| 1 | #pragma once |
| 2 | |
| 3 | #include <array> |
| 4 | #include <string> |
| 5 | #include <map> |
| 6 | |
| 7 | /** |
| 8 | * About: |
| 9 | * This is implementation of Independent two-sample t-test |
| 10 | * Read about it on https://en.wikipedia.org/wiki/Student%27s_t-test (Equal or unequal sample sizes, equal variance) |
| 11 | * |
| 12 | * Usage: |
| 13 | * It's it used to assume with some level of confidence that two distributions don't differ. |
| 14 | * Values can be added with t_test.add(0/1, value) and after compared and reported with compareAndReport(). |
| 15 | */ |
| 16 | class StudentTTest |
| 17 | { |
| 18 | private: |
| 19 | struct DistributionData |
| 20 | { |
| 21 | size_t size = 0; |
| 22 | double sum = 0; |
| 23 | double squares_sum = 0; |
| 24 | |
| 25 | void add(double value) |
| 26 | { |
| 27 | ++size; |
| 28 | sum += value; |
| 29 | squares_sum += value * value; |
| 30 | } |
| 31 | |
| 32 | double avg() const |
| 33 | { |
| 34 | return sum / size; |
| 35 | } |
| 36 | |
| 37 | double var() const |
| 38 | { |
| 39 | return (squares_sum - (sum * sum / size)) / static_cast<double>(size - 1); |
| 40 | } |
| 41 | |
| 42 | void clear() |
| 43 | { |
| 44 | size = 0; |
| 45 | sum = 0; |
| 46 | squares_sum = 0; |
| 47 | } |
| 48 | }; |
| 49 | |
| 50 | std::array<DistributionData, 2> data {}; |
| 51 | |
| 52 | public: |
| 53 | void clear(); |
| 54 | |
| 55 | void add(size_t distribution, double value); |
| 56 | |
| 57 | /// Confidence_level_index can be set in range [0, 5]. Corresponding values can be found above. TODO: Trash - no separation of concepts in code. |
| 58 | std::pair<bool, std::string> compareAndReport(size_t confidence_level_index = 5) const; |
| 59 | }; |
| 60 | |