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module Statsample
module Test
# From Wikipedia:
# An F-test is any statistical test in which the test statistic has an F-distribution under the null hypothesis. It is most often used when comparing statistical models that have been fit to a data set, in order to identify the model that best fits the population from which the data were sampled.
class F
include Statsample::Test
include Summarizable
attr_reader :var_num, :var_den, :df_num, :df_den, :var_total, :df_total
# Tails for probability (:both, :left or :right)
attr_accessor :tails
# Name of F analysis
attr_accessor :name
# Parameters:
# * var_num: variance numerator
# * var_den: variance denominator
# * df_num: degrees of freedom numerator
# * df_den: degrees of freedom denominator
def initialize(var_num, var_den, df_num, df_den, opts=Hash.new)
@var_num=var_num
@var_den=var_den
@df_num=df_num
@df_den=df_den
@var_total=var_num+var_den
@df_total=df_num+df_den
opts_default={:tails=>:right, :name=>_("F Test")}
@opts=opts_default.merge(opts)
raise "Tails should be right or left, not both" if @opts[:tails]==:both
opts_default.keys.each {|k|
send("#{k}=", @opts[k])
}
end
def f
@var_num.quo(@var_den)
end
def to_f
f
end
# probability
def probability
p_using_cdf(Distribution::F.cdf(f, @df_num, @df_den), tails)
end
def report_building(builder) #:nodoc:
if @df_num.is_a? Integer and @df_den.is_a? Integer
builder.text "%s : F(%d, %d) = %0.4f , p = %0.4f" % [@name, @df_num, @df_den, f, probability]
else
builder.text "%s : F(%0.2f, %0.2f) = %0.4f , p = %0.4f" % [@name, @df_num, @df_den, f, probability]
end
end
end
end
end
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