public static double FisherCombineP(this IEnumerable<double> input)
{
int pCounter = 0;
double accum = 0;
foreach (var p in input)
{
pCounter++;
accum += Math.Log(Math.Max(0.0001, p));
}
accum *= -2;
var chi2cdf = new MathNet.Numerics.Distributions.ChiSquared(pCounter * 2);
var retVal = 1 - chi2cdf.CumulativeDistribution(accum);
return retVal;
}
/// <summary>
/// From http://www.quantpsy.org/corrtest/corrtest.htm, doesn't work
/// </summary>
/// <param name="ra"></param>
/// <param name="na"></param>
/// <param name="rb"></param>
/// <param name="nb"></param>
/// <returns></returns>
public static Tuple<double, double, double> FisherCompare2(double ra, int na, double rb, int nb)
{
var x1 = ra + 1;
var x2 = 1 + -1 * ra;
var y1 = rb + 1;
var y2 = 1 + -1 * rb;
var zz1 = 0.5 * Math.Log(x1) - Math.Log(x2);
var zz2 = 0.5 * Math.Log(y1) - Math.Log(y2);
var zz = (zz1 - zz2) / (Math.Sqrt(1 / (na - 3) + 1 / (nb - 3)));
var chi = new MathNet.Numerics.Distributions.ChiSquared(1);
var pp2 = chi.CumulativeDistribution(zz * zz);
var pp1 = pp2 / 2;
return Tuple.Create(zz, pp1, pp2);
}