Feature/one sided confidence #10
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…and standard deviation. Added function to test whether a function is slower than a specified time.
…m a measured time less than the hypothesized time.
…ull hypothesis is rejected.
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maxhutch
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Oct 25, 2018
| val tDist = new TDistribution(sampleSize - 1) | ||
| val tAlpha = tDist.inverseCumulativeProbability(falsePositive) | ||
| val tBeta = tDist.inverseCumulativeProbability(falseNegative) | ||
| val delta = sampleMean - time - minimumTimeDifference |
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Do the signs work out here? I would think it is Math.max(0.0, Math.abs(sampleMean-time) - minimumTimeDifference)
maxhutch
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Oct 25, 2018
| val tAlpha = tDist.inverseCumulativeProbability(falsePositive) | ||
| val tBeta = tDist.inverseCumulativeProbability(falseNegative) | ||
| val delta = sampleMean - time - minimumTimeDifference | ||
| val tRequiredSampleSize = Math.pow(sampleStd * (tAlpha + tBeta) / delta, 2) |
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This symmetric treatment of tAlpha and tBeta wrt signum(sampleMean - time) strikes me as maybe not right. Do we get the expected behavior when FP is very low, FN is very high, and sampleMean << time or sampleMean >> time ?
…ne an execution block is slower than the specified time.
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…owerThan when the sample mean is lower than the hypothesized time.
…g the null hypothesis.
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A new function
isSlowerThanhas been added to theStopwatch. This function will determine whether a function's execution time is slower than a specified time with given false positive and false negative rates. There is also an option to exit the evaluation early if the measured duration is clearly larger or smaller than the hypothesis.The function works by calculating the required sample size to achieve the requested false positive and false negative rates using the equation found here. If the number of samples exceeds this value, the hypothesis is tested.
More testing is needed. Opening for visibility.
Sources: