001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017 package org.apache.commons.math.stat.inference;
018
019 import java.util.ArrayList;
020 import java.util.List;
021
022 import junit.framework.Test;
023 import junit.framework.TestCase;
024 import junit.framework.TestSuite;
025 import org.apache.commons.math.stat.descriptive.SummaryStatistics;
026 /**
027 * Test cases for the TestUtils class.
028 *
029 * @version $Revision: 762087 $ $Date: 2009-04-05 10:20:18 -0400 (Sun, 05 Apr 2009) $
030 */
031
032 public class TestUtilsTest extends TestCase {
033
034 public TestUtilsTest(String name) {
035 super(name);
036 }
037
038 public static Test suite() {
039 TestSuite suite = new TestSuite(TestUtilsTest.class);
040 suite.setName("TestUtils Tests");
041 return suite;
042 }
043
044 public void testChiSquare() throws Exception {
045
046 // Target values computed using R version 1.8.1
047 // Some assembly required ;-)
048 // Use sum((obs - exp)^2/exp) for the chi-square statistic and
049 // 1 - pchisq(sum((obs - exp)^2/exp), length(obs) - 1) for the p-value
050
051 long[] observed = {10, 9, 11};
052 double[] expected = {10, 10, 10};
053 assertEquals("chi-square statistic", 0.2, TestUtils.chiSquare(expected, observed), 10E-12);
054 assertEquals("chi-square p-value", 0.904837418036, TestUtils.chiSquareTest(expected, observed), 1E-10);
055
056 long[] observed1 = { 500, 623, 72, 70, 31 };
057 double[] expected1 = { 485, 541, 82, 61, 37 };
058 assertEquals( "chi-square test statistic", 9.023307936427388, TestUtils.chiSquare(expected1, observed1), 1E-10);
059 assertEquals("chi-square p-value", 0.06051952647453607, TestUtils.chiSquareTest(expected1, observed1), 1E-9);
060 assertTrue("chi-square test reject", TestUtils.chiSquareTest(expected1, observed1, 0.07));
061 assertTrue("chi-square test accept", !TestUtils.chiSquareTest(expected1, observed1, 0.05));
062
063 try {
064 TestUtils.chiSquareTest(expected1, observed1, 95);
065 fail("alpha out of range, IllegalArgumentException expected");
066 } catch (IllegalArgumentException ex) {
067 // expected
068 }
069
070 long[] tooShortObs = { 0 };
071 double[] tooShortEx = { 1 };
072 try {
073 TestUtils.chiSquare(tooShortEx, tooShortObs);
074 fail("arguments too short, IllegalArgumentException expected");
075 } catch (IllegalArgumentException ex) {
076 // expected
077 }
078
079 // unmatched arrays
080 long[] unMatchedObs = { 0, 1, 2, 3 };
081 double[] unMatchedEx = { 1, 1, 2 };
082 try {
083 TestUtils.chiSquare(unMatchedEx, unMatchedObs);
084 fail("arrays have different lengths, IllegalArgumentException expected");
085 } catch (IllegalArgumentException ex) {
086 // expected
087 }
088
089 // 0 expected count
090 expected[0] = 0;
091 try {
092 TestUtils.chiSquareTest(expected, observed, .01);
093 fail("bad expected count, IllegalArgumentException expected");
094 } catch (IllegalArgumentException ex) {
095 // expected
096 }
097
098 // negative observed count
099 expected[0] = 1;
100 observed[0] = -1;
101 try {
102 TestUtils.chiSquareTest(expected, observed, .01);
103 fail("bad expected count, IllegalArgumentException expected");
104 } catch (IllegalArgumentException ex) {
105 // expected
106 }
107
108 }
109
110 public void testChiSquareIndependence() throws Exception {
111
