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richard-churchman
cc0a2bee21
Included open-source Accord.net library code natively to the solution given the deprecated state of that project. Accord.net will be supported inside Jube for own needs (such as upgrading to .Net 7+). Accord.net libraries modified to compile to .Net 6. Modified Accord.net libraries to better support Newtonsoft Json.net serialisation. Included annotations in the Accord.net libraries to house important dependency statistics. Serialised json can be used independently of Jube to recall a Neural Network. Removal of Binary Serializer totally as a precursor to the projects support of .Net 7+. Extensive bug fixing in crucial functions of Neural Network training and recall. While this part of the system remains in Alpha, it is substantially more fit for purpose.
110 lines
4.1 KiB
C#
110 lines
4.1 KiB
C#
// Accord Statistics Library
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// The Accord.NET Framework
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// http://accord-framework.net
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//
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// Copyright © César Souza, 2009-2017
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// cesarsouza at gmail.com
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//
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// This library is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// License as published by the Free Software Foundation; either
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// version 2.1 of the License, or (at your option) any later version.
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//
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// This library is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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// Lesser General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License along with this library; if not, write to the Free Software
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// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
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//
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namespace Accord.Statistics.Testing.Power
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{
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using System;
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using Accord.Compat;
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/// <summary>
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/// Common interface for power analysis objects.
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/// </summary>
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///
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/// <remarks>
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/// <para>
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/// The power of a statistical test is the probability that it correctly rejects
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/// the null hypothesis when the null hypothesis is false. That is, </para>
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///
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/// <para>
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/// <c>power = P(reject null hypothesis | null hypothesis is false)</c>
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/// </para>
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///
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/// <para>
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/// It can be equivalently thought of as the probability of correctly accepting the
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/// alternative hypothesis when the alternative hypothesis is true - that is, the ability
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/// of a test to detect an effect, if the effect actually exists. The power is in general
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/// a function of the possible distributions, often determined by a parameter, under the
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/// alternative hypothesis. As the power increases, the chances of a Type II error occurring
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/// decrease. The probability of a Type II error occurring is referred to as the false
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/// negative rate (β) and the power is equal to 1−β. The power is also known as the sensitivity.
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/// </para>
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///
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/// <para>
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/// Power analysis can be used to calculate the minimum sample size required so that
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/// one can be reasonably likely to detect an effect of a given size. Power analysis
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/// can also be used to calculate the minimum effect size that is likely to be detected
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/// in a study using a given sample size. In addition, the concept of power is used to
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/// make comparisons between different statistical testing procedures: for example,
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/// between a parametric and a nonparametric test of the same hypothesis. There is also
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/// the concept of a power function of a test, which is the probability of rejecting the
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/// null when the null is true.</para>
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///
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/// <para>
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/// References:
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/// <list type="bullet">
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/// <item><description>
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/// Wikipedia, The Free Encyclopedia. Statistical power. Available on:
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/// http://en.wikipedia.org/wiki/Statistical_power </description></item>
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/// </list></para>
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/// </remarks>
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///
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/// <seealso cref="TTestPowerAnalysis"/>
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/// <seealso cref="ZTestPowerAnalysis"/>
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///
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public interface IPowerAnalysis : ICloneable, IFormattable
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{
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/// <summary>
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/// Gets the test type.
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/// </summary>
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///
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DistributionTail Tail { get; }
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/// <summary>
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/// Gets the power of the test, also known as the
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/// (1-Beta error rate) or the test's sensitivity.
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/// </summary>
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///
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double Power { get; }
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/// <summary>
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/// Gets the significance level
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/// for the test. Also known as alpha.
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/// </summary>
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///
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double Size { get; }
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/// <summary>
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/// Gets the number of samples
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/// considered in the test.
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/// </summary>
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///
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double Samples { get; }
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/// <summary>
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/// Gets the effect size of the test.
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/// </summary>
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///
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double Effect { get; }
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}
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}
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