2010/12/30 Luc Maisonobe <[email protected]>: > Le 30/12/2010 16:18, Luc Maisonobe a écrit : >> Le 30/12/2010 11:00, Mikkel Meyer Andersen a écrit : >>> Hi, >> >> Hi Mikkel, >> >>> >>> This commit consists of new files, so I put >>> @version $Revision: $ $Date: $ >>> in the top. I thought SVN would then auto update these, but after >>> checking out again to see if it worked, I see that it didn't. What >>> should I do to make it work? Fire a svn propXXX, use other variables, >>> or? >> >> You should set some properties. The ones we traditionally use are: >> svn:eol-style=native >> svn:keywords="Author Date Id Revision" > > Well, in fact we have a policy not to use Author, but rather to put the > author names in the contibutor and developpers sections of the pom.xml file. > > Luc > >> >> One way to have these properties automatically set is to use a "config" >> file in subversion configuration folder. I have put the file I use here: >> <http://people.apache.org/~luc/config>. >> >> I think the file is used only for newly created files, so now that the >> files are already in the repository, you should probably set the >> properties manually. >> >> best regards, >> Luc >> >>> >>> Cheers, Mikkel. >>> >>> 2010/12/30 <[email protected]>: >>>> Author: mikl >>>> Date: Thu Dec 30 09:52:00 2010 >>>> New Revision: 1053836 >>>> >>>> URL: http://svn.apache.org/viewvc?rev=1053836&view=rev >>>> Log: >>>> Starting point for fixing MATH-431. Still some validation tests and >>>> documentation are missing. >>>> >>>> Added: >>>> >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTest.java >>>> >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTestImpl.java >>>> >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTest.java >>>> >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestImpl.java >>>> >>>> commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/MannWhitneyUTestTest.java >>>> >>>> commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestTest.java >>>> >>>> Added: >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTest.java >>>> URL: >>>> http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTest.java?rev=1053836&view=auto >>>> ============================================================================== >>>> --- >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTest.java >>>> (added) >>>> +++ >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTest.java >>>> Thu Dec 30 09:52:00 2010 >>>> @@ -0,0 +1,96 @@ >>>> +/* >>>> + * 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 org.apache.commons.math.MathException; >>>> + >>>> +/** >>>> + * An interface for Mann-Whitney U test (also called Wilcoxon rank-sum >>>> test). >>>> + * >>>> + * @version $Revision: $ $Date: $ >>>> + */ >>>> +public interface MannWhitneyUTest { >>>> + >>>> + /** >>>> + * Computes the <a >>>> + * href="http://en.wikipedia.org/wiki/Mann%E2%80%93Whitney_U";> >>>> Mann-Whitney >>>> + * U statistic</a> comparing mean for two independent samples >>>> possibly of >>>> + * different length. >>>> + * <p> >>>> + * This statistic can be used to perform a Mann-Whitney U test >>>> evaluating >>>> + * the null hypothesis that the two independent samples has equal >>>> mean. >>>> + * </p> >>>> + * <p> >>>> + * Let X<sub>i</sub> denote the i'th individual of the first sample >>>> and >>>> + * Y<sub>j</sub> the j'th individual in the second sample. Note that >>>> the >>>> + * samples would often have different length. >>>> + * </p> >>>> + * <p> >>>> + * <strong>Preconditions</strong>: >>>> + * <ul> >>>> + * <li>All observations in the two samples are independent.