Le 30/12/2010 11:00, Mikkel Meyer Andersen a écrit : > Hi, Hi Mikkel,
> > 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? You should set some properties. The ones we traditionally use are: svn:eol-style=native svn:keywords="Author Date Id Revision" One way to have these properties automatically set is to use a "config" file in subversion configuration folder. I have put the file I use here: <http://people.apache.org/~luc/config>. I think the file is used only for newly created files, so now that the files are already in the repository, you should probably set the properties manually. best regards, Luc > > 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 > > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
