LazStats: Show cumulative probabilities in DistribUnit
git-svn-id: https://svn.code.sf.net/p/lazarus-ccr/svn@7639 8e941d3f-bd1b-0410-a28a-d453659cc2b4
This commit is contained in:
wp_xxyyzz
parent
74d1082ccb
commit
e65cc723d5
@ -1429,6 +1429,11 @@
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<DebugInfoType Value="dsDwarf2"/>
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</Debugging>
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<LinkSmart Value="True"/>
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<Options>
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<Win32>
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<GraphicApplication Value="True"/>
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</Win32>
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</Options>
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</Linking>
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</CompilerOptions>
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<Debugging>
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@ -2,12 +2,12 @@ object DistribFrm: TDistribFrm
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Left = 420
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Height = 432
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Top = 215
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Width = 687
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Width = 701
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HelpType = htKeyword
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HelpKeyword = 'html/DistributionPlotsandCriticalValu.htm'
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Caption = 'Distributions'
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ClientHeight = 432
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ClientWidth = 687
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ClientWidth = 701
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OnActivate = FormActivate
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OnShow = FormShow
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Position = poMainFormCenter
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@ -19,7 +19,7 @@ object DistribFrm: TDistribFrm
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AnchorSideRight.Side = asrBottom
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AnchorSideBottom.Control = Owner
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AnchorSideBottom.Side = asrBottom
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Left = 624
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Left = 638
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Height = 25
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Top = 401
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Width = 55
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@ -35,7 +35,7 @@ object DistribFrm: TDistribFrm
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object ComputeBtn: TButton
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AnchorSideTop.Control = CloseBtn
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AnchorSideRight.Control = CloseBtn
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Left = 540
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Left = 554
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Height = 25
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Top = 401
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Width = 76
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@ -50,7 +50,7 @@ object DistribFrm: TDistribFrm
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object ResetBtn: TButton
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AnchorSideTop.Control = CloseBtn
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AnchorSideRight.Control = ComputeBtn
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Left = 478
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Left = 492
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Height = 25
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Top = 401
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Width = 54
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@ -72,7 +72,7 @@ object DistribFrm: TDistribFrm
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Left = 0
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Height = 8
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Top = 385
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Width = 687
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Width = 701
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Anchors = [akLeft, akRight, akBottom]
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Shape = bsBottomLine
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end
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@ -84,7 +84,7 @@ object DistribFrm: TDistribFrm
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Left = 8
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Height = 377
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Top = 8
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Width = 479
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Width = 454
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Anchors = [akTop, akLeft, akRight, akBottom]
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BorderSpacing.Left = 8
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BorderSpacing.Top = 8
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@ -92,7 +92,7 @@ object DistribFrm: TDistribFrm
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BevelOuter = bvNone
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BorderStyle = bsSingle
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ClientHeight = 373
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ClientWidth = 475
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ClientWidth = 450
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Color = clWhite
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ParentColor = False
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TabOrder = 3
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@ -100,7 +100,7 @@ object DistribFrm: TDistribFrm
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Left = 6
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Height = 361
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Top = 6
