Module: StatC::Test::T

Defined in:
ext/stat_c/stat_c.c,
ext/stat_c/stat_c.c

Overview

Module containing T test methods.

Class Method Summary collapse

Class Method Details

.dof_welch(var1, len1, var2, len2) ⇒ Numeric

Note:

Uses non pooled variance

Calculate degrees of freedom for Welch’s t statistic

Examples:

Get dof for two samples

StatC::Test::T.dof_welch(2.3, 5, 1.282, 5).round(2) #=> 7.40

Parameters:

  • var1 (Numeric) —

    sample variance of sample 1

  • len1 (Numeric) —

    size of sample 1

  • var2 (Numeric) —

    sample variance of sample 2

  • len1 (Numeric) —

    size of sample 2

Returns:

  • (Numeric) —

    dof

Raises:



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# File 'ext/stat_c/stat_c.c', line 254

static VALUE
sc_dof_welch(VALUE obj,
             VALUE var1, VALUE len1,
             VALUE var2, VALUE len2)
{
  double v1, l1, v2, l2, num, denom, val, d1, d2;

  v1 = NUM2DBL(var1);
  l1 = NUM2DBL(len1);

  v2 = NUM2DBL(var2);
  l2 = NUM2DBL(len2);

  if (l1 <= 0 || l2 <= 0) {
    rb_raise(sc_eError, "Sample sizes must be > 0");
  }

  num = pow( (v1 / l1) + (v2 / l2), 2);

  d1 = pow(l1, 2) * (l1 - 1);
  d2 = pow(l2, 2) * (l2 - 1);

  if (d1 == 0|| d2 == 0) {
    rb_raise(sc_eError, "Divide by zero error");
  }

  denom =
    (pow(v1, 2) / d1) + (pow(v2, 2) / d2);

  if (denom == 0) {
    rb_raise(sc_eError, "Divide by zero error");
  }

  val = num / denom;

  return DBL2NUM(val);

}

.t_stat_welch(mean1, var1, len1, mean2, var2, len2) ⇒ Numeric

Calculate Welch’s t statistic

Examples:

Get Welch’s t stat for two samples

StatC::Test::T.t_stat_welch(-0.1, 2.3, 5, 2.42, 1.282, 5).round(2) #=> -2.98

Parameters:

  • mean1 (Numeric) —

    mean of sample 1

  • var1 (Numeric) —

    sample variance of sample 1

  • len1 (Numeric) —

    size of sample 1

  • mean2 (Numeric) —

    mean of sample 2

  • var2 (Numeric) —

    sample variance of sample 2

  • len1 (Numeric) —

    size of sample 2

Returns:

  • (Numeric) —

    Welch’s t statistic

Raises:



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# File 'ext/stat_c/stat_c.c', line 209

static VALUE
sc_t_stat_welch(VALUE obj,
                VALUE mean1, VALUE var1, VALUE len1,
                VALUE mean2, VALUE var2, VALUE len2)
{
  double m1, v1, l1, m2, v2, l2, val;

  m1 = NUM2DBL(mean1);
  v1 = NUM2DBL(var1);
  l1 = NUM2DBL(len1);

  m2 = NUM2DBL(mean2);
  v2 = NUM2DBL(var2);
  l2 = NUM2DBL(len2);

  if (l1 <= 0 || l2 <= 0) {
    rb_raise(sc_eError, "Sample sizes must be > 0");
  }

  val = (v1 / l1) + (v2 / l2);

  if (val == 0.0) {
    rb_raise(sc_eError, "Divide by zero error");
  }

  return DBL2NUM((m1 - m2) / sqrt(val));
}