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 junit.framework.Test;
020 import junit.framework.TestCase;
021 import junit.framework.TestSuite;
022
023 import org.apache.commons.math.stat.descriptive.SummaryStatistics;
024 /**
025 * Test cases for the TTestImpl class.
026 *
027 * @version $Revision: 762087 $ $Date: 2009-04-05 10:20:18 -0400 (Sun, 05 Apr 2009) $
028 */
029
030 public class TTestTest extends TestCase {
031
032 protected TTest testStatistic = new TTestImpl();
033
034 private double[] tooShortObs = { 1.0 };
035 private double[] emptyObs = {};
036 private SummaryStatistics emptyStats = new SummaryStatistics();
037 SummaryStatistics tooShortStats = null;
038
039 public TTestTest(String name) {
040 super(name);
041 }
042
043 @Override
044 public void setUp() {
045 tooShortStats = new SummaryStatistics();
046 tooShortStats.addValue(0d);
047 }
048
049 public static Test suite() {
050 TestSuite suite = new TestSuite(TTestTest.class);
051 suite.setName("TestStatistic Tests");
052 return suite;
053 }
054
055 public void testOneSampleT() throws Exception {
056 double[] observed =
057 {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 };
058 double mu = 100.0;
059 SummaryStatistics sampleStats = null;
060 sampleStats = new SummaryStatistics();
061 for (int i = 0; i < observed.length; i++) {
062 sampleStats.addValue(observed[i]);
063 }
064
065 // Target comparison values computed using R version 1.8.1 (Linux version)
066 assertEquals("t statistic", -2.81976445346,
067 testStatistic.t(mu, observed), 10E-10);
068 assertEquals("t statistic", -2.81976445346,
069 testStatistic.t(mu, sampleStats), 10E-10);
070 assertEquals("p value", 0.0136390585873,
071 testStatistic.tTest(mu, observed), 10E-10);
072 assertEquals("p value", 0.0136390585873,
073 testStatistic.tTest(mu, sampleStats), 10E-10);
074
075 try {
076 testStatistic.t(mu, (double[]) null);
077 fail("arguments too short, IllegalArgumentException expected");
078 } catch (IllegalArgumentException ex) {
079 // expected
080 }
081
082 try {
083 testStatistic.t(mu, (SummaryStatistics) null);
084 fail("arguments too short, IllegalArgumentException expected");
085 } catch (IllegalArgumentException ex) {
086 // expected
087 }
088
089 try {
090 testStatistic.t(mu, emptyObs);
091 fail("arguments too short, IllegalArgumentException expected");
092 } catch (IllegalArgumentException ex) {
093 // expected
094 }
095
096 try {
097 testStatistic.t(mu, emptyStats);
098 fail("arguments too short, IllegalArgumentException expected");
099 } catch (IllegalArgumentException ex) {
100 // expected
101 }
102
103 try {
104 testStatistic.t(mu, tooShortObs);
105 fail("insufficient data to compute t statistic, IllegalArgumentException expected");
106 } catch (IllegalArgumentException ex) {
107 // expected
108 }
109 try {
110 testStatistic.tTest(mu, tooShortObs);
111 fail("insufficient data to perform t test, IllegalArgumentException expected");
112 } catch (IllegalArgumentException ex) {
113 // expected
114 }
115
116 try {
117 testStatistic.t(mu, tooShortStats);
118 fail("insufficient data to compute t statistic, IllegalArgumentException expected");
119 } catch (IllegalArgumentException ex) {
120 // expected
121 }
122 try {
123 testStatistic.tTest(mu, tooShortStats);
124 fail("insufficient data to perform t test, IllegalArgumentException expected");
125 } catch (IllegalArgumentException ex) {
126 // expected
127 }
