Example usage for org.apache.commons.math.distribution DistributionFactory createTDistribution

Introduction

In this page you can find the example usage for org.apache.commons.math.distribution DistributionFactory createTDistribution.

Prototype

public abstract TDistribution createTDistribution(double degreesOfFreedom);

Source Link

Document

Create a new t distribution with the given degrees of freedom.

Usage

From source file:clus.statistic.RegressionStatBase.java

/**
 * Computes a 2-sample t statistic, without the hypothesis of equal sub-population variances,
 * and returns the p-value of a t test./*from   w  w  w  .  jav a  2 s  .  c  o  m*/
 * t = (m1 - m2) / sqrt(var1/n1 + var2/n2);
 * @param att attribute index
 * @return t p-value
 * @throws MathException
 */
public double getTTestPValue(int att, ClusStatManager stat_manager) throws MathException {
    double global_mean = ((CombStat) stat_manager.getTrainSetStat()).m_RegStat.getMean(att);
    double global_var = ((CombStat) stat_manager.getTrainSetStat()).m_RegStat.getVariance(att);
    double global_n = ((CombStat) stat_manager.getTrainSetStat()).getTotalWeight();
    double local_mean = getMean(att);
    double local_var = getVariance(att);
    double local_n = getTotalWeight();
    double t = Math.abs(local_mean - global_mean) / Math.sqrt(local_var / local_n + global_var / global_n);
    double degreesOfFreedom = 0;
    degreesOfFreedom = df(local_var, global_var, local_n, global_n);
    DistributionFactory distributionFactory = DistributionFactory.newInstance();
    TDistribution tDistribution = distributionFactory.createTDistribution(degreesOfFreedom);
    return 1.0 - tDistribution.cumulativeProbability(-t, t);
}

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