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p-value now 2-sided and added chi^2 CCDF

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This commit is contained in:
Antonin Portelli 2019-12-12 18:04:33 +00:00
parent d30303bb54
commit 0ca4e0ef17
8 changed files with 53 additions and 4 deletions
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5
examples/Makefile.am
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@ -17,6 +17,7 @@ noinst_PROGRAMS = \
exMathInterpreter \
exMin \
exPlot \
exPValue \
exRand \
exRootFinder
@ -60,6 +61,10 @@ exPlot_SOURCES = exPlot.cpp
exPlot_CXXFLAGS = $(COM_CXXFLAGS)
exPlot_LDFLAGS = -L../lib/.libs -lLatAnalyze
exPValue_SOURCES = exPValue.cpp
exPValue_CXXFLAGS = $(COM_CXXFLAGS)
exPValue_LDFLAGS = -L../lib/.libs -lLatAnalyze
exRand_SOURCES = exRand.cpp
exRand_CXXFLAGS = $(COM_CXXFLAGS)
exRand_LDFLAGS = -L../lib/.libs -lLatAnalyze

23
examples/exPValue.cpp Normal file
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@ -0,0 +1,23 @@
#include <LatAnalyze/Core/Math.hpp>
using namespace std;
using namespace Latan;
int main(int argc, char* argv[])
{
double chi2, ndof;
if (argc != 3)
{
cerr << "usage: " << argv[0] << " <chi^2> <ndof>" << endl;
return EXIT_FAILURE;
}
chi2 = strTo<double>(argv[1]);
ndof = strTo<double>(argv[2]);
cout << "Two-sided p-value: " << Math::chi2PValue(chi2, ndof) << endl;
cout << "chi^2 CCDF : " << Math::chi2Ccdf(chi2, ndof) << endl;
return EXIT_SUCCESS;
}

6
lib/Core/Math.cpp
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@ -107,8 +107,14 @@ DEF_STD_FUNC_1ARG(fabs)
// p-value
auto chi2PValueVecFunc = [](const double arg[2])
{
return 2.*min(gsl_cdf_chisq_P(arg[0], arg[1]), gsl_cdf_chisq_Q(arg[0], arg[1]));
};
auto chi2CcdfVecFunc = [](const double arg[2])
{
return gsl_cdf_chisq_Q(arg[0], arg[1]);
};
DoubleFunction MATH_NAMESPACE::chi2PValue(chi2PValueVecFunc, 2);
DoubleFunction MATH_NAMESPACE::chi2Ccdf(chi2CcdfVecFunc, 2);

1
lib/Core/Math.hpp
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@ -152,6 +152,7 @@ DECL_STD_FUNC(fabs)
namespace MATH_NAMESPACE
{
extern DoubleFunction chi2PValue;
extern DoubleFunction chi2Ccdf;
}
END_LATAN_NAMESPACE

10
lib/Statistics/XYSampleData.cpp
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@ -62,6 +62,11 @@ double SampleFitResult::getPValue(const Index s) const
return Math::chi2PValue(getChi2(s), getNDof());
}
double SampleFitResult::getCcdf(const Index s) const
{
return Math::chi2Ccdf(getChi2(s), getNDof());
}
const DoubleFunction & SampleFitResult::getModel(const Index s,
const Index j) const
{
@ -98,8 +103,9 @@ void SampleFitResult::print(const bool printXsi, ostream &out) const
Index pMax = printXsi ? size() : nPar_;
DMat err = this->variance().cwiseSqrt();
sprintf(buf, "chi^2/dof= %.1e/%d= %.2e -- p-value= %.2e", getChi2(),
static_cast<int>(getNDof()), getChi2PerDof(), getPValue());
sprintf(buf, "chi^2/dof= %.1e/%d= %.2e -- chi^2 CCDF= %.2e -- p-value= %.2e",
getChi2(), static_cast<int>(getNDof()), getChi2PerDof(), getCcdf(),
getPValue());
out << buf << endl;
for (Index p = 0; p < pMax; ++p)
{

1
lib/Statistics/XYSampleData.hpp
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@ -49,6 +49,7 @@ public:
double getNDof(void) const;
Index getNPar(void) const;
double getPValue(const Index s = central) const;
double getCcdf(const Index s = central) const;
const DoubleFunction & getModel(const Index s = central,
const Index j = 0) const;
const DoubleFunctionSample & getModel(const PlaceHolder ph,

10
lib/Statistics/XYStatData.cpp
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@ -55,6 +55,11 @@ double FitResult::getPValue(void) const
return Math::chi2PValue(getChi2(), getNDof());;
}
double FitResult::getCcdf(void) const
{
return Math::chi2Ccdf(getChi2(), getNDof());;
}
const DoubleFunction & FitResult::getModel(const Index j) const
{
return model_[j];
@ -66,8 +71,9 @@ void FitResult::print(const bool printXsi, ostream &out) const
char buf[256];
Index pMax = printXsi ? size() : nPar_;
sprintf(buf, "chi^2/dof= %.1e/%d= %.2e -- p-value= %.2e", getChi2(),
static_cast<int>(getNDof()), getChi2PerDof(), getPValue());
sprintf(buf, "chi^2/dof= %.1e/%d= %.2e -- chi^2 CCDF= %.2e -- p-value= %.2e",
getChi2(), static_cast<int>(getNDof()), getChi2PerDof(), getCcdf(),
getPValue());
out << buf << endl;
for (Index p = 0; p < pMax; ++p)
{

1
lib/Statistics/XYStatData.hpp
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@ -47,6 +47,7 @@ public:
double getNDof(void) const;
Index getNPar(void) const;
double getPValue(void) const;
double getCcdf(void) const;
const DoubleFunction & getModel(const Index j = 0) const;
// IO
void print(const bool printXsi = false,