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Width = 463
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Width = 438
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AxisList = <
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item
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Grid.Color = clSilver
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@ -146,6 +146,12 @@ object DistribFrm: TDistribFrm
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end
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object VertLineSeries: TLineSeries
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Active = False
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LinePen.Color = clRed
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LinePen.Style = psDot
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end
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object HorLineSeries: TLineSeries
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LinePen.Color = clRed
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LinePen.Style = psDot
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end
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end
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end
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@ -181,42 +187,42 @@ object DistribFrm: TDistribFrm
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AnchorSideRight.Control = Owner
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AnchorSideRight.Side = asrBottom
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AnchorSideBottom.Control = Bevel1
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Left = 499
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Left = 474
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Height = 377
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Top = 8
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Width = 180
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Width = 219
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Anchors = [akTop, akRight, akBottom]
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AutoSize = True
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BorderSpacing.Top = 8
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BorderSpacing.Right = 8
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BevelOuter = bvNone
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ClientHeight = 377
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ClientWidth = 180
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ClientWidth = 219
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TabOrder = 6
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object GroupBox1: TGroupBox
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AnchorSideLeft.Control = ParameterPanel
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AnchorSideTop.Control = ParameterPanel
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AnchorSideRight.Side = asrBottom
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Left = 0
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Height = 136
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Height = 175
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Top = 0
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Width = 180
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Width = 219
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AutoSize = True
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Caption = 'Plot Distribution:'
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Caption = 'Plot Distribution'
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ChildSizing.LeftRightSpacing = 16
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ChildSizing.TopBottomSpacing = 8
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ChildSizing.VerticalSpacing = 8
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ChildSizing.EnlargeVertical = crsHomogenousSpaceResize
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ChildSizing.EnlargeVertical = crsScaleChilds
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ChildSizing.Layout = cclLeftToRightThenTopToBottom
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ChildSizing.ControlsPerLine = 1
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ClientHeight = 116
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ClientWidth = 176
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ClientHeight = 155
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ClientWidth = 215
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TabOrder = 0
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object NDChk: TRadioButton
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Left = 16
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Height = 19
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Top = 8
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Width = 144
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Width = 183
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Caption = 'Normal Distribution'
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OnClick = DistributionClick
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TabOrder = 0
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@ -225,8 +231,8 @@ object DistribFrm: TDistribFrm
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Left = 16
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Height = 19
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Top = 35
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Width = 144
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Caption = 'Student t Distribution'
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Width = 183
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Caption = 'Student t Distribution (1-sided)'
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OnClick = DistributionClick
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TabOrder = 3
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end
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@ -234,7 +240,7 @@ object DistribFrm: TDistribFrm
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Left = 16
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Height = 19
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Top = 62
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Width = 144
