Initial commit of tests replacing TestStatisticTest.
git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@141208 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Phil Steitz
parent
a878b64c1d
commit
50bda14d38
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/*
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* Copyright 2004 The Apache Software Foundation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.apache.commons.math.stat.inference;
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import junit.framework.Test;
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import junit.framework.TestCase;
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import junit.framework.TestSuite;
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/**
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* Test cases for the ChiSquareTestImpl class.
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*
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* @version $Revision: 1.1 $ $Date: 2004/05/03 03:04:54 $
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*/
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public final class ChiSquareTestTest extends TestCase {
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private ChiSquareTestImpl testStatistic = new ChiSquareTestImpl();
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public ChiSquareTestTest(String name) {
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super(name);
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}
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public void setUp() {
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}
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public static Test suite() {
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TestSuite suite = new TestSuite(ChiSquareTestTest.class);
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suite.setName("TestStatistic Tests");
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return suite;
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}
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public void testChiSquare() throws Exception {
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// Target values computed using R version 1.8.1
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// Some assembly required ;-)
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// Use sum((obs - exp)^2/exp) for the chi-square statistic and
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// 1 - pchisq(sum((obs - exp)^2/exp), obs.length - 1) for the p-value
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long[] observed = {10, 9, 11};
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double[] expected = {10, 10, 10};
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assertEquals("chi-square statistic", 0.2, testStatistic.chiSquare(expected, observed), 10E-12);
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assertEquals("chi-square p-value", 0.9048374, testStatistic.chiSquareTest(expected, observed), 1E-7);
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long[] observed1 = { 500, 623, 72, 70, 31 };
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double[] expected1 = { 485, 541, 82, 61, 37 };
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assertEquals( "chi-square test statistic", 16.41311, testStatistic.chiSquare(expected1, observed1), 1E-5);
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assertEquals("chi-square p-value", 0.002512096, testStatistic.chiSquareTest(expected1, observed1), 1E-9);
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assertTrue("chi-square test reject", testStatistic.chiSquareTest(expected1, observed1, 0.003));
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assertTrue("chi-square test accept", !testStatistic.chiSquareTest(expected1, observed1, 0.002));
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try {
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testStatistic.chiSquareTest(expected1, observed1, 95);
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fail("alpha out of range, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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long[] tooShortObs = { 0 };
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double[] tooShortEx = { 1 };
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try {
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testStatistic.chiSquare(tooShortEx, tooShortObs);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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long[] unMatchedObs = { 0, 1, 2, 3 };
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double[] unMatchedEx = { 1, 1, 2 };
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try {
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testStatistic.chiSquare(unMatchedEx, unMatchedObs);
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fail("arrays have different lengths, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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expected[0] = 0;
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try {
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testStatistic.chiSquareTest(expected, observed, .01);
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fail("bad expected count, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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}
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public void testChiSquareIndependence() throws Exception {
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// Target values computed using R version 1.8.1
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long[][] counts = { {40, 22, 43}, {91, 21, 28}, {60, 10, 22}};
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assertEquals( "chi-square test statistic", 22.709, testStatistic.chiSquare(counts), 1E-3);
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assertEquals("chi-square p-value", 0.0001448, testStatistic.chiSquareTest(counts), 1E-7);
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assertTrue("chi-square test reject", testStatistic.chiSquareTest(counts, 0.0002));
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assertTrue("chi-square test accept", !testStatistic.chiSquareTest(counts, 0.0001));
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long[][] counts2 = {{10, 15}, {30, 40}, {60, 90} };
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assertEquals( "chi-square test statistic", 0.169, testStatistic.chiSquare(counts2), 1E-3);
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assertEquals("chi-square p-value", 0.919, testStatistic.chiSquareTest(counts2), 1E-3);
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assertTrue("chi-square test accept", !testStatistic.chiSquareTest(counts2, 0.1));
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// ragged input array
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long[][] counts3 = { {40, 22, 43}, {91, 21, 28}, {60, 10}};
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try {
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testStatistic.chiSquare(counts3);
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fail("Expecting IllegalArgumentException");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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// insufficient data
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long[][] counts4 = {{40, 22, 43}};
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try {
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testStatistic.chiSquare(counts4);
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fail("Expecting IllegalArgumentException");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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}
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}
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@ -0,0 +1,228 @@
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/*
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* Copyright 2004 The Apache Software Foundation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.apache.commons.math.stat.inference;
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import junit.framework.Test;
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import junit.framework.TestCase;
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import junit.framework.TestSuite;
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import org.apache.commons.math.stat.univariate.SummaryStatistics;
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/**
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* Test cases for the TTestImpl class.
