Add initial cut of Student's T PDF.

src/BBS-Numerical-Statistics.adb

@@ -143,4 +143,21 @@ package body BBS.Numerical.Statistics is
  end loop;
  return 0.0;
  end;
+ --
+ -- The student's T distrubution is defined as:
+ -- gamma((nu+1)/2 t*t -(nu+1)/2
+ -- f(t) = ----------------------- * (1 + ---)
+ -- sqrt(pi*nu)*gamma(nu/2) nu
+ --
+ -- Where nu is the degrees of freedom
+ --
+ function studentT_pdf(t : f'Base; nu : Positive) return f'Base is
+ part1 : f'Base := funct.lngamma2n(nu+1);
+ part2 : f'Base := elem.log(elem.Sqrt(Ada.Numerics.Pi*f'Base(nu))) +
+ funct.lngamma2n(nu);
+ part3 : f'Base := elem.Log(1.0 + (t*t)/f'Base(nu))*(-(f'Base(nu+1)/2.0));
+ begin
+ return elem.Exp(part1 + part3 - part2);
+ end;
+ --
 end;

src/BBS-Numerical-Statistics.ads

@@ -44,6 +44,7 @@ package BBS.Numerical.statistics is
  --
  function chi2_cdf(a, b : F'Base; k, steps : Positive) return F'Base;
  --
+ -- *** Under development - do not use yet. ***
  -- Perform a chi^2 test on two sets of data
  --
  -- This calculates alpha from the expected and observed data sets and then
@@ -54,6 +55,15 @@ package BBS.Numerical.statistics is
  function chi2_test(expected, observed : data_array; k : Positive) return F'Base
  with pre => ((expected'First = observed'First) and (expected'Last = observed'Last));
  --
+ -- The student's T distrubution is defined as:
+ -- gamma((nu+1)/2 t*t -(nu+1)/2
+ -- f(t) = ----------------------- * (1 + ---)
+ -- sqrt(pi*nu)*gamma(nu/2) nu
+ --
+ -- Where nu is the degrees of freedom
+ --
+ function studentT_pdf(t : f'Base; nu : Positive) return f'Base;
+ --
 private
  --
  -- This is a bit of a hack to get a chi square function that can

test/test_stats.adb

@@ -22,6 +22,7 @@ procedure test_stats is
  res : linreg.simple_linreg_result;
  val : real;
  dof : Positive := 50;
+ sum : real;
 begin
  Ada.Text_IO.Put_Line("Testing some of the numerical routines.");
  res := linreg.simple_linear(data);
@@ -50,16 +51,24 @@ begin
  float_io.Put(stat.chi2_pdf(val, dof), 1, 5, 0);
  Ada.Text_IO.Put(" ");
  float_io.Put(stat.chi2_cdf(0.0, val, dof, 20), 1, 5, 0);
+ 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(" ");
- float_io.Put(funct.nchoosek(n, k), 4, 0, 0);
+ 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;