Changeset 11691 for branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/TTest.cs

Timestamp:

12/16/14 23:55:48 (9 years ago)

Author:

ascheibe

Message:

#2031

• expanded documentation for statistical testing view
• changed t-test to unpooled method
• removed sample size determination for t-test as this is probably not correct

File:

• branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/TTest.cs (modified) (2 diffs)

branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/TTest.cs

@@ -20 +20 @@
 #endregion
 
-using System;
-using System.Linq;
-using HeuristicLab.Common;
 
 namespace HeuristicLab.Analysis.Statistics {
@@ -28 +25 @@
     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);
+      alglib.unequalvariancettest(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);
     }
   }