using System;
using static System.Math;
namespace Unity.PerformanceTesting.Statistics
{
static class StudentDistributionHelper
{
public static double InverseTwoTailedStudent(double p, double n)
{
var lower = 0.0;
var upper = 1000.0;
while (upper - lower > 1e-9)
{
var t = (lower + upper) / 2;
var p2 = TwoTailedStudent(t, n);
if (p2 < p)
upper = t;
else
lower = t;
}
return (lower + upper) / 2;
}
///
/// ACM Algorithm 395: Student's t-distribution
///
/// Evaluates the two-tail probability P(t|n) that t is exceeded
/// in magnitude for Student's t-distribution with n degrees of freedom.
///
/// http://dl.acm.org/citation.cfm?id=355599
///
/// t-value, t > 0
/// Degree of freedom, n >= 1
/// 2-tail p-value
static double TwoTailedStudent(double t, double n)
{
if (t < 0)
throw new ArgumentOutOfRangeException(nameof(t), "t should be >= 0");
if (n < 1)
throw new ArgumentOutOfRangeException(nameof(n), "n should be >= 1");
t = t * t;
var y = t / n;
var b = y + 1.0;
var nn = (int)Round(n);
if (Abs(n - nn) > 1e-9 || n >= 20 || t < n && n > 200)
{
if (y > 1.0e-6)
y = Log(b);
var a = n - 0.5;
b = 48.0 * (a * a);
y = a * y;
y = (((((-0.4 * y - 3.3) * y - 24.0) * y - 85.5) / (0.8 * (y * y) + 100.0 + b) + y + 3.0) / b + 1.0) * Sqrt(y);
return 2 * NormalDistributionHelper.Gauss(-y);
}
{
double z = 1;
double a;
if (n < 20 && t < 4.0)
{
y = Sqrt(y);
a = y;
if (nn == 1)
a = 0;
}
else
{
a = Sqrt(b);
y = a * nn;
var j = 0;
while (Abs(a - z) > 0)
{
j += 2;
z = a;
y *= (j - 1) / (b * j);
a += y / (nn + j);
}
nn += 2;
z = 0;
y = 0;
a = -a;
}
while (true)
{
nn -= 2;
if (nn > 1)
a = (nn - 1) / (b * nn) * a + y;
else
break;
}
a = nn == 0 ? a / Sqrt(b) : (Atan(y) + a / b) * 2 / PI;
return z - a;
}
}
}
}