112 // Target values computed using R version 1.8.1
113
114 long[][] counts = { {40, 22, 43}, {91, 21, 28}, {60, 10, 22}};
115 assertEquals( "chi-square test statistic", 22.709027688, TestUtils.chiSquare(counts), 1E-9);
116 assertEquals("chi-square p-value", 0.000144751460134, TestUtils.chiSquareTest(counts), 1E-9);
117 assertTrue("chi-square test reject", TestUtils.chiSquareTest(counts, 0.0002));
118 assertTrue("chi-square test accept", !TestUtils.chiSquareTest(counts, 0.0001));
119
120 long[][] counts2 = {{10, 15}, {30, 40}, {60, 90} };
121 assertEquals( "chi-square test statistic", 0.168965517241, TestUtils.chiSquare(counts2), 1E-9);
122 assertEquals("chi-square p-value",0.918987499852, TestUtils.chiSquareTest(counts2), 1E-9);
123 assertTrue("chi-square test accept", !TestUtils.chiSquareTest(counts2, 0.1));
124
125 // ragged input array
126 long[][] counts3 = { {40, 22, 43}, {91, 21, 28}, {60, 10}};
127 try {
128 TestUtils.chiSquare(counts3);
129 fail("Expecting IllegalArgumentException");
130 } catch (IllegalArgumentException ex) {
131 // expected
132 }
133
134 // insufficient data
135 long[][] counts4 = {{40, 22, 43}};
136 try {
137 TestUtils.chiSquare(counts4);
138 fail("Expecting IllegalArgumentException");
139 } catch (IllegalArgumentException ex) {
140 // expected
141 }
142 long[][] counts5 = {{40}, {40}, {30}, {10}};
143 try {
144 TestUtils.chiSquare(counts5);
145 fail("Expecting IllegalArgumentException");
146 } catch (IllegalArgumentException ex) {
147 // expected
148 }
149
150 // negative counts
151 long[][] counts6 = {{10, -2}, {30, 40}, {60, 90} };
152 try {
153 TestUtils.chiSquare(counts6);
154 fail("Expecting IllegalArgumentException");
155 } catch (IllegalArgumentException ex) {
156 // expected
157 }
158
159 // bad alpha
160 try {
161 TestUtils.chiSquareTest(counts, 0);
162 fail("Expecting IllegalArgumentException");
163 } catch (IllegalArgumentException ex) {
164 // expected
165 }
166 }
167
168 public void testChiSquareLargeTestStatistic() throws Exception {
169 double[] exp = new double[] {
170 3389119.5, 649136.6, 285745.4, 25357364.76, 11291189.78, 543628.0,
171 232921.0, 437665.75
172 };
173
174 long[] obs = new long[] {
175 2372383, 584222, 257170, 17750155, 7903832, 489265, 209628, 393899
176 };
177 org.apache.commons.math.stat.inference.ChiSquareTestImpl csti =
178 new org.apache.commons.math.stat.inference.ChiSquareTestImpl();
179 double cst = csti.chiSquareTest(exp, obs);
180 assertEquals("chi-square p-value", 0.0, cst, 1E-3);
181 assertEquals( "chi-square test statistic",
182 114875.90421929007, TestUtils.chiSquare(exp, obs), 1E-9);
183 }
184
185 /** Contingency table containing zeros - PR # 32531 */
186 public void testChiSquareZeroCount() throws Exception {
187 // Target values computed using R version 1.8.1
188 long[][] counts = { {40, 0, 4}, {91, 1, 2}, {60, 2, 0}};
189 assertEquals( "chi-square test statistic", 9.67444662263,
190 TestUtils.chiSquare(counts), 1E-9);
191 assertEquals("chi-square p-value", 0.0462835770603,
192 TestUtils.chiSquareTest(counts), 1E-9);
193 }
194
195 private double[] tooShortObs = { 1.0 };
196 private double[] emptyObs = {};
197 private SummaryStatistics emptyStats = new SummaryStatistics();
198
199 public void testOneSampleT() throws Exception {
