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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.
89 lines
3.3 KiB
C#
89 lines
3.3 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
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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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/// Wald's Test using the Normal distribution.
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/// </summary>
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///
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/// <remarks>
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/// <para>
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/// The Wald test is a parametric statistical test named after Abraham Wald
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/// with a great variety of uses. Whenever a relationship within or between
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/// data items can be expressed as a statistical model with parameters to be
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/// estimated from a sample, the Wald test can be used to test the true value
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/// of the parameter based on the sample estimate.</para>
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///
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/// <para>
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/// Under the Wald statistical test, the maximum likelihood estimate of the
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/// parameter(s) of interest θ is compared with the proposed value θ', with
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/// the assumption that the difference between the two will be approximately
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/// normal.</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><a href="http://en.wikipedia.org/wiki/Wald_test">
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/// Wikipedia, The Free Encyclopedia. Wald Test. Available on:
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/// http://en.wikipedia.org/wiki/Wald_test </a></description></item>
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/// </list></para>
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/// </remarks>
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///
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/// <seealso cref="ZTest"/>
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///
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/// <seealso cref="Accord.Statistics.Distributions.Univariate.NormalDistribution"/>
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///
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[Serializable]
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public class WaldTest : ZTest
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{
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/// <summary>
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/// Constructs a Wald's test.
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/// </summary>
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///
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/// <param name="statistic">The test statistic, as given by (θ-θ')/SE.</param>
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///
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public WaldTest(double statistic)
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: base(statistic, OneSampleHypothesis.ValueIsDifferentFromHypothesis)
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{
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}
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/// <summary>
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/// Constructs a Wald's test.
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/// </summary>
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///
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/// <param name="estimatedValue">The estimated value (θ).</param>
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/// <param name="hypothesizedValue">The hypothesized value (θ').</param>
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/// <param name="standardError">The standard error of the estimation (SE).</param>
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///
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public WaldTest(double estimatedValue, double hypothesizedValue, double standardError)
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: base(sampleMean: estimatedValue, hypothesizedMean: hypothesizedValue, standardError: standardError, alternate: OneSampleHypothesis.ValueIsDifferentFromHypothesis)
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{
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}
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}
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}
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