| /* |
| * 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.math3.stat.inference; |
| |
| |
| import org.apache.commons.math3.exception.NullArgumentException; |
| import org.apache.commons.math3.exception.NumberIsTooSmallException; |
| import org.apache.commons.math3.exception.OutOfRangeException; |
| import org.apache.commons.math3.stat.descriptive.SummaryStatistics; |
| import org.junit.Assert; |
| import org.junit.Before; |
| import org.junit.Test; |
| |
| /** |
| * Test cases for the TTestImpl class. |
| * |
| */ |
| public class TTestTest { |
| |
| protected TTest testStatistic = new TTest(); |
| |
| private double[] tooShortObs = { 1.0 }; |
| private double[] emptyObs = {}; |
| private SummaryStatistics emptyStats = new SummaryStatistics(); |
| SummaryStatistics tooShortStats = null; |
| |
| @Before |
| public void setUp() { |
| tooShortStats = new SummaryStatistics(); |
| tooShortStats.addValue(0d); |
| } |
| |
| @Test |
| public void testOneSampleT() { |
| 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 = new SummaryStatistics(); |
| for (int i = 0; i < observed.length; i++) { |
| sampleStats.addValue(observed[i]); |
| } |
| |
| // Target comparison values computed using R version 1.8.1 (Linux version) |
| Assert.assertEquals("t statistic", -2.81976445346, |
| testStatistic.t(mu, observed), 10E-10); |
| Assert.assertEquals("t statistic", -2.81976445346, |
| testStatistic.t(mu, sampleStats), 10E-10); |
| Assert.assertEquals("p value", 0.0136390585873, |
| testStatistic.tTest(mu, observed), 10E-10); |
| Assert.assertEquals("p value", 0.0136390585873, |
| testStatistic.tTest(mu, sampleStats), 10E-10); |
| |
| try { |
| testStatistic.t(mu, (double[]) null); |
| Assert.fail("arguments too short, NullArgumentException expected"); |
| } catch (NullArgumentException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.t(mu, (SummaryStatistics) null); |
| Assert.fail("arguments too short, NullArgumentException expected"); |
| } catch (NullArgumentException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.t(mu, emptyObs); |
| Assert.fail("arguments too short, NumberIsTooSmallException expected"); |
| } catch (NumberIsTooSmallException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.t(mu, emptyStats); |
| Assert.fail("arguments too short, NumberIsTooSmallException expected"); |
| } catch (NumberIsTooSmallException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.t(mu, tooShortObs); |
| Assert.fail("insufficient data to compute t statistic, NumberIsTooSmallException expected"); |
| } catch (NumberIsTooSmallException ex) { |
| // expected |
| } |
| try { |
| testStatistic.tTest(mu, tooShortObs); |
| Assert.fail("insufficient data to perform t test, NumberIsTooSmallException expected"); |
| } catch (NumberIsTooSmallException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.t(mu, tooShortStats); |
| Assert.fail("insufficient data to compute t statistic, NumberIsTooSmallException expected"); |
| } catch (NumberIsTooSmallException ex) { |
| // expected |
| } |
| try { |
| testStatistic.tTest(mu, tooShortStats); |
| Assert.fail("insufficient data to perform t test, NumberIsTooSmallException expected"); |
| } catch (NumberIsTooSmallException ex) { |
| // expected |
| } |
| } |
| |
| @Test |
| public void testOneSampleTTest() { |
| double[] oneSidedP = |
| {2d, 0d, 6d, 6d, 3d, 3d, 2d, 3d, -6d, 6d, 6d, 6d, 3d, 0d, 1d, 1d, 0d, 2d, 3d, 3d }; |
| SummaryStatistics oneSidedPStats = new SummaryStatistics(); |
| for (int i = 0; i < oneSidedP.length; i++) { |
| oneSidedPStats.addValue(oneSidedP[i]); |
| } |
| // Target comparison values computed using R version 1.8.1 (Linux version) |
| Assert.assertEquals("one sample t stat", 3.86485535541, |
| testStatistic.t(0d, oneSidedP), 10E-10); |
| Assert.assertEquals("one sample t stat", 3.86485535541, |
| testStatistic.t(0d, oneSidedPStats),1E-10); |
| Assert.assertEquals("one sample p value", 0.000521637019637, |
| testStatistic.tTest(0d, oneSidedP) / 2d, 10E-10); |
| Assert.assertEquals("one sample p value", 0.000521637019637, |
| testStatistic.tTest(0d, oneSidedPStats) / 2d, 10E-5); |
| Assert.assertTrue("one sample t-test reject", testStatistic.tTest(0d, oneSidedP, 0.01)); |
| Assert.assertTrue("one sample t-test reject", testStatistic.tTest(0d, oneSidedPStats, 0.01)); |
| Assert.assertTrue("one sample t-test accept", !testStatistic.tTest(0d, oneSidedP, 0.0001)); |
| Assert.assertTrue("one sample t-test accept", !testStatistic.tTest(0d, oneSidedPStats, 0.0001)); |
| |
| try { |
| testStatistic.tTest(0d, oneSidedP, 95); |
| Assert.fail("alpha out of range, OutOfRangeException expected"); |
| } catch (OutOfRangeException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.tTest(0d, oneSidedPStats, 95); |
| Assert.fail("alpha out of range, OutOfRangeException expected"); |
| } catch (OutOfRangeException ex) { |
| // expected |
| } |
| |
| } |
| |
| @Test |
| public void testTwoSampleTHeterscedastic() { |
| 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 = new SummaryStatistics(); |
