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// $Id$ |
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/* |
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Copyright (C) 2021 Peter Johansson |
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This file is part of the yat library, https://dev.thep.lu.se/yat |
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The yat library is free software; you can redistribute it and/or |
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modify it under the terms of the GNU General Public License as |
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published by the Free Software Foundation; either version 3 of the |
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License, or (at your option) any later version. |
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The yat library is distributed in the hope that it will be useful, |
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but WITHOUT ANY WARRANTY; without even the implied warranty of |
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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General Public License for more details. |
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You should have received a copy of the GNU General Public License |
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along with yat. If not, see <https://www.gnu.org/licenses/>. |
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*/ |
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#include <config.h> |
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#include "Anova.h" |
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#include <gsl/gsl_cdf.h> |
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#include <cassert> |
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namespace theplu { |
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namespace yat { |
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namespace statistics { |
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Anova::Anova(size_t n) |
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: aver_(n) |
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{ |
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} |
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void Anova::add(double x, size_t idx, long int n) |
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{ |
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assert(idx < aver_.size()); |
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aver_[idx].add(x, n); |
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total_.add(x, n); |
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} |
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double Anova::F(void) const |
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{ |
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double intra_ss = 0; |
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for (const auto& a : aver_) |
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intra_ss += a.sum_xx_centered(); |
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double total_ss = total_.sum_xx_centered(); |
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/* |
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Remember that |
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ss = \sum (x-m)^2 = \sum (x-m_i+m_i-m)^2 = |
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\sum [(x-m_i)^2 + (m_i-m)^2] = |
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\sum [ss_i + n_i (m_i-m)^2] |
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where the last sum runs over groups and the other over samples, so |
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total ss = intra ss + inter ss |
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*/ |
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double inter_ss = total_ss - intra_ss; |
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// return (inter_ss / inter_df) / (intra_ss / intra_df) |
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return (inter_ss * intra_df()) / (intra_ss * inter_df()); |
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} |
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size_t Anova::inter_df(void) const |
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{ |
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return aver_.size() - 1; |
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} |
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size_t Anova::intra_df(void) const |
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{ |
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return total_.n() - aver_.size(); |
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} |
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double Anova::p_value(void) const |
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{ |
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return gsl_cdf_fdist_Q(F(), inter_df(), intra_df()); |
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} |
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void Anova::reset(void) |
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{ |
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for (auto& a : aver_) |
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a.reset(); |
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total_.reset(); |
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} |
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}}} |