// This may look like C code, but it is really -*- C++ -*- /* Copyright (C) 1988 Free Software Foundation written by Dirk Grunwald (grunwald@cs.uiuc.edu) This file is part of the GNU C++ Library. This library is free software; you can redistribute it and/or modify it under the terms of the GNU Library General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Library General Public License for more details. You should have received a copy of the GNU Library General Public License along with this library; if not, write to the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. */ #ifdef __GNUG__ #pragma implementation #endif #include #include #include // error handling void default_SampleStatistic_error_handler(const char* msg) { cerr << "Fatal SampleStatistic error. " << msg << "\n"; exit(1); } one_arg_error_handler_t SampleStatistic_error_handler = default_SampleStatistic_error_handler; one_arg_error_handler_t set_SampleStatistic_error_handler(one_arg_error_handler_t f) { one_arg_error_handler_t old = SampleStatistic_error_handler; SampleStatistic_error_handler = f; return old; } void SampleStatistic::error(const char* msg) { (*SampleStatistic_error_handler)(msg); } // t-distribution: given p-value and degrees of freedom, return t-value // adapted from Peizer & Pratt JASA, vol63, p1416 double tval(double p, int df) { double t; int positive = p >= 0.5; p = (positive)? 1.0 - p : p; if (p <= 0.0 || df <= 0) t = HUGE; else if (p == 0.5) t = 0.0; else if (df == 1) t = 1.0 / tan((p + p) * 1.57079633); else if (df == 2) t = sqrt(1.0 / ((p + p) * (1.0 - p)) - 2.0); else { double ddf = df; double a = sqrt(log(1.0 / (p * p))); double aa = a * a; a = a - ((2.515517 + (0.802853 * a) + (0.010328 * aa)) / (1.0 + (1.432788 * a) + (0.189269 * aa) + (0.001308 * aa * a))); t = ddf - 0.666666667 + 1.0 / (10.0 * ddf); t = sqrt(ddf * (exp(a * a * (ddf - 0.833333333) / (t * t)) - 1.0)); } return (positive)? t : -t; } void SampleStatistic::reset() { n = 0; x = x2 = 0.0; maxValue = -HUGE; minValue = HUGE; } void SampleStatistic::operator+=(double value) { n += 1; x += value; x2 += (value * value); if ( minValue > value) minValue = value; if ( maxValue < value) maxValue = value; } double SampleStatistic::mean() { if ( n > 0) { return (x / n); } else { return ( 0.0 ); } } double SampleStatistic::var() { if ( n > 1) { return(( x2 - ((x * x) / n)) / ( n - 1)); } else { return ( 0.0 ); } } double SampleStatistic::stdDev() { if ( n <= 0 || this -> var() <= 0) { return(0); } else { return( (double) sqrt( var() ) ); } } double SampleStatistic::confidence(int interval) { int df = n - 1; if (df <= 0) return HUGE; double t = tval(double(100 + interval) * 0.005, df); if (t == HUGE) return t; else return (t * stdDev()) / sqrt(double(n)); } double SampleStatistic::confidence(double p_value) { int df = n - 1; if (df <= 0) return HUGE; double t = tval((1.0 + p_value) * 0.5, df); if (t == HUGE) return t; else return (t * stdDev()) / sqrt(double(n)); }