FM / statistics

/usr/include/boost/math/statistics

Name	Size	Mode	Actions
anderson_darling.hpp	5024	0644	edit dl rm
bivariate_statistics.hpp	2755	0644	edit dl rm
linear_regression.hpp	2889	0644	edit dl rm
ljung_box.hpp	2179	0644	edit dl rm
runs_test.hpp	3465	0644	edit dl rm
signal_statistics.hpp	11986	0644	edit dl rm
t_test.hpp	1911	0644	edit dl rm
univariate_statistics.hpp	15293	0644	edit dl rm

Edit: /usr/include/boost/math/statistics/t_test.hpp (1911B)

#ifndef BOOST_MATH_STATISTICS_T_TEST_HPP
#define BOOST_MATH_STATISTICS_T_TEST_HPP

#include <cmath>
#include <iterator>
#include <utility>
#include <boost/math/distributions/students_t.hpp>
#include <boost/math/statistics/univariate_statistics.hpp>

namespace boost::math::statistics {

template<typename Real>
std::pair<Real, Real> one_sample_t_test(Real sample_mean, Real sample_variance, Real num_samples, Real assumed_mean) {
    using std::sqrt;
    typedef boost::math::policies::policy<
          boost::math::policies::promote_float<false>,
          boost::math::policies::promote_double<false> >
          no_promote_policy;

Real test_statistic = (sample_mean - assumed_mean)/sqrt(sample_variance/num_samples);
    auto student = boost::math::students_t_distribution<Real, no_promote_policy>(num_samples - 1);
    Real pvalue;
    if (test_statistic > 0) {
        pvalue = 2*boost::math::cdf<Real>(student, -test_statistic);;
    }
    else {
        pvalue = 2*boost::math::cdf<Real>(student, test_statistic);
    }
    return std::make_pair(test_statistic, pvalue);
}

template<class ForwardIterator>
auto one_sample_t_test(ForwardIterator begin, ForwardIterator end, typename std::iterator_traits<ForwardIterator>::value_type assumed_mean) {
    using Real = typename std::iterator_traits<ForwardIterator>::value_type;
    auto [mu, s_sq] = mean_and_sample_variance(begin, end);
    return one_sample_t_test(mu, s_sq, Real(std::distance(begin, end)), assumed_mean);
}

template<class Container>
auto one_sample_t_test(Container const & v, typename Container::value_type assumed_mean) {
    return one_sample_t_test(v.begin(), v.end(), assumed_mean);
}

}
#endif

// (C) Copyright Nick Thompson 2019. // Use, modification and distribution are subject to the // Boost Software License, Version 1.0. (See accompanying file // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) #ifndef BOOST_MATH_STATISTICS_T_TEST_HPP #define BOOST_MATH_STATISTICS_T_TEST_HPP #include #include #include #include #include namespace boost::math::statistics { template std::pair one_sample_t_test(Real sample_mean, Real sample_variance, Real num_samples, Real assumed_mean) { using std::sqrt; typedef boost::math::policies::policy< boost::math::policies::promote_float, boost::math::policies::promote_double > no_promote_policy; Real test_statistic = (sample_mean - assumed_mean)/sqrt(sample_variance/num_samples); auto student = boost::math::students_t_distribution(num_samples - 1); Real pvalue; if (test_statistic > 0) { pvalue = 2*boost::math::cdf(student, -test_statistic);; } else { pvalue = 2*boost::math::cdf(student, test_statistic); } return std::make_pair(test_statistic, pvalue); } template auto one_sample_t_test(ForwardIterator begin, ForwardIterator end, typename std::iterator_traits::value_type assumed_mean) { using Real = typename std::iterator_traits::value_type; auto [mu, s_sq] = mean_and_sample_variance(begin, end); return one_sample_t_test(mu, s_sq, Real(std::distance(begin, end)), assumed_mean); } template auto one_sample_t_test(Container const & v, typename Container::value_type assumed_mean) { return one_sample_t_test(v.begin(), v.end(), assumed_mean); } } #endif