source: branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/TTest.cs @ 10635

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
 *
 * This file is part of HeuristicLab.
 *
 * HeuristicLab is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * HeuristicLab 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 General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
 */
#endregion

using System;
using System.Linq;
using HeuristicLab.Common;

namespace HeuristicLab.Analysis.Statistics {
  public class TTest {
    public static double Test(double[] data1, double[] data2) {
      double left, right, both;
      alglib.studentttest2(data1, data1.Length, data2, data2.Length, out both, out left, out right);
      return both;
    }

    public static double GetOptimalSampleSize(double[] data1, double[] data2, double conf = 0.95) {
      double result = 0.0;
      double t = alglib.invstudenttdistribution(data1.Length * 2 - 2, conf);

      double m1 = data1.Average();
      double m2 = data2.Average();
      double s1 = data1.StandardDeviation();
      double s2 = data2.StandardDeviation();

      result = Math.Pow(t, 2) * (Math.Pow(s1, 2) + Math.Pow(s2, 2)) / Math.Pow(m1 - m2, 2);
      return Math.Ceiling(result);
    }
  }
}