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Width = 183
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Caption = 'Central F Distribution'
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OnClick = DistributionClick
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TabOrder = 2
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@ -243,11 +249,28 @@ object DistribFrm: TDistribFrm
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Left = 16
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Height = 19
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Top = 89
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Width = 144
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Width = 183
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Caption = 'Chi-Square Distribution'
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OnClick = DistributionClick
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TabOrder = 1
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end
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object Bevel2: TBevel
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Left = 16
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Height = 4
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Top = 116
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Width = 183
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Constraints.MaxHeight = 4
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Shape = bsBottomLine
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end
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object CumulativeChk: TCheckBox
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Left = 16
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Height = 19
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Top = 128
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Width = 183
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Caption = 'Cumulative'
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OnChange = CumulativeChkChange
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TabOrder = 4
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end
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end
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object GroupBox2: TGroupBox
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AnchorSideLeft.Control = GroupBox1
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@ -256,21 +279,22 @@ object DistribFrm: TDistribFrm
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AnchorSideRight.Control = GroupBox1
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AnchorSideRight.Side = asrBottom
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Left = 0
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Height = 140
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Top = 152
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Width = 180
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Height = 107
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Top = 191
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Width = 219
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Anchors = [akTop, akLeft, akRight]
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AutoSize = True
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BorderSpacing.Top = 16
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BorderSpacing.Bottom = 12
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Caption = 'Parameters'
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ClientHeight = 120
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ClientWidth = 176
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ClientHeight = 87
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ClientWidth = 215
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TabOrder = 1
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object AlphaLabel: TLabel
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AnchorSideTop.Control = AlphaEdit
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AnchorSideTop.Side = asrCenter
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AnchorSideRight.Control = AlphaEdit
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Left = 29
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Left = 68
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Height = 15
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Top = 6
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Width = 84
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@ -283,7 +307,7 @@ object DistribFrm: TDistribFrm
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AnchorSideTop.Control = DF1Edit
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AnchorSideTop.Side = asrCenter
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AnchorSideRight.Control = DF1Edit
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Left = 22
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Left = 61
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Height = 15
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Top = 33
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Width = 91
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@ -297,7 +321,7 @@ object DistribFrm: TDistribFrm
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AnchorSideTop.Control = DF2Edit
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AnchorSideTop.Side = asrCenter
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AnchorSideRight.Control = DF2Edit
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Left = 22
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Left = 61
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Height = 15
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Top = 60
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Width = 91
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@ -307,25 +331,11 @@ object DistribFrm: TDistribFrm
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Caption = 'Deg. Freedom (2)'
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ParentColor = False
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end
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object MeanLabel: TLabel
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AnchorSideTop.Control = MeanEdit
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AnchorSideTop.Side = asrCenter
