Hi, This commit consists of new files, so I put @version $Revision: $ $Date: $ in the top. I thought SVN would then auto update these, but after checking out again to see if it worked, I see that it didn't. What should I do to make it work? Fire a svn propXXX, use other variables, or?
Cheers, Mikkel. 2010/12/30 <m...@apache.org>: > Author: mikl > Date: Thu Dec 30 09:52:00 2010 > New Revision: 1053836 > > URL: http://svn.apache.org/viewvc?rev=1053836&view=rev > Log: > Starting point for fixing MATH-431. Still some validation tests and > documentation are missing. > > Added: > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTest.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTestImpl.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTest.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestImpl.java > > commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/MannWhitneyUTestTest.java > > commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestTest.java > > Added: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTest.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTest.java?rev=1053836&view=auto > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTest.java > (added) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTest.java > Thu Dec 30 09:52:00 2010 > @@ -0,0 +1,96 @@ > +/* > + * Licensed to the Apache Software Foundation (ASF) under one or more > + * contributor license agreements. See the NOTICE file distributed with > + * this work for additional information regarding copyright ownership. > + * The ASF licenses this file to You under the Apache License, Version 2.0 > + * (the "License"); you may not use this file except in compliance with > + * the License. You may obtain a copy of the License at > + * > + * http://www.apache.org/licenses/LICENSE-2.0 > + * > + * Unless required by applicable law or agreed to in writing, software > + * distributed under the License is distributed on an "AS IS" BASIS, > + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. > + * See the License for the specific language governing permissions and > + * limitations under the License. > + */ > +package org.apache.commons.math.stat.inference; > + > +import org.apache.commons.math.MathException; > + > +/** > + * An interface for Mann-Whitney U test (also called Wilcoxon rank-sum test). > + * > + * @version $Revision: $ $Date: $ > + */ > +public interface MannWhitneyUTest { > + > + /** > + * Computes the <a > + * href="http://en.wikipedia.org/wiki/Mann%E2%80%93Whitney_U";> > Mann-Whitney > + * U statistic</a> comparing mean for two independent samples possibly of > + * different length. > + * <p> > + * This statistic can be used to perform a Mann-Whitney U test evaluating > + * the null hypothesis that the two independent samples has equal mean. > + * </p> > + * <p> > + * Let X<sub>i</sub> denote the i'th individual of the first sample and > + * Y<sub>j</sub> the j'th individual in the second sample. Note that the > + * samples would often have different length. > + * </p> > + * <p> > + * <strong>Preconditions</strong>: > + * <ul> > + * <li>All observations in the two samples are independent.</li> > + * <li>The observations are at least ordinal (continuous are also > ordinal).</li> > + * </ul> > + * </p> > + * > + * @param x > + * the first sample > + * @param y > + * the second sample > + * @return mannWhitneyU statistic > + * @throws IllegalArgumentException > + * if preconditions are not met > + */ > + double mannWhitneyU(final double[] x, final double[] y) > + throws IllegalArgumentException; > + > + /** > + * Returns the asymptotic <i>observed significance level</i>, or <a href= > + * "http://www.cas.lancs.ac.uk/glossary_v1.1/hyptest.html#pvalue";> > + * p-value</a>, associated with a <a > + * href="http://en.wikipedia.org/wiki/Mann%E2%80%93Whitney_U";> > Mann-Whitney > + * U statistic</a> comparing mean for two independent samples. > + * <p> > + * Let X<sub>i</sub> denote the i'th individual of the first sample and > + * Y<sub>j</sub> the j'th individual in the second sample. Note that the > + * samples would often have different length. > + * </p> > + * <p> > + * <strong>Preconditions</strong>: > + * <ul> > + * <li>All observations in the two samples are independent.</li> > + * <li>The observations are at least ordinal (continuous are also > ordinal).