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added modified Nelder-Mead routine, refactored optimization support package
[CommonLispStat.git]
/
Examples
/
fstat.lsp
blob
4b3a00bdf062532ecb15b7106a1b5333adda2085
1
(
defun
f-statistic
(
m1
m2
)
2
"
3
Args: (m1 m2)
4
Computes the F statistic for testing model m1 within model m2."
5
(
let
((
ss1
(
send
m1
:
sum-of-squares
))
6
(
df1
(
send
m1
:
df
))
7
(
ss2
(
send
m2
:
sum-of-squares
))
8
(
df2
(
send
m2
:
df
)))
9
(/ (/ (
-
ss1 ss2
) (
-
df1 df2
)) (/
ss2 df2
))))
10