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AnchorSideRight.Control = MeanEdit
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Left = 83
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Height = 15
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Top = 93
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Width = 30
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Anchors = [akTop, akRight]
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BorderSpacing.Right = 8
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Caption = 'Mean'
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ParentColor = False
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Visible = False
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end
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object AlphaEdit: TEdit
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AnchorSideTop.Control = GroupBox2
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AnchorSideRight.Control = GroupBox2
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AnchorSideRight.Side = asrBottom
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Left = 121
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Left = 160
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Height = 23
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Top = 2
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Width = 43
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@ -341,7 +351,7 @@ object DistribFrm: TDistribFrm
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AnchorSideTop.Side = asrBottom
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AnchorSideRight.Control = AlphaEdit
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AnchorSideRight.Side = asrBottom
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Left = 121
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Left = 160
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Height = 23
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Top = 29
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Width = 43
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@ -351,40 +361,36 @@ object DistribFrm: TDistribFrm
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TabOrder = 1
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Text = 'DF1Edit'
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end
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object MeanEdit: TEdit
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AnchorSideTop.Control = DF2Edit
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AnchorSideTop.Side = asrBottom
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AnchorSideRight.Control = AlphaEdit
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AnchorSideRight.Side = asrBottom
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Left = 121
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Height = 23
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Top = 89
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Width = 43
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Alignment = taRightJustify
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Anchors = [akTop, akRight]
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BorderSpacing.Top = 4
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BorderSpacing.Bottom = 8
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TabOrder = 3
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Text = 'MeanEdit'
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Visible = False
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end
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object DF2Edit: TEdit
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AnchorSideTop.Control = DF1Edit
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AnchorSideTop.Side = asrBottom
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AnchorSideRight.Control = AlphaEdit
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AnchorSideRight.Side = asrBottom
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Left = 121
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Left = 160
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Height = 23
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Top = 56
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Width = 43
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Alignment = taRightJustify
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Anchors = [akTop, akRight]
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BorderSpacing.Top = 4
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BorderSpacing.Bottom = 10
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BorderSpacing.Bottom = 8
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TabOrder = 2
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Text = 'DF2Edit'
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end
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end
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object ShowCriticalValuesChk: TCheckBox
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AnchorSideLeft.Control = ParameterPanel
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AnchorSideTop.Control = GroupBox2
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AnchorSideTop.Side = asrBottom
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Left = 0
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Height = 19
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Top = 310
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Width = 123
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Caption = 'Show critical values'
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Checked = True
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State = cbChecked
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TabOrder = 2
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end
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end
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object SavePictureDialog: TSavePictureDialog
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Filter = 'Graphic (*.png;*.bmp;*.jpeg;*.jpg;*.jpe;*.jfif;*.svg)|*.png;*.bmp;*.jpeg;*.jpg;*.jpe;*.jfif;*.svg|Portable Network Graphic (*.png)|*.png|Bitmaps (*.bmp)|*.bmp|Joint Picture Expert Group (*.jpeg;*.jpg;*.jpe;*.jfif)|*.jpeg;*.jpg;*.jpe;*.jfif|Scaleable Vector Graphic (*.svg)|*.svg|All Files (*.*)|*.*'
