@stdlib/stats
Version:
Standard library statistical functions.
132 lines (110 loc) • 2.54 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 object.
*/
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 mean.
*/
ci: Array<number>;
/**
* Assumed mean value under H0.
*/
nullValue: number;
/**
* Standard error.
*/
sd: number;
/**
* Alternative hypothesis (`two-sided`, `less` or `greater`).
*/
alternative: string;
/**
* Name of test (`One-Sample z-test`).
*/
method: string;
/**
* Function to print formatted output.
*/
print: Function;
}
/**
* Computes a one-sample z-test.
*
* @param x - data array
* @param sigma - known standard deviation
* @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 sigma argument must be a positive number
* @throws must provide valid options
* @returns test result object
*
* @example
* var arr = [ 4, 4, 6, 6, 5 ];
* var out = ztest( arr, 1.0, {
* 'mu': 5
* });
*
* @example
* var arr = [ 4, 4, 6, 6, 5 ];
* var out = ztest( arr, 1.0, {
* 'alternative': 'greater'
* });
*/
declare function ztest( x: NumericArray, sigma: number, options?: Options ): Results;
// EXPORTS //
export = ztest;