ceph/src/boost/boost/math/statistics/t_test.hpp

   1 //  (C) Copyright Nick Thompson 2019.
   2 //  Use, modification and distribution are subject to the
   3 //  Boost Software License, Version 1.0. (See accompanying file
   4 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
   5
   6 #ifndef BOOST_MATH_STATISTICS_T_TEST_HPP
   7 #define BOOST_MATH_STATISTICS_T_TEST_HPP
   8
   9 #include <cmath>
  10 #include <iterator>
  11 #include <utility>
  12 #include <boost/math/distributions/students_t.hpp>
  13 #include <boost/math/statistics/univariate_statistics.hpp>
  14
  15 namespace boost::math::statistics {
  16
  17 template<typename Real>
  18 std::pair<Real, Real> one_sample_t_test(Real sample_mean, Real sample_variance, Real num_samples, Real assumed_mean) {
  19     using std::sqrt;
  20     typedef boost::math::policies::policy<
  21           boost::math::policies::promote_float<false>,
  22           boost::math::policies::promote_double<false> >
  23           no_promote_policy;
  24
  25     Real test_statistic = (sample_mean - assumed_mean)/sqrt(sample_variance/num_samples);
  26     auto student = boost::math::students_t_distribution<Real, no_promote_policy>(num_samples - 1);
  27     Real pvalue;
  28     if (test_statistic > 0) {
  29         pvalue = 2*boost::math::cdf<Real>(student, -test_statistic);;
  30     }
  31     else {
  32         pvalue = 2*boost::math::cdf<Real>(student, test_statistic);
  33     }
  34     return std::make_pair(test_statistic, pvalue);
  35 }
  36
  37 template<class ForwardIterator>
  38 auto one_sample_t_test(ForwardIterator begin, ForwardIterator end, typename std::iterator_traits<ForwardIterator>::value_type assumed_mean) {
  39     using Real = typename std::iterator_traits<ForwardIterator>::value_type;
  40     auto [mu, s_sq] = mean_and_sample_variance(begin, end);
  41     return one_sample_t_test(mu, s_sq, Real(std::distance(begin, end)), assumed_mean);
  42 }
  43
  44 template<class Container>
  45 auto one_sample_t_test(Container const & v, typename Container::value_type assumed_mean) {
  46     return one_sample_t_test(v.begin(), v.end(), assumed_mean);
  47 }
  48
  49 }
  50 #endif