From 50bda14d381f6feaa15d500d148791bd3363c7df Mon Sep 17 00:00:00 2001 From: Phil Steitz Date: Mon, 3 May 2004 03:04:54 +0000 Subject: [PATCH] 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 --- .../stat/inference/ChiSquareTestTest.java | 130 ++++++++++ .../math/stat/inference/TTestTest.java | 228 ++++++++++++++++++ 2 files changed, 358 insertions(+) create mode 100644 src/test/org/apache/commons/math/stat/inference/ChiSquareTestTest.java create mode 100644 src/test/org/apache/commons/math/stat/inference/TTestTest.java diff --git a/src/test/org/apache/commons/math/stat/inference/ChiSquareTestTest.java b/src/test/org/apache/commons/math/stat/inference/ChiSquareTestTest.java new file mode 100644 index 000000000..138343590 --- /dev/null +++ b/src/test/org/apache/commons/math/stat/inference/ChiSquareTestTest.java @@ -0,0 +1,130 @@ +/* + * Copyright 2004 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; + +/** + * Test cases for the ChiSquareTestImpl class. + * + * @version $Revision: 1.1 $ $Date: 2004/05/03 03:04:54 $ + */ + +public final class ChiSquareTestTest extends TestCase { + + private ChiSquareTestImpl testStatistic = new ChiSquareTestImpl(); + + public ChiSquareTestTest(String name) { + super(name); + } + + public void setUp() { + } + + public static Test suite() { + TestSuite suite = new TestSuite(ChiSquareTestTest.class); + suite.setName("TestStatistic 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), obs.length - 1) for the p-value + + long[] observed = {10, 9, 11}; + double[] expected = {10, 10, 10}; + assertEquals("chi-square statistic", 0.2, testStatistic.chiSquare(expected, observed), 10E-12); + assertEquals("chi-square p-value", 0.9048374, testStatistic.chiSquareTest(expected, observed), 1E-7); + + long[] observed1 = { 500, 623, 72, 70, 31 }; + double[] expected1 = { 485, 541, 82, 61, 37 }; + assertEquals( "chi-square test statistic", 16.41311, testStatistic.chiSquare(expected1, observed1), 1E-5); + assertEquals("chi-square p-value", 0.002512096, testStatistic.chiSquareTest(expected1, observed1), 1E-9); + assertTrue("chi-square test reject", testStatistic.chiSquareTest(expected1, observed1, 0.003)); + assertTrue("chi-square test accept", !testStatistic.chiSquareTest(expected1, observed1, 0.002)); + + try { + testStatistic.chiSquareTest(expected1, observed1, 95); + fail("alpha out of range, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + long[] tooShortObs = { 0 }; + double[] tooShortEx = { 1 }; + try { + testStatistic.chiSquare(tooShortEx, tooShortObs); + fail("arguments too short, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + long[] unMatchedObs = { 0, 1, 2, 3 }; + double[] unMatchedEx = { 1, 1, 2 }; + try { + testStatistic.chiSquare(unMatchedEx, unMatchedObs); + fail("arrays have different lengths, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + expected[0] = 0; + try { + testStatistic.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", 22.709, testStatistic.chiSquare(counts), 1E-3); + assertEquals("chi-square p-value", 0.0001448, testStatistic.chiSquareTest(counts), 1E-7); + assertTrue("chi-square test reject", testStatistic.chiSquareTest(counts, 0.0002)); + assertTrue("chi-square test accept", !testStatistic.chiSquareTest(counts, 0.0001)); + + long[][] counts2 = {{10, 15}, {30, 40}, {60, 90} }; + assertEquals( "chi-square test statistic", 0.169, testStatistic.chiSquare(counts2), 1E-3); + assertEquals("chi-square p-value", 0.919, testStatistic.chiSquareTest(counts2), 1E-3); + assertTrue("chi-square test accept", !testStatistic.chiSquareTest(counts2, 0.1)); + + // ragged input array + long[][] counts3 = { {40, 22, 43}, {91, 21, 28}, {60, 10}}; + try { + testStatistic.chiSquare(counts3); + fail("Expecting IllegalArgumentException"); + } catch (IllegalArgumentException ex) { + // expected + } + + // insufficient data + long[][] counts4 = {{40, 22, 43}}; + try { + testStatistic.chiSquare(counts4); + fail("Expecting IllegalArgumentException"); + } catch (IllegalArgumentException ex) { + // expected + } + } +} diff --git a/src/test/org/apache/commons/math/stat/inference/TTestTest.java b/src/test/org/apache/commons/math/stat/inference/TTestTest.java new file mode 100644 index 000000000..6a09aad17 --- /dev/null +++ b/src/test/org/apache/commons/math/stat/inference/TTestTest.java @@ -0,0 +1,228 @@ +/* + * Copyright 2004 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.univariate.SummaryStatistics; +/** + * Test cases for the TTestImpl class. + * + * @version $Revision: 1.1 $ $Date: 2004/05/03 03:04:54 $ + */ + +public final class TTestTest extends TestCase { + + private TTestImpl testStatistic = new TTestImpl(); + + public TTestTest(String name) { + super(name); + } + + public void setUp() { + } + + public