ipbyrne / SwingKit

Swing Indicator
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Add Hypothesis Test Into Indicator #1

Open ipbyrne opened 6 years ago

ipbyrne commented 6 years ago

Currently, perform the swing data verification inside an excel spreadsheet. Need to implement the test into the indicator itself.

Chi-Squared Test:

LINK ONE: https://web.stanford.edu/class/psych252/cheatsheets/chisquare.html

LINK TWO: http://onlinestatbook.com/2/chi_square/one-way.html

LINK THREE: http://onlinestatbook.com/2/chi_square/distribution.html

Alternatives: One-Way ANOVA KS test: https://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test Shapiro-Wilk test: https://en.wikipedia.org/wiki/Shapiro%E2%80%93Wilk_test Anderson-Darling test: https://en.wikipedia.org/wiki/Anderson%E2%80%93Darling_test

ipbyrne commented 6 years ago

1-way classification: Goodness-of-fit test X^2 Formula X^2 = ((Observed Value - Expected Value)^2/Expected Value) + ((Observed Value - Expected Value)^2/Expected Value);

// Calculated df (degrees of freedom) df = k-1, k = number of categories (2 by default - two swing outcomes)

// Find p-value X^2(df)

ipbyrne commented 6 years ago

Link to table based of df value: http://ib.bioninja.com.au/_Media/chi-table_med.jpeg

ipbyrne commented 6 years ago

Check for X^2 value that produces a p value of 0.05 or less and 0.01 or less.

Want to add array storing the Chi-Square table to get more exact p-values

Also need to add chi-squared info/formula to READ.ME

ipbyrne commented 6 years ago

Look to run ANOVA test as well to cross verify.