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@ -23,7 +23,11 @@ type
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TDistribFrm = class(TForm)
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AlphaEdit: TEdit;
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Bevel1: TBevel;
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Bevel2: TBevel;
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ShowCriticalValuesChk: TCheckBox;
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HorLineSeries: TLineSeries;
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ChartToolset: TChartToolset;
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CumulativeChk: TCheckBox;
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PanDragTool: TPanDragTool;
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tChk: TRadioButton;
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ZoomDragTool: TZoomDragTool;
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@ -39,7 +43,6 @@ type
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DF1Edit: TEdit;
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DF2Edit: TEdit;
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FChk: TRadioButton;
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MeanEdit: TEdit;
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NDChk: TRadioButton;
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ChartPanel: TPanel;
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ResetBtn: TButton;
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@ -49,15 +52,19 @@ type
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AlphaLabel: TLabel;
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DF1Label: TLabel;
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DF2Label: TLabel;
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MeanLabel: TLabel;
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GroupBox1: TGroupBox;
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procedure ComputeBtnClick(Sender: TObject);
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procedure CumulativeChkChange(Sender: TObject);
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procedure FormActivate(Sender: TObject);
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procedure FormShow(Sender: TObject);
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procedure CalcChiSq(const AX: Double; out AY: Double);
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procedure CalcChi2(const AX: Double; out AY: Double);
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procedure CalcChi2_Cumulative(const AX: Double; out AY: Double);
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procedure CalcF(const AX: Double; out AY: Double);
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procedure CalcF_Cumulative(const AX: Double; out AY: Double);
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procedure CalcND(const AX: Double; out AY: Double);
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procedure Calct(const AX: Double; out AY: Double);
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procedure CalcND_Cumulative(const AX: Double; out AY: Double);
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procedure CalcT(const AX: Double; out AY: Double);
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procedure CalcT_Cumulative(const AX: Double; out AY: Double);
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procedure DistributionClick(Sender: TObject);
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procedure PrintBtnClick(Sender: TObject);
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procedure ResetBtnClick(Sender: TObject);
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@ -67,7 +74,7 @@ type
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DF1: Integer;
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DF2: Integer;
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procedure NormalDistPlot;
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procedure ChiPlot;
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procedure Chi2Plot;
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procedure FPlot;
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procedure tPlot;
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@ -97,7 +104,6 @@ begin
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AlphaEdit.Text := FormatFloat('0.00', DEFAULT_ALPHA_LEVEL);
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DF1Edit.Text := '';
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DF2Edit.Text := '';
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MeanEdit.Text := '';
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GroupBox2.Enabled := false;
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FuncSeries.OnCalculate := nil;
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VertLineSeries.Active := false;
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@ -105,6 +111,7 @@ begin
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Chart.BottomAxis.Title.Caption := 'Scale';
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end;
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procedure TDistribFrm.SaveBtnClick(Sender: TObject);
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var
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ext: String;
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@ -121,31 +128,67 @@ begin
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end;
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end;
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procedure TDistribFrm.FormShow(Sender: TObject);
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begin
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ResetBtnClick(self);
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end;
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procedure TDistribFrm.CalcF(const AX: Double; out AY: Double);
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begin
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AY := FDensity(AX, DF1, DF2);
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end;
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procedure TDistribFrm.CalcF_Cumulative(const AX: Double; out AY: Double);
