@stdlib/stats
Version:
Standard library statistical functions.
209 lines (183 loc) • 4.61 kB
TypeScript
/*
* @license Apache-2.0
*
* Copyright (c) 2021 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.
*/
// TypeScript Version: 4.1
/// <reference types="@stdlib/types"/>
import { NumericArray } from '@stdlib/types/array';
/**
* Interface defining function options.
*/
interface Options {
/**
* Significance level (default: 0.05).
*/
alpha?: number;
/**
* Alternative hypothesis (`two-sided`, `less`, or `greater`; default: 'two-sided').
*/
alternative?: 'two-sided' | 'less' | 'greater';
/**
* Mean under `H0` (default: 0).
*/
mu?: number;
}
/**
* Test result.
*/
interface Results {
/**
* Used significance level.
*/
alpha: number;
/**
* Test decision.
*/
rejected: boolean;
/**
* p-value of the test.
*/
pValue: number;
/**
* Value of test statistic.
*/
statistic: number;
/**
* 1-alpha confidence interval for the mean.
*/
ci: Array<number>;
/**
* Assumed mean under H0 (or difference in means when `y` is supplied).
*/
nullValue: number;
/**
* Alternative hypothesis (`two-sided`, `less` or `greater`).
*/
alternative: string;
/**
* Degrees of freedom.
*/
df: number;
/**
* Sample mean of `x` or `x - y`, respectively.
*/
mean: number;
/**
* Standard error of the mean.
*/
sd: number;
/**
* Name of test.
*/
method: string;
/**
* Function to print formatted output.
*/
print: Function;
}
/**
* Interface for Student's t test.
*/
interface TTest {
/**
* Computes a paired Student's t test.
*
* @param x - input array
* @param y - optional paired array
* @param options - function options
* @param options.alpha - significance level (default: 0.05)
* @param options.alternative - alternative hypothesis (`two-sided`, `less`, or `greater`; default: 'two-sided')
* @param options.mu - mean under `H0` (default: 0)
* @throws first argument must have at least two elements
* @throws paired array must have the same length as the first argument
* @throws must provide valid options
* @returns test results
*
* @example
* var x = [ 4.0, 4.0, 6.0, 6.0, 5.0 ];
* var y = [ 5.0, 5.0, 5.5, 7.0, 5.8 ];
* var opts = {
* 'alpha': 0.1
* };
* var out = ttest( x, opts );
* // returns {...}
*/
( x: NumericArray, y: NumericArray, options?: Options ): Results;
/**
* Computes a one-sample Student's t test.
*
* @param x - input array
* @param options - function options
* @param options.alpha - significance level (default: 0.05)
* @param options.alternative - alternative hypothesis (`two-sided`, `less`, or `greater`; default: 'two-sided')
* @param options.mu - mean under `H0` (default: 0)
* @throws first argument must have at least two elements
* @throws must provide valid options
* @returns test results
*
* @example
* var x = [ 4.0, 4.0, 6.0, 6.0, 5.0 ];
* var opts = {
* 'mu': 5.0
* };
* var out = ttest( x, opts );
* // returns {...}
*
* @example
* var x = [ 4.0, 4.0, 6.0, 6.0, 5.0 ];
* var opts = {
* 'alternative': 'greater'
* };
* var out = ttest( x, opts );
* // returns {...}
*/
( x: NumericArray, options?: Options ): Results;
}
/**
* Computes a one-sample or paired Student's t test.
*
* @param x - input array
* @param y - optional paired array
* @param options - function options
* @param options.alpha - significance level (default: 0.05)
* @param options.alternative - alternative hypothesis (`two-sided`, `less`, or `greater`; default: 'two-sided')
* @param options.mu - mean under `H0` (default: 0)
* @throws first argument must have at least two elements
* @throws paired array must have the same length as the first argument
* @throws second argument must be either a numeric array or an options object
* @throws must provide valid options
* @returns test results
*
* @example
* var x = [ 4.0, 4.0, 6.0, 6.0, 5.0 ];
* var opts = {
* 'mu': 5.0
* };
* var out = ttest( x, opts );
* // returns {...}
*
* @example
* var x = [ 4.0, 4.0, 6.0, 6.0, 5.0 ];
* var y = [ 5.0, 5.0, 5.5, 7.0, 5.8 ];
* var opts = {
* 'alpha': 0.1
* };
* var out = ttest( x, opts );
* // returns {...}
*/
declare var ttest: TTest;
// EXPORTS //
export = ttest;