hypothesis.hpp

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// toolboxes/stats/include/nk/stats/test/hypothesis.hpp
//
// Parametric and non-parametric hypothesis tests.
 
#pragma once
 
#include <memory_resource>
#include <nk/value/value.hpp>
 
#include <string>
#include <tuple>
 
namespace nk::stats {

 


enum class TestTail {
    Both,    
    Right,   
    Left     
};

std::tuple<Value, Value, Value, Value>
ttest(const Value &x, double m, double alpha, TestTail tail,
      std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
ttest2(const Value &x, const Value &y, double alpha, TestTail tail,
       const std::string &vartype, std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
ztest(const Value &x, double m, double sigma, double alpha, TestTail tail,
      std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
vartest(const Value &x, double v, double alpha, TestTail tail,
        std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
vartest2(const Value &x, const Value &y, double alpha, TestTail tail,
         std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
kstest(const Value &x, const Value &cdf, double alpha, TestTail tail,
       std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
kstest2(const Value &x, const Value &y, double alpha, TestTail tail,
        std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
jbtest(const Value &x, double alpha, std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
adtest(const Value &x, double alpha = 0.05,
       std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value>
dwtest(const Value &r, const Value &X,
       std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
jbtest(const Value &x, double alpha, double mctol,
       std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value>
signtest(const Value &x, const Value &y_or_m, double alpha, TestTail tail,
         std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value>
vartestn(const Value &x, const Value &group, double alpha,
         std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
vartestn_full(const Value &x, const Value &group, int test,
              std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value, Value>
fishertest(const Value &T, double alpha, TestTail tail,
           std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
chi2gof(const Value &observed, const Value &expected, int nparams,
        double alpha, std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value, Value, Value>
runstest(const Value &x, double v, double alpha, TestTail tail,
         const std::string &method, std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
ranksum(const Value &x, const Value &y, double alpha, TestTail tail,
        const std::string &method, std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
signrank(const Value &x, const Value &y_or_m, double alpha, TestTail tail,
         const std::string &method, std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
ansaribradley(const Value &x, const Value &y, double alpha, TestTail tail,
              std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value, Value>
lillietest(const Value &x, double alpha = 0.05,
           std::pmr::memory_resource *mr = nullptr);
 

} // namespace nk::stats