estimation.hpp File Reference

Estimation and confidence interval functions. More...

#include "statcpp/basic_statistics.hpp"
#include "statcpp/dispersion_spread.hpp"
#include "statcpp/continuous_distributions.hpp"
#include <algorithm>
#include <cmath>
#include <cstddef>
#include <stdexcept>

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Classes
struct	statcpp::confidence_interval
	Structure to store confidence interval results. More...

Namespaces
namespace	statcpp

Functions
template<typename Iterator >
double	statcpp::standard_error (Iterator first, Iterator last)
	Calculate standard error of the mean.
template<typename Iterator , typename Projection >
double	statcpp::standard_error (Iterator first, Iterator last, Projection proj)
	Calculate standard error of the mean (projection version)
template<typename Iterator >
double	statcpp::standard_error (Iterator first, Iterator last, double precomputed_stddev)
	Calculate standard error of the mean (using precomputed standard deviation)
template<typename Iterator >
confidence_interval	statcpp::ci_mean (Iterator first, Iterator last, double confidence=0.95)
	Calculate confidence interval for mean (t-distribution based)
template<typename Iterator , typename Projection >
confidence_interval	statcpp::ci_mean (Iterator first, Iterator last, double confidence, Projection proj)
	Calculate confidence interval for mean (projection version)
template<typename Iterator >
confidence_interval	statcpp::ci_mean_z (Iterator first, Iterator last, double sigma, double confidence=0.95)
	Calculate confidence interval for mean (z-distribution based, known variance)
confidence_interval	statcpp::ci_proportion (std::size_t successes, std::size_t trials, double confidence=0.95)
	Calculate confidence interval for proportion (Wald method)
confidence_interval	statcpp::ci_proportion_wilson (std::size_t successes, std::size_t trials, double confidence=0.95)
	Calculate confidence interval for proportion (Wilson method, recommended)
template<typename Iterator >
confidence_interval	statcpp::ci_variance (Iterator first, Iterator last, double confidence=0.95)
	Calculate confidence interval for variance (chi-square distribution based)
template<typename Iterator1 , typename Iterator2 >
confidence_interval	statcpp::ci_mean_diff (Iterator1 first1, Iterator1 last1, Iterator2 first2, Iterator2 last2, double confidence=0.95)
	Calculate confidence interval for difference of two-sample means (independent samples, pooled variance)
template<typename Iterator1 , typename Iterator2 >
confidence_interval	statcpp::ci_mean_diff_welch (Iterator1 first1, Iterator1 last1, Iterator2 first2, Iterator2 last2, double confidence=0.95)
	Calculate confidence interval for difference of two-sample means (Welch method, not assuming equal variances)
template<typename Iterator >
double	statcpp::margin_of_error_mean (Iterator first, Iterator last, double confidence=0.95)
	Calculate margin of error for mean.
template<typename Iterator , typename Projection >
double	statcpp::margin_of_error_mean (Iterator first, Iterator last, double confidence, Projection proj)
	Calculate margin of error for mean (projection version)
double	statcpp::margin_of_error_proportion (std::size_t successes, std::size_t n, double confidence=0.95)
	Calculate margin of error for proportion.
double	statcpp::margin_of_error_proportion_worst_case (std::size_t n, double confidence=0.95)
	Calculate worst-case margin of error for proportion.
std::size_t	statcpp::sample_size_for_moe_proportion (double margin_of_error, double confidence_level=0.95, double p_estimate=0.5)
	Calculate sample size for proportion estimation.
std::size_t	statcpp::sample_size_for_moe_mean (double margin_of_error, double sigma, double confidence_level=0.95)
	Calculate sample size for mean estimation (known population standard deviation)
template<typename Iterator1 , typename Iterator2 >
confidence_interval	statcpp::ci_mean_diff_pooled (Iterator1 first1, Iterator1 last1, Iterator2 first2, Iterator2 last2, double confidence=0.95)
	Calculate confidence interval for two-sample mean difference (assuming equal variances)
confidence_interval	statcpp::ci_proportion_diff (std::size_t successes1, std::size_t n1, std::size_t successes2, std::size_t n2, double confidence=0.95)
	Calculate confidence interval for two-sample proportion difference.

Detailed Description

Estimation and confidence interval functions.

Provides standard error calculations, confidence interval estimation, margin of error and sample size calculations.

Definition in file estimation.hpp.