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empirical p-value function
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@ -162,6 +162,20 @@ double Histogram::operator()(const double x) const
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return (*this)[static_cast<Index>(i)];
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}
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// p-value P(x > x0) ///////////////////////////////////////////////////////////
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double Histogram::pValue(const double x0) const
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{
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Index n = data_.size();
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double count = 0.;
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FOR_STAT_ARRAY(data_, s)
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{
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count += (data_[s] > x0) ? 1. : 0.;
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}
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return count/n;
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}
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// percentiles & confidence interval ///////////////////////////////////////////
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double Histogram::percentile(const double p) const
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{
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@ -54,6 +54,8 @@ public:
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double getX(const Index i) const;
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double operator[](const Index i) const;
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double operator()(const double x) const;
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// p-value P(x > x0)
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double pValue(const double x0) const;
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// percentiles & confidence interval
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double percentile(const double p) const;
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double median(void) const;
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