128 }
129
130 public void testOneSampleTTest() throws Exception {
131 double[] oneSidedP =
132 {2d, 0d, 6d, 6d, 3d, 3d, 2d, 3d, -6d, 6d, 6d, 6d, 3d, 0d, 1d, 1d, 0d, 2d, 3d, 3d };
133 SummaryStatistics oneSidedPStats = new SummaryStatistics();
134 for (int i = 0; i < oneSidedP.length; i++) {
135 oneSidedPStats.addValue(oneSidedP[i]);
136 }
137 // Target comparison values computed using R version 1.8.1 (Linux version)
138 assertEquals("one sample t stat", 3.86485535541,
139 testStatistic.t(0d, oneSidedP), 10E-10);
140 assertEquals("one sample t stat", 3.86485535541,
141 testStatistic.t(0d, oneSidedPStats),1E-10);
142 assertEquals("one sample p value", 0.000521637019637,
143 testStatistic.tTest(0d, oneSidedP) / 2d, 10E-10);
144 assertEquals("one sample p value", 0.000521637019637,
145 testStatistic.tTest(0d, oneSidedPStats) / 2d, 10E-5);
146 assertTrue("one sample t-test reject", testStatistic.tTest(0d, oneSidedP, 0.01));
147 assertTrue("one sample t-test reject", testStatistic.tTest(0d, oneSidedPStats, 0.01));
148 assertTrue("one sample t-test accept", !testStatistic.tTest(0d, oneSidedP, 0.0001));
149 assertTrue("one sample t-test accept", !testStatistic.tTest(0d, oneSidedPStats, 0.0001));
150
151 try {
152 testStatistic.tTest(0d, oneSidedP, 95);
153 fail("alpha out of range, IllegalArgumentException expected");
154 } catch (IllegalArgumentException ex) {
155 // expected
156 }
157
158 try {
159 testStatistic.tTest(0d, oneSidedPStats, 95);
160 fail("alpha out of range, IllegalArgumentException expected");
161 } catch (IllegalArgumentException ex) {
162 // expected
163 }
164
165 }
166
167 public void testTwoSampleTHeterscedastic() throws Exception {
168 double[] sample1 = { 7d, -4d, 18d, 17d, -3d, -5d, 1d, 10d, 11d, -2d };
169 double[] sample2 = { -1d, 12d, -1d, -3d, 3d, -5d, 5d, 2d, -11d, -1d, -3d };
170 SummaryStatistics sampleStats1 = new SummaryStatistics();
171 for (int i = 0; i < sample1.length; i++) {
172 sampleStats1.addValue(sample1[i]);
173 }
174 SummaryStatistics sampleStats2 = new SummaryStatistics();
175 for (int i = 0; i < sample2.length; i++) {
176 sampleStats2.addValue(sample2[i]);
177 }
178
179 // Target comparison values computed using R version 1.8.1 (Linux version)
180 assertEquals("two sample heteroscedastic t stat", 1.60371728768,
181 testStatistic.t(sample1, sample2), 1E-10);
182 assertEquals("two sample heteroscedastic t stat", 1.60371728768,
183 testStatistic.t(sampleStats1, sampleStats2), 1E-10);
184 assertEquals("two sample heteroscedastic p value", 0.128839369622,
185 testStatistic.tTest(sample1, sample2), 1E-10);
186 assertEquals("two sample heteroscedastic p value", 0.128839369622,
187 testStatistic.tTest(sampleStats1, sampleStats2), 1E-10);
188 assertTrue("two sample heteroscedastic t-test reject",
189 testStatistic.tTest(sample1, sample2, 0.2));
190 assertTrue("two sample heteroscedastic t-test reject",
191 testStatistic.tTest(sampleStats1, sampleStats2, 0.2));
192 assertTrue("two sample heteroscedastic t-test accept",
193 !testStatistic.tTest(sample1, sample2, 0.1));
194 assertTrue("two sample heteroscedastic t-test accept",
195 !testStatistic.tTest(sampleStats1, sampleStats2, 0.1));
196
197 try {
198 testStatistic.tTest(sample1, sample2, .95);
199 fail("alpha out of range, IllegalArgumentException expected");
200 } catch (IllegalArgumentException ex) {
201 // expected
202 }
203
204 try {
