OneSampleTTest - Adding Changable Confidence Interval, tail direction, and alpha level.

[HiramTheHero]

Is there a specific reason as to why the Confidence Interval, tail direction, and alpha level can't be changed in the OneSampleTTest?

From what I've been seeing, it looks like it just wasn't implemented in t.jl and HypothesisTests.jl. I was thinking about implementing this feature but I just want to make sure that there isn't some other, unbeknownst to me, reason as to why this hasn't been done.

[nalimilan]

They can be changed AFAICT:

HypothesisTests.jl/src/t.jl

Lines 31 to 36 in da3b70d

	pvalue(x::TTest; tail=:both) = pvalue(TDist(x.df), x.t; tail=tail)
	default_tail(test::TTest) = :both
	# confidence interval by inversion
	function StatsBase.confint(x::TTest; level::Float64=0.95, tail=:both)

Maybe just a documentation issue?

[KronosTheLate]

I think @HiramTheHero means in the constructor, e.g. OneSampleTTest(my_data, my_μ0; α=0.01, tail=:left). I want to add a HUGE +1 to this suggestion. This would also make the seperate function pvalue and confint redundant AFAICT, reducing the complexity of the package, and allowing the pretty output with custum tail and aplha level.

[nalimilan]

If that's the case then better file another issue with isn't specific to t-test. But note that this would change the design significantly, as currently test objects don't store confidence intervals nor p-values.

[KronosTheLate]

I have cooked up an experimental redo for HypothesisTests.jl, which closer that what I would have liked the interface and internals to be like (obviously). It is quite opininated, but I just wanted to play around with what was possible as there are (clearly) several things I would do different in designing the package. As mentioned in the readme, the propose of the package is to have any good ideas stolen and ported into this package. Play around with it or read the readme, and let me know if you see anything that would be nice to have. I will probably make a dedicated issue for that package depending on the little feeling I get for the response here.