Standard Portable Library: spl/math/SampleTest.h Source File

00001 /*
00002  *   This file is part of the Standard Portable Library (SPL).
00003  *
00004  *   SPL is free software: you can redistribute it and/or modify
00005  *   it under the terms of the GNU General Public License as published by
00006  *   the Free Software Foundation, either version 3 of the License, or
00007  *   (at your option) any later version.
00008  *
00009  *   SPL is distributed in the hope that it will be useful,
00010  *   but WITHOUT ANY WARRANTY; without even the implied warranty of
00011  *   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00012  *   GNU General Public License for more details.
00013  *
00014  *   You should have received a copy of the GNU General Public License
00015  *   along with SPL.  If not, see <http://www.gnu.org/licenses/>.
00016  */
00017 #ifndef _sampletest_h
00018 #define _sampletest_h
00019 
00020 #include <spl/Debug.h>
00021 #include <spl/math/Sample.h>
00022 
00031 class SampleTest
00032 {
00033 protected:
00034         Sample m_s1;
00035         Sample m_s2;
00036         
00037         static double Betacf(double a, double b, double x);
00038 
00039 public:
00040         SampleTest(const Sample& s1, const Sample& s2);
00041         SampleTest(List<double> *s1, List<double> *s2);
00042         SampleTest(Vector<double> *s1, Vector<double> *s2);
00043         SampleTest(const double *s1, const int s1count, const double *s2, const int s2count);
00044         SampleTest(const SampleTest& t);
00045         virtual ~SampleTest();
00046         
00047         SampleTest& operator =(const SampleTest& t);
00048 
00049         inline Sample& DataSet1() { return m_s1; }
00050         inline Sample& DataSet2() { return m_s2; }
00051 
00052         double StudentsT(double *prob);
00053         double FTest(double *fstat);
00054         double ApproximateTTest(double *prob, double *df);
00055         double OneSampleTTest();
00056         double UStat();
00057         double UStatAlternate();
00058 
00059         double WTestSmall();
00060         double Levene(double *prob);
00061         double LeveneAlternate(double *prob);
00062 
00063         void Rankit(Sample **x1, Sample **x2);
00064         
00065         inline double StandardError() const
00066         {
00067                 return Math::Sqrt((m_s1.StDevSample() * m_s1.StDevSample()) / m_s1.N() + (m_s2.StDevSample() * m_s2.StDevSample()) / m_s2.N());
00068         }
00069 
00070         static double Betai(double a, double b, double x);
00071         static double Gammaln(double xx);
00072         static double Gamma(double d);
00073         static double FDistr(double x, double v, double w);
00074         
00075         static double TCriticalValue(int N, double alpha);
00076         static double TCriticalValueAlternate(int N, double alpha);
00077         static double WTestCriticalValue(int N, double alpha);
00078         static double UCriticalPoint(int N1, int N2, double alpha);
00079 
00080 #ifdef DEBUG
00081         virtual void ValidateMem () const;
00082         virtual void CheckMem () const;
00083 #endif
00084 };
00085 
00088 #endif