src/stat-models/fstat.lsp

   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