Hello everybody,
I have to implement the Pearson chi-square test in C++.
I do not succeed in finding the appropriate instructions to use boost
for this purpose.
I am not even sure of the library file I ought to use.
Many thanks in advance for any help.
Best regards,
Christine Sinoquet
// convention:
// df: degrees of freedom
// css_observed: observed chi-squared score
#include
void chi_squared_test(){
typedef accumulator_settag::p_square_cumulative_distribution > accumulator_t;
accumulator_t acc(tag::p_square_cumulative_distribution::<???tag in
connexion with df (degrees of freedom)???>);
double p = acc(<access to cumulative function for css_observed>)
...
}
_________________________________________________________________________________
Note 1:
As far as I can see, the code below found on Internet does not
correspond at all to my boost library :
// df: degrees of freedom
// css_observed: observed chi-squared score
boost::math::chi_squared mydist(df);
// usage of the cdf accessor function (cumulative distribution function)
to compute the p-value
// corresponding to the observed chi-squared score with df degrees of
freedom.
// p(css <= css_observed) = F(css_observed)
float p = boost::math::cdf(mydist,css_observed);
// p-value = 1 - p is the probability of observing a chi-squared score
at least as extreme as css_observed,
// if one assumes the null hypothesis holds.
___________________________________________________________________________________
Note 2: Below is the content of
.../boost/include/boost/accumulators/statistics :
count.hpp
covariance.hpp
density.hpp
directory
error_of.hpp
error_of_mean.hpp
extended_p_square.hpp
extended_p_square_quantile.hpp
kurtosis.hpp
max.hpp
mean.hpp
median.hpp
min.hpp
moment.hpp
parameters
peaks_over_threshold.hpp
pot_quantile.hpp
pot_tail_mean.hpp
p_square_cumulative_distribution.hpp
p_square_quantile.hpp
skewness.hpp
stats.hpp
sum.hpp
tail.hpp
tail_mean.hpp
tail_quantile.hpp
tail_variate.hpp
tail_variate_means.hpp
times2_iterator.hpp
variance.hpp
variates
weighted_covariance.hpp
weighted_density.hpp
weighted_extended_p_square.hpp
weighted_kurtosis.hpp
weighted_mean.hpp
weighted_median.hpp
weighted_moment.hpp
weighted_peaks_over_threshold.hpp
weighted_p_square_cumulative_distribution.hpp
weighted_p_square_quantile.hpp
weighted_skewness.hpp
weighted_sum.hpp
weighted_tail_mean.hpp
weighted_tail_quantile.hpp
weighted_tail_variate_means.hpp
weighted_variance.hpp
with_error.hpp
Christine SINOQUET