dacohen/Rsquared

require "Rsquared/version"
require "rubygems"
require "distribution"
require "constants"
require "complex"
require "enumerableext.rb"          

require 'Rsquared/StatTest'
require 'Rsquared/KSTest'
require 'Rsquared/GrubbsTest'
require 'Rsquared/TTest'
require 'Rsquared/PropTest'

module Rsquared

  ##
  # The Helper module implements uncommon statistical functions directly
  # For use by experts only
  # = Example
  #
  # Rsquared::Helper::kscv(30) => 0.190
  #
  module Helper
    ##
    # kscv(n) => Float
    # Estimates the 5% critical value of the Kolomogorov-Smirnov distribution given sample size
    #
    
    def kscv(n)
        if n < 1 then
           return 1.0
        elsif n < 21 then
           return KSCV[n-1]
        elsif n >= 20 and n < 25 then
           return 0.270
        elsif n >= 25 and n < 30 then
           return 0.240
        elsif n >= 30 and n < 35 then
           return 0.230
        elsif n > 35 then
           return 1.36/Math.sqrt(n)
        end
    end

    ##
    # grubbscv(n, alpha) => Float
    # Calculates the Grubbs critical value
    #
    
    def grubbscv(n, alpha)
        tcv = Distribution::T::p_value(alpha/(2*n), n-2)
        return ((n-1)/Math.sqrt(n))*Math.sqrt(tcv**2/((n-2)+tcv**2))
    end
 

    ##
    # Modifies p-value to account for tails and/or two-sided tests
    #
    
    def adjustForSided(pvalue, sided)
        if sided == Upper.tail then
           return 1.0-pvalue
        elsif sided == Two.sided then
           return [(1.0-pvalue)*2.0, pvalue*2.0].min
        end
        end

     module_function :kscv, :grubbscv
  end
end