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Java > Open Source Codes > org > apache > commons > math > stat > inference > TTestTest


1 /*
2  * Copyright 2004-2005 The Apache Software Foundation.
3  *
4  * Licensed under the Apache License, Version 2.0 (the "License");
5  * you may not use this file except in compliance with the License.
6  * You may obtain a copy of the License at
7  *
8  * http://www.apache.org/licenses/LICENSE-2.0
9  *
10  * Unless required by applicable law or agreed to in writing, software
11  * distributed under the License is distributed on an "AS IS" BASIS,
12  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13  * See the License for the specific language governing permissions and
14  * limitations under the License.
15  */

16 package org.apache.commons.math.stat.inference;
17
18 import junit.framework.Test;
19 import junit.framework.TestCase;
20 import junit.framework.TestSuite;
21
22 import org.apache.commons.math.stat.descriptive.SummaryStatistics;
23 /**
24  * Test cases for the TTestImpl class.
25  *
26  * @version $Revision$ $Date: 2005-06-04 20:58:14 -0700 (Sat, 04 Jun 2005) $
27  */

28
29 public class TTestTest extends TestCase {
30
31     protected TTest testStatistic = new TTestImpl();
32     
33     private double[] tooShortObs = { 1.0 };
34     private double[] nullObserved = null;
35     private double[] emptyObs = {};
36     private SummaryStatistics emptyStats = SummaryStatistics.newInstance();
37     private SummaryStatistics nullStats = null;
38     SummaryStatistics tooShortStats = null;
39
40     public TTestTest(String JavaDoc name) {
41         super(name);
42     }
43
44     public void setUp() {
45         tooShortStats = SummaryStatistics.newInstance();
46         tooShortStats.addValue(0d);
47     }
48
49     public static Test suite() {
50         TestSuite suite = new TestSuite(TTestTest.class);
51         suite.setName("TestStatistic Tests");
52         return suite;
53     }
54
55     public void testOneSampleT() throws Exception JavaDoc {
56         double[] observed =
57             {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 };
58         double mu = 100.0;
59         SummaryStatistics sampleStats = null;
60         sampleStats = SummaryStatistics.newInstance();
61         for (int i = 0; i < observed.length; i++) {
62             sampleStats.addValue(observed[i]);
63         }
64
65         // Target comparison values computed using R version 1.8.1 (Linux version)
66
assertEquals("t statistic", -2.81976445346,
67                 testStatistic.t(mu, observed), 10E-10);
68         assertEquals("t statistic", -2.81976445346,
69                 testStatistic.t(mu, sampleStats), 10E-10);
70         assertEquals("p value", 0.0136390585873,
71                 testStatistic.tTest(mu, observed), 10E-10);
72         assertEquals("p value", 0.0136390585873,
73                 testStatistic.tTest(mu, sampleStats), 10E-10);
74
75         try {
76             testStatistic.t(mu, nullObserved);
77             fail("arguments too short, IllegalArgumentException expected");
78         } catch (IllegalArgumentException JavaDoc ex) {
79             // expected
80
}
81
82         try {
83             testStatistic.t(mu, nullStats);
84             fail("arguments too short, IllegalArgumentException expected");
85         } catch (IllegalArgumentException JavaDoc ex) {
86             // expected
87
}
88
89         try {
90             testStatistic.t(mu, emptyObs);
91             fail("arguments too short, IllegalArgumentException expected");
92         } catch (IllegalArgumentException JavaDoc ex) {
93             // expected
94
}
95  
96         try {
97             testStatistic.t(mu, emptyStats);
98             fail("arguments too short, IllegalArgumentException expected");
99         } catch (IllegalArgumentException JavaDoc 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 JavaDoc ex) {
107             // exptected
108
}
109         try {
110             testStatistic.tTest(mu, tooShortObs);
111             fail("insufficient data to perform t test, IllegalArgumentException expected");
112         } catch (IllegalArgumentException JavaDoc 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 JavaDoc ex) {
120             // exptected
121
}
122         try {
123             testStatistic.tTest(mu, tooShortStats);
