Package pulse.search.statistics

Class FTest

  • public class FTest
extends Object
    A static class for testing two calculations based on the Fischer test (F-Test) implemented in Apache Commons Math.

    • Field Detail

      • FALSE_REJECTION_PROBABILITY

        public static final double FALSE_REJECTION_PROBABILITY
        False-rejection probability for the F-test, equal to 0.05
        See Also:
        Constant Field Values

    • Method Detail

      • test

        public static Calculation test​(Calculation a,
                               Calculation b)
        Tests two models to see which one is better according to the F-test
        Parameters:
        a - a calculation
        b - another calculation
        Returns:
        null if the result is inconclusive, otherwise the best of two calculations.

      • evaluate

        public static double[] evaluate​(Calculation a,
                                Calculation b)
        Evaluates the F-statistic for two calculations.
        Parameters:
        a - a calculation
        b - another calculation
        Returns:
        null if the test is inconclusive, i.e., if models are not nested, or if the model selection criteria are based on a statistic different from least-squares, or if the calculations refer to different data ranges. Otherwise returns an double array, consisting of two elements [fStatistic, fCritical]

      • findNested

        public static Calculation findNested​(Calculation a,
                                     Calculation b)
        Tests two models to see which one is nested in the other. A model is considered nested if it refers to the same class of problems but has fewer parameters.
        Parameters:
        a - a calculation
        b - another calculation
        Returns:
        null if the models refer to different problem classes. Otherwise returns the model that is nested in the second model.