200 double[] observed =
201 {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 };
202 double mu = 100.0;
203 SummaryStatistics sampleStats = null;
204 sampleStats = new SummaryStatistics();
205 for (int i = 0; i < observed.length; i++) {
206 sampleStats.addValue(observed[i]);
207 }
208
209 // Target comparison values computed using R version 1.8.1 (Linux version)
210 assertEquals("t statistic", -2.81976445346,
211 TestUtils.t(mu, observed), 10E-10);
212 assertEquals("t statistic", -2.81976445346,
213 TestUtils.t(mu, sampleStats), 10E-10);
214 assertEquals("p value", 0.0136390585873,
215 TestUtils.tTest(mu, observed), 10E-10);
216 assertEquals("p value", 0.0136390585873,
217 TestUtils.tTest(mu, sampleStats), 10E-10);
218
219 try {
220 TestUtils.t(mu, (double[]) null);
221 fail("arguments too short, IllegalArgumentException expected");
222 } catch (IllegalArgumentException ex) {
223 // expected
224 }
225
226 try {
227 TestUtils.t(mu, (SummaryStatistics) null);
228 fail("arguments too short, IllegalArgumentException expected");
229 } catch (IllegalArgumentException ex) {
230 // expected
231 }
232
233 try {
234 TestUtils.t(mu, emptyObs);
235 fail("arguments too short, IllegalArgumentException expected");
236 } catch (IllegalArgumentException ex) {
237 // expected
238 }
239
240 try {
241 TestUtils.t(mu, emptyStats);
242 fail("arguments too short, IllegalArgumentException expected");
243 } catch (IllegalArgumentException ex) {
244 // expected
245 }
246
247 try {
248 TestUtils.t(mu, tooShortObs);
249 fail("insufficient data to compute t statistic, IllegalArgumentException expected");
250 } catch (IllegalArgumentException ex) {
251 // expected
252 }
253 try {
254 TestUtils.tTest(mu, tooShortObs);
255 fail("insufficient data to perform t test, IllegalArgumentException expected");
256 } catch (IllegalArgumentException ex) {
257 // expected
258 }
259
260 try {
261 TestUtils.t(mu, (SummaryStatistics) null);
262 fail("insufficient data to compute t statistic, IllegalArgumentException expected");
263 } catch (IllegalArgumentException ex) {
264 // expected
265 }
266 try {
267 TestUtils.tTest(mu, (SummaryStatistics) null);
268 fail("insufficient data to perform t test, IllegalArgumentException expected");
269 } catch (IllegalArgumentException ex) {
270 // expected
271 }
272 }
273
274 public void testOneSampleTTest() throws Exception {
275 double[] oneSidedP =
276 {2d, 0d, 6d, 6d, 3d, 3d, 2d, 3d, -6d, 6d, 6d, 6d, 3d, 0d, 1d, 1d, 0d, 2d, 3d, 3d };
277 SummaryStatistics oneSidedPStats = new SummaryStatistics();
278 for (int i = 0; i < oneSidedP.length; i++) {
279 oneSidedPStats.addValue(oneSidedP[i]);
280 }
281 // Target comparison values computed using R version 1.8.1 (Linux version)
282 assertEquals("one sample t stat", 3.86485535541,
283 TestUtils.t(0d, oneSidedP), 10E-10);
284 assertEquals("one sample t stat", 3.86485535541,
285 TestUtils.t(0d, oneSidedPStats),1E-10);
286 assertEquals("one sample p value", 0.000521637019637,
287 TestUtils.tTest(0d, oneSidedP) / 2d, 10E-10);
288 assertEquals("one sample p value", 0.000521637019637,
289 TestUtils.tTest(0d, oneSidedPStats) / 2d, 10E-5);
290 assertTrue("one sample t-test reject", TestUtils.tTest(0d, oneSidedP, 0.01));
291 assertTrue("one sample t-test reject", TestUtils.tTest(0d, oneSidedPStats, 0.01));
