chisquare.go

   1 // Copyright (C) The Lightning Authors. All rights reserved.
   2 //
   3 // SPDX-License-Identifier: AGPL-3.0
   4
   5 package lightning
   6
   7 import (
   8         "golang.org/x/exp/rand"
   9         "gonum.org/v1/gonum/stat/distuv"
  10 )
  11
  12 var chisquared = distuv.ChiSquared{K: 1, Src: rand.NewSource(rand.Uint64())}
  13
  14 func pvalue(x, y []bool) float64 {
  15         var (
  16                 obs, exp [2]float64
  17                 sum      float64
  18                 sz       = float64(len(y))
  19         )
  20         for i, yi := range y {
  21                 if x[i] {
  22                         if yi {
  23                                 obs[0]++
  24                         } else {
  25                                 obs[1]++
  26                         }
  27                 }
  28                 if yi {
  29                         exp[0]++
  30                 } else {
  31                         exp[1]++
  32                 }
  33         }
  34         if exp[0] == 0 || exp[1] == 0 || obs[0]+obs[1] == 0 {
  35                 return 1
  36         }
  37         exp[0] = (obs[0] + obs[1]) * exp[0] / sz
  38         exp[1] = (obs[0] + obs[1]) * exp[1] / sz
  39         for i := range exp {
  40                 d := obs[i] - exp[i]
  41                 sum += d * d / exp[i]
  42         }
  43         return 1 - chisquared.CDF(sum)
  44 }