【统计学】滑动t检验 Moving t-Test Technique
原理（暂缺）
1 /* 2 3 App : MTT.cpp 4 5 This is a C++ program for 6 detecting abrupt climatic change 7 by using moving t-test technique. 8 9 BY : ZXD 10 Date : January 9, 2014 11 12 */ 13 14 #define _CRT_SECURE_NO_WARNINGS 15 16 #include <fstream> 17 #include <cmath> 18 19 #define N_SIZE 51 20 // The N_SIZE is size of sample, 21 // e.i. the number of total units. 22 23 #define SUB_SIZE 10 24 // The SUB_SIZE is length of sub-series 25 // e.i. n1 = n2 = SUB_SIZE 26 27 void smtt( int n, int sub, double *x, double *t ); 28 29 int main() 30 { 31 double x[N_SIZE] = { 0 }; 32 double t[N_SIZE] = { 0 }; 33 int n = N_SIZE; 34 int sub = SUB_SIZE; 35 int tmp; 36 37 FILE *infp; 38 FILE *outfp; 39 40 infp = fopen( "data4.txt", "r" ); 41 for ( int i = 0; i < n; i++ ) 42 { 43 fscanf( infp, "%d %lf", &tmp, &x[i] ); 44 //printf( "%10.4lf\n", x[i] ); 45 } 46 fclose( infp ); 47 48 smtt( n, sub, x, t ); 49 50 51 outfp = fopen( "result.txt", "w" ); 52 for ( int i = 0; i < n - sub - sub + 1; i++ ) 53 { 54 fprintf( outfp, "%10.4lf\n", t[i] ); 55 printf( "%10.4lf\n", t[i] ); 56 } 57 58 fclose( outfp ); 59 60 system( "pause" ); 61 } 62 63 void smtt( int n, int sub, double *x, double *t ) 64 { 65 double x1Ave[N_SIZE] = { 0 }; 66 double x2Ave[N_SIZE] = { 0 }; 67 double x1Var[N_SIZE] = { 0 }; 68 double x2Var[N_SIZE] = { 0 }; 69 double S[N_SIZE] = { 0 }; 70 71 for ( int i = 0; i < n - sub - sub + 1; i++ ) 72 { 73 for ( int j = i; j < i + sub; j++ ) 74 { 75 x1Ave[i] += x[j] / (double)sub; 76 x2Ave[i] += x[j + sub] / (double)sub; 77 } 78 79 for ( int j = i; j < i + sub; j++ ) 80 { 81 x1Var[i] += ( x[j] - x1Ave[i] ) * ( x[j] - x1Ave[i] ); 82 x2Var[i] += ( x[j + sub] - x1Ave[i] ) * ( x[j + sub] - x1Ave[i] ); 83 } 84 85 x1Var[i] /= (double)sub; 86 x2Var[i] /= (double)sub; 87 88 S[i] = sqrt( ( (double)sub * x1Var[i] + (double)sub * x1Var[i] ) / (double)( sub + sub - 2 ) ); 89 90 t[i] = ( x1Ave[i] - x2Ave[i] ) / ( S[i] * sqrt( (double)2 / (double)sub ) ); 91 } 92 93 }