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*
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* @version $Revision: 1.1 $ $Date: 2004/05/03 03:04:54 $
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*/
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public final class TTestTest extends TestCase {
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private TTestImpl testStatistic = new TTestImpl();
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public TTestTest(String name) {
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super(name);
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}
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public void setUp() {
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}
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public static Test suite() {
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TestSuite suite = new TestSuite(TTestTest.class);
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suite.setName("TestStatistic Tests");
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return suite;
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}
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public void testT() throws Exception {
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double[] observed =
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{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 };
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double mu = 100.0;
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SummaryStatistics sampleStats = null;
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sampleStats = SummaryStatistics.newInstance();
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for (int i = 0; i < observed.length; i++) {
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sampleStats.addValue(observed[i]);
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}
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assertEquals("t statistic", -2.82, testStatistic.t(mu, observed), 10E-3);
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assertEquals("t statistic", -2.82, testStatistic.t(mu, sampleStats), 10E-3);
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double[] nullObserved = null;
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try {
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testStatistic.t(mu, nullObserved);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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SummaryStatistics nullStats = null;
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try {
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testStatistic.t(mu, nullStats);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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double[] emptyObs = {};
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try {
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testStatistic.t(mu, emptyObs);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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SummaryStatistics emptyStats =SummaryStatistics.newInstance();
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try {
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testStatistic.t(mu, emptyStats);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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double[] tooShortObs = { 1.0 };
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try {
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testStatistic.t(mu, tooShortObs);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// exptected
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}
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try {
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testStatistic.tTest(mu, tooShortObs);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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SummaryStatistics tooShortStats = SummaryStatistics.newInstance();
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tooShortStats.addValue(0d);
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tooShortStats.addValue(2d);
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try {
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testStatistic.t(mu, tooShortStats);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// exptected
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}
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try {
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testStatistic.tTest(mu, tooShortStats);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// exptected
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}
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double[] oneSidedP =
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{2d, 0d, 6d, 6d, 3d, 3d, 2d, 3d, -6d, 6d, 6d, 6d, 3d, 0d, 1d, 1d, 0d, 2d, 3d, 3d };
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SummaryStatistics oneSidedPStats = SummaryStatistics.newInstance();
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for (int i = 0; i < oneSidedP.length; i++) {
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oneSidedPStats.addValue(oneSidedP[i]);
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}
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assertEquals("one sample t stat", 3.86, testStatistic.t(0d, oneSidedP), 0.01);
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assertEquals("one sample t stat", 3.86, testStatistic.t(0d, oneSidedPStats), 0.01);
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assertEquals("one sample p value", 0.00052, testStatistic.tTest(0d, oneSidedP) / 2d, 10E-5);
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assertEquals("one sample p value", 0.00052, testStatistic.tTest(0d, oneSidedPStats) / 2d, 10E-5);
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assertTrue("one sample t-test reject", testStatistic.tTest(0d, oneSidedP, 0.01));
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assertTrue("one sample t-test reject", testStatistic.tTest(0d, oneSidedPStats, 0.01));
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assertTrue("one sample t-test accept", !testStatistic.tTest(0d, oneSidedP, 0.0001));
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assertTrue("one sample t-test accept", !testStatistic.tTest(0d, oneSidedPStats, 0.0001));
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try {
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testStatistic.tTest(0d, oneSidedP, 95);
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fail("alpha out of range, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// exptected
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}
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try {
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testStatistic.tTest(0d, oneSidedPStats, 95);
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fail("alpha out of range, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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double[] sample1 = { 7d, -4d, 18d, 17d, -3d, -5d, 1d, 10d, 11d, -2d };
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double[] sample2 = { -1d, 12d, -1d, -3d, 3d, -5d, 5d, 2d, -11d, -1d, -3d };
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SummaryStatistics sampleStats1 = SummaryStatistics.newInstance();
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for (int i = 0; i < sample1.length; i++) {
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sampleStats1.addValue(sample1[i]);
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}
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SummaryStatistics sampleStats2 = SummaryStatistics.newInstance();
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for (int i = 0; i < sample2.length; i++) {
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sampleStats2.addValue(sample2[i]);
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}
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// Target comparison values computed using R version 1.8.1 (Linux version)
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assertEquals("two sample t stat", 1.6037, testStatistic.t(sample1, sample2), 10E-4);
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assertEquals("two sample t stat", 1.6037, testStatistic.t(sampleStats1, sampleStats2), 10E-4);
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assertEquals("two sample p value", 0.0644, testStatistic.tTest(sample1, sample2) / 2d, 10E-4);
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assertEquals("two sample p value", 0.0644, testStatistic.tTest(sampleStats1, sampleStats2) / 2d, 10E-4);
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assertTrue("two sample t-test reject", testStatistic.tTest(sample1, sample2, 0.2));
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assertTrue("two sample t-test reject", testStatistic.tTest(sampleStats1, sampleStats2, 0.2));
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assertTrue("two sample t-test accept", !testStatistic.tTest(sample1, sample2, 0.1));
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assertTrue("two sample t-test accept", !testStatistic.tTest(sampleStats1, sampleStats2, 0.1));
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try {
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testStatistic.tTest(sample1, sample2, 95);
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fail("alpha out of range, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// exptected
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}
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try {
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testStatistic.tTest(sampleStats1, sampleStats2, 95);
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fail("alpha out of range, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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try {
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testStatistic.tTest(sample1, tooShortObs, .01);
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fail("insufficient data, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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try {
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testStatistic.tTest(sampleStats1, tooShortStats, .01);
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fail("insufficient data, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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try {
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testStatistic.tTest(sample1, tooShortObs);
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fail("insufficient data, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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try {
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testStatistic.tTest(sampleStats1, tooShortStats);
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fail("insufficient data, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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try {
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testStatistic.t(sample1, tooShortObs);
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fail("insufficient data, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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try {
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testStatistic.t(sampleStats1, tooShortStats);
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fail("insufficient data, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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}
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}
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