77 | { |
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| 78 | double p=2*p_value_one_sided(); |
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| 79 | return std::min(p,2-p); |
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| 80 | } |
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| 81 | |
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| 82 | |
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| 83 | double tTest::p_value_one_sided(void) const |
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| 84 | { |
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| 85 | double t=t_; |
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| 86 | double dof=dof_; |
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| 87 | if (!updated_){ |
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| 88 | tScore score(false); |
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| 89 | t = score.score(pos_, neg_, &dof); |
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| 90 | } |
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| 91 | if (!dof) |
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| 92 | return 1.0; |
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| 93 | return gsl_cdf_tdist_Q(t, dof); |
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| 94 | } |
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| 95 | |
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| 96 | }}} // of namespace statistics, yat, and theplu |
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