static Test suite() { + TestSuite suite = new TestSuite(TTestTest.class); + suite.setName("TestStatistic Tests"); + return suite; + } + + public void testT() 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]); + } + + assertEquals("t statistic", -2.82, testStatistic.t(mu, observed), 10E-3); + assertEquals("t statistic", -2.82, testStatistic.t(mu, sampleStats), 10E-3); + + double[] nullObserved = null; + try { + testStatistic.t(mu, nullObserved); + fail("arguments too short, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + SummaryStatistics nullStats = null; + try { + testStatistic.t(mu, nullStats); + fail("arguments too short, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + double[] emptyObs = {}; + try { + testStatistic.t(mu, emptyObs); + fail("arguments too short, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + SummaryStatistics emptyStats =SummaryStatistics.newInstance(); + try { + testStatistic.t(mu, emptyStats); + fail("arguments too short, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + double[] tooShortObs = { 1.0 }; + try { + testStatistic.t(mu, tooShortObs); + fail("arguments too short, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // exptected + } + try { + testStatistic.tTest(mu, tooShortObs); + fail("arguments too short, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + SummaryStatistics tooShortStats = SummaryStatistics.newInstance(); + tooShortStats.addValue(0d); + tooShortStats.addValue(2d); + try { + testStatistic.t(mu, tooShortStats); + fail("arguments too short, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // exptected + } + try { + testStatistic.tTest(mu, tooShortStats); + fail("arguments too short, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // exptected + } + + 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]); + } + assertEquals("one sample t stat", 3.86, testStatistic.t(0d, oneSidedP), 0.01); + assertEquals("one sample t stat", 3.86, testStatistic.t(0d, oneSidedPStats), 0.01); + assertEquals("one sample p value", 0.00052, testStatistic.tTest(0d, oneSidedP) / 2d, 10E-5); + assertEquals("one sample p value", 0.00052, testStatistic.tTest(0d, oneSidedPStats) / 2d, 10E-5); + assertTrue("one sample t-test reject", testStatistic.tTest(0d, oneSidedP, 0.01)); + assertTrue("one sample t-test reject", testStatistic.tTest(0d, oneSidedPStats, 0.01)); + assertTrue("one sample t-test accept", !testStatistic.tTest(0d, oneSidedP, 0.0001)); + assertTrue("one sample t-test accept", !testStatistic.tTest(0d, oneSidedPStats, 0.0001)); + + try { + testStatistic.tTest(0d, oneSidedP, 95); + fail("alpha out of range, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // exptected + } + + try { + testStatistic.tTest(0d, oneSidedPStats, 95); + fail("alpha out of range, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + 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 t stat", 1.6037, testStatistic.t(sample1, sample2), 10E-4); + assertEquals("two sample t stat", 1.6037, testStatistic.t(sampleStats1, sampleStats2), 10E-4); + assertEquals("two sample p value", 0.0644, testStatistic.tTest(sample1, sample2) / 2d, 10E-4); + assertEquals("two sample p value", 0.0644, testStatistic.tTest(sampleStats1, sampleStats2) / 2d, 10E-4); + + assertTrue("two sample t-test reject", testStatistic.tTest(sample1, sample2, 0.2)); + assertTrue("two sample t-test reject", testStatistic.tTest(sampleStats1, sampleStats2, 0.2)); + assertTrue("two sample t-test accept", !testStatistic.tTest(sample1, sample2, 0.1)); + assertTrue("two sample t-test accept", !testStatistic.tTest(sampleStats1, sampleStats2, 0.1)); + + try { + testStatistic.tTest(sample1, sample2, 95); + fail("alpha out of range, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // exptected + } + + try { + testStatistic.tTest(sampleStats1, sampleStats2, 95); + fail("alpha out of range, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + try { + testStatistic.tTest(sample1, tooShortObs, .01); + fail("insufficient data, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + try { + testStatistic.tTest(sampleStats1, tooShortStats, .01); + fail("insufficient data, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + try { + testStatistic.tTest(sample1, tooShortObs); + fail("insufficient data, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + try { + testStatistic.tTest(sampleStats1, tooShortStats); + fail("insufficient data, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + try { + testStatistic.t(sample1, tooShortObs); + fail("insufficient data, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + + try { + testStatistic.t(sampleStats1, tooShortStats); + fail("insufficient data, IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + // expected + } + } +}