// (C) Copyright Nick Thompson 2019. // Use, modification and distribution are subject to the // Boost Software License, Version 1.0. (See accompanying file // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) #ifndef BOOST_MATH_STATISTICS_T_TEST_HPP #define BOOST_MATH_STATISTICS_T_TEST_HPP #include #include #include #include #include namespace boost::math::statistics { template std::pair one_sample_t_test(Real sample_mean, Real sample_variance, Real num_samples, Real assumed_mean) { using std::sqrt; typedef boost::math::policies::policy< boost::math::policies::promote_float, boost::math::policies::promote_double > no_promote_policy; Real test_statistic = (sample_mean - assumed_mean)/sqrt(sample_variance/num_samples); auto student = boost::math::students_t_distribution(num_samples - 1); Real pvalue; if (test_statistic > 0) { pvalue = 2*boost::math::cdf(student, -test_statistic);; } else { pvalue = 2*boost::math::cdf(student, test_statistic); } return std::make_pair(test_statistic, pvalue); } template auto one_sample_t_test(ForwardIterator begin, ForwardIterator end, typename std::iterator_traits::value_type assumed_mean) { using Real = typename std::iterator_traits::value_type; auto [mu, s_sq] = mean_and_sample_variance(begin, end); return one_sample_t_test(mu, s_sq, Real(std::distance(begin, end)), assumed_mean); } template auto one_sample_t_test(Container const & v, typename Container::value_type assumed_mean) { return one_sample_t_test(v.begin(), v.end(), assumed_mean); } } #endif