</li> >>>> + * <li>The observations are at least ordinal (continuous are also >>>> ordinal).</li> >>>> + * </ul> >>>> + * </p> >>>> + * >>>> + * @param x >>>> + * the first sample >>>> + * @param y >>>> + * the second sample >>>> + * @return mannWhitneyU statistic >>>> + * @throws IllegalArgumentException >>>> + * if preconditions are not met >>>> + */ >>>> + double mannWhitneyU(final double[] x, final double[] y) >>>> + throws IllegalArgumentException; >>>> + >>>> + /** >>>> + * Returns the asymptotic <i>observed significance level</i>, or <a >>>> href= >>>> + * "http://www.cas.lancs.ac.uk/glossary_v1.1/hyptest.html#pvalue";> >>>> + * p-value</a>, associated with a <a >>>> + * href="http://en.wikipedia.org/wiki/Mann%E2%80%93Whitney_U";> >>>> Mann-Whitney >>>> + * U statistic</a> comparing mean for two independent samples. >>>> + * <p> >>>> + * Let X<sub>i</sub> denote the i'th individual of the first sample >>>> and >>>> + * Y<sub>j</sub> the j'th individual in the second sample. Note that >>>> the >>>> + * samples would often have different length. >>>> + * </p> >>>> + * <p> >>>> + * <strong>Preconditions</strong>: >>>> + * <ul> >>>> + * <li>All observations in the two samples are independent.</li> >>>> + * <li>The observations are at least ordinal (continuous are also >>>> ordinal).</li> >>>> + * </ul> >>>> + * </p> >>>> + * >>>> + * @param x >>>> + * the first sample >>>> + * @param y >>>> + * the second sample >>>> + * @param exactPValue >>>> + * if the exact p-value is wanted (only works for x.length >>>> <= 30, >>>> + * if true and x.length > 30, this is ignored because >>>> + * calculations may take too long) >>>> + * @return asymptotic p-value >>>> + * @throws IllegalArgumentException >>>> + * if preconditions are not met >>>> + * @throws MathException >>>> + * if an error occurs computing the p-value >>>> + */ >>>> + double mannWhitneyUTest(final double[] x, final double[] y) >>>> + throws IllegalArgumentException, MathException; >>>> +} >>>> >>>> Added: >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTestImpl.java >>>> URL: >>>> http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTestImpl.java?rev=1053836&view=auto >>>> ============================================================================== >>>> --- >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTestImpl.java >>>> (added) >>>> +++ >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/MannWhitneyUTestImpl.java >>>> Thu Dec 30 09:52:00 2010 >>>> @@ -0,0 +1,199 @@ >>>> +/* >>>> + * 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 org.apache.commons.math.MathException; >>>> +import org.apache.commons.math.distribution.NormalDistributionImpl; >>>> +import org.apache.commons.math.stat.ranking.NaNStrategy; >>>> +import org.apache.commons.math.stat.ranking.NaturalRanking; >>>> +import org.apache.commons.math.stat.ranking.TiesStrategy; >>>> +import org.apache.commons.math.util.FastMath; >>>> + >>>> +/** >>>> + * An implementation of the Mann-Whitney U test (also called Wilcoxon >>>> rank-sum >>>> + * test). >>>> + * >>>> + * @version $Revision: $ $Date: $ >>>> + */ >>>> +public class MannWhitneyUTestImpl implements MannWhitneyUTest { >>>> + private NaturalRanking naturalRanking; >>>> + >>>> + /** >>>> + * Create a test instance using where NaN's are left in place and >>>> ties get >>>> + * the average of applicable ranks. Use this unless you are very sure >>>> of >>>> + * what you are doing. >>>> + */ >>>> + public MannWhitneyUTestImpl() { >>>> + naturalRanking = new NaturalRanking(NaNStrategy.FIXED, >>>> + TiesStrategy.AVERAGE); >>>> + } >>>> + >>>> + /** >>>> + * Create a test instance using the given strategies for NaN's and >>>> ties. >>>> + * Only use this if you are sure of what you are doing. >>>> + * >>>> + * @param nanStrategy >>>> + * specifies the strategy that should be used for >>>> Double.NaN's >>>> + * @param tiesStrategy >>>> + * specifies the strategy that should be used for ties >>>> + */ >>>> + public MannWhitneyUTestImpl(NaNStrategy nanStrategy, >>>> + TiesStrategy tiesStrategy) { >>>> + naturalRanking = new NaturalRanking(nanStrategy, tiesStrategy); >>>> + } >>>> + >>>> + /** >>>> + * Ensures that the provided arrays fulfills the assumptions. >>>> + * >>>> + * @param x >>>> + * @param y >>>> + * @throws IllegalArgumentException >>>> + * if assumptions are not met >>>> + */ >>>> + private void ensureDataConformance(final double[] x, final double[] y) >>>> + throws IllegalArgumentException { >>>> + if (x == null) { >>>> + throw new IllegalArgumentException("x must not be null"); >>>> + } >>>> + >>>> + if (y == null) { >>>> + throw new IllegalArgumentException("y must not be null"); >>>> + } >>>> + >>>> + if (x.length == 0) { >>>> + throw new IllegalArgumentException( >>>> + "x must contain at least one element"); >>>> + } >>>> + >>>> + if (y.length == 0) { >>>> + throw new IllegalArgumentException( >>>> + "y must contain at least one element"); >>>> + } >>>> + } >>>> + >>>> + private double[] concatinateSamples(final double[] x, final double[] >>>> y) { >>>> + final double[] z = new double[x.length + y.length]; >>>> + >>>> + System.arraycopy(x, 0, z, 0, x.length); >>>> + System.arraycopy(y, 0, z, x.length, y.length); >>>> + >>>> + return z; >>>> + } >>>> + >>>> + /** >>>> + * {...@inheritdoc} >>>> + * >>>> + * @param x >>>> + * the first sample >>>> + * @param y >>>> + * the second sample >>>> + * @return mannWhitneyU statistic U (maximum of U<sup>x</sup> and >>>> U<sup>y</sup>) >>>> + * @throws IllegalArgumentException >>>> + * if preconditions are not met >>>> + */ >>>> + public double mannWhitneyU(final double[] x, final double[] y) >>>> + throws IllegalArgumentException { >>>> + >>>> + ensureDataConformance(x, y); >>>> + >>>> + final double[] z = concatinateSamples(x, y); >>>> + final double[] ranks = naturalRanking.rank(z); >>>> + >>>> + double sumRankX = 0; >>>> + >>>> + /* >>>> + * The ranks for x is in the first x.length entries in ranks >>>> because x >>>> + * is in the first x.length entries in z >>>> + */ >>>> + for (int i = 0; i < x.length; ++i) { >>>> + sumRankX += ranks[i]; >>>> + } >>>> + >>>> + /* >>>> + * U1 = R1 - (n1 * (n1 + 1)) / 2 where R1 is sum of ranks for >>>> sample 1, >>>> + * e.g. x, n1 is the number of observations in sample 1. >>>> + */ >>>> + final double U1 = sumRankX - (x.length * (x.length + 1)) / 2; >>>> + >>>> + /* >>>> + * It can be shown that U1 + U2 = n1 * n2 >>>> + */ >>>> + final double U2 = x.length * y.length - U1; >>>> + >>>> + return FastMath.max(U1, U2); >>>> + } >>>> + >>>> + /** >>>> + * @param Umin >>>> + * smallest Mann-Whitney U value >>>> + * @param N >>>> + * number of subjects (corresponding to x.length) >>>> + * @return two-sided asymptotic p-value >>>> + * @throws MathException >>>> + * if an error occurs computing the p-value >>>> + */ >>>> + private double calculateAsymptoticPValue(final double Umin, final int >>>> n1, >>>> + final int n2) throws MathException { >>>> + >>>> + final int n1n2prod = n1 * n2; >>>> + >>>> + // >>>> http://en.wikipedia.org/wiki/Mann%E2%80%93Whitney_U#Normal_approximation >>>> + final double EU = (double) n1n2prod / 2.0; >>>> + final double VarU = (double) (n1n2prod * (n1 + n2 + 1)) / 12.0; >>>> + >>>> + final double z = (Umin - EU) / FastMath.sqrt(VarU); >>>> + >>>> + final NormalDistributionImpl standardNormal = new >>>> NormalDistributionImpl( >>>> + 0, 1); >>>> + >>>> + return 2 * standardNormal.cumulativeProbability(z); >>>> + } >>>> + >>>> + /** >>>> + * Ties give rise to biased variance at the moment. See e.g. <a >>>> + * href="http://mlsc.lboro.ac.uk/resources/statistics/Mannwhitney.pdf"; >>>> + * >http://mlsc.lboro.ac.uk/resources/statistics/Mannwhitney.pdf</a>. >>>> + * >>>> + * {...