292 assertTrue("one sample t-test accept", !TestUtils.tTest(0d, oneSidedP, 0.0001));
293 assertTrue("one sample t-test accept", !TestUtils.tTest(0d, oneSidedPStats, 0.0001));
294
295 try {
296 TestUtils.tTest(0d, oneSidedP, 95);
297 fail("alpha out of range, IllegalArgumentException expected");
298 } catch (IllegalArgumentException ex) {
299 // expected
300 }
301
302 try {
303 TestUtils.tTest(0d, oneSidedPStats, 95);
304 fail("alpha out of range, IllegalArgumentException expected");
305 } catch (IllegalArgumentException ex) {
306 // expected
307 }
308
309 }
310
311 public void testTwoSampleTHeterscedastic() throws Exception {
312 double[] sample1 = { 7d, -4d, 18d, 17d, -3d, -5d, 1d, 10d, 11d, -2d };
313 double[] sample2 = { -1d, 12d, -1d, -3d, 3d, -5d, 5d, 2d, -11d, -1d, -3d };
314 SummaryStatistics sampleStats1 = new SummaryStatistics();
315 for (int i = 0; i < sample1.length; i++) {
316 sampleStats1.addValue(sample1[i]);
317 }
318 SummaryStatistics sampleStats2 = new SummaryStatistics();
319 for (int i = 0; i < sample2.length; i++) {
320 sampleStats2.addValue(sample2[i]);
321 }
322
323 // Target comparison values computed using R version 1.8.1 (Linux version)
324 assertEquals("two sample heteroscedastic t stat", 1.60371728768,
325 TestUtils.t(sample1, sample2), 1E-10);
326 assertEquals("two sample heteroscedastic t stat", 1.60371728768,
327 TestUtils.t(sampleStats1, sampleStats2), 1E-10);
328 assertEquals("two sample heteroscedastic p value", 0.128839369622,
329 TestUtils.tTest(sample1, sample2), 1E-10);
330 assertEquals("two sample heteroscedastic p value", 0.128839369622,
331 TestUtils.tTest(sampleStats1, sampleStats2), 1E-10);
332 assertTrue("two sample heteroscedastic t-test reject",
333 TestUtils.tTest(sample1, sample2, 0.2));
334 assertTrue("two sample heteroscedastic t-test reject",
335 TestUtils.tTest(sampleStats1, sampleStats2, 0.2));
336 assertTrue("two sample heteroscedastic t-test accept",
337 !TestUtils.tTest(sample1, sample2, 0.1));
338 assertTrue("two sample heteroscedastic t-test accept",
339 !TestUtils.tTest(sampleStats1, sampleStats2, 0.1));
340
341 try {
342 TestUtils.tTest(sample1, sample2, .95);
343 fail("alpha out of range, IllegalArgumentException expected");
344 } catch (IllegalArgumentException ex) {
345 // expected
346 }
347
348 try {
349 TestUtils.tTest(sampleStats1, sampleStats2, .95);
350 fail("alpha out of range, IllegalArgumentException expected");
351 } catch (IllegalArgumentException ex) {
352 // expected
353 }
354
355 try {
356 TestUtils.tTest(sample1, tooShortObs, .01);
357 fail("insufficient data, IllegalArgumentException expected");
358 } catch (IllegalArgumentException ex) {
359 // expected
360 }
361
362 try {
363 TestUtils.tTest(sampleStats1, (SummaryStatistics) null, .01);
364 fail("insufficient data, IllegalArgumentException expected");
365 } catch (IllegalArgumentException ex) {
366 // expected
367 }
368
369 try {
370 TestUtils.tTest(sample1, tooShortObs);
371 fail("insufficient data, IllegalArgumentException expected");
372 } catch (IllegalArgumentException ex) {
373 // expected
374 }
375
376 try {
377 TestUtils.tTest(sampleStats1, (SummaryStatistics) null);
378 fail("insufficient data, IllegalArgumentException expected");
