CDMatrixStat

Class Description

The CDMatrixStat class provides functions calculating statistics for the matrix and some statistical tests.

Constructors/Destructor

CDMatrixStat (void)

Default constructor. Creates an uninitialized matrix.

CDMatrixStat
(int rows, int cols,
double *storage = 0)

If storage is zero, create a dynamically sized double precision matrix with the number of rows and cols specified. If storage is not zero, use the memory it points to.

CDMatrixStat (const CDMatrixStat &mat)

Creates a matrix with the same properties and values as another matrix.

 Argument Description rows,cols number of rows and columns in matrix storage pointer to previously allocated memory mat reference to another matrix

~CDMatrixStat (void)
Destructor.

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Matrix Statistics

CDMatrixStat::Mean

double Mean()

Return the mean value of the elements.

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CDMatrixStat::MeanCol
void MeanCol(CDVectorStat& vMean)

Calculate the mean value of the elements in each column.

 Argument Description vMean reference to vector holding the mean values

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CDMatrixStat::Std

double Std()

Return the standard deviation of the elements.

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CDMatrixStat::StdCol
void StdCol(CDVectorStat& vStd)

Calculate the standard deviation of the elements in each column.

 Argument Description vStd reference to vector holding the standard deviations

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CDMatrixStat::Sum
double Sum()

Return the sum of the elements.

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CDMatrixStat::SumCol
void SumCol(CDVectorStat& vSum)

Calculate the sum of the elements in each column.

 Argument Description vSum reference to vector holding the sums

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CDMatrixStat::Var
double Var()

Return the variance of the elements.

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CDMatrixStat::VarCol
void VarCol(CDVectorStat& vVar)

Calculate the variance of the elements in each column.

 Argument Description vVar reference to vector holding the variance

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Statistical Tests

CDMatrixStat:: OneWayANOVA

void OneWayANOVA(double& dZ, int& nDFModel, int& nDFError)

Perform a one way analysis of variance, where each column in the matrix corresponds to a set of observations, which are assumed to be Gaussian distributed, i.e.

Hypothesis:    mean1 = mean2 = mean3 = ...

Reject region:    dz > F(nDFModel, nDFError )_{1-alpha}

 Argument Description dZ test statistics nDFModel degrees of freedom for the model nDFError degrees of freedom for the error

CDMatrixStat:: TTest
void TTest(const int iCol1,const int iCol2, double& dZ, int& nDF)

Perform a t-test on the observations corresponding to columns iCol1 and iCol2, which are assumed to be Gaussian distributed observation,  i.e.

Hypothesis:    mean1 = mean2

Reject region:    dZ < t(nDF)_alpha    v    dZ > t(nDF)_{1-alpha}

Note, that the variance estimate used in the t-test is created by a pulled variance based on all the columns in the matrix.

 Argument Description iCol1, iCol2 index to columns, which corresponds to the two set of observations dZ test statistics nDF degrees of freedom

Miscellaneous

CDMatrixStat::ToString

void ToString(CString& strOut)

This function returns a string representing the vector.

 Argument Description strOut reference to the string

CDMatrixStat::operator=

CDMatrixStat& operator= (double value)
Assigns value to all elements of this matrix.

CDMatrixStat& operator= (const CDMatrixStat& vec)
Copies the values of another matrix to the corresponding elements of this matrix.

 Argument Description value value to be assigned to this matrix's elements vec reference to matrix with values to be copied