/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var isNumberArray = require( '@stdlib/assert/is-number-array' ).primitives; var isTypedArrayLike = require( '@stdlib/assert/is-typed-array-like' ); var setReadOnly = require( '@stdlib/utils/define-read-only-property' ); var isObject = require( '@stdlib/assert/is-plain-object' ); var tCDF = require( './../../base/dists/t/cdf' ); var tQuantile = require( './../../base/dists/t/quantile' ); var sqrt = require( '@stdlib/math/base/special/sqrt' ); var abs = require( '@stdlib/math/base/special/abs' ); var mean = require( './../../base/mean' ); var variance = require( './../../base/variance' ); var gcopy = require( '@stdlib/blas/base/gcopy' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var PINF = require( '@stdlib/constants/float64/pinf' ); var Float64Array = require( '@stdlib/array/float64' ); var validate = require( './validate.js' ); var print = require( './print.js' ); // eslint-disable-line stdlib/no-redeclare // MAIN // /** * Computes a one-sample or paired Student's t test. * * @param {NumericArray} x - input array * @param {NumericArray} [y] - optional paired array * @param {Options} [options] - function options * @param {number} [options.alpha=0.05] - significance level * @param {string} [options.alternative='two-sided'] - alternative hypothesis (`two-sided`, `less`, or `greater`) * @param {number} [options.mu=0.0] - mean under `H0` * @throws {TypeError} first argument must be a numeric array * @throws {Error} first argument must have at least two elements * @throws {Error} paired array must have the same length as the first argument * @throws {TypeError} second argument must be either a numeric array or an options object * @throws {TypeError} `alpha` option must be number * @throws {RangeError} `alpha` option must be reside along the interval `[0,1]` * @throws {TypeError} `alternative` option must be a recognized option value (`two-sided`, `less`, or `greater`) * @throws {TypeError} `mu` option must be a number * @returns {Object} test results * * @example * var x = [ 4.0, 4.0, 6.0, 6.0, 5.0 ]; * var opts = { * 'mu': 5.0 * }; * var out = ttest( x, opts ); * // returns {...} * * @example * var x = [ 4.0, 4.0, 6.0, 6.0, 5.0 ]; * var opts = { * 'alternative': 'greater' * }; * var out = ttest( x, opts ); * // returns {...} */ function ttest( x ) { var stderr; var xmean; var cint; var pval; var opts; var stat; var err; var len; var out; var df; var tq; var y; var i; if ( !isTypedArrayLike( x ) && !isNumberArray( x ) ) { throw new TypeError( 'invalid argument. First argument must be a numeric array. Value: `' + x + '`.' ); } len = x.length; if ( len < 2 ) { throw new Error( 'invalid argument. First argument must have at least two elements. Value: `' + x + '`.' ); } opts = { 'mu': 0.0, 'alpha': 0.05, 'alternative': 'two-sided' }; if ( arguments.length === 2 ) { if ( isObject( arguments[ 1 ] ) ) { err = validate( opts, arguments[ 1 ] ); if ( err ) { throw err; } } else { y = arguments[ 1 ]; if ( !isTypedArrayLike( y ) && !isNumberArray( y ) ) { throw new TypeError( 'invalid argument. Second argument must be either a numeric array or an options object. Value: `' + y + '`.' ); } } } else if ( arguments.length > 2 ) { y = arguments[ 1 ]; if ( !isTypedArrayLike( y ) && !isNumberArray( y ) ) { throw new TypeError( 'invalid argument. Second argument must be a numeric array. Value: `' + y + '`.' ); } err = validate( opts, arguments[ 2 ] ); if ( err ) { throw err; } } if ( y ) { if ( y.length !== len ) { throw new Error( 'invalid arguments. The first and second arguments must have the same length.' ); } x = gcopy( len, x, 1, new Float64Array( len ), 1 ); for ( i = 0; i < len; i++ ) { x[ i ] -= y[ i ]; } } stderr = sqrt( variance( len, 1, x, 1 ) / len ); // TODO: replace with base/sem xmean = mean( len, x, 1 ); // TODO: ideally, we would get both the sem and the mean from the same function and without needing to traverse 3-4 times stat = ( xmean-opts.mu ) / stderr; df = len - 1; if ( opts.alternative === 'two-sided' ) { pval = 2.0 * tCDF( -abs(stat), df ); tq = tQuantile( 1.0-(opts.alpha/2.0), df ); cint = [ opts.mu + ( (stat-tq)*stderr ), opts.mu + ( (stat+tq)*stderr ) ]; } else if ( opts.alternative === 'greater' ) { pval = 1.0 - tCDF( stat, df ); tq = tQuantile( 1.0-opts.alpha, df ); cint = [ opts.mu + ( (stat-tq)*stderr ), PINF ]; } else { // opts.alternative === 'less' pval = tCDF( stat, df ); tq = tQuantile( 1.0-opts.alpha, df ); cint = [ NINF, opts.mu + ( (stat+tq)*stderr ) ]; } out = {}; setReadOnly( out, 'rejected', pval <= opts.alpha ); setReadOnly( out, 'alpha', opts.alpha ); setReadOnly( out, 'pValue', pval ); setReadOnly( out, 'statistic', stat ); setReadOnly( out, 'ci', cint ); setReadOnly( out, 'df', df ); setReadOnly( out, 'nullValue', opts.mu ); setReadOnly( out, 'mean', xmean ); setReadOnly( out, 'sd', stderr ); setReadOnly( out, 'alternative', opts.alternative ); setReadOnly( out, 'method', ( y ) ? 'Paired t-test' : 'One-sample t-test' ); setReadOnly( out, 'print', print ); return out; } // EXPORTS // module.exports = ttest;