/** * @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 isPositiveNumber = require( '@stdlib/assert/is-positive-number' ).isPrimitive; var setReadOnly = require( '@stdlib/utils/define-read-only-property' ); var quantileFactory = require( './../../base/dists/normal/quantile' ).factory; var cdfFactory = require( './../../base/dists/normal/cdf' ).factory; var sqrt = require( '@stdlib/math/base/special/sqrt' ); var abs = require( '@stdlib/math/base/special/abs' ); var mean = require( './../../base/mean' ); 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 // VARIABLES // var normQuantile = quantileFactory( 0.0, 1.0 ); var normCDF = cdfFactory( 0.0, 1.0 ); // MAIN // /** * Computes a two-sample z-test. * * @param {NumericArray} x - first data array * @param {NumericArray} y - second data array * @param {PositiveNumber} sigmax - known standard deviation of first group * @param {PositiveNumber} sigmay - known standard deviation of second group * @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 * @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} sigmax argument has to be a positive number * @throws {TypeError} sigmay argument has to be a positive number * @throws {TypeError} options has to be simple object * @throws {TypeError} must provide valid options * @throws {Error} `alternative` option must be either `two-sided`, `less`, or `greater` * @returns {Object} test result object */ function ztest2( x, y, sigmax, sigmay, options ) { var stderr; var alpha; var xmean; var ymean; var cint; var diff; var opts; var pval; var xvar; var yvar; var stat; var alt; var err; var out; var nx; var ny; 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 + '`.' ); } if ( !isPositiveNumber( sigmax ) ) { throw new TypeError( 'invalid argument. Third argument `sigmax` must be a positive number. Value: `' + sigmax + '`.' ); } if ( !isPositiveNumber( sigmay ) ) { throw new TypeError( 'invalid argument. Third argument `sigmay` must be a positive number. Value: `' + sigmay + '`.' ); } 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; } nx = x.length; ny = y.length; xvar = sigmax * sigmax; yvar = sigmay * sigmay; stderr = sqrt( (xvar/nx) + (yvar/ny) ); 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 * normCDF( -abs(stat) ); cint = [ stat - normQuantile( 1.0-(alpha/2.0) ), stat + normQuantile( 1.0-(alpha/2.0) ) ]; cint[ 0 ] = diff + (cint[ 0 ] * stderr); cint[ 1 ] = diff + (cint[ 1 ] * stderr); break; case 'greater': pval = 1.0 - normCDF( stat ); cint = [ stat - normQuantile( 1.0-alpha ), PINF ]; cint[ 0 ] = diff + (cint[ 0 ] * stderr); break; case 'less': pval = normCDF( stat ); cint = [ NINF, stat + normQuantile( 1.0-alpha ) ]; 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, 'method', 'Two-sample z-test' ); setReadOnly( out, 'nullValue', diff ); setReadOnly( out, 'xmean', xmean ); setReadOnly( out, 'ymean', ymean ); setReadOnly( out, 'print', print ); return out; } // EXPORTS // module.exports = ztest2;