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begin
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AY := 1.0 - ProbF(AX, DF1, DF2);
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end;
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procedure TDistribFrm.CalcND(const AX: Double; out AY: Double);
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begin
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AY := 1.0 / sqrt(TWO_PI) * exp(-sqr(AX)/ 2.0);
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end;
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procedure TDistribFrm.CalcChiSq(const AX: Double; out AY: Double);
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procedure TDistribFrm.CalcND_Cumulative(const AX: Double; out AY: Double);
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begin
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// AY := ProbZ(AX); -- very slow
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AY := NormalDist(AX); // borrowed from NumLib
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end;
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procedure TDistribFrm.CalcChi2(const AX: Double; out AY: Double);
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begin
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AY := Chi2Density(AX, DF1);
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end;
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procedure TDistribFrm.CalcChi2_Cumulative(const AX: Double; out AY: Double);
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begin
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AY := ChiSquaredProb(AX, DF1);
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end;
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procedure TDistribFrm.Calct(const AX: Double; out AY: Double);
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begin
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AY := tDensity(AX, DF1);
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end;
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procedure TDistribFrm.CalcT_Cumulative(const AX: Double; out AY: Double);
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const
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ONE_SIDED = true;
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begin
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if AX < 0 then
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AY := tDist(-AX, DF1, ONE_SIDED)
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else
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AY := 1.0 - tDist(AX, DF1, ONE_SIDED);
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end;
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procedure TDistribFrm.DistributionClick(Sender: TObject);
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var
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rb: TRadiobutton;
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@ -162,28 +205,9 @@ begin
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DF2Edit.Enabled := (rb = FChk) and rb.Checked;
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DF2Label.Enabled := DF2Edit.Enabled;
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MeanEdit.Enabled := false;
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MeanLabel.Enabled := false;
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{
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if NDChk.Checked then
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begin
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GroupBox2.Enabled := true;
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AlphaLabel.Enabled := true;
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AlphaEdit.Enabled := true;
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DF1Edit.Enabled := false;
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DF1Label.Enabled := false;
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DF2Label.Enabled := false;
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MeanLabel.Enabled := false;
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DF2Edit.Enabled := false;
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MeanEdit.Enabled := false;
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end
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else
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GroupBox2.Enabled := false;
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}
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end;
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procedure TDistribFrm.PrintBtnClick(Sender: TObject);
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const
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MARGIN = 10;
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@ -212,6 +236,7 @@ begin
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end;
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end;
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|
||||
|
||||
procedure TDistribFrm.ComputeBtnClick(Sender: TObject);
|
||||
var
|
||||
msg: String;
|
||||
@ -240,7 +265,7 @@ begin
|
||||
|
||||
if ChiChk.Checked then
|
||||
begin
|
||||
ChiPlot();
|
||||
Chi2Plot();
|
||||
ok := true;
|
||||
end;
|
||||
|
||||
@ -254,13 +279,23 @@ begin
|
||||
MessageDlg('Please select a distribution.', mtError, [mbOK], 0);
|
||||
end;
|
||||
|
||||
procedure TDistribFrm.CumulativeChkChange(Sender: TObject);
|
||||
begin
|
||||
if CumulativeChk.Checked then
|
||||
Chart.LeftAxis.Title.Caption := 'Cumulative probability'
|
||||
else
|
||||
Chart.LeftAxis.Title.Caption := 'Probability density';
|
||||
end;
|
||||
|
||||
|
||||
procedure TDistribFrm.NormalDistPlot;
|
||||
var
|
||||
alpha: Double;
|
||||
zMax, zCrit, pCrit: Double;
|
||||
zMax, zMin, zCrit, pCrit: Double;
|
||||
begin
|
||||
alpha := StrToFloat(AlphaEdit.Text);
|
||||
zMax := InverseZ(0.9999);
|
||||
zMin := -zMax;
|
||||
zCrit := inversez(1.0 - alpha);
|
||||
CalcND(zCrit, pCrit);
|
||||
|
||||
@ -270,28 +305,44 @@ begin
|
||||
Chart.Title.Text.Add(Format('Critical value = %.3f', [zCrit]));
|
||||
Chart.Title.Visible := true;
|
||||
Chart.BottomAxis.Title.Caption := 'z';
|
||||
FuncSeries.Extent.XMin := -zMax;
|
||||
FuncSeries.Extent.XMax := +zMax;
|
||||
FuncSeries.Extent.XMin := zMin;
|
||||
FuncSeries.Extent.XMax := zMax;
|
||||
