sts_ftest.h File Reference

One-way ANOVA F-test with exact p-values for comparing two or more independent groups. More...

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

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Classes
struct	STSLIB::StatsFtestResult
	Per-call output of a one-way ANOVA F-test: F-statistics, p-values, and between/within degrees of freedom. More...
class	STSLIB::StatsFtest
	One-way ANOVA F-test 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

One-way ANOVA F-test with exact p-values for comparing two or more independent groups.

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 a one-way ANOVA on a list of k matrices, each holding n_g observations of the same set of variables. For each variable (column) the routine partitions the total sum-of-squares into the between-group and within-group components and forms \(F = \mathrm{MS}_\text{between} / \mathrm{MS}_\text{within}\) with k-1 numerator and N-k denominator degrees of freedom, where N = sum of all n_g.

The null hypothesis is equality of the group means; the alternative is that at least one group mean differs. P-values come from the exact F CDF expressed via the regularised incomplete beta function that STSLIB::StatsTtest already exposes, so the two test families remain numerically consistent. The F-statistic is also the natural cluster-forming statistic for STSLIB::StatsCluster::fTestPermutationTest.

Reference: Fisher (1925), Statistical Methods for Research Workers, chapter 7.

Definition in file sts_ftest.h.