| for (int i = 0; i < sample1.length; i++) { |
| sampleStats1.addValue(sample1[i]); |
| } |
| SummaryStatistics sampleStats2 = new SummaryStatistics(); |
| for (int i = 0; i < sample2.length; i++) { |
| sampleStats2.addValue(sample2[i]); |
| } |
| |
| // Target comparison values computed using R version 1.8.1 (Linux version) |
| Assert.assertEquals("two sample heteroscedastic t stat", 1.60371728768, |
| testStatistic.t(sample1, sample2), 1E-10); |
| Assert.assertEquals("two sample heteroscedastic t stat", 1.60371728768, |
| testStatistic.t(sampleStats1, sampleStats2), 1E-10); |
| Assert.assertEquals("two sample heteroscedastic p value", 0.128839369622, |
| testStatistic.tTest(sample1, sample2), 1E-10); |
| Assert.assertEquals("two sample heteroscedastic p value", 0.128839369622, |
| testStatistic.tTest(sampleStats1, sampleStats2), 1E-10); |
| Assert.assertTrue("two sample heteroscedastic t-test reject", |
| testStatistic.tTest(sample1, sample2, 0.2)); |
| Assert.assertTrue("two sample heteroscedastic t-test reject", |
| testStatistic.tTest(sampleStats1, sampleStats2, 0.2)); |
| Assert.assertTrue("two sample heteroscedastic t-test accept", |
| !testStatistic.tTest(sample1, sample2, 0.1)); |
| Assert.assertTrue("two sample heteroscedastic t-test accept", |
| !testStatistic.tTest(sampleStats1, sampleStats2, 0.1)); |
| |
| try { |
| testStatistic.tTest(sample1, sample2, .95); |
| Assert.fail("alpha out of range, OutOfRangeException expected"); |
| } catch (OutOfRangeException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.tTest(sampleStats1, sampleStats2, .95); |
| Assert.fail("alpha out of range, OutOfRangeException expected"); |
| } catch (OutOfRangeException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.tTest(sample1, tooShortObs, .01); |
| Assert.fail("insufficient data, NumberIsTooSmallException expected"); |
| } catch (NumberIsTooSmallException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.tTest(sampleStats1, tooShortStats, .01); |
| Assert.fail("insufficient data, NumberIsTooSmallException expected"); |
| } catch (NumberIsTooSmallException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.tTest(sample1, tooShortObs); |
| Assert.fail("insufficient data, NumberIsTooSmallException expected"); |
| } catch (NumberIsTooSmallException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.tTest(sampleStats1, tooShortStats); |
| Assert.fail("insufficient data, NumberIsTooSmallException expected"); |
| } catch (NumberIsTooSmallException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.t(sample1, tooShortObs); |
| Assert.fail("insufficient data, NumberIsTooSmallException expected"); |
| } catch (NumberIsTooSmallException ex) { |
| // expected |
| } |
| |
| try { |
| testStatistic.t(sampleStats1, tooShortStats); |
| Assert.fail("insufficient data, NumberIsTooSmallException expected"); |
| } catch (NumberIsTooSmallException ex) { |
| // expected |
| } |
| } |
| @Test |
| public void testTwoSampleTHomoscedastic() { |
| double[] sample1 ={2, 4, 6, 8, 10, 97}; |
| double[] sample2 = {4, 6, 8, 10, 16}; |
| SummaryStatistics sampleStats1 = new SummaryStatistics(); |
| for (int i = 0; i < sample1.length; i++) { |
| sampleStats1.addValue(sample1[i]); |
| } |
| SummaryStatistics sampleStats2 = new SummaryStatistics(); |
| for (int i = 0; i < sample2.length; i++) { |
| sampleStats2.addValue(sample2[i]); |
| } |
| |
| // Target comparison values computed using R version 1.8.1 (Linux version) |
| Assert.assertEquals("two sample homoscedastic t stat", 0.73096310086, |
| testStatistic.homoscedasticT(sample1, sample2), 10E-11); |
| Assert.assertEquals("two sample homoscedastic p value", 0.4833963785, |
| testStatistic.homoscedasticTTest(sampleStats1, sampleStats2), 1E-10); |
| Assert.assertTrue("two sample homoscedastic t-test reject", |
| testStatistic.homoscedasticTTest(sample1, sample2, 0.49)); |
| Assert.assertTrue("two sample homoscedastic t-test accept", |
| !testStatistic.homoscedasticTTest(sample1, sample2, 0.48)); |
| } |
| |
| @Test |
| public void testSmallSamples() { |
| double[] sample1 = {1d, 3d}; |
| double[] sample2 = {4d, 5d}; |
| |
| // Target values computed using R, version 1.8.1 (linux version) |
| Assert.assertEquals(-2.2360679775, testStatistic.t(sample1, sample2), |
| 1E-10); |
| Assert.assertEquals(0.198727388935, testStatistic.tTest(sample1, sample2), |
| 1E-10); |
| } |
| |
| @Test |
| public void testPaired() { |
| double[] sample1 = {1d, 3d, 5d, 7d}; |
| double[] sample2 = {0d, 6d, 11d, 2d}; |
| double[] sample3 = {5d, 7d, 8d, 10d}; |
| |
| // Target values computed using R, version 1.8.1 (linux version) |
| Assert.assertEquals(-0.3133, testStatistic.pairedT(sample1, sample2), 1E-4); |
| Assert.assertEquals(0.774544295819, testStatistic.pairedTTest(sample1, sample2), 1E-10); |
| Assert.assertEquals(0.001208, testStatistic.pairedTTest(sample1, sample3), 1E-6); |
| Assert.assertFalse(testStatistic.pairedTTest(sample1, sample3, .001)); |
| Assert.assertTrue(testStatistic.pairedTTest(sample1, sample3, .002)); |
| } |
| } |