Hotelling T2 p-value

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);

lib/LatAnalyze/Core/Math.hpp

@@ -160,6 +160,7 @@ namespace MATH_NAMESPACE
 {
     extern DoubleFunction chi2PValue;
     extern DoubleFunction chi2Ccdf;
+    extern DoubleFunction hotellingT2PValue;
 }
 
 END_LATAN_NAMESPACE

lib/LatAnalyze/Core/Plot.cpp

@@ -511,6 +511,36 @@ PlotImpulses::PlotImpulses(const DVec &x, const DVec &y)
     setCommand("'" + tmpFileName + "' u 1:2 w impulses");
 }
 
+// PlotGrid constructor ////////////////////////////////////////////////////////
+PlotGrid::PlotGrid(const DVec &x, const DVec &y, const DMat &value)
+{
+    if (x.size() != value.rows())
+    {        
+        LATAN_ERROR(Size, "x vector does not have the same size as value matrix rows");
+    }
+    if (y.size() != value.cols())
+    {        
+        LATAN_ERROR(Size, "y vector does not have the same size as value matrix columns");
+    } 
+    if (value.rows() < 2 || value.cols() < 2)
+    {
+        LATAN_ERROR(Size, "value matrix must have at least 2 rows and 2 columns");
+    }
+    DMat   d(value.cols()+1, value.rows()+1);
+    string tmpFileName;
+    d(0,0) = value.cols();
+    d.row(0).tail(value.cols()) = x;
+    d.col(0).tail(value.rows()) = y;
+    for (Index i = 0; i < value.rows(); ++i)
+    for (Index j = 0; j < value.cols(); ++j)
+    {
+        d(i+1, j+1) = value(j, i);
+    }
+    tmpFileName = dumpToTmpFile(d);
+    pushTmpFile(tmpFileName);
+    setCommand("'" + tmpFileName + "' nonuniform matrix w image");
+}
+
 // PlotMatrixNoRange constructor ///////////////////////////////////////////////
 PlotMatrixNoRange::PlotMatrixNoRange(const DMat &m)
 {

lib/LatAnalyze/Core/Plot.hpp

@@ -200,6 +200,15 @@ public:
     virtual ~PlotImpulses(void) = default;
 };
 
+class PlotGrid: public PlotObject
+{
+public:
+    // constructor
+    PlotGrid(const DVec &x, const DVec &y, const DMat &value);
+    // destructor
+    virtual ~PlotGrid(void) = default;
+};  
+
 class PlotMatrixNoRange: public PlotObject
 {
 public: