Exemple #1
0
        public static double TestImpl(double[][] data, out double statistic, double s0, out double pvalS0, out double[] gmeans)
        {
            List <int> v = new List <int>();

            for (int i = 0; i < data.Length; i++)
            {
                if (data[i].Length > 1)
                {
                    v.Add(i);
                }
            }
            data = ArrayUtils.SubArray(data, v.ToArray());
            int g = data.Length;

            if (g < 2)
            {
                statistic = 0;
                pvalS0    = 1;
                gmeans    = null;
                return(1);
            }
            gmeans = new double[g];
            double totMean = 0;
            int    n       = 0;

            for (int i = 0; i < g; i++)
            {
                gmeans[i] = ArrayUtils.Mean(data[i]);
                totMean  += gmeans[i] * data[i].Length;
                n        += data[i].Length;
            }
            totMean /= n;
            double ssw = 0;
            double ssb = 0;

            for (int i = 0; i < g; i++)
            {
                ssb += data[i].Length * (gmeans[i] - totMean) * (gmeans[i] - totMean);
                for (int j = 0; j < data[i].Length; j++)
                {
                    ssw += (data[i][j] - gmeans[i]) * (data[i][j] - gmeans[i]);
                }
            }
            if (ssw <= 0.0)
            {
                statistic = 0;
                pvalS0    = 1;
                return(1);
            }
            double dw = n - g;
            double db = g - 1;

            statistic = ssb * dw / db / ssw;
            double gms         = GetGeomMeanSquared(data);
            double denom       = n * db * ssw / dw / gms;
            double statisticS0 = n * ssb / gms / (Math.Sqrt(denom) + s0) / (Math.Sqrt(denom) + s0);

            pvalS0 = IncompleteBeta.Value(dw * 0.5, db * 0.5, dw / (dw + db * statisticS0));
            return(IncompleteBeta.Value(dw * 0.5, db * 0.5, dw / (dw + db * statistic)));
        }
Exemple #2
0
                public static double StudentDistributionInversed(int k, double p)
                {
                    double z;

                    double rk = k;

                    if (p is > .25 and < .75)
                    {
                        if (Math.Abs(p - .5) < Eps)
                        {
                            return(0);
                        }
                        z = IncompleteBeta.IncompleteBetaInversed(.5, .5 * rk, Math.Abs(1 - 2 * p));
                        var t = Math.Sqrt(rk * z / (1 - z));
                        return(p < 0 ? -t : t);
                    }

                    var r_flg = -1;

                    if (p >= .5)
                    {
                        p     = 1 - p;
                        r_flg = 1;
                    }

                    z = IncompleteBeta.IncompleteBetaInversed(.5 * rk, .5, 2 * p);
                    return(__MaxRealNumber * z < rk ? r_flg * __MaxRealNumber : r_flg *Math.Sqrt(rk / z - rk));
                }
Exemple #3
0
                public static double StudentDistribution(int k, double t)
                {
                    if (Math.Abs(t - 0) < Eps)
                    {
                        return(.5);
                    }
                    if (t < -2)
                    {
                        return(.5 * IncompleteBeta.IncompleteBetaValue(.5 * k, .5, k / (k + t * t)));
                    }

                    var x = t < 0 ? -t : t;

                    double rk = k;
                    var    z  = 1 + x * x / rk;
                    double tz;
                    double f;
                    double p;
                    int    j;

                    if (k % 2 != 0)
                    {
                        var x_sqk = x / Math.Sqrt(rk);
                        p = Math.Atan(x_sqk);
                        if (k > 1)
                        {
                            f  = 1;
                            tz = 1;
                            j  = 3;
                            while (j <= k - 2 & tz / f > Eps)
                            {
                                tz *= (j - 1) / (z * j);
                                f  += tz;
                                j  += 2;
                            }
                            p += f * x_sqk / z;
                        }
                        p *= 2 / Consts.pi;
                    }
                    else
                    {
                        f = tz = 1;
                        j = 2;
                        while (j <= k - 2 & tz / f > Eps)
                        {
                            tz *= (j - 1) / (z * j);
                            f  += tz;
                            j  += 2;
                        }
                        p = f * x / Math.Sqrt(z * rk);
                    }

                    return(.5 + .5 * (t < 0 ? -p : p));
                }
Exemple #4
0
/*************************************************************************
*  Student's t distribution
*
*  Computes the integral from minus infinity to t of the Student
*  t distribution with integer k > 0 degrees of freedom:
*
*                                                                        t
*                                                                        -
| |
|                        -                      |         2   -(k+1)/2
| ( (k+1)/2 )           |  (     x   )
|         ----------------------        |  ( 1 + --- )        dx
|                                       -               |  (      k  )
|         sqrt( k pi ) | ( k/2 )        |
| |
|                                                                  -
|                                                                 -inf.
|
|  Relation to incomplete beta integral:
|
|          1 - stdtr(k,t) = 0.5 * incbet( k/2, 1/2, z )
|  where
|          z = k/(k + t**2).
|
|  For t < -2, this is the method of computation.  For higher t,
|  a direct method is derived from integration by parts.
|  Since the function is symmetric about t=0, the area under the
|  right tail of the density is found by calling the function
|  with -t instead of t.
|
|  ACCURACY:
|
|  Tested at random 1 <= k <= 25.  The "domain" refers to t.
|                                        Relative error:
|  arithmetic   domain     # trials      peak         rms
|  IEEE     -100,-2      50000       5.9e-15     1.4e-15
|  IEEE     -2,100      500000       2.7e-15     4.9e-17
|
|  Cephes Math Library Release 2.8:  June, 2000
|  Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
*************************************************************************/

        public static double Cumulative(int k, double t)
        {
            if (k <= 0)
            {
                throw new Exception("Negative value for k in Student's distribution");
            }
            if (t == 0)
            {
                return(0.5);
            }
            double rk;
            double z;

            if (t < -2.0)
            {
                rk = k;
                z  = rk / (rk + t * t);
                return(0.5 * IncompleteBeta.Value(0.5 * rk, 0.5, z));
            }
            double x;

            if (t < 0)
            {
                x = -t;
            }
            else
            {
                x = t;
            }
            rk = k;
            z  = 1.0 + x * x / rk;
            double p;

            if (k % 2 != 0)
            {
                double xsqk = x / Math.Sqrt(rk);
                p = Math.Atan(xsqk);
                if (k > 1)
                {
                    double f  = 1.0;
                    double tz = 1.0;
                    int    j  = 3;
                    while (j <= k - 2 & tz / f > epsilon)
                    {
                        tz = tz * ((j - 1) / (z * j));
                        f  = f + tz;
                        j  = j + 2;
                    }
                    p = p + f * xsqk / z;
                }
                p = p * 2.0 / Math.PI;
            }
            else
            {
                double f  = 1.0;
                double tz = 1.0;
                int    j  = 2;
                while (j <= k - 2 & tz / f > epsilon)
                {
                    tz = tz * ((j - 1) / (z * j));
                    f  = f + tz;
                    j  = j + 2;
                }
                p = f * x / Math.Sqrt(z * rk);
            }
            if (t < 0)
            {
                p = -p;
            }
            return(0.5 + 0.5 * p);
        }