Examples of TDistribution

                           final double v, final double n)
        throws MaxCountExceededException, MathIllegalArgumentException {


        final double t = FastMath.abs(t(m, mu, v, n));
        // pass a null rng to avoid unneeded overhead as we will not sample from this distribution
        final TDistribution distribution = new TDistribution(null, n - 1);
        return 2.0 * distribution.cumulativeProbability(-t);


    }

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

        throws MaxCountExceededException, NotStrictlyPositiveException {


        final double t = FastMath.abs(t(m1, m2, v1, v2, n1, n2));
        final double degreesOfFreedom = df(v1, v2, n1, n2);
        // pass a null rng to avoid unneeded overhead as we will not sample from this distribution
        final TDistribution distribution = new TDistribution(null, degreesOfFreedom);
        return 2.0 * distribution.cumulativeProbability(-t);


    }

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

        throws MaxCountExceededException, NotStrictlyPositiveException {


        final double t = FastMath.abs(homoscedasticT(m1, m2, v1, v2, n1, n2));
        final double degreesOfFreedom = n1 + n2 - 2;
        // pass a null rng to avoid unneeded overhead as we will not sample from this distribution
        final TDistribution distribution = new TDistribution(null, degreesOfFreedom);
        return 2.0 * distribution.cumulativeProbability(-t);


    }

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

        TestUtils.assertChiSquareAccept(expected, counts, 0.001);
    }


    @Test
    public void testNextT() {
        double[] quartiles = TestUtils.getDistributionQuartiles(new TDistribution(10));
        long[] counts = new long[4];
        randomData.reSeed(1000);
        for (int i = 0; i < 1000; i++) {
            double value = randomData.nextT(10);
            TestUtils.updateCounts(value, counts, quartiles);

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

    public double getSlopeConfidenceInterval(final double alpha) {
        if (alpha >= 1 || alpha <= 0) {
            throw new OutOfRangeException(LocalizedFormats.SIGNIFICANCE_LEVEL,
                                          alpha, 0, 1);
        }
        TDistribution distribution = new TDistribution(n - 2);
        return getSlopeStdErr() *
            distribution.inverseCumulativeProbability(1d - alpha / 2d);
    }

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

     * @return significance level for slope/correlation
     * @throws org.apache.commons.math3.exception.MaxCountExceededException
     * if the significance level can not be computed.
     */
    public double getSignificance() {
        TDistribution distribution = new TDistribution(n - 2);
        return 2d * (1.0 - distribution.cumulativeProbability(
                    FastMath.abs(getSlope()) / getSlopeStdErr()));
    }

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
     * @since 2.2
     */
    public double nextT(double df) {
        return nextInversionDeviate(new TDistribution(df));
    }

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

     * @return matrix of p-values
     * @throws org.apache.commons.math3.exception.MaxCountExceededException
     * if an error occurs estimating probabilities
     */
    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);
    }

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

    protected double tTest(final double m, final double mu,
                           final double v, final double n)
        throws MaxCountExceededException {


        double t = FastMath.abs(t(m, mu, v, n));
        TDistribution distribution = new TDistribution(n - 1);
        return 2.0 * distribution.cumulativeProbability(-t);


    }

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

                           final double n1, final double n2)
        throws MaxCountExceededException {


        final double t = FastMath.abs(t(m1, m2, v1, v2, n1, n2));
        final double degreesOfFreedom = df(v1, v2, n1, n2);
        TDistribution distribution = new TDistribution(degreesOfFreedom);
        return 2.0 * distribution.cumulativeProbability(-t);


    }

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