Add Student's T distrubution CDF.

src/BBS-Numerical-Statistics.adb

@@ -160,4 +160,18 @@ package body BBS.Numerical.Statistics is
  return elem.Exp(part1 + part3 - part2);
  end;
  --
+ -- This uses the global deg_freedom so that it can be called as a function of
+ -- one variable by the integration routine.
+ --
+ function partial_studentT(x : f'Base) return f'Base is
+ begin
+ return studentT_pdf(x, deg_freedom);
+ end;
+ --
+ function studentT_cdf(a, b : F'Base; nu, steps : Positive) return F'Base is
+ tol : f'Base := 0.0001;
+ begin
+ deg_freedom := nu;
+ return integ.adapt_simpson(partial_studentT'Access, a, b, tol, steps);
+ end;
 end;

src/BBS-Numerical-Statistics.ads

@@ -64,12 +64,15 @@ package BBS.Numerical.statistics is
  --
  function studentT_pdf(t : f'Base; nu : Positive) return f'Base;
  --
+ function studentT_cdf(a, b : F'Base; nu, steps : Positive) return F'Base;
+ --
 private
  --
- -- This is a bit of a hack to get a chi square function that can
+ -- This is a bit of a hack to get some function into a form that can
  -- be integrated.
  --
  deg_freedom : Positive;
  --
  function partial_chi2(x : f'Base) return f'Base;
+ function partial_studentT(x : f'Base) return f'Base;
 end;

test/test_stats.adb

@@ -21,8 +21,8 @@ procedure test_stats is
  (x => 5.0, y => 4.0));
  res : linreg.simple_linreg_result;
  val : real;
- dof : Positive := 50;
- sum : real;
+ dof : Positive := 20;
+-- sum : real;
 begin
  Ada.Text_IO.Put_Line("Testing some of the numerical routines.");
  res := linreg.simple_linear(data);
@@ -37,38 +37,41 @@ begin
  float_io.Put(res.variance, 2, 3, 0);
  Ada.Text_IO.New_Line;
  Ada.Text_IO.Put_Line("Probability Distributions");
- Ada.Text_IO.Put_Line(" Normal Chi^2");
- Ada.Text_IO.Put_Line(" X PDF CDF PDF CDF");
+ Ada.Text_IO.Put_Line("  Normal  Chi^2 Student's T");
+ Ada.Text_IO.Put_Line(" X PDF  CDF  PDF CDF PDF  CDF");
  for i in 0 .. 20 loop
  val := real(i)*1.0;
  Ada.Text_IO.Put(" ");
  float_io.Put(val, 2, 2, 0);
  Ada.Text_IO.Put(" ");
- float_io.Put(stat.normal_pdf(val), 1, 5, 0);
+ float_io.Put(stat.normal_pdf(val), 1, 6, 3);
  Ada.Text_IO.Put(" ");
- float_io.Put(stat.normal_cdf(0.0, val, 20), 1, 5, 0);
+ float_io.Put(stat.normal_cdf(0.0, val, 20), 1, 6, 3);
  Ada.Text_IO.Put(" ");
- float_io.Put(stat.chi2_pdf(val, dof), 1, 5, 0);
+ float_io.Put(stat.chi2_pdf(val, dof), 1, 6, 3);
  Ada.Text_IO.Put(" ");
- float_io.Put(stat.chi2_cdf(0.0, val, dof, 20), 1, 5, 0);
+ float_io.Put(stat.chi2_cdf(0.0, val, dof, 20), 1, 6, 3);
+ Ada.Text_IO.Put(" ");
+ float_io.Put(stat.studentT_pdf(val, dof), 1, 6, 3);
+ Ada.Text_IO.Put(" ");
+ float_io.Put(stat.studentT_cdf(0.0, val, dof, 20), 1, 6, 3);
  Ada.Text_IO.Put(" ");
- float_io.Put(stat.studentT_pdf(val, dof), 1, 5, 0);
  Ada.Text_IO.New_Line;
  end loop;
  Ada.Text_IO.New_Line;
- for n in 0 .. 10 loop
- Ada.Text_IO.put(" ");
- float_io.put(real(n), 2, 0, 0);
- Ada.Text_IO.Put("|");
- sum := 0.0;
- for k in 0 .. n loop
- Ada.Text_IO.Put(" ");
- val := funct.nChoosek(n, k);
- float_io.Put(val, 4, 0, 0);
- sum := sum + val;
- end loop;
- Ada.Text_IO.Put("| ");
- float_io.Put(sum, 4, 0, 0);
- Ada.Text_IO.New_Line;
- end loop;
+-- for n in 0 .. 10 loop
+-- Ada.Text_IO.put(" ");
+-- float_io.put(real(n), 2, 0, 0);
+-- Ada.Text_IO.Put("|");
+-- sum := 0.0;
+-- for k in 0 .. n loop
+-- Ada.Text_IO.Put(" ");
+-- val := funct.nChoosek(n, k);
+-- float_io.Put(val, 4, 0, 0);
+-- sum := sum + val;
+-- end loop;
+-- Ada.Text_IO.Put("| ");
+-- float_io.Put(sum, 4, 0, 0);
+-- Ada.Text_IO.New_Line;
+-- end loop;
 end test_stats;