/// <summary>
/// Estimates the number of samples necessary to attain the
/// required power level for the given effect size.
/// </summary>
///
/// <param name="delta">The minimum detectable difference.</param>
/// <param name="standardDeviation">The difference standard deviation.</param>
/// <param name="power">The desired power level. Default is 0.8.</param>
/// <param name="alpha">The desired significance level. Default is 0.05.</param>
/// <param name="proportion">The proportion of observations in the second group
/// when compared to the first group. A proportion of 2:1 results in twice more
/// samples in the second group than in the first. Default is 1.</param>
/// <param name="hypothesis">The alternative hypothesis (research hypothesis) to be tested.</param>
///
/// <returns>The required number of samples.</returns>
///
public static TwoSampleTTestPowerAnalysis GetSampleSize(double delta,
double standardDeviation = 1, double proportion = 1.0, double power = 0.8, double alpha = 0.05,
TwoSampleHypothesis hypothesis = TwoSampleHypothesis.ValuesAreDifferent)
{
var analysis = new TwoSampleTTestPowerAnalysis(hypothesis)
{
Effect = delta / standardDeviation,
Size = alpha,
Power = power,
};
analysis.ComputeSamples(proportion);
return(analysis);
}
/// <summary>
/// Estimates the number of samples necessary to attain the
/// required power level for the given effect size.
/// </summary>
///
/// <param name="delta">The minimum detectable difference.</param>
/// <param name="variance1">The first sample variance.</param>
/// <param name="variance2">The second sample variance.</param>
/// <param name="power">The desired power level. Default is 0.8.</param>
/// <param name="alpha">The desired significance level. Default is 0.05.</param>
/// <param name="proportion">The proportion of observations in the second group
/// when compared to the first group. A proportion of 2:1 results in twice more
/// samples in the second group than in the first. Default is 1.</param>
/// <param name="hypothesis">The alternative hypothesis (research hypothesis) to be tested.</param>
///
/// <returns>The required number of samples.</returns>
///
public static TwoSampleTTestPowerAnalysis GetSampleSize(
double delta,
double variance1,
double variance2,
double proportion, //= 1.0,
double power, // = 0.8,
double alpha, // = 0.05,
TwoSampleHypothesis hypothesis = TwoSampleHypothesis.ValuesAreDifferent
)
{
double standardDeviation = Math.Sqrt((variance1 + variance2) / 2.0);
var analysis = new TwoSampleTTestPowerAnalysis(hypothesis)
{
Effect = delta / standardDeviation,
Size = alpha,
Power = power,
};
analysis.ComputeSamples(proportion);
return(analysis);
}
public void TTestPowerAnalysisConstructorTest3()
{
// Examples from R's graphical manual
// http://rgm2.lab.nig.ac.jp/RGM2/func.php?rd_id=pwr:pwr.t.test
double actual, expected;
{
var target = new TTestPowerAnalysis(OneSampleHypothesis.ValueIsDifferentFromHypothesis)
{
Effect = 0.2,
Samples = 60,
Size = 0.10,
};
target.ComputePower();
expected = 0.4555818;
actual = target.Power;
Assert.AreEqual(expected, actual, 1e-5);
}
{
var target = new TwoSampleTTestPowerAnalysis(TwoSampleHypothesis.ValuesAreDifferent)
{
Effect = 2 / 2.8,
Samples1 = 30,
Samples2 = 30,
};
target.ComputePower();
expected = 0.7764889;
actual = target.Power;
Assert.AreEqual(expected, actual, 1e-6);
}
{
var target = new TwoSampleTTestPowerAnalysis(TwoSampleHypothesis.FirstValueIsGreaterThanSecond)
{
Effect = 0.3,
Power = 0.75,
};
target.ComputeSamples();
expected = 120.2232016;
actual = target.Samples1;
Assert.AreEqual(expected, actual, 1e-6);
Assert.AreEqual(target.Samples1, target.Samples2);
}
}
/// <summary>
/// Estimates the number of samples necessary to attain the
/// required power level for the given effect size.
/// </summary>
///
/// <param name="delta">The minimum detectable difference.</param>
/// <param name="variance1">The first sample variance.</param>
/// <param name="variance2">The second sample variance.</param>
/// <param name="power">The desired power level. Default is 0.8.</param>
/// <param name="alpha">The desired significance level. Default is 0.05.</param>
/// <param name="proportion">The proportion of observations in the second group
/// when compared to the first group. A proportion of 2:1 results in twice more
/// samples in the second group than in the first. Default is 1.</param>
/// <param name="hypothesis">The alternative hypothesis (research hypothesis) to be tested.</param>
///
/// <returns>The required number of samples.</returns>
///
public static TwoSampleTTestPowerAnalysis GetSampleSize(double delta,
double variance1, double variance2, double proportion = 1.0, double power = 0.8,
double alpha = 0.05, TwoSampleHypothesis hypothesis = TwoSampleHypothesis.ValuesAreDifferent)
{
double standardDeviation = Math.Sqrt((variance1 + variance2) / 2.0);
var analysis = new TwoSampleTTestPowerAnalysis(hypothesis)
{
Effect = delta / standardDeviation,
Size = alpha,
Power = power,
};
analysis.ComputeSamples(proportion);
return analysis;
}