/** * @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 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 pow = require( '@stdlib/math/base/special/pow' ); var mean = require( './../../base/mean' ); var variance = require( './../../base/variance' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var PINF = require( '@stdlib/constants/float64/pinf' ); var validate = require( './validate.js' ); var print = require( './print.js' ); // eslint-disable-line stdlib/no-redeclare // MAIN // /** * Computes a two-sample Student's t test. * * @param {NumericArray} x - first data array * @param {NumericArray} y - second data 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.difference=0] - difference in means under H0 * @param {string} [options.variance='unequal'] - whether variances are `equal` or `unequal` under H0 * @throws {TypeError} x argument has to be a typed array or array of numbers * @throws {TypeError} y argument has to be a typed array or array of numbers * @throws {TypeError} options has to be simple object * @throws {TypeError} alpha option has to be a number primitive * @throws {RangeError} alpha option has to be a number in the interval `[0,1]` * @throws {TypeError} alternative option has to be a string primitive * @throws {Error} alternative option must be `two-sided`, `less` or `greater` * @throws {TypeError} difference option has to be a number primitive * @throws {TypeError} variance option has to be a string primitive * @throws {Error} variance option must be `equal` or `unequal` * @returns {Object} test result object */ function ttest2( x, y, options ) { var stderr; var alpha; var xmean; var ymean; var vars; var cint; var diff; var opts; var pval; var xvar; var yvar; var stat; var sdx; var sdy; var alt; var err; var out; var nx; var ny; var df; var v; if ( !isTypedArrayLike( x ) && !isNumberArray( x ) ) { throw new TypeError( 'invalid argument. First argument `x` must be a numeric array. Value: `' + x + '`.' ); } if ( !isTypedArrayLike( y ) && !isNumberArray( y ) ) { throw new TypeError( 'invalid argument. Second argument `y` must be a numeric array. Value: `' + y + '`.' ); } opts = {}; if ( options ) { err = validate( opts, options ); if ( err ) { throw err; } } diff = opts.difference || 0.0; if ( opts.alpha === void 0 ) { alpha = 0.05; } else { alpha = opts.alpha; } if ( alpha < 0.0 || alpha > 1.0 ) { throw new RangeError( 'invalid argument. Option `alpha` must be a number in the range 0 to 1. Value: `' + alpha + '`.' ); } nx = x.length; ny = y.length; xvar = variance( nx, 1, x, 1 ); yvar = variance( ny, 1, y, 1 ); vars = opts.variance || 'unequal'; if ( vars === 'equal' ) { df = nx + ny - 2; v = ((nx-1) * xvar) + ((ny-1) * yvar); v /= df; stderr = sqrt( v * ((1/nx) + (1/ny)) ); } else if ( vars === 'unequal' ) { sdx = sqrt( xvar/nx ); sdy = sqrt( yvar/ny ); stderr = sqrt( (sdx*sdx) + (sdy*sdy) ); v = pow( sdx, 4 ) / ( nx - 1 ); v += pow( sdy, 4 ) / ( ny - 1 ); df = pow( stderr, 4 ) / v; } else { throw new Error( 'Invalid option. `variance` must be either `equal` or `unequal`. Value: `' + vars + '`' ); } xmean = mean( nx, x, 1 ); ymean = mean( ny, y, 1 ); stat = ( xmean - ymean - diff ) / stderr; alt = opts.alternative || 'two-sided'; switch ( alt ) { case 'two-sided': pval = 2.0 * tCDF( -abs(stat), df ); cint = [ stat - tQuantile( 1.0-(alpha/2.0), df ), stat + tQuantile( 1.0-(alpha/2.0), df ) ]; cint[ 0 ] = diff + (cint[ 0 ] * stderr); cint[ 1 ] = diff + (cint[ 1 ] * stderr); break; case 'greater': pval = 1.0 - tCDF( stat, df ); cint = [ stat - tQuantile( 1.0-alpha, df ), PINF ]; cint[ 0 ] = diff + (cint[ 0 ] * stderr); break; case 'less': pval = tCDF( stat, df ); cint = [ NINF, stat + tQuantile( 1.0-alpha, df ) ]; cint[ 1 ] = diff + (cint[ 1 ] * stderr); break; default: throw new Error( 'Invalid option. `alternative` must be either `two-sided`, `less` or `greater`. Value: `' + alt + '`' ); } out = {}; setReadOnly( out, 'rejected', pval <= alpha ); setReadOnly( out, 'alpha', alpha ); setReadOnly( out, 'pValue', pval ); setReadOnly( out, 'statistic', stat ); setReadOnly( out, 'ci', cint ); setReadOnly( out, 'alternative', alt ); setReadOnly( out, 'df', df ); setReadOnly( out, 'method', ( vars === 'equal' ) ? 'Two-sample t-test' : 'Welch two-sample t-test' ); setReadOnly( out, 'nullValue', diff ); setReadOnly( out, 'xmean', xmean ); setReadOnly( out, 'ymean', ymean ); setReadOnly( out, 'print', print ); return out; } // EXPORTS // module.exports = ttest2;