205 testStatistic.tTest(sampleStats1, sampleStats2, .95);
206 fail("alpha out of range, IllegalArgumentException expected");
207 } catch (IllegalArgumentException ex) {
208 // expected
209 }
210
211 try {
212 testStatistic.tTest(sample1, tooShortObs, .01);
213 fail("insufficient data, IllegalArgumentException expected");
214 } catch (IllegalArgumentException ex) {
215 // expected
216 }
217
218 try {
219 testStatistic.tTest(sampleStats1, tooShortStats, .01);
220 fail("insufficient data, IllegalArgumentException expected");
221 } catch (IllegalArgumentException ex) {
222 // expected
223 }
224
225 try {
226 testStatistic.tTest(sample1, tooShortObs);
227 fail("insufficient data, IllegalArgumentException expected");
228 } catch (IllegalArgumentException ex) {
229 // expected
230 }
231
232 try {
233 testStatistic.tTest(sampleStats1, tooShortStats);
234 fail("insufficient data, IllegalArgumentException expected");
235 } catch (IllegalArgumentException ex) {
236 // expected
237 }
238
239 try {
240 testStatistic.t(sample1, tooShortObs);
241 fail("insufficient data, IllegalArgumentException expected");
242 } catch (IllegalArgumentException ex) {
243 // expected
244 }
245
246 try {
247 testStatistic.t(sampleStats1, tooShortStats);
248 fail("insufficient data, IllegalArgumentException expected");
249 } catch (IllegalArgumentException ex) {
250 // expected
251 }
252 }
253 public void testTwoSampleTHomoscedastic() throws Exception {
254 double[] sample1 ={2, 4, 6, 8, 10, 97};
255 double[] sample2 = {4, 6, 8, 10, 16};
256 SummaryStatistics sampleStats1 = new SummaryStatistics();
257 for (int i = 0; i < sample1.length; i++) {
258 sampleStats1.addValue(sample1[i]);
259 }
260 SummaryStatistics sampleStats2 = new SummaryStatistics();
261 for (int i = 0; i < sample2.length; i++) {
262 sampleStats2.addValue(sample2[i]);
263 }
264
265 // Target comparison values computed using R version 1.8.1 (Linux version)
266 assertEquals("two sample homoscedastic t stat", 0.73096310086,
267 testStatistic.homoscedasticT(sample1, sample2), 10E-11);
268 assertEquals("two sample homoscedastic p value", 0.4833963785,
269 testStatistic.homoscedasticTTest(sampleStats1, sampleStats2), 1E-10);
270 assertTrue("two sample homoscedastic t-test reject",
271 testStatistic.homoscedasticTTest(sample1, sample2, 0.49));
272 assertTrue("two sample homoscedastic t-test accept",
273 !testStatistic.homoscedasticTTest(sample1, sample2, 0.48));
274 }
275
276 public void testSmallSamples() throws Exception {
277 double[] sample1 = {1d, 3d};
278 double[] sample2 = {4d, 5d};
279
280 // Target values computed using R, version 1.8.1 (linux version)
281 assertEquals(-2.2360679775, testStatistic.t(sample1, sample2),
282 1E-10);
283 assertEquals(0.198727388935, testStatistic.tTest(sample1, sample2),
284 1E-10);
285 }
286
287 public void testPaired() throws Exception {
288 double[] sample1 = {1d, 3d, 5d, 7d};
289 double[] sample2 = {0d, 6d, 11d, 2d};
290 double[] sample3 = {5d, 7d, 8d, 10d};
291
292 // Target values computed using R, version 1.8.1 (linux version)
293 assertEquals(-0.3133, testStatistic.pairedT(sample1, sample2), 1E-4);
294 assertEquals(0.774544295819, testStatistic.pairedTTest(sample1, sample2), 1E-10);
295 assertEquals(0.001208, testStatistic.pairedTTest(sample1, sample3), 1E-6);
296 assertFalse(testStatistic.pairedTTest(sample1, sample3, .001));
297 assertTrue(testStatistic.pairedTTest(sample1, sample3, .002));
298 }
299 }