sts_ttest.h File Reference

Frequentist Student's t-tests with exact p-values via the regularised incomplete beta function. More...

#include "sts_global.h"
#include "sts_types.h"
#include <Eigen/Core>

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Classes
struct	STSLIB::StatsTtestResult
	Per-call output of a Student t-test: t-statistics, p-values and degrees of freedom. More...
class	STSLIB::StatsTtest
	One-sample, paired and independent two-sample Student t-tests with exact p-values via the regularised incomplete beta function. More...

Namespaces
namespace	STSLIB
	Statistical testing (t-tests, F-tests, cluster permutation, multiple comparison correction).

Detailed Description

Frequentist Student's t-tests with exact p-values via the regularised incomplete beta function.

SPDX-License-Identifier: BSD-3-Clause Copyright (c) 2026 MNE-CPP Authors

Author

Christoph Dinh chris.nosp@m.toph.nosp@m..dinh.nosp@m.@mne.nosp@m.-cpp..nosp@m.org

Since

2.2.0

Date

April 2026

Provides the three single-sample / paired / two-sample independent variants of Student's t-test that the rest of STSLIB needs. All three test the null hypothesis that the mean (or mean difference) equals mu, with the alternative selected via STSLIB::StatsTailType (left, right, both). The statistic is the textbook \(t = (\bar{x}-\mu) / (s/\sqrt{n})\) with n-1 / n-1 / n_A+n_B-2 degrees of freedom; columns of the input matrix are tested in parallel so a (n_obs x n_features) array produces a single row of t-values and p-values in one call.

The p-value is computed from the exact Student-t CDF, evaluated via the regularised incomplete beta function \(I_x(a,b)\) with the Lentz continued-fraction recursion of Numerical Recipes 6.4; no normal-approximation fallback is used. The CDF and incomplete-beta routines are exposed as public so STSLIB::StatsFtest can reuse them for its F-distribution implementation.

References: Student (1908), Biometrika 6(1); Press et al., Numerical Recipes 3rd ed., section 6.4.

Definition in file sts_ttest.h.