#include <xmath.h>

Static Public Member Functions
static void	ChiSquareOne (const TFltV &ObservedBinV, const TFltV &ExpectedBinV, double &ChiSquareVal, double &SignificancePrb)
static void	ChiSquareTwo (const TFltV &ObservedBin1V, const TFltV &ObservedBin2V, double &ChiSquareVal, double &SignificancePrb)
static void	TTest (const TFltV &ValV1, const TFltV &ValV2, double &TTestVal, double &TTestPrb)
static void	KsTest (const TFltV &ValV1, const TFltV &ValV2, double &DStat, double &PVal)
static void	KsTest (const TFltPrV &ValCntV1, const TFltPrV &ValCntV2, double &DStat, double &PVal)
Static Private Member Functions
static void	AveVar (const TFltV &ValV, double &Ave, double &Var)
static double	KsProb (const double &Alam)

Detailed Description

Definition at line 292 of file xmath.h.

Member Function Documentation

void TStatTest::AveVar	(	const TFltV &	ValV,
		double &	Ave,
		double &	Var
	)		`[static, private]`

Definition at line 579 of file xmath.cpp.

References TVec< TVal, TSizeTy >::Len().

                                                                 {
  Ave=0;
  for (int ValN=0; ValN<ValV.Len(); ValN++){
    Ave+=ValV[ValN];}
  Ave/=ValV.Len();
  Var=0;
  double ep=0;
  for (int ValN=0; ValN<ValV.Len(); ValN++){
    double s=ValV[ValN]-Ave;
    ep+=s;
    Var+=s*s;
  }
  Var=(Var-ep*ep/ValV.Len())/(ValV.Len()-1);
}

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void TStatTest::ChiSquareOne	(	const TFltV &	ObservedBinV,
		const TFltV &	ExpectedBinV,
		double &	ChiSquareVal,
		double &	SignificancePrb
	)		`[static]`

Definition at line 609 of file xmath.cpp.

References TSpecFunc::GammaQ(), IAssert, and TVec< TVal, TSizeTy >::Len().

                                               {
  IAssert(ObservedBinV.Len()==ExpectedBinV.Len());
  int Bins=ObservedBinV.Len();
  int Constraints=0;
  int DegreesOfFreedom=Bins-Constraints;
  ChiSquareVal=0.0;
  for (int BinN=0; BinN<Bins; BinN++){
    IAssert(ExpectedBinV[BinN]>0);
    double BinDiff=ObservedBinV[BinN]-ExpectedBinV[BinN];
    ChiSquareVal+=BinDiff*BinDiff/ExpectedBinV[BinN];
  }
  SignificancePrb=
   TSpecFunc::GammaQ(0.5*(DegreesOfFreedom), 0.5*(ChiSquareVal));
}

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void TStatTest::ChiSquareTwo	(	const TFltV &	ObservedBin1V,
		const TFltV &	ObservedBin2V,
		double &	ChiSquareVal,
		double &	SignificancePrb
	)		`[static]`

Definition at line 626 of file xmath.cpp.

References TSpecFunc::GammaQ(), IAssert, and TVec< TVal, TSizeTy >::Len().

                                               {
  IAssert(ObservedBin1V.Len()==ObservedBin1V.Len());
  int Bins=ObservedBin1V.Len();
  int Constraints=0;
  int DegreesOfFreedom=Bins-Constraints;
  ChiSquareVal=0.0;
  for (int BinN=0; BinN<Bins; BinN++){
    if ((ObservedBin1V[BinN]==0.0) && (ObservedBin2V[BinN]==0.0)){
      DegreesOfFreedom--;
    } else {
      double BinDiff=ObservedBin1V[BinN]-ObservedBin2V[BinN];
      ChiSquareVal+=BinDiff*BinDiff/(ObservedBin1V[BinN]+ObservedBin2V[BinN]);
    }
  }
  SignificancePrb=
   TSpecFunc::GammaQ(0.5*(DegreesOfFreedom),0.5*(ChiSquareVal));
}

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double TStatTest::KsProb ( const double & Alam ) [static, private]

Definition at line 594 of file xmath.cpp.

Referenced by KsTest().

                                           {
  const double EPS1 = 0.001;
  const double EPS2 = 1.0e-8;
  double a2 = -2.0*Alam*Alam, fac = 2.0, sum = 0.0, term, termbf = 0.0;
  for (int j=1; j <= 100; j++) {
    term = fac*exp(a2*j*j);
    sum += term;
    if (fabs(term) <= EPS1*termbf || fabs(term) <= EPS2*sum)
      return sum;
    fac = -fac;
    termbf = fabs(term);
  }
  return 1.0;
}

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void TStatTest::KsTest	(	const TFltV &	ValV1,
		const TFltV &	ValV2,
		double &	DStat,
		double &	PVal
	)		`[static]`

Definition at line 667 of file xmath.cpp.

