/*
* Copyright 2005 The Apache Software Foundation.
*
* Licensed 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.Test;
import junit.framework.TestCase;
import junit.framework.TestSuite;
import org.apache.commons.math.stat.descriptive.SummaryStatistics;
/**
* Test cases for the TestUtils class.
*
* @version $Revision: 209144 $ $Date: 2005-07-04 16:30:05 -0700 (Mon, 04 Jul 2005) $
*/
public class TestUtilsTest extends TestCase {
public TestUtilsTest(String name) {
super(name);
}
public void setUp() {
}
public static Test suite() {
TestSuite suite = new TestSuite(TestUtilsTest.class);
suite.setName("TestUtils Tests");
return suite;
}
public void testChiSquare() throws Exception {
// Target values computed using R version 1.8.1
// Some assembly required ;-)
// Use sum((obs - exp)^2/exp) for the chi-square statistic and
// 1 - pchisq(sum((obs - exp)^2/exp), length(obs) - 1) for the p-value
long[] observed = {10, 9, 11};
double[] expected = {10, 10, 10};
assertEquals("chi-square statistic", 0.2, TestUtils.chiSquare(expected, observed), 10E-12);
assertEquals("chi-square p-value", 0.904837418036, TestUtils.chiSquareTest(expected, observed), 1E-10);
long[] observed1 = { 500, 623, 72, 70, 31 };
double[] expected1 = { 485, 541, 82, 61, 37 };
assertEquals( "chi-square test statistic", 16.4131070362, TestUtils.chiSquare(expected1, observed1), 1E-10);
assertEquals("chi-square p-value", 0.002512096, TestUtils.chiSquareTest(expected1, observed1), 1E-9);
assertTrue("chi-square test reject", TestUtils.chiSquareTest(expected1, observed1, 0.003));
assertTrue("chi-square test accept", !TestUtils.chiSquareTest(expected1, observed1, 0.002));
try {
TestUtils.chiSquareTest(expected1, observed1, 95);
fail("alpha out of range, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
long[] tooShortObs = { 0 };
double[] tooShortEx = { 1 };
try {
TestUtils.chiSquare(tooShortEx, tooShortObs);
fail("arguments too short, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
// unmatched arrays
long[] unMatchedObs = { 0, 1, 2, 3 };
double[] unMatchedEx = { 1, 1, 2 };
try {
TestUtils.chiSquare(unMatchedEx, unMatchedObs);
fail("arrays have different lengths, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
// 0 expected count
expected[0] = 0;
try {
TestUtils.chiSquareTest(expected, observed, .01);
fail("bad expected count, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
// negative observed count
expected[0] = 1;
observed[0] = -1;
try {
TestUtils.chiSquareTest(expected, observed, .01);
fail("bad expected count, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
}
public void testChiSquareIndependence() throws Exception {
// Target values computed using R version 1.8.1
long[][] counts = { {40, 22, 43}, {91, 21, 28}, {60, 10, 22}};
assertEquals( "chi-square test statistic", 22.709027688, TestUtils.chiSquare(counts), 1E-9);
assertEquals("chi-square p-value", 0.000144751460134, TestUtils.chiSquareTest(counts), 1E-9);
assertTrue("chi-square test reject", TestUtils.chiSquareTest(counts, 0.0002));
assertTrue("chi-square test accept", !TestUtils.chiSquareTest(counts, 0.0001));
long[][] counts2 = {{10, 15}, {30, 40}, {60, 90} };
assertEquals( "chi-square test statistic", 0.168965517241, TestUtils.chiSquare(counts2), 1E-9);
assertEquals("chi-square p-value",0.918987499852, TestUtils.chiSquareTest(counts2), 1E-9);
assertTrue("chi-square test accept", !TestUtils.chiSquareTest(counts2, 0.1));
// ragged input array
long[][] counts3 = { {40, 22, 43}, {91, 21, 28}, {60, 10}};
try {
TestUtils.chiSquare(counts3);
fail("Expecting IllegalArgumentException");
} catch (IllegalArgumentException ex) {
// expected
}
// insufficient data
long[][] counts4 = {{40, 22, 43}};
try {
TestUtils.chiSquare(counts4);
fail("Expecting IllegalArgumentException");
} catch (IllegalArgumentException ex) {
// expected
}
long[][] counts5 = {{40}, {40}, {30}, {10}};
try {
TestUtils.chiSquare(counts5);
fail("Expecting IllegalArgumentException");
} catch (IllegalArgumentException ex) {
// expected
}
// negative counts
long[][] counts6 = {{10, -2}, {30, 40}, {60, 90} };
try {
TestUtils.chiSquare(counts6);
fail("Expecting IllegalArgumentException");
} catch (IllegalArgumentException ex) {
// expected
}
// bad alpha
try {
TestUtils.chiSquareTest(counts, 0);
fail("Expecting IllegalArgumentException");
} catch (IllegalArgumentException ex) {
// expected
}
}