FuncSeries.Extent.UseXMin := true;
|
||||
FuncSeries.Extent.UseXMax := true;
|
||||
FuncSeries.OnCalculate := @CalcND;
|
||||
if CumulativeChk.Checked then
|
||||
FuncSeries.OnCalculate := @CalcND_Cumulative
|
||||
else
|
||||
FuncSeries.OnCalculate := @CalcND;
|
||||
FuncSeries.DomainExclusions.Clear;
|
||||
VertLineSeries.Clear;
|
||||
VertLineSeries.AddXY(zCrit, 0);
|
||||
VertLineSeries.AddXY(zCrit, pCrit);
|
||||
VertLineSeries.Active := true;
|
||||
|
||||
VertlineSeries.Clear;
|
||||
if CumulativeChk.Checked then
|
||||
begin
|
||||
HorLineSeries.Clear;
|
||||
HorLineSeries.AddXY(zMin, 1.0 - alpha);
|
||||
HorLineSeries.AddXY(zCrit, 1.0 - alpha);
|
||||
VertlineSeries.AddXY(zCrit, 1.0 - alpha);
|
||||
VertLineSeries.AddXY(zCrit, 0);
|
||||
end else
|
||||
begin
|
||||
VertLineSeries.AddXY(zCrit, 0);
|
||||
VertLineSeries.AddXY(zCrit, pCrit);
|
||||
end;
|
||||
HorLineSeries.Active := ShowCriticalValuesChk.Checked and CumulativeChk.Checked;
|
||||
VertLineSeries.Active := ShowCriticalValuesChk.Checked;
|
||||
end;
|
||||
|
||||
procedure TDistribFrm.ChiPlot;
|
||||
|
||||
procedure TDistribFrm.Chi2Plot;
|
||||
var
|
||||
alpha: Double;
|
||||
Chi2Max, Chi2Crit, pCrit: Double;
|
||||
chi2Max, chi2Crit, pCrit: Double;
|
||||
begin
|
||||
alpha := StrToFloat(AlphaEdit.Text);
|
||||
DF1 := StrToInt(DF1Edit.Text);
|
||||
Chi2Max := InverseChi(0.9999, DF1);
|
||||
Chi2Crit := InverseChi(1.0 - alpha, DF1);
|
||||
CalcChiSq(Chi2Crit, pCrit);
|
||||
chi2Max := InverseChi(0.9999, DF1);
|
||||
chi2Crit := InverseChi(1.0 - alpha, DF1);
|
||||
CalcChi2(chi2Crit, pCrit);
|
||||
|
||||
Chart.Title.Text.Clear;
|
||||
Chart.Title.Text.Add('<b>Chi-Squared Distribution</b>');
|
||||
@ -300,17 +351,32 @@ begin
|
||||
Chart.Title.Visible := true;
|
||||
Chart.BottomAxis.Title.Caption := 'χ<sup>2</sup>';
|
||||
FuncSeries.Extent.XMin := 0;
|
||||
FuncSeries.Extent.XMax := Chi2Max;
|
||||
FuncSeries.Extent.XMax := chi2Max;
|
||||
FuncSeries.Extent.UseXMin := true;
|
||||
FuncSeries.Extent.UseXMax := true;
|
||||
FuncSeries.OnCalculate := @CalcChiSq;
|
||||
if CumulativeChk.Checked then
|
||||
FuncSeries.OnCalculate := @CalcChi2_Cumulative
|
||||
else
|
||||
FuncSeries.OnCalculate := @CalcChi2;
|
||||
FuncSeries.DomainExclusions.AddRange(-Infinity, 0, [ioOpenEnd]);
|
||||
|
||||
VertLineSeries.Clear;
|
||||
VertLineSeries.AddXY(Chi2Crit, 0);
|
||||
VertLineSeries.AddXY(Chi2Crit, pCrit);
|
||||
VertLineSeries.Active := true;
|
||||
if CumulativeChk.Checked then begin
|
||||
HorLineSeries.Clear;
|
||||
HorLineSeries.AddXY(0, 1.0 - alpha);
|
||||
HorLineSeries.AddXY(chi2Crit, 1.0 - alpha);
|
||||
VertlineSeries.AddXY(chi2Crit, 1.0 - alpha);
|
||||
VertLineSeries.AddXY(chi2Crit, 0);
|
||||
end else
|
||||
begin
|
||||
VertLineSeries.AddXY(chi2Crit, 0);
|
||||
VertLineSeries.AddXY(chi2Crit, pCrit);
|
||||
end;
|
||||
HorLineSeries.Active := ShowCriticalValuesChk.Checked and CumulativeChk.Checked;
|
||||
VertLineSeries.Active := ShowCriticalValuesChk.Checked;
|
||||
end;
|
||||
|
||||
|
||||
procedure TDistribFrm.FPlot;
|
||||
var
|
||||
alpha: Double;
|
||||
@ -333,22 +399,39 @@ begin
|
||||
FuncSeries.Extent.XMax := FMax;
|
||||
FuncSeries.Extent.UseXMin := true;
|
||||
FuncSeries.Extent.UseXMax := true;
|
||||
FuncSeries.OnCalculate := @CalcF;
|
||||
if CumulativeChk.Checked then
|
||||
FuncSeries.OnCalculate := @CalcF_Cumulative
|
||||
else
|
||||
FuncSeries.OnCalculate := @CalcF;
|
||||
FuncSeries.DomainExclusions.AddRange(-Infinity, 0, [ioOpenEnd]);
|
||||
|
||||
VertLineSeries.Clear;
|
||||
VertLineSeries.AddXY(FCrit, 0);
|
||||
VertLineSeries.AddXY(FCrit, pCrit);
|
||||
VertLineSeries.Active := true;
|
||||
if CumulativeChk.Checked then
|
||||
begin
|
||||
HorLineSeries.Clear;
|
||||
HorLineSeries.AddXY(0, 1.0 - alpha);
|
||||
HorLineSeries.AddXY(FCrit, 1.0 - alpha);
|
||||
VertLineSeries.AddXY(FCrit, 1.0 - alpha);
|
||||
VertLineSeries.AddXY(FCrit, 0);
|
||||
end else
|
||||
begin
|
||||
VertLineSeries.AddXY(FCrit, 0);
|
||||
VertLineSeries.AddXY(FCrit, pCrit);
|
||||
end;
|
||||
HorLineSeries.Active := ShowCriticalValuesChk.Checked and CumulativeChk.Checked;
|
||||
VertLineSeries.Active := ShowCriticalValuesChk.Checked;
|
||||
end;
|
||||
|
||||
|
||||
procedure TDistribFrm.tPlot;
|
||||
var
|
||||
alpha: Double;
|
||||
tMax, tCrit, pCrit: Double;
|
||||
tMin, tMax, tCrit, pCrit: Double;
|
||||
begin
|
||||
alpha := StrToFloat(AlphaEdit.Text);
|
||||
DF1 := StrToInt(DF1Edit.Text);
|
||||
tMax := Inverset(0.9999, DF1);
|
||||
tMin := -tMax;
|
||||
tCrit := Inverset(1.0 - alpha, DF1);
|
||||
Calct(tCrit, pCrit);
|
||||
|
||||
@ -358,18 +441,34 @@ begin
|
||||
Chart.Title.Text.Add(Format('Critical value = %.3f', [tCrit]));
|
||||
Chart.Title.Visible := true;
|
||||
Chart.BottomAxis.Title.Caption := 't';
|
||||
FuncSeries.Extent.XMin := -tmax;
|
||||
FuncSeries.Extent.XMin := tMin;
|
||||
FuncSeries.Extent.XMax := tMax;
|
||||
FuncSeries.Extent.UseXMin := true;
|
||||
FuncSeries.Extent.UseXMax := true;
|
||||
FuncSeries.OnCalculate := @Calct;
|
||||
if CumulativeChk.Checked then
|
||||
FuncSeries.OnCalculate := @CalcT_Cumulative
|
||||
else
|
||||
FuncSeries.OnCalculate := @CalcT;
|
||||
FuncSeries.DomainExclusions.Clear;
|
||||
|
||||
VertLineSeries.Clear;
|
||||
VertLineSeries.AddXY(tCrit, 0);
|
||||
VertLineSeries.AddXY(tCrit, pCrit);
|
||||
VertLineSeries.Active := true;
|
||||
if CumulativeChk.Checked then
|
||||
begin
|
||||
HorLineSeries.Clear;
|
||||
HorLineSeries.AddXY(tMin, 1.0 - alpha);
|
||||
HorLineSeries.AddXY(tCrit, 1.0 - alpha);
|
||||
VertLineSeries.AddXY(tCrit, 1.0 - alpha);
|
||||
VertLineSeries.AddXY(tCrit, 0);
|
||||
end else
|
||||
begin
|
||||
VertLineSeries.AddXY(tCrit, 0);
|
||||
VertLineSeries.AddXY(tCrit, pCrit);
|
||||
end;
|
||||
HorLineSeries.Active := ShowCriticalValuesChk.Checked and CumulativeChk.Checked;
|
||||
VertLineSeries.Active := ShowCriticalValuesChk.Checked;
|
||||
end;
|
||||
|
||||
|
||||
procedure TDistribFrm.FormActivate(Sender: TObject);
|
||||
var
|
||||
w: Integer;
|
||||
|
||||
@ -980,16 +980,15 @@ begin
|
||||
end;
|
||||
//-------------------------------------------------------------------
|
||||
|
||||
function probt(t,df1 : double) : double;
|
||||
// Returns the probability corresponding to a two-tailed t test.
|
||||
function ProbT(t, df1: double): double;
|
||||
var
|
||||
F, prob : double;
|
||||
F, prob: double;
|
||||
begin
|
||||
// Returns the probability corresponding to a two-tailed t test.