@inheritdoc} >>>> + * >>>> + * @param x >>>> + * the first sample >>>> + * @param y >>>> + * the second sample >>>> + * @param exactPValue >>>> + * if the exact p-value is wanted (only for x.length <= 50) >>>> + * @return asymptotic p-value (biased for samples with ties) >>>> + * @throws IllegalArgumentException >>>> + * if preconditions are not met >>>> + * @throws MathException >>>> + * if an error occurs computing the p-value >>>> + */ >>>> + public double mannWhitneyUTest(final double[] x, final double[] y) >>>> + throws IllegalArgumentException, MathException { >>>> + >>>> + ensureDataConformance(x, y); >>>> + >>>> + final double Umax = mannWhitneyU(x, y); >>>> + >>>> + /* >>>> + * It can be shown that U1 + U2 = n1 * n2 >>>> + */ >>>> + final double Umin = x.length * y.length - Umax; >>>> + >>>> + return calculateAsymptoticPValue(Umin, x.length, y.length); >>>> + } >>>> +} >>>> >>>> Added: >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTest.java >>>> URL: >>>> http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTest.java?rev=1053836&view=auto >>>> ============================================================================== >>>> --- >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTest.java >>>> (added) >>>> +++ >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTest.java >>>> Thu Dec 30 09:52:00 2010 >>>> @@ -0,0 +1,107 @@ >>>> +/* >>>> + * 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 org.apache.commons.math.MathException; >>>> + >>>> +/** >>>> + * An interface for Wilcoxon signed-rank test. >>>> + * >>>> + * @version $Revision: $ $Date: $ >>>> + */ >>>> +public interface WilcoxonSignedRankTest { >>>> + >>>> + /** >>>> + * Computes the <a >>>> + * href="http://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test";> >>>> + * Wilcoxon signed ranked statistic</a> comparing mean for two related >>>> + * samples or repeated measurements on a single sample. >>>> + * <p> >>>> + * This statistic can be used to perform a Wilcoxon signed ranked test >>>> + * evaluating the null hypothesis that the two related samples or >>>> repeated >>>> + * measurements on a single sample has equal mean. >>>> + * </p> >>>> + * <p> >>>> + * Let X<sub>i</sub> denote the i'th individual of the first sample >>>> and >>>> + * Y<sub>i</sub> the related i'th individual in the second sample. Let >>>> + * Z<sub>i</sub> = Y<sub>i</sub> - X<sub>i</sub>. >>>> + * </p> >>>> + * <p> >>>> + * <strong>Preconditions</strong>: >>>> + * <ul> >>>> + * <li>The differences Z<sub>i</sub> must be independent.</li> >>>> + * <li>Each Z<sub>i</sub> comes from a continuous population (they >>>> must be >>>> + * identical) and is symmetric about a common median.</li> >>>> + * <li>The values that X<sub>i</sub> and Y<sub>i</sub> represent are >>>> + * ordered, so the comparisons greater than, less than, and equal to >>>> are >>>> + * meaningful.