source: trunk/yat/statistics/utility.cc @ 1145

Last change on this file since 1145 was 1145, checked in by Peter, 14 years ago

fixes #292

  • Property svn:eol-style set to native
  • Property svn:keywords set to Author Date Id Revision
File size: 1.8 KB
Line 
1// $Id: utility.cc 1145 2008-02-25 20:23:47Z peter $
2
3/*
4  Copyright (C) 2004 Jari Häkkinen, Peter Johansson
5  Copyright (C) 2005 Peter Johansson
6  Copyright (C) 2006 Jari Häkkinen, Peter Johansson
7  Copyright (C) 2007 Jari Häkkinen
8
9  This file is part of the yat library, http://trac.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 <cassert>
34
35namespace theplu {
36namespace yat {
37namespace statistics { 
38
39  double cdf_hypergeometric_P(u_int k, u_int n1, u_int n2, u_int t)
40  {
41    double p=0;
42    for (u_int i=0; i<=k; i++)
43      p+= gsl_ran_hypergeometric_pdf(i, n1, n2, t);
44    return p;
45  }
46
47
48  double pearson_p_value(double r, u_int n)
49  {
50    assert(n>=2);
51    if (n<2)
52      return std::numeric_limits<double>::quiet_NaN();
53    return gsl_cdf_tdist_Q(r*sqrt((n-2)/(1-r*r)), n-2);
54  }
55
56
57  double kurtosis(const utility::VectorBase& v)
58  {
59    const gsl_vector* gvp=v.gsl_vector_p();
60    return gsl_stats_kurtosis(gvp->data,gvp->stride,gvp->size);
61  }
62
63
64  double skewness(const utility::VectorBase& v)
65  {
66    const gsl_vector* gvp=v.gsl_vector_p();
67    return gsl_stats_skew(gvp->data,gvp->stride,gvp->size);
68  }
69
70}}} // of namespace statistics, yat, and theplu
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