Help Anova

#1
hi everyone,
I currently try to find an open source C/C++statistical library. Basically, I want to calculate the p and F value from oneway (or N way anova). Does anyone know where downloadable ( free) c/c++ statiscal library ?

Thank you very much :confused:
 

JohnM

TS Contributor
#2
Google has links to many of them I'm sure.....try typing in things like C++ and library and ANOVA in the search box.
 

JohnM

TS Contributor
#6
I've done a little bit of programming in C, but mostly in VB - if you can't find an ANOVA library, it shouldn't be that big of a deal to create your own 1-way ANOVA function....right? I've done similar types of things, and once you do it, it comes in very handy....
 
#8
thank a lot guys,
I did write a program to do one way anova :). The big deal in here is that I could not find how to calculate the p value from the f value. :shakehead
You guys have any ideas about how to calculate p value from f value in anova function? such as some formulars ???

I found in Mathlab the functions call
Pvalue = 1 - fcdf (Fvalue, degree_freedom(1), degree_freedom(2));

however, it is too hard to write a function fcdf because inside this function has a nested other functions that is impossible to implement in C++.

any helps ?
Thank you
 

JohnM

TS Contributor
#9
Not sure if this will help you, but:

The following page shows how to generate various probability distributions from the uniform random number generator available with any software, including VB or C:

http://members.aol.com/johnp71/course/course04.html

Follow the chain from Uniform --> Normal --> Chi-Square --> F

I used some of this logic to help me generate skewed (i.e., chi-square) distributions and distributions with kurtosis (i.e, t-distribution) in my thesis.

Instead of going from uniform --> normal the way it is described above (kinda slow), it may go faster if you use the Box-Muller method described here:

http://www.taygeta.com/random/gaussian.html
 
#11
thanks for the Java page source. I don't know how to see the code behind the page ? Can someone tell me how to see the source code of that page ?
Thanks