Beispiel #1
0
        /// <summary>
        /// Computes a p-value for a given distribution.
        /// </summary>
        /// <param name="distribution">Values used to compute the p-value.</param>
        /// <returns>Level of significance (p-value)</returns>
        public HypothesisTestingData Test(List <double> dist1)
        {
            var x = new double[dist1.Count];
            var n = dist1.Count;

            dist1.CopyTo(x);

            var pValue = double.MaxValue;

            //alglib.(x, n, out pValue);
            var t = new HypothesisTestingData(pValue);

            return(t);
        }
Beispiel #2
0
        public HypothesisTestingData Test(List <double> dist1, List <double> dist2)
        {
            var one = new double[dist1.Count];

            dist1.CopyTo(one);

            var two = new double[dist2.Count];

            dist1.CopyTo(two);

            var pValue = double.MaxValue;
            // TwoSampleKolmogorovSmirnovTest tester = new TwoSampleKolmogorovSmirnovTest(one, two, TwoSampleKolmogorovSmirnovTestHypothesis.SamplesDistributionsAreUnequal);
            // pValue = testc.PValue;

            var data = new HypothesisTestingData(pValue, pValue, pValue);

            return(data);
        }
Beispiel #3
0
        /// <summary>
        /// Computes a p-value for a given distribution.
        /// </summary>
        /// <returns>Level of significance (p-value)</returns>
        public HypothesisTestingData Test(List <double> dist1, List <double> dist2)
        {
            var y = new double[dist2.Count];
            var x = new double[dist1.Count];
            var n = dist1.Count;
            var m = dist2.Count;

            dist1.CopyTo(x);
            dist2.CopyTo(y);

            var twoTail   = double.MaxValue;
            var leftTail  = double.MaxValue;
            var rightTail = double.MaxValue;

            alglib.unequalvariancettest(x, n, y, m, out twoTail, out leftTail, out rightTail);

            var t = new HypothesisTestingData(twoTail,
                                              leftTail,
                                              rightTail);

            return(t);
        }