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StatsFtest

Namespace: STATSLIB  ·  Library: Statistics Library

#include <sts/sts_ftest.h>

class STSLIB::StatsFtest

Provides F-test / one-way ANOVA implementation.

One-way ANOVA F-test with exact p-values via the regularised incomplete beta function.

Static Methods​

oneWay(groups)​

One-way ANOVA F-test.

Parameters:

  • groups : const QVector< Eigen::MatrixXd > & Vector of matrices, each n_observations x n_variables.

Returns:

  • StatsFtestResult — StatsFtestResult with F-statistics, p-values, and degrees of freedom.

fCdf(f, df1, df2)​

Compute the CDF of the F-distribution using the regularized incomplete beta function.

Parameters:

  • f : double The F-value.

  • df1 : int Numerator degrees of freedom.

  • df2 : int Denominator degrees of freedom.

Returns:

  • double — The probability P(F <= f).

Authors of this file​