theplu::yat::statistics::tTest Class Reference

Class for Student's t-test. More...

#include <yat/statistics/tTest.h>

List of all members.

Public Member Functions

tTest (void)

Default Constructor.

void add (double value, bool target, double weight=1.0)

void reset (void)

Set everything to zero.

double score (void)

double p_value () const

double p_value_one_sided (void) const

Detailed Description

Class for Student's t-test.

See http://en.wikipedia.org/wiki/Student's_t-test for more details on the t-test.

Member Function Documentation

void theplu::yat::statistics::tTest::add	(	double	value,
		bool	target,
		double	weight = `1.0`
	)

Adding a data value to tTest.

void theplu::yat::statistics::tTest::reset ( void )

Set everything to zero.

Since:: New in yat 0.5

double theplu::yat::statistics::tTest::score ( void )

Calculates the t-score, i.e. the ratio between difference in mean and standard deviation of this difference. The t-score is calculated as $t = \frac{ m_x - m_y }{ s\sqrt{\frac{1}{n_x}+\frac{1}{n_y}}}$ where $ m $ is the weighted mean, n is the weighted version of number of data points $\frac{\left(\sum w_i\right)^2}{\sum w_i^2}$ , and $ s^2 $ is an estimation of the variance $s^2 = \frac{ \sum_i w_i(x_i-m_x)^2 + \sum_i w_i(y_i-m_y)^2 }{ n_x + n_y - 2 }$

See also:: AveragerWeighted

If all weights are equal to unity this boils down to $t = \frac{ m_x - m_y } {s\sqrt{\frac{1}{n_x}+\frac{1}{n_y}}}$ where $ m $

is the mean, $ n $

is the number of data points and $s^2 = \frac{ \sum_i (x_i-m_x)^2 + \sum_i (y_i-m_y)^2 }{ n_x + n_y - 2 }$

See also:: Averager

Returns:: t-score.

double theplu::yat::statistics::tTest::p_value ( ) const

Calculates the p-value, i.e. the probability of observing a t-score equally or larger if the null hypothesis is true. If P is near zero, this casts doubt on this hypothesis. The null hypothesis is that the means of the two distributions are equal. Assumtions for this test is that the two distributions are normal distributions with equal variance. The latter assumtion is dropped in Welch's t-test.

Returns:: the two-sided p-value

double theplu::yat::statistics::tTest::p_value_one_sided ( void ) const

Returns:: One-sided P-value

The documentation for this class was generated from the following file:

yat/statistics/tTest.h


Public Member Functions
	tTest (void)
	Default Constructor.
void	add (double value, bool target, double weight=1.0)
void	reset (void)
	Set everything to zero.
double	score (void)
double	p_value () const
double	p_value_one_sided (void) const