source: trunk/yat/statistics/utility.cc @ 1287

Last change on this file since 1287 was 1287, checked in by Peter, 13 years ago

Fixes #87 - replace cumulative hypergeometric with GSL implementation
NOTE: This means that yat 0.5 will require GSL 1.8 or
later. configure.ac is updated to check for that.

  • 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 1287 2008-04-24 21:24:12Z peter $
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    return gsl_cdf_hypergeometric_P(k, n1, n2, t);
43  }
44
45
46  double pearson_p_value(double r, unsigned int n)
47  {
48    assert(n>=2);
49    if (n<=2)
50      return std::numeric_limits<double>::quiet_NaN();
51    return gsl_cdf_tdist_Q(r*sqrt((n-2)/(1-r*r)), n-2);
52  }
53
54
55  double kurtosis(const utility::VectorBase& v)
56  {
57    const gsl_vector* gvp=v.gsl_vector_p();
58    return gsl_stats_kurtosis(gvp->data,gvp->stride,gvp->size);
59  }
60
61
62  double skewness(const utility::VectorBase& v)
63  {
64    const gsl_vector* gvp=v.gsl_vector_p();
65    return gsl_stats_skew(gvp->data,gvp->stride,gvp->size);
66  }
67
68}}} // of namespace statistics, yat, and theplu
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