/usr/include/variancetests.h is in libalglib-dev 2.6.0-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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Copyright (c) 2007, Sergey Bochkanov (ALGLIB project).
>>> SOURCE LICENSE >>>
This program 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 (www.fsf.org); either version 2 of the
License, or (at your option) any later version.
This program 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.
A copy of the GNU General Public License is available at
http://www.fsf.org/licensing/licenses
>>> END OF LICENSE >>>
*************************************************************************/
#ifndef _variancetests_h
#define _variancetests_h
#include "ap.h"
#include "ialglib.h"
#include "gammafunc.h"
#include "normaldistr.h"
#include "ibetaf.h"
#include "fdistr.h"
#include "igammaf.h"
#include "chisquaredistr.h"
/*************************************************************************
Two-sample F-test
This test checks three hypotheses about dispersions of the given samples.
The following tests are performed:
* two-tailed test (null hypothesis - the dispersions are equal)
* left-tailed test (null hypothesis - the dispersion of the first
sample is greater than or equal to the dispersion of the second
sample).
* right-tailed test (null hypothesis - the dispersion of the first
sample is less than or equal to the dispersion of the second sample)
The test is based on the following assumptions:
* the given samples have normal distributions
* the samples are independent.
Input parameters:
X - sample 1. Array whose index goes from 0 to N-1.
N - sample size.
Y - sample 2. Array whose index goes from 0 to M-1.
M - sample size.
Output parameters:
BothTails - p-value for two-tailed test.
If BothTails is less than the given significance level
the null hypothesis is rejected.
LeftTail - p-value for left-tailed test.
If LeftTail is less than the given significance level,
the null hypothesis is rejected.
RightTail - p-value for right-tailed test.
If RightTail is less than the given significance level
the null hypothesis is rejected.
-- ALGLIB --
Copyright 19.09.2006 by Bochkanov Sergey
*************************************************************************/
void ftest(const ap::real_1d_array& x,
int n,
const ap::real_1d_array& y,
int m,
double& bothtails,
double& lefttail,
double& righttail);
/*************************************************************************
One-sample chi-square test
This test checks three hypotheses about the dispersion of the given sample
The following tests are performed:
* two-tailed test (null hypothesis - the dispersion equals the given
number)
* left-tailed test (null hypothesis - the dispersion is greater than
or equal to the given number)
* right-tailed test (null hypothesis - dispersion is less than or
equal to the given number).
Test is based on the following assumptions:
* the given sample has a normal distribution.
Input parameters:
X - sample 1. Array whose index goes from 0 to N-1.
N - size of the sample.
Variance - dispersion value to compare with.
Output parameters:
BothTails - p-value for two-tailed test.
If BothTails is less than the given significance level
the null hypothesis is rejected.
LeftTail - p-value for left-tailed test.
If LeftTail is less than the given significance level,
the null hypothesis is rejected.
RightTail - p-value for right-tailed test.
If RightTail is less than the given significance level
the null hypothesis is rejected.
-- ALGLIB --
Copyright 19.09.2006 by Bochkanov Sergey
*************************************************************************/
void onesamplevariancetest(const ap::real_1d_array& x,
int n,
double variance,
double& bothtails,
double& lefttail,
double& righttail);
#endif
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