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stats/test

src/stats/test.tur
defn

alt-two-sided

(alt-two-sided :int)

alt-tag constant for two-sided tests.

Since: ST5

defn

alt-less

(alt-less :int)

alt-tag constant for one-sided less tests.

Since: ST5

defn

alt-greater

(alt-greater :int)

alt-tag constant for one-sided greater tests.

Since: ST5

defn

make-test-result

(make-test-result [name :cstr statistic :float df1 :float df2 :float p-value :float alt-tag :int estimate :float ci-low :float ci-high :float conf-level :float] :int)

construct a test-result from components.

Since: ST5

defn

test-result-free

(test-result-free [r :int] :void)

free a test-result.

Since: ST5

defn

test-result-name

(test-result-name [r :int] :cstr)
defn

test-result-statistic

(test-result-statistic [r :int] :float)
defn

test-result-df1

(test-result-df1 [r :int] :float)
defn

test-result-df2

(test-result-df2 [r :int] :float)
defn

test-result-p-value

(test-result-p-value [r :int] :float)
defn

test-result-alt-tag

(test-result-alt-tag [r :int] :int)
defn

test-result-estimate

(test-result-estimate [r :int] :float)
defn

test-result-ci-low

(test-result-ci-low [r :int] :float)
defn

test-result-ci-high

(test-result-ci-high [r :int] :float)
defn

test-result-conf-level

(test-result-conf-level [r :int] :float)
defn

t-test-1samp

(t-test-1samp [col :int mu :float alt-tag :int conf-level :float] :int)

one-sample t-test: is mean(col) == mu?

col:int float64 column
mu:float hypothesized mean
alt-tag:int (alt-two-sided), (alt-less), or (alt-greater)
conf-level:float e.g. 0.95

:int test-result handle.

Since: ST5

defn

t-test-2samp

(t-test-2samp [a :int b :int pooled :int alt-tag :int conf-level :float] :int)

two-sample t-test (Welch when pooled?=0).

a:int first column
b:int second column
pooled:int 0=Welch, 1=pooled
alt-tag:int
conf-level:float

:int test-result handle.

Since: ST5

defn

t-test-paired

(t-test-paired [a :int b :int alt-tag :int conf-level :float] :int)

paired t-test.

a:int column of first observations
b:int column of second (same length as a)
alt-tag:int
conf-level:float

:int test-result handle.

Since: ST5

defn

var-test

(var-test [a :int b :int alt-tag :int conf-level :float] :int)

F-test for equality of variances.

a b alt-tag conf-level

:int test-result with statistic=F, df1=na-1, df2=nb-1.

Since: ST5

defn

cor-test

(cor-test [a :int b :int alt-tag :int conf-level :float] :int)

Pearson correlation test.

a b alt-tag conf-level

:int test-result with estimate=r, statistic=t.

Since: ST5

defn

anova-oneway

(anova-oneway [cols :int] :int)

one-way ANOVA on a list of group columns.

colscons list of :int (float64 columns, one per group)

:int test-result with statistic=F, df1=k-1, df2=N-k.

Since: ST6

defn

chi2-gof

(chi2-gof [observed :int expected :int] :int)

chi-squared goodness-of-fit test.

observed:int column of observed counts
expected:int column of expected counts (same length)

:int test-result with statistic=chi^2, df=k-1.

Since: ST6

defn

chi2-contingency

(chi2-contingency [f :int] :int)

chi-squared test of independence on a contingency frame.

f:int frame where each column is one category and each row is
another; cell values are counts (float64).

:int test-result.

Since: ST6

defn

mann-whitney

(mann-whitney [a :int b :int alt-tag :int] :int)

Mann-Whitney U rank-sum test.

a b alt-tag

:int test-result with statistic=U.

Since: ST6

defn

wilcoxon-signed-rank

(wilcoxon-signed-rank [a :int b :int alt-tag :int] :int)

Wilcoxon signed-rank test on paired observations.

a b alt-tag

:int test-result with statistic=W.

Since: ST6

defn

ks-test-1samp

(ks-test-1samp [col :int d-dist :int alt-tag :int] :int)

one-sample Kolmogorov-Smirnov test against a continuous distribution.

col:int float64 column
d-dist:int distribution handle (from stats/dist)
alt-tag:int

:int test-result with statistic=D.

Since: ST6

defn

ks-test-2samp

(ks-test-2samp [a :int b :int alt-tag :int] :int)

two-sample Kolmogorov-Smirnov test.

a b alt-tag

:int test-result with statistic=D.

Since: ST6

Internal definitions
__tr-alloc
__p-t-two
__p-t-sided
__p-chi2-sided