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Commons Math example source code file (TestUtilsTest.java)
The Commons Math TestUtilsTest.java source code/* * 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.math.stat.inference; import java.util.ArrayList; import java.util.List; import junit.framework.TestCase; import org.apache.commons.math.stat.descriptive.SummaryStatistics; /** * Test cases for the TestUtils class. * * @version $Revision: 902201 $ $Date: 2010-01-22 13:18:16 -0500 (Fri, 22 Jan 2010) $ */ public class TestUtilsTest extends TestCase { public TestUtilsTest(String name) { super(name); } 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), length(obs) - 1) for the p-value long[] observed = {10, 9, 11}; double[] expected = {10, 10, 10}; assertEquals("chi-square statistic", 0.2, TestUtils.chiSquare(expected, observed), 10E-12); assertEquals("chi-square p-value", 0.904837418036, TestUtils.chiSquareTest(expected, observed), 1E-10); long[] observed1 = { 500, 623, 72, 70, 31 }; double[] expected1 = { 485, 541, 82, 61, 37 }; assertEquals( "chi-square test statistic", 9.023307936427388, TestUtils.chiSquare(expected1, observed1), 1E-10); assertEquals("chi-square p-value", 0.06051952647453607, TestUtils.chiSquareTest(expected1, observed1), 1E-9); assertTrue("chi-square test reject", TestUtils.chiSquareTest(expected1, observed1, 0.07)); assertTrue("chi-square test accept", !TestUtils.chiSquareTest(expected1, observed1, 0.05)); try { TestUtils.chiSquareTest(expected1, observed1, 95); fail("alpha out of range, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } long[] tooShortObs = { 0 }; double[] tooShortEx = { 1 }; try { TestUtils.chiSquare(tooShortEx, tooShortObs); fail("arguments too short, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } // unmatched arrays long[] unMatchedObs = { 0, 1, 2, 3 }; double[] unMatchedEx = { 1, 1, 2 }; try { TestUtils.chiSquare(unMatchedEx, unMatchedObs); fail("arrays have different lengths, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } // 0 expected count expected[0] = 0; try { TestUtils.chiSquareTest(expected, observed, .01); fail("bad expected count, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } // negative observed count expected[0] = 1; observed[0] = -1; try { TestUtils.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", 22.709027688, TestUtils.chiSquare(counts), 1E-9); assertEquals("chi-square p-value", 0.000144751460134, TestUtils.chiSquareTest(counts), 1E-9); assertTrue("chi-square test reject", TestUtils.chiSquareTest(counts, 0.0002)); assertTrue("chi-square test accept", !TestUtils.chiSquareTest(counts, 0.0001)); long[][] counts2 = {{10, 15}, {30, 40}, {60, 90} }; assertEquals( "chi-square test statistic", 0.168965517241, TestUtils.chiSquare(counts2), 1E-9); assertEquals("chi-square p-value",0.918987499852, TestUtils.chiSquareTest(counts2), 1E-9); assertTrue("chi-square test accept", !TestUtils.chiSquareTest(counts2, 0.1)); // ragged input array long[][] counts3 = { {40, 22, 43}, {91, 21, 28}, {60, 10}}; try { TestUtils.chiSquare(counts3); fail("Expecting IllegalArgumentException"); } catch (IllegalArgumentException ex) { // expected } // insufficient data long[][] counts4 = {{40, 22, 43}}; try { TestUtils.chiSquare(counts4); fail("Expecting IllegalArgumentException"); } catch (IllegalArgumentException ex) { // expected } long[][] counts5 = {{40}, {40}, {30}, {10}}; try { TestUtils.chiSquare(counts5); fail("Expecting IllegalArgumentException"); } catch (IllegalArgumentException ex) { // expected } // negative counts long[][] counts6 = {{10, -2}, {30, 40}, {60, 90} }; try { TestUtils.chiSquare(counts6); fail("Expecting IllegalArgumentException"); } catch (IllegalArgumentException ex) { // expected } // bad alpha try { TestUtils.chiSquareTest(counts, 0); fail("Expecting IllegalArgumentException"); } catch (IllegalArgumentException ex) { // expected } } public void testChiSquareLargeTestStatistic() throws Exception { double[] exp = new double[] { 3389119.5, 649136.6, 285745.4, 25357364.76, 11291189.78, 543628.0, 232921.0, 437665.75 }; long[] obs = new long[] { 2372383, 584222, 257170, 17750155, 7903832, 489265, 209628, 393899 }; org.apache.commons.math.stat.inference.ChiSquareTestImpl csti = new org.apache.commons.math.stat.inference.ChiSquareTestImpl(); double cst = csti.chiSquareTest(exp, obs); assertEquals("chi-square p-value", 0.0, cst, 1E-3); assertEquals( "chi-square test statistic", 114875.90421929007, TestUtils.chiSquare(exp, obs), 1E-9); } /** Contingency table containing zeros - PR # 32531 */ public void testChiSquareZeroCount() throws Exception { // Target values computed using R version 1.8.1 long[][] counts = { {40, 0, 4}, {91, 1, 2}, {60, 2, 0}}; assertEquals( "chi-square test statistic", 9.67444662263, TestUtils.chiSquare(counts), 1E-9); assertEquals("chi-square p-value", 0.0462835770603, TestUtils.chiSquareTest(counts), 1E-9); } private double[] tooShortObs = { 1.0 }; private double[] emptyObs = {}; private SummaryStatistics emptyStats = new SummaryStatistics(); public void testOneSampleT() 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 = 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) assertEquals("t statistic", -2.81976445346, TestUtils.t(mu, observed), 10E-10); assertEquals("t statistic", -2.81976445346, TestUtils.t(mu, sampleStats), 10E-10); assertEquals("p value", 0.0136390585873, TestUtils.tTest(mu, observed), 10E-10); assertEquals("p value", 0.0136390585873, TestUtils.tTest(mu, sampleStats), 10E-10); try { TestUtils.t(mu, (double[]) null); fail("arguments too short, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.t(mu, (SummaryStatistics) null); fail("arguments too short, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.t(mu, emptyObs); fail("arguments too short, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.t(mu, emptyStats); fail("arguments too short, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.t(mu, tooShortObs); fail("insufficient data to compute t statistic, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.tTest(mu, tooShortObs); fail("insufficient data to perform t test, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.t(mu, (SummaryStatistics) null); fail("insufficient data to compute t statistic, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.tTest(mu, (SummaryStatistics) null); fail("insufficient data to perform t test, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } } public void testOneSampleTTest() throws Exception { 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) assertEquals("one sample t stat", 3.86485535541, TestUtils.t(0d, oneSidedP), 10E-10); assertEquals("one sample t stat", 3.86485535541, TestUtils.t(0d, oneSidedPStats),1E-10); assertEquals("one sample p value", 0.000521637019637, TestUtils.tTest(0d, oneSidedP) / 2d, 10E-10); assertEquals("one sample p value", 0.000521637019637, TestUtils.tTest(0d, oneSidedPStats) / 2d, 10E-5); assertTrue("one sample t-test reject", TestUtils.tTest(0d, oneSidedP, 0.01)); assertTrue("one sample t-test reject", TestUtils.tTest(0d, oneSidedPStats, 0.01)); assertTrue("one sample t-test accept", !TestUtils.tTest(0d, oneSidedP, 0.0001)); assertTrue("one sample t-test accept", !TestUtils.tTest(0d, oneSidedPStats, 0.0001)); try { TestUtils.tTest(0d, oneSidedP, 95); fail("alpha out of range, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.tTest(0d, oneSidedPStats, 95); fail("alpha out of range, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } } public void testTwoSampleTHeterscedastic() throws Exception { 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) assertEquals("two sample heteroscedastic t stat", 1.60371728768, TestUtils.t(sample1, sample2), 1E-10); assertEquals("two sample heteroscedastic t stat", 1.60371728768, TestUtils.t(sampleStats1, sampleStats2), 1E-10); assertEquals("two sample heteroscedastic p value", 0.128839369622, TestUtils.tTest(sample1, sample2), 1E-10); assertEquals("two sample heteroscedastic p value", 0.128839369622, TestUtils.tTest(sampleStats1, sampleStats2), 1E-10); assertTrue("two sample heteroscedastic t-test reject", TestUtils.tTest(sample1, sample2, 0.2)); assertTrue("two sample heteroscedastic t-test reject", TestUtils.tTest(sampleStats1, sampleStats2, 0.2)); assertTrue("two sample heteroscedastic t-test accept", !TestUtils.tTest(sample1, sample2, 0.1)); assertTrue("two sample heteroscedastic t-test accept", !TestUtils.tTest(sampleStats1, sampleStats2, 0.1)); try { TestUtils.tTest(sample1, sample2, .95); fail("alpha out of range, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.tTest(sampleStats1, sampleStats2, .95); fail("alpha out of range, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.tTest(sample1, tooShortObs, .01); fail("insufficient data, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.tTest(sampleStats1, (SummaryStatistics) null, .01); fail("insufficient data, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.tTest(sample1, tooShortObs); fail("insufficient data, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.tTest(sampleStats1, (SummaryStatistics) null); fail("insufficient data, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.t(sample1, tooShortObs); fail("insufficient data, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } try { TestUtils.t(sampleStats1, (SummaryStatistics) null); fail("insufficient data, IllegalArgumentException expected"); } catch (IllegalArgumentException ex) { // expected } } public void testTwoSampleTHomoscedastic() throws Exception { 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) assertEquals("two sample homoscedastic t stat", 0.73096310086, TestUtils.homoscedasticT(sample1, sample2), 10E-11); assertEquals("two sample homoscedastic p value", 0.4833963785, TestUtils.homoscedasticTTest(sampleStats1, sampleStats2), 1E-10); assertTrue("two sample homoscedastic t-test reject", TestUtils.homoscedasticTTest(sample1, sample2, 0.49)); assertTrue("two sample homoscedastic t-test accept", !TestUtils.homoscedasticTTest(sample1, sample2, 0.48)); } public void testSmallSamples() throws Exception { double[] sample1 = {1d, 3d}; double[] sample2 = {4d, 5d}; // Target values computed using R, version 1.8.1 (linux version) assertEquals(-2.2360679775, TestUtils.t(sample1, sample2), 1E-10); assertEquals(0.198727388935, TestUtils.tTest(sample1, sample2), 1E-10); } public void testPaired() throws Exception { 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) assertEquals(-0.3133, TestUtils.pairedT(sample1, sample2), 1E-4); assertEquals(0.774544295819, TestUtils.pairedTTest(sample1, sample2), 1E-10); assertEquals(0.001208, TestUtils.pairedTTest(sample1, sample3), 1E-6); assertFalse(TestUtils.pairedTTest(sample1, sample3, .001)); assertTrue(TestUtils.pairedTTest(sample1, sample3, .002)); } private double[] classA = {93.0, 103.0, 95.0, 101.0}; private double[] classB = {99.0, 92.0, 102.0, 100.0, 102.0}; private double[] classC = {110.0, 115.0, 111.0, 117.0, 128.0}; private List<double[]> classes = new ArrayList Other Commons Math examples (source code examples)Here is a short list of links related to this Commons Math TestUtilsTest.java source code file: |
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