public void testChiSquareLargeTestStatistic() throws Exception {
double[] exp = new double[] {
3389119.5, 649136.6, 285745.4, 25357364.76, 11291189.78, 543628.0,
232921.0, 437665.75
};
long[] obs = new long[] {
2372383, 584222, 257170, 17750155, 7903832, 489265, 209628, 393899
};
org.apache.commons.math.stat.inference.ChiSquareTestImpl csti =
new org.apache.commons.math.stat.inference.ChiSquareTestImpl();
double cst = csti.chiSquareTest(exp, obs);
assertEquals("chi-square p-value", 0.0, cst, 1E-3);
assertEquals( "chi-square test statistic",
3624883.342907764, TestUtils.chiSquare(exp, obs), 1E-9);
}
/** Contingency table containing zeros - PR # 32531 */
public void testChiSquareZeroCount() throws Exception {
// Target values computed using R version 1.8.1
long[][] counts = { {40, 0, 4}, {91, 1, 2}, {60, 2, 0}};
assertEquals( "chi-square test statistic", 9.67444662263,
TestUtils.chiSquare(counts), 1E-9);
assertEquals("chi-square p-value", 0.0462835770603,
TestUtils.chiSquareTest(counts), 1E-9);
}
private double[] tooShortObs = { 1.0 };
private double[] nullObserved = null;
private double[] emptyObs = {};
private SummaryStatistics emptyStats = SummaryStatistics.newInstance();
private SummaryStatistics nullStats = null;
SummaryStatistics tooShortStats = null;
public void testOneSampleT() throws Exception {
double[] observed =
{93.0, 103.0, 95.0, 101.0, 91.0, 105.0, 96.0, 94.0, 101.0, 88.0, 98.0, 94.0, 101.0, 92.0, 95.0 };
double mu = 100.0;
SummaryStatistics sampleStats = null;
sampleStats = SummaryStatistics.newInstance();
for (int i = 0; i < observed.length; i++) {
sampleStats.addValue(observed[i]);
}
// Target comparison values computed using R version 1.8.1 (Linux version)
assertEquals("t statistic", -2.81976445346,
TestUtils.t(mu, observed), 10E-10);
assertEquals("t statistic", -2.81976445346,
TestUtils.t(mu, sampleStats), 10E-10);
assertEquals("p value", 0.0136390585873,
TestUtils.tTest(mu, observed), 10E-10);
assertEquals("p value", 0.0136390585873,
TestUtils.tTest(mu, sampleStats), 10E-10);
try {
TestUtils.t(mu, nullObserved);
fail("arguments too short, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
try {
TestUtils.t(mu, nullStats);
fail("arguments too short, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
try {
TestUtils.t(mu, emptyObs);
fail("arguments too short, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
try {
TestUtils.t(mu, emptyStats);
fail("arguments too short, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
try {
TestUtils.t(mu, tooShortObs);
fail("insufficient data to compute t statistic, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// exptected
}
try {
TestUtils.tTest(mu, tooShortObs);
fail("insufficient data to perform t test, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
try {
TestUtils.t(mu, tooShortStats);
fail("insufficient data to compute t statistic, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// exptected
}
try {
TestUtils.tTest(mu, tooShortStats);
fail("insufficient data to perform t test, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// exptected
}
}
public void testOneSampleTTest() throws Exception {
double[] oneSidedP =
{2d, 0d, 6d, 6d, 3d, 3d, 2d, 3d, -6d, 6d, 6d, 6d, 3d, 0d, 1d, 1d, 0d, 2d, 3d, 3d };
SummaryStatistics oneSidedPStats = SummaryStatistics.newInstance();
for (int i = 0; i < oneSidedP.length; i++) {
oneSidedPStats.addValue(oneSidedP[i]);
}
// Target comparison values computed using R version 1.8.1 (Linux version)
assertEquals("one sample t stat", 3.86485535541,
TestUtils.t(0d, oneSidedP), 10E-10);
assertEquals("one sample t stat", 3.86485535541,
TestUtils.t(0d, oneSidedPStats),1E-10);
assertEquals("one sample p value", 0.000521637019637,
TestUtils.tTest(0d, oneSidedP) / 2d, 10E-10);
assertEquals("one sample p value", 0.000521637019637,
TestUtils.tTest(0d, oneSidedPStats) / 2d, 10E-5);
assertTrue("one sample t-test reject", TestUtils.tTest(0d, oneSidedP, 0.01));
assertTrue("one sample t-test reject", TestUtils.tTest(0d, oneSidedPStats, 0.01));
assertTrue("one sample t-test accept", !TestUtils.tTest(0d, oneSidedP, 0.0001));
assertTrue("one sample t-test accept", !TestUtils.tTest(0d, oneSidedPStats, 0.0001));
try {
TestUtils.tTest(0d, oneSidedP, 95);
fail("alpha out of range, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// exptected
}
try {
TestUtils.tTest(0d, oneSidedPStats, 95);
fail("alpha out of range, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
