module Statistics module StatisticalTest class TTest # Errors for Zero std class ZeroStdError < StandardError STD_ERROR_MSG = 'Standard deviation for the difference or group is zero. Please, reconsider sample contents'.freeze end # Perform a T-Test for one or two samples. # For the tails param, we need a symbol: :one_tail or :two_tail def self.perform(alpha, tails, *args) return if args.size < 2 degrees_of_freedom = 0 # If the comparison mean has been specified t_score = if args[0].is_a? Numeric data_mean = args[1].mean data_std = args[1].standard_deviation raise ZeroStdError, ZeroStdError::STD_ERROR_MSG if data_std == 0 comparison_mean = args[0] degrees_of_freedom = args[1].size - 1 (data_mean - comparison_mean)/(data_std / Math.sqrt(args[1].size).to_f).to_f else sample_left_mean = args[0].mean sample_left_variance = args[0].variance sample_right_variance = args[1].variance sample_right_mean = args[1].mean degrees_of_freedom = args.flatten.size - 2 left_root = sample_left_variance/args[0].size.to_f right_root = sample_right_variance/args[1].size.to_f standard_error = Math.sqrt(left_root + right_root) (sample_left_mean - sample_right_mean).abs/standard_error.to_f end t_distribution = Distribution::TStudent.new(degrees_of_freedom) probability = t_distribution.cumulative_function(t_score) # Steps grabbed from https://support.minitab.com/en-us/minitab/18/help-and-how-to/statistics/basic-statistics/supporting-topics/basics/manually-calculate-a-p-value/ # See https://github.com/estebanz01/ruby-statistics/issues/23 p_value = if tails == :two_tail 2 * (1 - t_distribution.cumulative_function(t_score.abs)) else 1 - probability end { t_score: t_score, probability: probability, p_value: p_value, alpha: alpha, null: alpha < p_value, alternative: p_value <= alpha, confidence_level: 1 - alpha } end def self.paired_test(alpha, tails, left_group, right_group) raise StandardError, 'both samples are the same' if left_group == right_group # Handy snippet grabbed from https://stackoverflow.com/questions/2682411/ruby-sum-corresponding-members-of-two-or-more-arrays differences = [left_group, right_group].transpose.map { |value| value.reduce(:-) } degrees_of_freedom = differences.size - 1 difference_std = differences.standard_deviation raise ZeroStdError, ZeroStdError::STD_ERROR_MSG if difference_std == 0 down = difference_std/Math.sqrt(differences.size) t_score = (differences.mean - 0)/down.to_f probability = Distribution::TStudent.new(degrees_of_freedom).cumulative_function(t_score) p_value = 1 - probability p_value *= 2 if tails == :two_tail { t_score: t_score, probability: probability, p_value: p_value, alpha: alpha, null: alpha < p_value, alternative: p_value <= alpha, confidence_level: 1 - alpha } end end end end