Examples of TDistribution

     * @throws MathException if an error occurs computing the p-value
     */
    protected double tTest(double m, double mu, double v, double n)
    throws MathException {
        double t = Math.abs(t(m, mu, v, n));
        TDistribution tDistribution = 
            getDistributionFactory().createTDistribution(n - 1);
        return 1.0 - tDistribution.cumulativeProbability(-t, t);
    }

Examples of org.apache.commons.math.distribution.TDistribution

            double n1, double n2)
    throws MathException {
        double t = Math.abs(t(m1, m2, v1, v2, n1, n2));
        double degreesOfFreedom = 0;
        degreesOfFreedom= df(v1, v2, n1, n2);
        TDistribution tDistribution =
            getDistributionFactory().createTDistribution(degreesOfFreedom);
        return 1.0 - tDistribution.cumulativeProbability(-t, t);
    }

Examples of org.apache.commons.math.distribution.TDistribution

            double v2, double n1, double n2)
    throws MathException {
        double t = Math.abs(t(m1, m2, v1, v2, n1, n2));
        double degreesOfFreedom = 0;
            degreesOfFreedom = (double) (n1 + n2 - 2);
        TDistribution tDistribution =
            getDistributionFactory().createTDistribution(degreesOfFreedom);
        return 1.0 - tDistribution.cumulativeProbability(-t, t);
    }

Examples of org.apache.commons.math.distribution.TDistribution

        double v2,
        double n1,
        double n2)
        throws MathException {
        double t = Math.abs(t(m1, m2, v1, v2, n1, n2));
        TDistribution tDistribution =
            DistributionFactory.newInstance().createTDistribution(
                df(v1, v2, n1, n2));
        return 1.0 - tDistribution.cummulativeProbability(-t, t);
    }

Examples of org.apache.commons.math.distribution.TDistribution

     * @return p-value
     */
    private double tTest(double m, double mu, double v, double n)
        throws MathException {
        double t = Math.abs(t(m, mu, v, n));
        TDistribution tDistribution =
            DistributionFactory.newInstance().createTDistribution(n - 1);
        return 1.0 - tDistribution.cummulativeProbability(-t, t);
    }

Examples of org.apache.commons.math.distribution.TDistribution

     *
     * @return matrix of p-values
     * @throws MathException if an error occurs estimating probabilities
     */
    public RealMatrix getCorrelationPValues() throws MathException {
        TDistribution tDistribution = new TDistributionImpl(nObs - 2);
        int nVars = correlationMatrix.getColumnDimension();
        double[][] out = new double[nVars][nVars];
        for (int i = 0; i < nVars; i++) {
            for (int j = 0; j < nVars; j++) {
                if (i == j) {
                    out[i][j] = 0d;
                } else {
                    double r = correlationMatrix.getEntry(i, j);
                    double t = Math.abs(r * Math.sqrt((nObs - 2)/(1 - r * r)));
                    out[i][j] = 2 * (1 - tDistribution.cumulativeProbability(t));
                }
            }
        }
        return new BlockRealMatrix(out);
    }

Examples of org.apache.commons.math3.distribution.TDistribution

     * @param df the degrees of freedom of the T distribution
     * @return random value from the T(df) distribution
     * @throws NotStrictlyPositiveException if {@code df <= 0}
     */
    public double nextT(double df) throws NotStrictlyPositiveException {
        return new TDistribution(getRandomGenerator(), df,
                TDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY).sample();
    }

Examples of org.apache.commons.math3.distribution.TDistribution

        if (alpha >= 1 || alpha <= 0) {
            throw new OutOfRangeException(LocalizedFormats.SIGNIFICANCE_LEVEL,
                                          alpha, 0, 1);
        }
        // No advertised NotStrictlyPositiveException here - will return NaN above
        TDistribution distribution = new TDistribution(n - 2);
        return getSlopeStdErr() *
            distribution.inverseCumulativeProbability(1d - alpha / 2d);
    }

Examples of org.apache.commons.math3.distribution.TDistribution

    public double getSignificance() {
        if (n < 3) {
            return Double.NaN;
        }
        // No advertised NotStrictlyPositiveException here - will return NaN above
        TDistribution distribution = new TDistribution(n - 2);
        return 2d * (1.0 - distribution.cumulativeProbability(
                    FastMath.abs(getSlope()) / getSlopeStdErr()));
    }

Examples of org.apache.commons.math3.distribution.TDistribution

     * @throws org.apache.commons.math3.exception.MaxCountExceededException
     * if an error occurs estimating probabilities
     * @throws NullPointerException if this instance was created with no data
     */
    public RealMatrix getCorrelationPValues() {
        TDistribution tDistribution = new TDistribution(nObs - 2);
        int nVars = correlationMatrix.getColumnDimension();
        double[][] out = new double[nVars][nVars];
        for (int i = 0; i < nVars; i++) {
            for (int j = 0; j < nVars; j++) {
                if (i == j) {
                    out[i][j] = 0d;
                } else {
                    double r = correlationMatrix.getEntry(i, j);
                    double t = FastMath.abs(r * FastMath.sqrt((nObs - 2)/(1 - r * r)));
                    out[i][j] = 2 * tDistribution.cumulativeProbability(-t);
                }
            }
        }
        return new BlockRealMatrix(out);
    }

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