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// Copyright (c) 2020, the Dart project authors. Please see the AUTHORS file
// for details. All rights reserved. Use of this source code is governed by a
// BSD-style license that can be found in the LICENSE.md file.
import 'dart:math' as math;
class SimpleTTestStat {
static TTestResult ttest<E extends num>(List<E> a, List<E> b) {
E aSum = a.reduce((value, element) => (value + element) as E);
E bSum = b.reduce((value, element) => (value + element) as E);
int aCount = a.length;
int bCount = b.length;
double aMean = aSum / aCount;
double bMean = bSum / bCount;
double aVariance = variance(a);
double bVariance = variance(b);
double pooledStandardDeviation = math.sqrt((aVariance + bVariance) / 2);
double pooledSampleStandardError =
pooledStandardDeviation * math.sqrt(1 / aCount + 1 / bCount);
double diffMean = aMean - bMean;
// Difference in population mean with confidence interval:
// μ1 - μ2 = (M1 - M2) ± t * standardError
double confidence =
tTableTwoTails_0_05(aCount + bCount - 2) * pooledSampleStandardError;
if (confidence < diffMean.abs()) {
double percentDiff = diffMean * 100 / bMean;
double percentDiffConfidence = confidence * 100 / bMean;
return new TTestResult(
true, percentDiff, percentDiffConfidence, diffMean, confidence);
} else {
return new TTestResult(false, 0, 0, 0, 0);
}
}
static double average<E extends num>(List<E> data) {
E sum = data.reduce((value, element) => (value + element) as E);
return sum / data.length;
}
static double variance<E extends num>(List<E> data) {
E sum = data.reduce((value, element) => (value + element) as E);
int count = data.length;
double average = sum / count;
double diffSquareSum = 0;
for (E value in data) {
double diff = value - average;
double squared = diff * diff;
diffSquareSum += squared;
}
double variance = diffSquareSum / (count - 1);
return variance;
}
static double tTableTwoTails_0_05(int value) {
// TODO: Maybe actually calculate this? I haven't looked that up.
// These numbers are from google sheets "=TINV(0.05, value)"
if (value < 1) throw "value has to be > 0";
if (value == 1) return 12.70620474;
if (value == 2) return 4.30265273;
if (value == 3) return 3.182446305;
if (value == 4) return 2.776445105;
if (value == 5) return 2.570581836;
if (value == 6) return 2.446911851;
if (value == 7) return 2.364624252;
if (value == 8) return 2.306004135;
if (value == 9) return 2.262157163;
if (value == 10) return 2.228138852;
if (value == 11) return 2.20098516;
if (value == 12) return 2.17881283;
if (value == 13) return 2.160368656;
if (value == 14) return 2.144786688;
if (value == 15) return 2.131449546;
if (value == 16) return 2.119905299;
if (value == 17) return 2.109815578;
if (value == 18) return 2.10092204;
if (value == 19) return 2.093024054;
if (value == 20) return 2.085963447;
if (value <= 30) return 2.042272456;
if (value <= 40) return 2.02107539;
if (value <= 50) return 2.008559112;
if (value <= 60) return 2.000297822;
if (value <= 70) return 1.994437112;
if (value <= 80) return 1.990063421;
if (value <= 80) return 1.990063421;
if (value <= 90) return 1.986674541;
if (value <= 100) return 1.983971519;
if (value <= 150) return 1.975905331;
if (value <= 200) return 1.971896224;
if (value <= 250) return 1.969498393;
if (value <= 500) return 1.964719837;
if (value <= 1000) return 1.962339081;
if (value <= 10000) return 1.96020124;
if (value <= 100000) return 1.959987708;
if (value <= 1000000) return 1.959966357;
return 1.959964228;
}
}
class TTestResult {
final bool significant;
final double percentDiff;
final double percentDiffConfidence;
final double diff;
final double confidence;
TTestResult(this.significant, this.percentDiff, this.percentDiffConfidence,
this.diff, this.confidence);
@override
String toString() {
if (significant) {
double leastConfidentChange;
if (diff < 0) {
leastConfidentChange = diff + confidence;
} else {
leastConfidentChange = diff - confidence;
}
return "TTestResult[significant: "
"${_format(percentDiff)}% +/- ${_format(percentDiffConfidence)}% "
"(${_format(diff)} +/- ${_format(confidence)}) "
"(at least ${_format(leastConfidentChange)})]";
} else {
return "TTestResult[not significant]";
}
}
String _format(double d) {
return d.toStringAsFixed(2);
}
}