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// (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 <cmath>
#include <iterator>
#include <utility>
#include <boost/math/distributions/students_t.hpp>
#include <boost/math/statistics/univariate_statistics.hpp>
namespace boost::math::statistics {
template<typename Real>
std::pair<Real, Real> 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<false>,
boost::math::policies::promote_double<false> >
no_promote_policy;
Real test_statistic = (sample_mean - assumed_mean)/sqrt(sample_variance/num_samples);
auto student = boost::math::students_t_distribution<Real, no_promote_policy>(num_samples - 1);
Real pvalue;
if (test_statistic > 0) {
pvalue = 2*boost::math::cdf<Real>(student, -test_statistic);;
}
else {
pvalue = 2*boost::math::cdf<Real>(student, test_statistic);
}
return std::make_pair(test_statistic, pvalue);
}
template<class ForwardIterator>
auto one_sample_t_test(ForwardIterator begin, ForwardIterator end, typename std::iterator_traits<ForwardIterator>::value_type assumed_mean) {
using Real = typename std::iterator_traits<ForwardIterator>::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<class Container>
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
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