124             fail("insufficient data to perform t test, IllegalArgumentException expected");
125         } catch (IllegalArgumentException JavaDoc ex) {
126             // exptected
127
}
128     }
129     
130     public void testOneSampleTTest() throws Exception JavaDoc {
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 = SummaryStatistics.newInstance();
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 JavaDoc ex) {
155             // exptected
156
}
157         
158         try {
159             testStatistic.tTest(0d, oneSidedPStats, 95);
160             fail("alpha out of range, IllegalArgumentException expected");
161         } catch (IllegalArgumentException JavaDoc ex) {
162             // expected
163
}
164         
165     }
166     
167     public void testTwoSampleTHeterscedastic() throws Exception JavaDoc {
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 = SummaryStatistics.newInstance();
171         for (int i = 0; i < sample1.length; i++) {
172             sampleStats1.addValue(sample1[i]);
173         }
174         SummaryStatistics sampleStats2 = SummaryStatistics.newInstance();
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 JavaDoc ex) {
201             // expected
202
}
203         
204         try {
205             testStatistic.tTest(sampleStats1, sampleStats2, .95);
206             fail("alpha out of range, IllegalArgumentException expected");
207         } catch (IllegalArgumentException JavaDoc ex) {
208             // expected
209
}
210         
211         try {
212             testStatistic.tTest(sample1, tooShortObs, .01);
213             fail("insufficient data, IllegalArgumentException expected");
214         } catch (IllegalArgumentException JavaDoc ex) {
215             // expected
216
}
217         
218         try {
219             testStatistic.tTest(sampleStats1, tooShortStats, .01);
220             fail("insufficient data, IllegalArgumentException expected");
221         } catch (IllegalArgumentException JavaDoc ex) {
222             // expected
223
}
224         
225         try {
226             testStatistic.tTest(sample1, tooShortObs);
227             fail("insufficient data, IllegalArgumentException expected");
228         } catch (IllegalArgumentException JavaDoc ex) {
229            // expected
230
}
231         
232         try {
233             testStatistic.tTest(sampleStats1, tooShortStats);
234             fail("insufficient data, IllegalArgumentException expected");
235         } catch (IllegalArgumentException JavaDoc ex) {
236             // expected
237
}
238         
239         try {
240             testStatistic.t(sample1, tooShortObs);
241             fail("insufficient data, IllegalArgumentException expected");
242         } catch (IllegalArgumentException JavaDoc ex) {
243             // expected
244
}
245         
246         try {
247             testStatistic.t(sampleStats1, tooShortStats);
248             fail("insufficient data, IllegalArgumentException expected");
249         } catch (IllegalArgumentException JavaDoc ex) {
250            // expected
251
}
252     }
253     public void testTwoSampleTHomoscedastic() throws Exception JavaDoc {
254         double[] sample1 ={2, 4, 6, 8, 10, 97};
255         double[] sample2 = {4, 6, 8, 10, 16};
256         SummaryStatistics sampleStats1 = SummaryStatistics.newInstance();
257         for (int i = 0; i < sample1.length; i++) {
258             sampleStats1.addValue(sample1[i]);
259         }
260         SummaryStatistics sampleStats2 = SummaryStatistics.newInstance();
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 JavaDoc {
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 JavaDoc {
288         double[] sample1 = {1d, 3d, 5d, 7d};
289         double[] sample2 = {0d, 6d, 11d, 2d};
290         double[] sample3 = {5d, 7d, 8d, 10d};
291         double[] sample4 = {0d, 2d};
292         
293         // Target values computed using R, version 1.8.1 (linux version)
294
assertEquals(-0.3133, testStatistic.pairedT(sample1, sample2), 1E-4);
295         assertEquals(0.774544295819, testStatistic.pairedTTest(sample1, sample2), 1E-10);
296         assertEquals(0.001208, testStatistic.pairedTTest(sample1, sample3), 1E-6);
297         assertFalse(testStatistic.pairedTTest(sample1, sample3, .001));
298         assertTrue(testStatistic.pairedTTest(sample1, sample3, .002));
299     }
300 }
301
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