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welch t-test

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This commit is contained in:
antikvist 2020-06-18 22:18:52 +03:00
parent 08f9444842
commit 4660da3e5e
2 changed files with 18 additions and 18 deletions
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34
src/AggregateFunctions/AggregateFunctionWelchTTest.h
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@ -132,27 +132,27 @@ struct AggregateFunctionWelchTTestData final
readBinary(size_y, buf);
}
size_t get_size_y() const
size_t getSizeY() const
{
return size_y;
}
size_t get_size_x() const
size_t getSizeX() const
{
return size_x;
}
Float64 get_sx() const
Float64 getSx() const
{
return static_cast<Float64>(square_sum_x + size_x * mean_x * mean_x - 2 * mean_x * sum_x) / (size_x - 1);
}
Float64 get_sy() const
Float64 getSy() const
{
return static_cast<Float64>(square_sum_y + size_y * mean_y * mean_y - 2 * mean_y * sum_y) / (size_y - 1);
}
Float64 get_T(Float64 sx, Float64 sy) const
Float64 getT(Float64 sx, Float64 sy) const
{
if (sx == 0 && sy == 0)
{
@ -167,13 +167,13 @@ struct AggregateFunctionWelchTTestData final
return static_cast<Float64>(mean_x - mean_y) / std::sqrt(sx / size_x + sy / size_y);
}
Float64 get_degrees_of_freed(Float64 sx, Float64 sy) const
Float64 getDegreesOfFreedom(Float64 sx, Float64 sy) const
{
return static_cast<Float64>(sx / size_x + sy / size_y) * (sx / size_x + sy / size_y) /
((sx * sx / (size_x * size_x * (size_x - 1))) + (sy * sy / (size_y * size_y * (size_y - 1))));
}
UInt8 get_result(Float64 t, Float64 dof, Float64 parametr) const
UInt8 getResult(Float64 t, Float64 dof, Float64 parametr) const
{
//find our table
int table = 0;
@ -193,7 +193,7 @@ struct AggregateFunctionWelchTTestData final
i_dof = 101;
}
if (i_dof < 100)
if (i_dof < 1)
{
i_dof = 1;
}
@ -202,12 +202,12 @@ struct AggregateFunctionWelchTTestData final
t = abs(t);
if (t >= CriticalValuesTable[table][i_dof])
{
return static_cast<UInt8>(1);
return static_cast<UInt8>(0);
//in this case we reject the null hypothesis
}
else
{
return static_cast<UInt8>(0);
return static_cast<UInt8>(1);
}
}
};
@ -292,19 +292,19 @@ public:
IColumn & to
) const override
{
size_t size_x = this->data(place).get_size_x();
size_t size_y = this->data(place).get_size_y();
size_t size_x = this->data(place).getSizeX();
size_t size_y = this->data(place).getSizeY();
if (size_x < 2 || size_y < 2)
{
throw Exception("Aggregate function " + getName() + " requires samples to be of size > 1", ErrorCodes::BAD_ARGUMENTS);
}
Float64 sx = this->data(place).get_sx();
Float64 sy = this->data(place).get_sy();
Float64 t_value = this->data(place).get_T(sx, sy);
Float64 dof = this->data(place).get_degrees_of_freed(sx, sy);
UInt8 result = this->data(place).get_result(t_value, dof, significance_level);
Float64 sx = this->data(place).getSx();
Float64 sy = this->data(place).getSy();
Float64 t_value = this->data(place).getT(sx, sy);
Float64 dof = this->data(place).getDegreesOfFreedom(sx, sy);
UInt8 result = this->data(place).getResult(t_value, dof, significance_level);
auto & column = static_cast<ColumnVector<UInt8> &>(to);
column.getData().push_back(result);

2
tests/queries/0_stateless/01319_welch_ttest.reference
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@ -1,2 +1,2 @@
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