</li> > + * </ul> > + * </p> > + * > + * @param x > + * the first sample > + * @param y > + * the second sample > + * @param exactPValue > + * if the exact p-value is wanted (only works for x.length <= > 30, > + * if true and x.length > 30, this is ignored because > + * calculations may take too long) > + * @return asymptotic p-value > + * @throws IllegalArgumentException > + * if preconditions are not met > + * @throws MathException > + * if an error occurs computing the p-value > + */ > + double mannWhitneyUTest(final double[] x, final double[] y) > + throws IllegalArgumentException, MathException; > +} > > Added: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTestImpl.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTestImpl.java?rev=1053836&view=auto > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTestImpl.java > (added) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTestImpl.java > Thu Dec 30 09:52:00 2010 > @@ -0,0 +1,199 @@ > +/* > + * Licensed to the Apache Software Foundation (ASF) under one or more > + * contributor license agreements. See the NOTICE file distributed with > + * this work for additional information regarding copyright ownership. > + * The ASF licenses this file to You under the Apache License, Version 2.0 > + * (the "License"); you may not use this file except in compliance with > + * the License. You may obtain a copy of the License at > + * > + * http://www.apache.org/licenses/LICENSE-2.0 > + * > + * Unless required by applicable law or agreed to in writing, software > + * distributed under the License is distributed on an "AS IS" BASIS, > + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. > + * See the License for the specific language governing permissions and > + * limitations under the License. > + */ > +package org.apache.commons.math.stat.inference; > + > +import org.apache.commons.math.MathException; > +import org.apache.commons.math.distribution.NormalDistributionImpl; > +import org.apache.commons.math.stat.ranking.NaNStrategy; > +import org.apache.commons.math.stat.ranking.NaturalRanking; > +import org.apache.commons.math.stat.ranking.TiesStrategy; > +import org.apache.commons.math.util.FastMath; > + > +/** > + * An implementation of the Mann-Whitney U test (also called Wilcoxon > rank-sum > + * test). > + * > + * @version $Revision: $ $Date: $ > + */ > +public class MannWhitneyUTestImpl implements MannWhitneyUTest { > + private NaturalRanking naturalRanking; > + > + /** > + * Create a test instance using where NaN's are left in place and ties > get > + * the average of applicable ranks. Use this unless you are very sure of > + * what you are doing. > + */ > + public MannWhitneyUTestImpl() { > + naturalRanking = new NaturalRanking(NaNStrategy.FIXED, > + TiesStrategy.AVERAGE); > + } > + > + /** > + * Create a test instance using the given strategies for NaN's and ties. > + * Only use this if you are sure of what you are doing. > + * > + * @param nanStrategy > + * specifies the strategy that should be used for Double.NaN's > + * @param tiesStrategy > + * specifies the strategy that should be used for ties > + */ > + public MannWhitneyUTestImpl(NaNStrategy nanStrategy, > + TiesStrategy tiesStrategy) { > + naturalRanking = new NaturalRanking(nanStrategy, tiesStrategy); > + } > + > + /** > + * Ensures that the provided arrays fulfills the assumptions. > + * > + * @param x > + * @param y > + * @throws IllegalArgumentException > + * if assumptions are not met > + */ > + private void ensureDataConformance(final double[] x, final double[] y) > + throws IllegalArgumentException { > + if (x == null) { > + throw new IllegalArgumentException("x must not be null"); > + } > + > + if (y == null) { > + throw new IllegalArgumentException("y must not be null"); > + } > + > + if (x.length == 0) { > + throw new IllegalArgumentException( > + "x must contain at least one element"); > + } > + > + if (y.length == 0) { > + throw new IllegalArgumentException( > + "y must contain at least one element"); > + } > + } > + > + private double[] concatinateSamples(final double[] x, final double[] y) { > + final double[] z = new double[x.length + y.length]; > + > + System.arraycopy(x, 0, z, 0, x.length); > + System.arraycopy(y, 0, z, x.length, y.length); > + > + return z; > + } > + > + /** > + * {...