Le 30/12/2010 16:18, Luc Maisonobe a écrit : > 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"
Well, in fact we have a policy not to use Author, but rather to put the author names in the contibutor and developpers sections of the pom.xml file. Luc > > 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 > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
