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@stdlib/stats

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Standard library statistical functions.

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/* * @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;