source: trunk/yat/statistics/utility.cc @ 1487

Last change on this file since 1487 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: 1.8 KB
Line 
1// $Id: utility.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, 2007 Jari Häkkinen, Peter Johansson
7  Copyright (C) 2008 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 "utility.h"
26
27#include <gsl/gsl_cdf.h>
28#include <gsl/gsl_randist.h>
29#include <gsl/gsl_statistics_double.h>
30
31#include <cassert>
32
33namespace theplu {
34namespace yat {
35namespace statistics { 
36
37  double cdf_hypergeometric_P(unsigned int k, unsigned int n1, 
38                              unsigned int n2, unsigned int t)
39  {
40    return gsl_cdf_hypergeometric_P(k, n1, n2, t);
41  }
42
43
44  double pearson_p_value(double r, unsigned int n)
45  {
46    assert(n>=2);
47    if (n<=2)
48      return std::numeric_limits<double>::quiet_NaN();
49    return gsl_cdf_tdist_Q(r*sqrt((n-2)/(1-r*r)), n-2);
50  }
51
52
53  double kurtosis(const utility::VectorBase& v)
54  {
55    const gsl_vector* gvp=v.gsl_vector_p();
56    return gsl_stats_kurtosis(gvp->data,gvp->stride,gvp->size);
57  }
58
59
60  double skewness(const utility::VectorBase& v)
61  {
62    const gsl_vector* gvp=v.gsl_vector_p();
63    return gsl_stats_skew(gvp->data,gvp->stride,gvp->size);
64  }
65
66}}} // of namespace statistics, yat, and theplu
Note: See TracBrowser for help on using the repository browser.