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StatsTtest

Namespace: STATSLIB  ·  Library: Statistics Library

#include <sts/sts_ttest.h>

class STSLIB::StatsTtest

Provides t-test implementations: one-sample, paired, and independent two-sample.

One-sample, paired and independent two-sample Student t-tests with exact p-values via the regularised incomplete beta function.

Static Methods​

oneSample(data, mu, tail)​

One-sample t-test.

Each column of data is tested against mu.

Parameters:

  • data : const Eigen::MatrixXd & Matrix of observations (rows = observations, cols = variables).

  • mu : double Hypothesized mean (default 0.0).

  • tail : StatsTailType Tail type for the test.

Returns:

  • StatsTtestResult — StatsTtestResult with t-statistics, p-values, and degrees of freedom.

paired(dataA, dataB, tail)​

Paired t-test.

Tests dataA - dataB against 0.

Parameters:

  • dataA : const Eigen::MatrixXd & Matrix of observations for condition A.

  • dataB : const Eigen::MatrixXd & Matrix of observations for condition B (same dimensions as dataA).

  • tail : StatsTailType Tail type for the test.

Returns:

  • StatsTtestResult — StatsTtestResult with t-statistics, p-values, and degrees of freedom.

independent(dataA, dataB, tail)​

Independent two-sample t-test.

Parameters:

  • dataA : const Eigen::MatrixXd & Matrix of observations for group A (rows = observations, cols = variables).

  • dataB : const Eigen::MatrixXd & Matrix of observations for group B (same number of columns as dataA).

  • tail : StatsTailType Tail type for the test.

Returns:

  • StatsTtestResult — StatsTtestResult with t-statistics, p-values, and degrees of freedom.

tCdf(t, df)​

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

Parameters:

  • t : double The t-value.

  • df : int Degrees of freedom.

Returns:

  • double — The probability P(T <= t).

regularizedBeta(x, a, b)​

Regularized incomplete beta function I_x(a, b).

Public because it is also used by StatsFtest.

Authors of this file​