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Additional t-tests (#487)

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* Add integer support to t_test

* Add paired samples t test

* Add two sample t test

* Add welch's t test

* Update docs

* Cleanup

* Add CHECK_ULP_CLOSE tests to test battery. Fix svg

* Remove all instances of ex [CI SKIP]

* Remove std::distance and note in docs [CI SKIP]

* Re-write test battery
This commit is contained in:
Matt Borland
2021-01-12 23:48:53 +03:00
committed by GitHub
parent 3b9f5adccc
commit f7e3fc17a6
9 changed files with 814 additions and 7 deletions
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123
test/test_t_test.cpp
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@@ -11,6 +11,9 @@
#include <random>
#include <boost/math/statistics/univariate_statistics.hpp>
#include <boost/math/statistics/t_test.hpp>
#include <boost/multiprecision/cpp_bin_float.hpp>
using quad = boost::multiprecision::cpp_bin_float_quad;
template<typename Real>
void test_exact_mean()
@@ -34,6 +37,24 @@ void test_exact_mean()
CHECK_ULP_CLOSE(Real(1), computed_pvalue, 9);
}
template<typename Real>
void test_multiprecision_exact_mean()
{
std::mt19937 gen{5125122};
std::normal_distribution<long double> dis{0,3};
std::vector<Real> v(1024);
for (auto & x : v) {
x = dis(gen);
}
Real mu = boost::math::statistics::mean(v);
auto [computed_statistic, computed_pvalue] = boost::math::statistics::one_sample_t_test(v, mu);
CHECK_MOLLIFIED_CLOSE(Real(0), computed_statistic, 10*std::numeric_limits<Real>::epsilon());
CHECK_ULP_CLOSE(Real(1), computed_pvalue, 9);
}
template<typename Z>
void test_integer()
{
@@ -95,15 +116,117 @@ void test_agreement_with_mathematica()
}
}
template<typename Real>
void test_two_sample_t()
{
auto [computed_statistic, computed_pvalue] =
boost::math::statistics::detail::two_sample_t_test_impl<std::pair<Real, Real>>(Real(10.0), Real(1.0), Real(20), Real(5.0), Real(0.25), Real(20));
CHECK_ULP_CLOSE(Real(20), computed_statistic, 5);
CHECK_MOLLIFIED_CLOSE(Real(0), computed_pvalue, 1e-21);
std::vector<Real> set_1 {301, 298, 295, 297, 304, 305, 309, 298, 291, 299, 293, 304};
auto [computed_statistic_2, computed_pvalue_2] = boost::math::statistics::two_sample_t_test(set_1, set_1);
CHECK_ULP_CLOSE(Real(0), computed_statistic_2, 5);
CHECK_ULP_CLOSE(Real(1), computed_pvalue_2, 5);
}
template<typename Z>
void test_integer_two_sample_t()
{
auto [computed_statistic, computed_pvalue] =
boost::math::statistics::detail::two_sample_t_test_impl<std::pair<double, double>>(Z(10), Z(4), Z(20), Z(5), Z(1), Z(20));
CHECK_ULP_CLOSE(10.0, computed_statistic, 5);
std::vector<Z> set_1 {301, 298, 295, 297, 304, 305, 309, 298, 291, 299, 293, 304};
auto [computed_statistic_2, computed_pvalue_2] = boost::math::statistics::two_sample_t_test(set_1, set_1);
CHECK_ULP_CLOSE(0.0, computed_statistic_2, 5);
CHECK_ULP_CLOSE(1.0, computed_pvalue_2, 5);
}
template<typename Real>
void test_welch()
{
using std::sqrt;
auto [computed_statistic, computed_pvalue] =
boost::math::statistics::detail::welchs_t_test_impl<std::pair<Real, Real>>(Real(10.0), Real(1.0), Real(20), Real(5.0), Real(0.25), Real(20));
CHECK_ULP_CLOSE(Real(20), computed_statistic, 5);
CHECK_MOLLIFIED_CLOSE(Real(0), computed_pvalue, 5e-18);
auto [computed_statistic_2, computed_pvalue_2] =
boost::math::statistics::detail::welchs_t_test_impl<std::pair<Real, Real>>(Real(10.0), Real(0.5), Real(20), Real(10.0), Real(0.5), Real(20));
CHECK_ULP_CLOSE(Real(0), computed_statistic_2, 5);
CHECK_ULP_CLOSE(Real(1), computed_pvalue_2, 5);
}
template<typename Z>
void test_integer_welch()
{
auto [computed_statistic, computed_pvalue] =
boost::math::statistics::detail::welchs_t_test_impl<std::pair<double, double>>(10.0, 4.0, 20.0, 5.0, 1.0, 20.0);
CHECK_ULP_CLOSE(Z(10), computed_statistic, 5);
auto [computed_statistic_2, computed_pvalue_2] =
boost::math::statistics::detail::welchs_t_test_impl<std::pair<double, double>>(10.0, 0.5, 20.0, 10.0, 0.5, 20.0);
CHECK_ULP_CLOSE(Z(0), computed_statistic_2, 5);
CHECK_ULP_CLOSE(Z(1), computed_pvalue_2, 5);
}
template<typename Real>
void test_paired_samples()
{
std::vector<Real> set_1 {2,4};
std::vector<Real> set_2 {1,2};
auto [computed_statistic, computed_pvalue] = boost::math::statistics::paired_samples_t_test(set_1, set_2);
CHECK_ULP_CLOSE(Real(3), computed_statistic, 5);
}
int main()
{
test_agreement_with_mathematica();
test_exact_mean<float>();
test_exact_mean<double>();
test_multiprecision_exact_mean<quad>();
test_integer<int>();
test_integer<int32_t>();
test_integer<int64_t>();
test_integer<uint32_t>();
test_two_sample_t<float>();
test_two_sample_t<double>();
test_two_sample_t<quad>();
test_integer_two_sample_t<int>();
test_integer_two_sample_t<int32_t>();
test_integer_two_sample_t<int64_t>();
test_integer_two_sample_t<uint32_t>();
test_welch<float>();
test_welch<double>();
test_welch<quad>();
test_integer_welch<int>();
test_integer_welch<int32_t>();
test_integer_welch<int64_t>();
test_integer_welch<uint32_t>();
test_paired_samples<float>();
test_paired_samples<double>();
test_paired_samples<int>();
test_paired_samples<int32_t>();
test_paired_samples<int64_t>();
test_paired_samples<uint32_t>();
return boost::math::test::report_errors();
}