References IAssert, TVec< TVal, TSizeTy >::IsSorted(), KsProb(), TVec< TVal, TSizeTy >::Len(), and TMath::Mx().

                                                                                          {
  IAssert(ValV1.IsSorted() && ValV2.IsSorted());
  int i1=0, i2=0;
  double CumSum1=0.0, CumSum2=0.0, Cdf1=0.0, Cdf2=0.0;
  const double N1 = ValV1.Len();
  const double N2 = ValV2.Len();
  if (! (N1 > 0.0 && N2 > 0.0)) { DStat = 1.0;  PVal = 0.0;  return; }
  DStat=0.0; PVal=0.0;
  while (i1 < ValV1.Len() && i2 < ValV2.Len()) {
    const double X1 = ValV1[i1];
    const double X2 = ValV2[i2];
    if (X1 <= X2) {
      CumSum1 += 1;
      Cdf1 = (CumSum1 / N1);
      i1++;
    }
    if (X2 <= X1) {
      CumSum2 += 1;
      Cdf2 = (CumSum2 / N2);
      i2++;
    }
    DStat = TMath::Mx(DStat, fabs(Cdf1 - Cdf2));
  }
  const double En = sqrt( N1*N2 / (N1+N2));
  PVal = TStatTest::KsProb((En+0.12+0.11/En)*DStat);
}

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void TStatTest::KsTest	(	const TFltPrV &	ValCntV1,
		const TFltPrV &	ValCntV2,
		double &	DStat,
		double &	PVal
	)		`[static]`

Definition at line 694 of file xmath.cpp.

References IAssert, TVec< TVal, TSizeTy >::IsSorted(), KsProb(), TVec< TVal, TSizeTy >::Len(), and TMath::Mx().

                                                                                                    {
  IAssert(ValCntV1.IsSorted() && ValCntV2.IsSorted());
  int i1=0, i2=0;
  double N1=0.0, N2=0.0, CumSum1=0.0, CumSum2=0.0, Cdf1=0.0, Cdf2=0.0;
  DStat=0.0;  PVal=0.0;
  for (int i = 0; i < ValCntV1.Len(); i++) N1 += ValCntV1[i].Val2;
  for (int i = 0; i < ValCntV2.Len(); i++) N2 += ValCntV2[i].Val2;
  if (! (N1 > 0.0 && N2 > 0.0)) { DStat = 1.0;  PVal = 0.0;  return; }

  while (i1 < ValCntV1.Len() && i2 < ValCntV2.Len()) {
    const double X1 = ValCntV1[i1].Val1;
    const double X2 = ValCntV2[i2].Val1;
    if (X1 <= X2) {
      CumSum1 += ValCntV1[i1].Val2;
      Cdf1 = (CumSum1 / N1);
      i1++;
    }
    if (X2 <= X1) {
      CumSum2 += ValCntV2[i2].Val2;
      Cdf2 = (CumSum2 / N2);
      i2++;
    }
    DStat = TMath::Mx(DStat, fabs(Cdf1 - Cdf2));
  }
  const double En = sqrt( N1*N2 / (N1+N2));
  PVal = TStatTest::KsProb((En+0.12+0.11/En)*DStat);
}

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void TStatTest::TTest	(	const TFltV &	ValV1,
		const TFltV &	ValV2,
		double &	TTestVal,
		double &	TTestPrb
	)		`[static]`

Definition at line 646 of file xmath.cpp.

References TSpecFunc::BetaI(), TVec< TVal, TSizeTy >::Len(), TMom::New(), and TMath::Sqr().

                                                                            {
  /*double Ave1; double Var1;
  AveVar(ValV1, Ave1, Var1);
  double Ave2; double Var2;
  AveVar(ValV2, Ave2, Var2);*/

  PMom Val1Mom=TMom::New(ValV1);
  PMom Val2Mom=TMom::New(ValV2);
  double ave1=Val1Mom->GetMean();
  double ave2=Val2Mom->GetMean();
  double var1=Val1Mom->GetVari();
  double var2=Val2Mom->GetVari();
  int n1=ValV1.Len();
  int n2=ValV2.Len();

  TTestVal=(ave1-ave2)/sqrt(var1/n1+var2/n2);
  double df=TMath::Sqr(var1/n1+var2/n2)/(TMath::Sqr(var1/n1)/(n1-1)+TMath::Sqr(var2/n2)/(n2-1));
  TTestPrb=TSpecFunc::BetaI(0.5*df, 0.5, df/(df+TMath::Sqr(TTestVal)));
}

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The documentation for this class was generated from the following files:

glib-core/xmath.h
glib-core/xmath.cpp

Static Public Member Functions

Static Private Member Functions

Detailed Description

Member Function Documentation