2010/12/30 Luc Maisonobe <luc.maison...@free.fr>:
> Le 30/12/2010 16:44, Mikkel Meyer Andersen a écrit :
>> 2010/12/30 Luc Maisonobe <luc.maison...@free.fr>:
>>> 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
>>>>>
>>>>>
>>>>
>>>>
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>>>
>>>
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>>>
>>
>> Hi Luc,
>>
>> Thanks for the help, including the config-file. I've manually changed
>> the properties for the newly created files in revision 1053918 using
>> svn propset svn:eol-style native
>> src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTest*
>> etc.
>>
>> And now that I'm using a config-file similar to yours, new files
>> should be dealt with automatically.
>>
>> In regards to the pom.xml, then I should just make an entry for myself
>> in the developers-section, right?
>
> Yes, of course.
Thanks for the help with this practical stuff :-).

Cheers, Mikkel.
>
> Luc
>
>>
>> Cheers, Mikkel.
>>
>> ---------------------------------------------------------------------
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>>
>
>
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