From e4861e7b50e432a40d4161d6d8f37095fb817e8c Mon Sep 17 00:00:00 2001
From: Antonin Portelli <antonin.portelli@me.com>
Date: Thu, 19 Jun 2025 22:24:50 +0100
Subject: [PATCH] Hotelling T2 p-value

---
 lib/LatAnalyze/Core/Math.cpp | 12 ++++++++++++
 lib/LatAnalyze/Core/Math.hpp |  1 +
 2 files changed, 13 insertions(+)

diff --git a/lib/LatAnalyze/Core/Math.cpp b/lib/LatAnalyze/Core/Math.cpp
index 16ab66d..bef4040 100644
--- a/lib/LatAnalyze/Core/Math.cpp
+++ b/lib/LatAnalyze/Core/Math.cpp
@@ -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);
diff --git a/lib/LatAnalyze/Core/Math.hpp b/lib/LatAnalyze/Core/Math.hpp
index 7ad4ad1..a11ed7b 100644
--- a/lib/LatAnalyze/Core/Math.hpp
+++ b/lib/LatAnalyze/Core/Math.hpp
@@ -160,6 +160,7 @@ namespace MATH_NAMESPACE
 {
     extern DoubleFunction chi2PValue;
     extern DoubleFunction chi2Ccdf;
+    extern DoubleFunction hotellingT2PValue;
 }
 
 END_LATAN_NAMESPACE