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