source: trunk/yat/statistics/utility.cc @ 1275

Last change on this file since 1275 was 1275, checked in by Jari Häkkinen, 13 years ago

Updating copyright statements.

  • Property svn:eol-style set to native
  • Property svn:keywords set to Author Date Id Revision
File size: 1.9 KB
Line 
1// $Id: utility.cc 1275 2008-04-11 06:10:12Z jari $
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://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(unsigned int k, unsigned int n1, 
40                              unsigned int n2, unsigned int t)
41  {
42    double p=0;
43    for (size_t i=0; i<=k; i++)
44      p+= gsl_ran_hypergeometric_pdf(i, n1, n2, t);
45    return p;
46  }
47
48
49  double pearson_p_value(double r, unsigned int n)
50  {
51    assert(n>=2);
52    if (n<=2)
53      return std::numeric_limits<double>::quiet_NaN();
54    return gsl_cdf_tdist_Q(r*sqrt((n-2)/(1-r*r)), n-2);
55  }
56
57
58  double kurtosis(const utility::VectorBase& v)
59  {
60    const gsl_vector* gvp=v.gsl_vector_p();
61    return gsl_stats_kurtosis(gvp->data,gvp->stride,gvp->size);
62  }
63
64
65  double skewness(const utility::VectorBase& v)
66  {
67    const gsl_vector* gvp=v.gsl_vector_p();
68    return gsl_stats_skew(gvp->data,gvp->stride,gvp->size);
69  }
70
71}}} // of namespace statistics, yat, and theplu
Note: See TracBrowser for help on using the repository browser.