|
||||
F := t * t;
|
||||
prob := probf(F,1.0,df1);
|
||||
Result := prob;
|
||||
F := t * t;
|
||||
prob := ProbF(F, 1.0, df1);
|
||||
Result := prob;
|
||||
end;
|
||||
//------------------------------------------------------------------------
|
||||
|
||||
function inverset(Probt, DF : double) : double;
|
||||
var
|
||||
|
||||
@ -9,6 +9,10 @@ interface
|
||||
uses
|
||||
Classes, SysUtils;
|
||||
|
||||
function erf(x: Double): Double;
|
||||
function erfc(x: Double) : Double;
|
||||
function NormalDist(x: Double): Double;
|
||||
|
||||
function Beta(a, b: Double): Extended;
|
||||
function BetaI(a,b,x: Double): Extended;
|
||||
|
||||
@ -26,6 +30,104 @@ implementation
|
||||
uses
|
||||
Math;
|
||||
|
||||
// Calculates the error function
|
||||
// /x
|
||||
// erf(x) = 2/sqrt(pi) * | exp(-t²) dt
|
||||
// /0
|
||||
// borrowed from NumLib
|
||||
function erf(x: Double): Double;
|
||||
const
|
||||
xup = 6.25;
|
||||
SQRT_PI = 1.7724538509055160;
|
||||
c: array[1..18] of Double = (
|
||||
1.9449071068178803e0, 4.20186582324414e-2, -1.86866103976769e-2,
|
||||
5.1281061839107e-3, -1.0683107461726e-3, 1.744737872522e-4,
|
||||
-2.15642065714e-5, 1.7282657974e-6, -2.00479241e-8,
|
||||
-1.64782105e-8, 2.0008475e-9, 2.57716e-11,
|
||||
-3.06343e-11, 1.9158e-12, 3.703e-13,
|
||||
-5.43e-14, -4.0e-15, 1.2e-15
|
||||
);
|
||||
d: array[1..17] of Double = (
|
||||
1.4831105640848036e0, -3.010710733865950e-1, 6.89948306898316e-2,
|
||||
-1.39162712647222e-2, 2.4207995224335e-3, -3.658639685849e-4,
|
||||
4.86209844323e-5, -5.7492565580e-6, 6.113243578e-7,
|
||||
-5.89910153e-8, 5.2070091e-9, -4.232976e-10,
|
||||
3.18811e-11, -2.2361e-12, 1.467e-13,
|
||||
-9.0e-15, 5.0e-16
|
||||
);
|
||||
var
|
||||
t, s, s1, s2, x2: Double;
|
||||
bovc, bovd, j: Integer;
|
||||
sgn: Integer;
|
||||
begin
|
||||
bovc := SizeOf(c) div SizeOf(Double);
|
||||
bovd := SizeOf(d) div SizeOf(Double);
|
||||
t := abs(x);
|
||||
if t <= 2 then
|
||||
begin
|
||||
x2 := sqr(x) - 2;
|
||||
s1 := d[bovd];
|
||||
s2 := 0;
|
||||
j := bovd - 1;
|
||||
s := x2*s1 - s2 + d[j];
|
||||
while j > 1 do
|
||||
begin
|
||||
s2 := s1;
|
||||
s1 := s;
|
||||
j := j-1;
|
||||
s := x2*s1 - s2 + d[j];
|
||||
end;
|
||||
Result := (s - s2) * x / 2;
|
||||
end else
|
||||
if t < xup then
|
||||
begin
|
||||
x2 := 2 - 20 / (t+3);
|
||||
s1 := c[bovc];
|
||||
s2 := 0;
|
||||
j := bovc - 1;
|
||||
s := x2*s1 - s2 + c[j];
|
||||
while j > 1 do
|
||||
begin
|
||||
s2 := s1;
|
||||
s1 := s;
|
||||
j := j-1;
|
||||
s := x2*s1 - s2 + c[j];
|
||||
end;
|
||||
x2 := ((s-s2) / (2*t)) * exp(-sqr(x)) / SQRT_PI;
|
||||
if x < 0 then sgn := -1 else sgn := +1;
|
||||
Result := (1 - x2) * sgn
|
||||
end
|
||||
else
|
||||
if x < 0 then
|
||||
Result := -1.0
|
||||
else
|
||||
Result := +1.0;
|
||||
end;
|
||||
|
||||
|
||||
{ calculates the complementary error function erfc(x) = 1 - erf(x) }
|
||||
function erfc(x: Double) : Double;
|
||||
begin
|
||||
Result := 1.0 - erf(x);
|
||||
end;
|
||||
|
||||
|
||||
// Cumulative normal distribution
|
||||
// x = -INF ... INF --> 0 ... 1
|
||||
function NormalDist(x: Double): Double;
|
||||
const
|
||||
SQRT2 = sqrt(2.0);
|
||||
begin
|
||||
if x > 0 then
|
||||
Result := (erf(x / SQRT2) + 1) * 0.5
|
||||
else
|
||||
if x < 0 then
|
||||
Result := (1.0 - erf(-x / SQRT2)) * 0.5
|
||||
else
|
||||
Result := 0;
|
||||
end;
|
||||
|
||||
|
||||
function Beta(a, b: Double): Extended;
|
||||
begin
|
||||
if (a > 0) and (b > 0) then
|
||||
|
||||
Loading…
Reference in New Issue
Block a user