379 } catch (IllegalArgumentException ex) {
380 // expected
381 }
382
383 try {
384 TestUtils.t(sample1, tooShortObs);
385 fail("insufficient data, IllegalArgumentException expected");
386 } catch (IllegalArgumentException ex) {
387 // expected
388 }
389
390 try {
391 TestUtils.t(sampleStats1, (SummaryStatistics) null);
392 fail("insufficient data, IllegalArgumentException expected");
393 } catch (IllegalArgumentException ex) {
394 // expected
395 }
396 }
397 public void testTwoSampleTHomoscedastic() throws Exception {
398 double[] sample1 ={2, 4, 6, 8, 10, 97};
399 double[] sample2 = {4, 6, 8, 10, 16};
400 SummaryStatistics sampleStats1 = new SummaryStatistics();
401 for (int i = 0; i < sample1.length; i++) {
402 sampleStats1.addValue(sample1[i]);
403 }
404 SummaryStatistics sampleStats2 = new SummaryStatistics();
405 for (int i = 0; i < sample2.length; i++) {
406 sampleStats2.addValue(sample2[i]);
407 }
408
409 // Target comparison values computed using R version 1.8.1 (Linux version)
410 assertEquals("two sample homoscedastic t stat", 0.73096310086,
411 TestUtils.homoscedasticT(sample1, sample2), 10E-11);
412 assertEquals("two sample homoscedastic p value", 0.4833963785,
413 TestUtils.homoscedasticTTest(sampleStats1, sampleStats2), 1E-10);
414 assertTrue("two sample homoscedastic t-test reject",
415 TestUtils.homoscedasticTTest(sample1, sample2, 0.49));
416 assertTrue("two sample homoscedastic t-test accept",
417 !TestUtils.homoscedasticTTest(sample1, sample2, 0.48));
418 }
419
420 public void testSmallSamples() throws Exception {
421 double[] sample1 = {1d, 3d};
422 double[] sample2 = {4d, 5d};
423
424 // Target values computed using R, version 1.8.1 (linux version)
425 assertEquals(-2.2360679775, TestUtils.t(sample1, sample2),
426 1E-10);
427 assertEquals(0.198727388935, TestUtils.tTest(sample1, sample2),
428 1E-10);
429 }
430
431 public void testPaired() throws Exception {
432 double[] sample1 = {1d, 3d, 5d, 7d};
433 double[] sample2 = {0d, 6d, 11d, 2d};
434 double[] sample3 = {5d, 7d, 8d, 10d};
435
436 // Target values computed using R, version 1.8.1 (linux version)
437 assertEquals(-0.3133, TestUtils.pairedT(sample1, sample2), 1E-4);
438 assertEquals(0.774544295819, TestUtils.pairedTTest(sample1, sample2), 1E-10);
439 assertEquals(0.001208, TestUtils.pairedTTest(sample1, sample3), 1E-6);
440 assertFalse(TestUtils.pairedTTest(sample1, sample3, .001));
441 assertTrue(TestUtils.pairedTTest(sample1, sample3, .002));
442 }
443
444 private double[] classA =
445 {93.0, 103.0, 95.0, 101.0};
446 private double[] classB =
447 {99.0, 92.0, 102.0, 100.0, 102.0};
448 private double[] classC =
449 {110.0, 115.0, 111.0, 117.0, 128.0};
450
451 private List<double[]> classes = new ArrayList<double[]>();
452 private OneWayAnova oneWayAnova = new OneWayAnovaImpl();
453
454 public void testOneWayAnovaUtils() throws Exception {
455 classes.add(classA);
456 classes.add(classB);
457 classes.add(classC);
458 assertEquals(oneWayAnova.anovaFValue(classes),
459 TestUtils.oneWayAnovaFValue(classes), 10E-12);
460 assertEquals(oneWayAnova.anovaPValue(classes),
461 TestUtils.oneWayAnovaPValue(classes), 10E-12);
462 assertEquals(oneWayAnova.anovaTest(classes, 0.01),
463 TestUtils.oneWayAnovaTest(classes, 0.01));
464 }
465 }