</li> >>>> + * </ul> >>>> + * </p> >>>> + * >>>> + * @param x >>>> + * the first sample >>>> + * @param y >>>> + * the second sample >>>> + * @return wilcoxonSignedRank statistic >>>> + * @throws IllegalArgumentException >>>> + * if preconditions are not met >>>> + */ >>>> + double wilcoxonSignedRank(final double[] x, final double[] y) >>>> + throws IllegalArgumentException; >>>> + >>>> + /** >>>> + * Returns the <i>observed significance level</i>, or <a href= >>>> + * "http://www.cas.lancs.ac.uk/glossary_v1.1/hyptest.html#pvalue";> >>>> + * p-value</a>, associated with a <a >>>> + * href="http://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test";> >>>> + * Wilcoxon signed ranked statistic</a> comparing mean for two related >>>> + * samples or repeated measurements on a single sample. >>>> + * <p> >>>> + * Let X<sub>i</sub> denote the i'th individual of the first sample >>>> and >>>> + * Y<sub>i</sub> the related i'th individual in the second sample. Let >>>> + * Z<sub>i</sub> = Y<sub>i</sub> - X<sub>i</sub>. >>>> + * </p> >>>> + * <p> >>>> + * <strong>Preconditions</strong>: >>>> + * <ul> >>>> + * <li>The differences Z<sub>i</sub> must be independent.</li> >>>> + * <li>Each Z<sub>i</sub> comes from a continuous population (they >>>> must be >>>> + * identical) and is symmetric about a common median.</li> >>>> + * <li>The values that X<sub>i</sub> and Y<sub>i</sub> represent are >>>> + * ordered, so the comparisons greater than, less than, and equal to >>>> are >>>> + * meaningful.</li> >>>> + * </ul> >>>> + * </p> >>>> + * >>>> + * @param x >>>> + * the first sample >>>> + * @param y >>>> + * the second sample >>>> + * @param exactPValue >>>> + * if the exact p-value is wanted (only works for x.length >>>> <= 30, >>>> + * if true and x.length > 30, this is ignored because >>>> + * calculations may take too long) >>>> + * @return p-value >>>> + * @throws IllegalArgumentException >>>> + * if preconditions are not met >>>> + * @throws MathException >>>> + * if an error occurs computing the p-value >>>> + */ >>>> + double wilcoxonSignedRankTest(final double[] x, final double[] y, >>>> + boolean exactPValue) throws IllegalArgumentException, >>>> + MathException; >>>> +} >>>> >>>> Added: >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestImpl.java >>>> URL: >>>> http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestImpl.java?rev=1053836&view=auto >>>> ============================================================================== >>>> --- >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestImpl.java >>>> (added) >>>> +++ >>>> commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestImpl.java >>>> Thu Dec 30 09:52:00 2010 >>>> @@ -0,0 +1,271 @@ >>>> +/* >>>> + * 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 org.apache.commons.math.MathException; >>>> +import org.apache.commons.math.distribution.NormalDistributionImpl; >>>> +import org.apache.commons.math.stat.ranking.NaNStrategy; >>>> +import org.apache.commons.math.stat.ranking.NaturalRanking; >>>> +import org.apache.commons.math.stat.ranking.TiesStrategy; >>>> +import org.apache.commons.math.util.FastMath; >>>> + >>>> +/** >>>> + * An implementation of the Wilcoxon signed-rank test. >>>> + * >>>> + * @version $Revision: $ $Date: $ >>>> + */ >>>> +public class WilcoxonSignedRankTestImpl implements WilcoxonSignedRankTest >>>> { >>>> + private NaturalRanking naturalRanking; >>>> + >>>> + /** >>>> + * Create a test instance where NaN's are left in place and ties get >>>> + * the average of applicable ranks. Use this unless you are very sure >>>> + * of what you are doing. >>>> + */ >>>> + public WilcoxonSignedRankTestImpl() { >>>> + naturalRanking = new NaturalRanking(NaNStrategy.FIXED, >>>> + TiesStrategy.AVERAGE); >>>> + } >>>> + >>>> + /** >>>> + * Create a test instance using the given strategies for NaN's and >>>> ties. >>>> + * Only use this if you are sure of what you are doing. >>>> + * >>>> + * @param nanStrategy >>>> + * specifies