@inheritdoc} > + * > + * @param x > + * the first sample > + * @param y > + * the second sample > + * @return mannWhitneyU statistic U (maximum of U<sup>x</sup> and > U<sup>y</sup>) > + * @throws IllegalArgumentException > + * if preconditions are not met > + */ > + public double mannWhitneyU(final double[] x, final double[] y) > + throws IllegalArgumentException { > + > + ensureDataConformance(x, y); > + > + final double[] z = concatinateSamples(x, y); > + final double[] ranks = naturalRanking.rank(z); > + > + double sumRankX = 0; > + > + /* > + * The ranks for x is in the first x.length entries in ranks because > x > + * is in the first x.length entries in z > + */ > + for (int i = 0; i < x.length; ++i) { > + sumRankX += ranks[i]; > + } > + > + /* > + * U1 = R1 - (n1 * (n1 + 1)) / 2 where R1 is sum of ranks for sample > 1, > + * e.g. x, n1 is the number of observations in sample 1. > + */ > + final double U1 = sumRankX - (x.length * (x.length + 1)) / 2; > + > + /* > + * It can be shown that U1 + U2 = n1 * n2 > + */ > + final double U2 = x.length * y.length - U1; > + > + return FastMath.max(U1, U2); > + } > + > + /** > + * @param Umin > + * smallest Mann-Whitney U value > + * @param N > + * number of subjects (corresponding to x.length) > + * @return two-sided asymptotic p-value > + * @throws MathException > + * if an error occurs computing the p-value > + */ > + private double calculateAsymptoticPValue(final double Umin, final int n1, > + final int n2) throws MathException { > + > + final int n1n2prod = n1 * n2; > + > + // > http://en.wikipedia.org/wiki/Mann%E2%80%93Whitney_U#Normal_approximation > + final double EU = (double) n1n2prod / 2.0; > + final double VarU = (double) (n1n2prod * (n1 + n2 + 1)) / 12.0; > + > + final double z = (Umin - EU) / FastMath.sqrt(VarU); > + > + final NormalDistributionImpl standardNormal = new > NormalDistributionImpl( > + 0, 1); > + > + return 2 * standardNormal.cumulativeProbability(z); > + } > + > + /** > + * Ties give rise to biased variance at the moment. See e.g. <a > + * href="http://mlsc.lboro.ac.uk/resources/statistics/Mannwhitney.pdf"; > + * >http://mlsc.lboro.ac.uk/resources/statistics/Mannwhitney.pdf</a>. > + * > + * {...@inheritdoc} > + * > + * @param x > + * the first sample > + * @param y > + * the second sample > + * @param exactPValue > + * if the exact p-value is wanted (only for x.length <= 50) > + * @return asymptotic p-value (biased for samples with ties) > + * @throws IllegalArgumentException > + * if preconditions are not met > + * @throws MathException > + * if an error occurs computing the p-value > + */ > + public double mannWhitneyUTest(final double[] x, final double[] y) > + throws IllegalArgumentException, MathException { > + > + ensureDataConformance(x, y); > + > + final double Umax = mannWhitneyU(x, y); > + > + /* > + * It can be shown that U1 + U2 = n1 * n2 > + */ > + final double Umin = x.length * y.length - Umax; > + > + return calculateAsymptoticPValue(Umin, x.length, y.length); > + } > +} > > Added: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTest.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTest.java?rev=1053836&view=auto > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTest.java > (added) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTest.java > Thu Dec 30 09:52:00 2010 > @@ -0,0 +1,107 @@ > +/* > + * Licensed to the Apache Software Foundation (ASF) under one or more > + * contributor license agreements. See the NOTICE file distributed with > + * this work for additional information regarding copyright ownership. > + * The ASF licenses this file to You under the Apache License, Version 2.0 > + * (the "License"); you may not use this file except in compliance with > + * the License. You may obtain a copy of the License at > + * > + * http://www.apache.org/licenses/LICENSE-2.0 > + * > + * Unless required by applicable law or agreed to in writing, software > + * distributed under the License is distributed on an "AS IS" BASIS, > + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. > + * See the License for the specific language governing permissions and > + * limitations under the License. > + */ > +package org.apache.commons.math.stat.inference; > + > +import org.apache.commons.math.MathException; > + > +/** > + * An interface for Wilcoxon signed-rank test. > + * > + * @version $Revision: $ $Date: $ > + */ > +public interface WilcoxonSignedRankTest { > + > + /** > + * Computes the <a > + * href="http://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test";> > + * Wilcoxon signed ranked statistic</a> comparing mean for two related > + * samples or repeated measurements on a single sample. > + * <p> > + * This statistic can be used to perform a Wilcoxon signed ranked test > + * evaluating the null hypothesis that the two related samples or > repeated > + * measurements on a single sample has equal mean. > + * </p> > + * <p> > + * Let X<sub>i</sub> denote the i'th individual of the first sample and > + * Y<sub>i</sub> the related i'th individual in the second sample. Let > + * Z<sub>i</sub> = Y<sub>i</sub> - X<sub>i</sub>. > + * </p> > + * <p> > + * <strong>Preconditions</strong>: > + * <ul> > + * <li>The differences Z<sub>i</sub> must be independent.</li> > + * <li>Each Z<sub>i</sub> comes from a continuous population (they must > be > + * identical) and is symmetric about a common median.</li> > + * <li>The values that X<sub>i</sub> and Y<sub>i</sub> represent are > + * ordered, so the comparisons greater than, less than, and equal to are > + * meaningful.</li> > + * </ul> > + * </p> > + * > + * @param x > + * the first sample > + * @param y > + * the second sample > + * @return wilcoxonSignedRank statistic > + * @throws IllegalArgumentException > + * if preconditions are not met > + */ > + double wilcoxonSignedRank(final double[] x, final double[] y) > + throws IllegalArgumentException; > + > + /** > + * Returns the <i>observed significance level</i>, or <a href= > + * "http://www.cas.lancs.ac.uk/glossary_v1.1/hyptest.html#pvalue";> > + * p-value</a>, associated with a <a > + * href="http://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test";> > + * Wilcoxon signed ranked statistic</a> comparing mean for two related > + * samples or repeated measurements on a single sample. > + * <p> > + * Let X<sub>i</sub> denote the i'th individual of the first sample and > + * Y<sub>i</sub> the related i'th individual in the second sample. Let > + * Z<sub>i</sub> = Y<sub>i</sub> - X<sub>i</sub>. > + * </p> > + * <p> > + * <strong>Preconditions</strong>: > + * <ul> > + * <li>The differences Z<sub>i</sub> must be independent.</li> > + * <li>Each Z<sub>i</sub> comes from a continuous population (they must > be > + * identical) and is symmetric about a common median.</li> > + * <li>The values that X<sub>i</sub> and Y<sub>i</sub> represent are > + * ordered, so the comparisons greater than, less than, and equal to are > + * meaningful.</li> > + * </ul> > + * </p> > + * > + * @param x > + * the first sample > + * @param y > + * the second sample > + * @param exactPValue > + * if the exact p-value is wanted (only works for x.length <= > 30, > + * if true and x.length > 30, this is ignored because > + * calculations may take too long) > + * @return p-value > + * @throws IllegalArgumentException > + * if preconditions are not met > + * @throws MathException > + * if an error occurs computing the p-value > + */ > + double wilcoxonSignedRankTest(final double[] x, final double[] y, > + boolean exactPValue) throws IllegalArgumentException, > + MathException; > +} > > Added: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestImpl.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestImpl.java?rev=1053836&view=auto > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestImpl.java > (added) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestImpl.java > Thu Dec 30 09:52:00 2010 > @@ -0,0 +1,271 @@ > +/* > + * Licensed to the Apache Software Foundation (ASF) under one or more > + * contributor license agreements. See the NOTICE file distributed with > + * this work for additional information regarding copyright ownership. > + * The ASF licenses this file to You under the Apache License, Version 2.0 > + * (the "License"); you may not use this file except in compliance with > + * the License. You may obtain a copy of the License at > + * > + * http://www.apache.org/licenses/LICENSE-2.0 > + * > + * Unless required by applicable law or agreed to in writing, software > + * distributed under the License is distributed on an "AS IS" BASIS, > + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. > + * See the License for the specific language governing permissions and > + * limitations under the License. > + */ > +package