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empirical p-value function

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Antonin Portelli
2025-07-01 17:07:37 +01:00
parent b0782552d1
commit e72d8669b1
3 changed files with 18 additions and 1 deletions
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3
examples/exRand.cpp
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@ -32,9 +32,10 @@ int main(void)
for (double s = 1.; s < 5.; ++s)
{
auto ci = h.confidenceInterval(s);
cout << static_cast<int>(s) << " sigma(s) interval= [";
cout << ci.first << ", " << ci.second << "]" << endl;
cout << "P(X > " << s << ") = " << h.pValue(s) + 1. - h.pValue(-s) << endl;
}
p << PlotHistogram(h);
p << PlotFunction(compile("return exp(-x_0^2/2)/sqrt(2*pi);", 1), -5., 5.);

14
lib/LatAnalyze/Statistics/Histogram.cpp
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@ -162,6 +162,20 @@ double Histogram::operator()(const double x) const
return (*this)[static_cast<Index>(i)];
}
// p-value P(x > x0) ///////////////////////////////////////////////////////////
double Histogram::pValue(const double x0) const
{
Index n = data_.size();
double count = 0.;
FOR_STAT_ARRAY(data_, s)
{
count += (data_[s] > x0) ? 1. : 0.;
}
return count/n;
}
// percentiles & confidence interval ///////////////////////////////////////////
double Histogram::percentile(const double p) const
{

2
lib/LatAnalyze/Statistics/Histogram.hpp
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@ -54,6 +54,8 @@ public:
double getX(const Index i) const;
double operator[](const Index i) const;
double operator()(const double x) const;
// p-value P(x > x0)
double pValue(const double x0) const;
// percentiles & confidence interval
double percentile(const double p) const;
double median(void) const;