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Hotelling T2 p-value

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This commit is contained in:
Antonin Portelli
2025-06-19 22:24:50 +01:00
parent ee60d083c8
commit e4861e7b50
2 changed files with 13 additions and 0 deletions
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12
lib/LatAnalyze/Core/Math.cpp
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@ -166,5 +166,17 @@ auto chi2CcdfVecFunc = [](const double arg[2])
return gsl_cdf_chisq_Q(arg[0], arg[1]);
};
auto hotellingT2PValueVecFunc = [](const double arg[3])
{
double T2 = arg[0];
double n = arg[1];
double p = arg[2];
double F = (n - p) / (p * (n - 1)) * T2;
double p_value = 1.0 - gsl_cdf_fdist_P(F, p, n - p);
return p_value;
};
DoubleFunction MATH_NAMESPACE::chi2PValue(chi2PValueVecFunc, 2);
DoubleFunction MATH_NAMESPACE::chi2Ccdf(chi2CcdfVecFunc, 2);
DoubleFunction MATH_NAMESPACE::hotellingT2PValue(hotellingT2PValueVecFunc, 3);

1
lib/LatAnalyze/Core/Math.hpp
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@ -160,6 +160,7 @@ namespace MATH_NAMESPACE
{
extern DoubleFunction chi2PValue;
extern DoubleFunction chi2Ccdf;
extern DoubleFunction hotellingT2PValue;
}
END_LATAN_NAMESPACE