org.apache.commons.math.stat.inference; > + > +import org.apache.commons.math.MathException; > +import org.apache.commons.math.distribution.NormalDistributionImpl; > +import org.apache.commons.math.stat.ranking.NaNStrategy; > +import org.apache.commons.math.stat.ranking.NaturalRanking; > +import org.apache.commons.math.stat.ranking.TiesStrategy; > +import org.apache.commons.math.util.FastMath; > + > +/** > + * An implementation of the Wilcoxon signed-rank test. > + * > + * @version $Revision: $ $Date: $ > + */ > +public class WilcoxonSignedRankTestImpl implements WilcoxonSignedRankTest { > + private NaturalRanking naturalRanking; > + > + /** > + * Create a test instance where NaN's are left in place and ties get > + * the average of applicable ranks. Use this unless you are very sure > + * of what you are doing. > + */ > + public WilcoxonSignedRankTestImpl() { > + naturalRanking = new NaturalRanking(NaNStrategy.FIXED, > + TiesStrategy.AVERAGE); > + } > + > + /** > + * Create a test instance using the given strategies for NaN's and ties. > + * Only use this if you are sure of what you are doing. > + * > + * @param nanStrategy > + * specifies the strategy that should be used for Double.NaN's > + * @param tiesStrategy > + * specifies the strategy that should be used for ties > + */ > + public WilcoxonSignedRankTestImpl(NaNStrategy nanStrategy, > + TiesStrategy tiesStrategy) { > + naturalRanking = new NaturalRanking(nanStrategy, tiesStrategy); > + } > + > + /** > + * Ensures that the provided arrays fulfills the assumptions. > + * > + * @param x > + * @param y > + * @throws IllegalArgumentException > + * if assumptions are not met > + */ > + private void ensureDataConformance(final double[] x, final double[] y) > + throws IllegalArgumentException { > + if (x == null) { > + throw new IllegalArgumentException("x must not be null"); > + } > + > + if (y == null) { > + throw new IllegalArgumentException("y must not be null"); > + } > + > + if (x.length != y.length) { > + throw new IllegalArgumentException( > + "x and y must contain the same number of elements"); > + } > + > + if (x.length == 0) { > + throw new IllegalArgumentException( > + "x and y must contain at least one element"); > + } > + } > + > + /** > + * Calculates y[i] - x[i] for all i > + * > + * @param x > + * @param y > + * @throws IllegalArgumentException > + * if assumptions are not met > + */ > + private double[] calculateDifferences(final double[] x, final double[] y) > + throws IllegalArgumentException { > + > + final double[] z = new double[x.length]; > + > + for (int i = 0; i < x.length; ++i) { > + z[i] = y[i] - x[i]; > + } > + > + return z; > + } > + > + /** > + * Calculates |z[i]| for all i > + * > + * @param z > + * @throws IllegalArgumentException > + * if assumptions are not met > + */ > + private double[] calculateAbsoluteDifferences(final double[] z) > + throws IllegalArgumentException { > + if (z == null) { > + throw new IllegalArgumentException("z must not be null"); > + } > + > + if (z.length == 0) { > + throw new IllegalArgumentException( > + "z must contain at least one element"); > + } > + > + final double[] zAbs = new double[z.length]; > + > + for (int i = 0; i < z.length; ++i) { > + zAbs[i] = FastMath.abs(z[i]); > + } > + > + return zAbs; > + } > + > + /** > + * {...@inheritdoc} > + * > + * @param x > + * the first sample > + * @param y > + * the second sample > + * @return wilcoxonSignedRank statistic (the larger of W+ and W-) > + * @throws IllegalArgumentException > + * if preconditions are not met > + */ > + public double wilcoxonSignedRank(final double[] x, final double[] y) > + throws IllegalArgumentException { > + > + ensureDataConformance(x, y); > + > + // throws IllegalArgumentException if x and y are not correctly > + // specified > + final double[] z = calculateDifferences(x, y); > + final double[] zAbs = calculateAbsoluteDifferences(z); > + > + final double[] ranks = naturalRanking.rank(zAbs); > + > + double Wplus = 0; > + > + for (int i = 0; i < z.length; ++i) { > + if (z[i] > 0) { > + Wplus += ranks[i]; > + } > + } > + > + final int N = x.length; > + final double Wminus = (((double) (N * (N + 1))) / 2.0) - Wplus; > + > + return FastMath.max(Wplus, Wminus); > + } > + > + /** > + * Algorithm inspired by > + * > http://www.fon.hum.uva.nl/Service/Statistics/Signed_Rank_Algorihms.html#C > + * by Rob van Son, Institute