Statistical Inference - Genometric/GeMSE GitHub Wiki
Covariance and correlation
Covariance
Pearson's product-moment correlation coefficients
Principal component analysis
Statistical hypothesis testing
Student's t-test
Each of the spaces (an array) is considered as a single observation (a vector). So, if want to compare two observations, create two spaces, one for each, then analyze the two newly created spaces.
Single Space Test
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t-Statistic: Computes a t statistic given observed values and a comparison constant. This statistic can be used to perform a one sample t-test for the mean.
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t-Test: Returns the observed significance level, or p-value, associated with a one-sample, two-tailed t-test comparing the mean of the input array with the constant mu.
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t-Test: Performs a two-sided t-test evaluating the null hypothesis that the mean of the population from which sample is drawn equals mu. Returns true iff the null hypothesis can be rejected with confidence 1 - alpha. To perform a 1-sided test, use alpha * 2
Double Space Test
- t-Statistic: Computes a 2-sample t statistic, without the hypothesis of equal subpopulation variances.
- Paired t-statistic: Computes a paired, 2-sample t-statistic based on the data in the input arrays.
- p-value: Returns the observed significance level, or p-value, associated with a paired, two-sample, two-tailed t-test based on the data in the input arrays.
- p-value: Computes p-value for 2-sided, 2-sample t-test, under the assumption of equal subpopulation variances.
- degrees of freedom: Computes approximate degrees of freedom for 2-sample t-test.
- Homoscedasticity: Computes a 2-sample t statistic, under the hypothesis of equal subpopulation variances.
- Homoscedasticity with alpha: Performs a two-sided t-test evaluating the null hypothesis that sample1 and sample2 are drawn from populations with the same mean, with significance level alpha, assuming that the subpopulation variances are equal.
- t-test with alpha: Performs a two-sided t-test evaluating the null hypothesis that sample1 and sample2 are drawn from populations with the same mean, with significance level alpha.