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Statistical Tests #183

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@Ulfgard Ulfgard commented May 2, 2017 •
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This pull requests adds statistical tests to shark.

Supported tests are:
One-Sample-T-Test,
Two-Sample-T-Test(with and without pairing, implemented as Welch's t-test)
Wilcoxon-Ranksum
Wilcoxon-Signed-Rank

The general usage is:

RealVector data={1,2,3,4,5,6};
statistics::Test test(parameters);
//calculate p-value
double pValue = p(test,data, statistics::Tail::Left);//Or Tail::Right or Tail::TwoSided
//Is the test significant at significance level alpha?
bool result = isSignificant(test,data,statistics::Tail::Left,0.01);//Right sided test with significance level 0.01

Note that we do not implement the Ranksum tests for small sample sizes as in that case the exact distribution is quite complicated to compute.

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@Ulfgard