of Phonetic Sciences & IFOTT, > + * University of Amsterdam > + * > + * @param Wmax largest Wilcoxon signed rank value > + * @param N number of subjects (corresponding to x.length) > + * @return two-sided exact p-value > + */ > + private double calculateExactPValue(final double Wmax, final int N) { > + > + // Total number of outcomes (equal to 2^N but a lot faster) > + final int m = 1 << N; > + > + int largerRankSums = 0; > + > + for (int i = 0; i < m; ++i) { > + int rankSum = 0; > + > + // Generate all possible rank sums > + for (int j = 0; j < N; ++j) { > + > + // (i >> j) & 1 extract i's j-th bit from the right > + if (((i >> j) & 1) == 1) { > + rankSum += j + 1; > + } > + } > + > + if (rankSum >= Wmax) { > + ++largerRankSums; > + } > + } > + > + /* > + * largerRankSums / m gives the one-sided p-value, so it's multiplied > + * with 2 to get the two-sided p-value > + */ > + return 2 * ((double) largerRankSums) / ((double) m); > + } > + > + /** > + * @param Wmin smallest Wilcoxon signed rank value > + * @param N number of subjects (corresponding to x.length) > + * @return two-sided asymptotic p-value > + * @throws MathException if an error occurs computing the p-value > + */ > + private double calculateAsymptoticPValue(final double Wmin, final int N) > throws MathException { > + > + final double ES = (double) (N * (N + 1)) / 4.0; > + > + /* Same as (but saves computations): > + * final double VarW = ((double) (N * (N + 1) * (2*N + 1))) / 24; > + */ > + final double VarS = ES * ((double) (2 * N + 1) / 6.0); > + > + // - 0.5 is a continuity correction > + final double z = (Wmin - ES - 0.5) / FastMath.sqrt(VarS); > + > + final NormalDistributionImpl standardNormal = new > NormalDistributionImpl(0, 1); > + > + return 2*standardNormal.cumulativeProbability(z); > + } > + > + /** > + * {...@inheritdoc} > + * > + * @param x > + * the first sample > + * @param y > + * the second sample > + * @param exactPValue > + * if the exact p-value is wanted (only for x.length <= 30) > + * @return p-value > + * @throws IllegalArgumentException > + * if preconditions are not met or exact p-value is wanted > for > + * when x.length > 30 > + * @throws MathException > + * if an error occurs computing the p-value > + */ > + public double wilcoxonSignedRankTest(final double[] x, final double[] y, > + boolean exactPValue) throws IllegalArgumentException, > + MathException { > + > + ensureDataConformance(x, y); > + > + final int N = x.length; > + final double Wmax = wilcoxonSignedRank(x, y); > + > + if (exactPValue && N > 30) { > + throw new IllegalArgumentException("Exact test can only be made > for N <= 30."); > + } > + > + if (exactPValue) { > + return calculateExactPValue(Wmax, N); > + } else { > + final double Wmin = ( (double)(N*(N+1)) / 2.0 ) - Wmax; > + return calculateAsymptoticPValue(Wmin, N); > + } > + } > +} > > Added: > commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/MannWhitneyUTestTest.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/MannWhitneyUTestTest.java?rev=1053836&view=auto > ============================================================================== > --- > commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/MannWhitneyUTestTest.java > (added) > +++ > commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/MannWhitneyUTestTest.java > Thu Dec 30 09:52:00 2010 > @@ -0,0 +1,101 @@ > +/* > + * Licensed to the Apache Software Foundation (ASF) under one or more > + * contributor license agreements. See the NOTICE file distributed with > + * this work for additional information regarding copyright ownership. > + * The ASF licenses this file to You under the Apache License, Version 2.0 > + * (the "License"); you may not use this file except in compliance with > + * the License. You may obtain a copy of the License at > + * > + * http://www.apache.org/licenses/LICENSE-2.0 > + * > + * Unless required by applicable law or agreed to in writing, software > + * distributed under the License is distributed on an "AS IS" BASIS, > + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. > + * See the License for the specific language governing permissions and > + * limitations under the License. > + */ > +package org.apache.commons.math.stat.inference; > + > +import junit.framework.TestCase; > + > +/** > + * Test cases for the ChiSquareTestImpl class. > + * > + * @version $Revision: $ $Date: $ > + */ > + > +public class MannWhitneyUTestTest extends TestCase { > + > + protected MannWhitneyUTest testStatistic = new MannWhitneyUTestImpl(); > + > + public MannWhitneyUTestTest(String name) { > + super(name); > + } > + > + public void testMannWhitneyUSimple() throws Exception { > + /* Target values computed using R version 2.11.1 > + * x <- c(19, 22, 16, 29, 24) > + * y <- c(20, 11, 17, 12) > + * wilcox.test(x, y, alternative = "two.sided", mu = 0, paired = > FALSE, exact = FALSE, correct = FALSE) > + * W = 17, p-value = 0.08641 > + */ > + final double x[] = {19, 22, 16, 29, 24}; > + final double y[] = {20, 11, 17, 12}; > + > + assertEquals(17, testStatistic.mannWhitneyU(x, y), 1e-10); > + assertEquals(0.08641, testStatistic.mannWhitneyUTest(x, y), 1e-5); > + } > + > + > + public void testMannWhitneyUInputValidation() throws Exception { > + /* Samples must be present, i.e. length > 0 > + */ > + try { > + testStatistic.mannWhitneyUTest(new double[] { }, new double[] { > 1.0 }); > + fail("x does not contain samples (exact), > IllegalArgumentException expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + try { > + testStatistic.mannWhitneyUTest(new double[] { 1.0 }, new > double[] { }); > + fail("y does not contain samples (exact), > IllegalArgumentException expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + /* > + * x and y is null > + */ > + try { > + testStatistic.mannWhitneyUTest(null, null); > + fail("x and y is null (exact), IllegalArgumentException > expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + try { > + testStatistic.mannWhitneyUTest(null, null); > + fail("x and y is null (asymptotic), IllegalArgumentException > expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + /* > + * x or y is null > + */ > + try { > + testStatistic.mannWhitneyUTest(null, new double[] { 1.0 }); > + fail("x is null (exact), IllegalArgumentException expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + try { > + testStatistic.mannWhitneyUTest(new double[] { 1.0 }, null); > + fail("y is null (exact), IllegalArgumentException expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + } > +} > > Added: > commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestTest.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestTest.java?rev=1053836&view=auto > ============================================================================== > --- > commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestTest.java > (added) > +++ > commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestTest.java > Thu Dec 30 09:52:00 2010 > @@ -0,0 +1,180 @@ > +/* > + * Licensed to the Apache Software Foundation (ASF) under one or more > + * contributor license agreements. See the NOTICE file distributed with > + * this work for additional information regarding copyright ownership. > + * The ASF licenses this file to You under the Apache License, Version 2.0 > + * (the "License"); you may not use this file except in compliance with > + * the License. You may obtain a copy of the License at > + * > + * http://www.apache.org/licenses/LICENSE-2.0 > + * > + * Unless required by applicable law or agreed to in writing, software > + * distributed under the License is distributed on an "AS IS" BASIS, > + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. > + * See the License for the specific language governing permissions and > + * limitations under the License. > + */ > +package org.apache.commons.math.stat.inference; > + > +import junit.framework.TestCase; > + > +/** > + * Test cases for the ChiSquareTestImpl class. > + * > + * @version $Revision: $ $Date: $ > + */ > + > +public class WilcoxonSignedRankTestTest extends TestCase { > + > + protected WilcoxonSignedRankTest testStatistic = new > WilcoxonSignedRankTestImpl(); > + > + public WilcoxonSignedRankTestTest(String name) { > + super(name); > + } > + > + public void testWilcoxonSignedRankSimple() throws Exception { > + /* Target values computed using R version 2.11.1 > + * x <- c(1.83, 0.50, 1.62, 2.48, 1.68, 1.88, 1.55, 3.06, 1.30) > + * y <- c(0.878, 0.647, 0.598, 2.05, 1.06, 1.29, 1.06, 3.14, 1.29) > + */ > + final double x[] = {1.83, 0.50, 1.62, 2.48, 1.68, 1.88, 1.55, 3.06, > 1.30}; > + final double y[] = {0.878, 0.647, 0.598, 2.05, 1.06, 1.29, 1.06, > 3.14, 1.29}; > + > + /* EXACT: > + * wilcox.test(x, y, alternative = "two.sided", mu = 0, paired = > TRUE, exact = TRUE, correct = FALSE) > + * V = 40, p-value = 0.03906 > + * > + * Corresponds to the value obtained in R. > + */ > + assertEquals(40, testStatistic.wilcoxonSignedRank(x, y), 1e-10); > + assertEquals(0.03906, testStatistic.wilcoxonSignedRankTest(x, y, > true), 1e-5); > + > + /* ASYMPTOTIC: > + * wilcox.test(x, y, alternative = "two.sided", mu = 0, paired = > TRUE, exact = FALSE, correct = FALSE) > + * V = 40, p-value = 0.03815 > + * > + * This is not entirely the same due to different corrects, > + * e.g. http://mlsc.lboro.ac.uk/resources/statistics/wsrt.pdf > + * and src/library/stats/R/wilcox.test.R in the R source > + */ > + assertEquals(40, testStatistic.wilcoxonSignedRank(x, y), 1e-10); > + assertEquals(0.0329693812, testStatistic.wilcoxonSignedRankTest(x, > y, false), 1e-10); > + } > + > + public void testWilcoxonSignedRankInputValidation() throws Exception { > + /* > + * Exact only for sample size <= 30 > + */ > + final double[] x1 = new double[30]; > + final double[] x2 = new double[31]; > + final double[] y1 = new double[30]; > + final double[] y2 = new double[31]; > + for (int i = 0; i < 30; ++i) { > + x1[i] = x2[i] = y1[i] = y2[i] = i; > + } > + > + // Exactly 30 is okay > + testStatistic.wilcoxonSignedRankTest(x1, y1, true); > + > + try { > + testStatistic.wilcoxonSignedRankTest(x2, y2, true); > + fail("More than 30 samples and exact chosen, > IllegalArgumentException expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + /* Samples must be present, i.e. length > 0 > + */ > + try { > + testStatistic.wilcoxonSignedRankTest(new double[] { }, new > double[] { 1.0 }, true); > + fail("x does not contain samples (exact), > IllegalArgumentException expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + try { > + testStatistic.wilcoxonSignedRankTest(new double[] { }, new > double[] { 1.0 }, false); > + fail("x does not contain samples (asymptotic), > IllegalArgumentException expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + try { > + testStatistic.wilcoxonSignedRankTest(new double[] { 1.0 }, new > double[] { }, true); > + fail("y does not contain samples (exact), > IllegalArgumentException expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + try { > + testStatistic.wilcoxonSignedRankTest(new double[] { 1.0 }, new > double[] { }, false); > + fail("y does not contain samples (asymptotic), > IllegalArgumentException expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + /* Samples not same size, i.e. cannot be pairred > + */ > + try { > + testStatistic.wilcoxonSignedRankTest(new double[] { 1.0, 2.0 }, > new double[] { 3.0 }, true); > + fail("x and y not same size (exact), IllegalArgumentException > expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + try { > + testStatistic.wilcoxonSignedRankTest(new double[] { 1.0, 2.0 }, > new double[] { 3.0 }, false); > + fail("x and y not same size (asymptotic), > IllegalArgumentException expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + /* > + * x and y is null > + */ > + try { > + testStatistic.wilcoxonSignedRankTest(null, null, true); > + fail("x and y is null (exact), IllegalArgumentException > expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + try { > + testStatistic.wilcoxonSignedRankTest(null, null, false); > + fail("x and y is null (asymptotic), IllegalArgumentException > expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + /* > + * x or y is null > + */ > + try { > + testStatistic.wilcoxonSignedRankTest(null, new double[] { 1.0 }, > true); > + fail("x is null (exact), IllegalArgumentException expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + try { > + testStatistic.wilcoxonSignedRankTest(null, new double[] { 1.0 }, > false); > + fail("x is null (asymptotic), IllegalArgumentException > expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + try { > + testStatistic.wilcoxonSignedRankTest(new double[] { 1.0 }, null, > true); > + fail("y is null (exact), IllegalArgumentException expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + > + try { > + testStatistic.wilcoxonSignedRankTest(new double[] { 1.0 }, null, > false); > + fail("y is null (asymptotic), IllegalArgumentException > expected"); > + } catch (IllegalArgumentException ex) { > + // expected > + } > + } > +} > > > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