}
public void testTwoSampleTHeterscedastic() throws Exception {
double[] sample1 = { 7d, -4d, 18d, 17d, -3d, -5d, 1d, 10d, 11d, -2d };
double[] sample2 = { -1d, 12d, -1d, -3d, 3d, -5d, 5d, 2d, -11d, -1d, -3d };
SummaryStatistics sampleStats1 = SummaryStatistics.newInstance();
for (int i = 0; i < sample1.length; i++) {
sampleStats1.addValue(sample1[i]);
}
SummaryStatistics sampleStats2 = SummaryStatistics.newInstance();
for (int i = 0; i < sample2.length; i++) {
sampleStats2.addValue(sample2[i]);
}
// Target comparison values computed using R version 1.8.1 (Linux version)
assertEquals("two sample heteroscedastic t stat", 1.60371728768,
TestUtils.t(sample1, sample2), 1E-10);
assertEquals("two sample heteroscedastic t stat", 1.60371728768,
TestUtils.t(sampleStats1, sampleStats2), 1E-10);
assertEquals("two sample heteroscedastic p value", 0.128839369622,
TestUtils.tTest(sample1, sample2), 1E-10);
assertEquals("two sample heteroscedastic p value", 0.128839369622,
TestUtils.tTest(sampleStats1, sampleStats2), 1E-10);
assertTrue("two sample heteroscedastic t-test reject",
TestUtils.tTest(sample1, sample2, 0.2));
assertTrue("two sample heteroscedastic t-test reject",
TestUtils.tTest(sampleStats1, sampleStats2, 0.2));
assertTrue("two sample heteroscedastic t-test accept",
!TestUtils.tTest(sample1, sample2, 0.1));
assertTrue("two sample heteroscedastic t-test accept",
!TestUtils.tTest(sampleStats1, sampleStats2, 0.1));
try {
TestUtils.tTest(sample1, sample2, .95);
fail("alpha out of range, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
try {
TestUtils.tTest(sampleStats1, sampleStats2, .95);
fail("alpha out of range, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
try {
TestUtils.tTest(sample1, tooShortObs, .01);
fail("insufficient data, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
try {
TestUtils.tTest(sampleStats1, tooShortStats, .01);
fail("insufficient data, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
try {
TestUtils.tTest(sample1, tooShortObs);
fail("insufficient data, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
try {
TestUtils.tTest(sampleStats1, tooShortStats);
fail("insufficient data, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
try {
TestUtils.t(sample1, tooShortObs);
fail("insufficient data, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
try {
TestUtils.t(sampleStats1, tooShortStats);
fail("insufficient data, IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
// expected
}
}
public void testTwoSampleTHomoscedastic() throws Exception {
double[] sample1 ={2, 4, 6, 8, 10, 97};
double[] sample2 = {4, 6, 8, 10, 16};
SummaryStatistics sampleStats1 = SummaryStatistics.newInstance();
for (int i = 0; i < sample1.length; i++) {
sampleStats1.addValue(sample1[i]);
}
SummaryStatistics sampleStats2 = SummaryStatistics.newInstance();
for (int i = 0; i < sample2.length; i++) {
sampleStats2.addValue(sample2[i]);
}
// Target comparison values computed using R version 1.8.1 (Linux version)
assertEquals("two sample homoscedastic t stat", 0.73096310086,
TestUtils.homoscedasticT(sample1, sample2), 10E-11);
assertEquals("two sample homoscedastic p value", 0.4833963785,
TestUtils.homoscedasticTTest(sampleStats1, sampleStats2), 1E-10);
assertTrue("two sample homoscedastic t-test reject",
TestUtils.homoscedasticTTest(sample1, sample2, 0.49));
assertTrue("two sample homoscedastic t-test accept",
!TestUtils.homoscedasticTTest(sample1, sample2, 0.48));
}
public void testSmallSamples() throws Exception {
double[] sample1 = {1d, 3d};
double[] sample2 = {4d, 5d};
// Target values computed using R, version 1.8.1 (linux version)
assertEquals(-2.2360679775, TestUtils.t(sample1, sample2),
1E-10);
assertEquals(0.198727388935, TestUtils.tTest(sample1, sample2),
1E-10);
}
public void testPaired() throws Exception {
double[] sample1 = {1d, 3d, 5d, 7d};
double[] sample2 = {0d, 6d, 11d, 2d};
double[] sample3 = {5d, 7d, 8d, 10d};
double[] sample4 = {0d, 2d};
// Target values computed using R, version 1.8.1 (linux version)
assertEquals(-0.3133, TestUtils.pairedT(sample1, sample2), 1E-4);
assertEquals(0.774544295819, TestUtils.pairedTTest(sample1, sample2), 1E-10);
assertEquals(0.001208, TestUtils.pairedTTest(sample1, sample3), 1E-6);
assertFalse(TestUtils.pairedTTest(sample1, sample3, .001));
assertTrue(TestUtils.pairedTTest(sample1, sample3, .002));
}
}