the strategy that should be used for >>>> Double.NaN's >>>> + * @param tiesStrategy >>>> + * specifies the strategy that should be used for ties >>>> + */ >>>> + public WilcoxonSignedRankTestImpl(NaNStrategy nanStrategy, >>>> + TiesStrategy tiesStrategy) { >>>> + naturalRanking = new NaturalRanking(nanStrategy, tiesStrategy); >>>> + } >>>> + >>>> + /** >>>> + * Ensures that the provided arrays fulfills the assumptions. >>>> + * >>>> + * @param x >>>> + * @param y >>>> + * @throws IllegalArgumentException >>>> + * if assumptions are not met >>>> + */ >>>> + private void ensureDataConformance(final double[] x, final double[] y) >>>> + throws IllegalArgumentException { >>>> + if (x == null) { >>>> + throw new IllegalArgumentException("x must not be null"); >>>> + } >>>> + >>>> + if (y == null) { >>>> + throw new IllegalArgumentException("y must not be null"); >>>> + } >>>> + >>>> + if (x.length != y.length) { >>>> + throw new IllegalArgumentException( >>>> + "x and y must contain the same number of elements"); >>>> + } >>>> + >>>> + if (x.length == 0) { >>>> + throw new IllegalArgumentException( >>>> + "x and y must contain at least one element"); >>>> + } >>>> + } >>>> + >>>> + /** >>>> + * Calculates y[i] - x[i] for all i >>>> + * >>>> + * @param x >>>> + * @param y >>>> + * @throws IllegalArgumentException >>>> + * if assumptions are not met >>>> + */ >>>> + private double[] calculateDifferences(final double[] x, final >>>> double[] y) >>>> + throws IllegalArgumentException { >>>> + >>>> + final double[] z = new double[x.length]; >>>> + >>>> + for (int i = 0; i < x.length; ++i) { >>>> + z[i] = y[i] - x[i]; >>>> + } >>>> + >>>> + return z; >>>> + } >>>> + >>>> + /** >>>> + * Calculates |z[i]| for all i >>>> + * >>>> + * @param z >>>> + * @throws IllegalArgumentException >>>> + * if assumptions are not met >>>> + */ >>>> + private double[] calculateAbsoluteDifferences(final double[] z) >>>> + throws IllegalArgumentException { >>>> + if (z == null) { >>>> + throw new IllegalArgumentException("z must not be null"); >>>> + } >>>> + >>>> + if (z.length == 0) { >>>> + throw new IllegalArgumentException( >>>> + "z must contain at least one element"); >>>> + } >>>> + >>>> + final double[] zAbs = new double[z.length]; >>>> + >>>> + for (int i = 0; i < z.length; ++i) { >>>> + zAbs[i] = FastMath.abs(z[i]); >>>> + } >>>> + >>>> + return zAbs; >>>> + } >>>> + >>>> + /** >>>> + * {...@inheritdoc} >>>> + * >>>> + * @param x >>>> + * the first sample >>>> + * @param y >>>> + * the second sample >>>> + * @return wilcoxonSignedRank statistic (the larger of W+ and W-) >>>> + * @throws IllegalArgumentException >>>> + * if preconditions are not met >>>> + */ >>>> + public double wilcoxonSignedRank(final double[] x, final double[] y) >>>> + throws IllegalArgumentException { >>>> + >>>> + ensureDataConformance(x, y); >>>> + >>>> + // throws IllegalArgumentException if x and y are not correctly >>>> + // specified >>>> + final double[] z = calculateDifferences(x, y); >>>> + final double[] zAbs = calculateAbsoluteDifferences(z); >>>> + >>>> + final double[] ranks = naturalRanking.rank(zAbs); >>>> + >>>> + double Wplus = 0; >>>> + >>>> + for (int i = 0; i < z.length; ++i) { >>>> + if (z[i] > 0) { >>>> + Wplus += ranks[i]; >>>> + } >>>> + } >>>> + >>>> + final int N = x.length; >>>> + final double Wminus = (((double) (N * (N + 1))) / 2.0) - Wplus; >>>> + >>>> + return FastMath.max(Wplus, Wminus); >>>> + } >>>> + >>>> + /** >>>> + * Algorithm inspired by >>>> + * >>>> http://www.fon.hum.uva.nl/Service/Statistics/Signed_Rank_Algorihms.html#C >>>> + * by Rob van Son, Institute of Phonetic Sciences & IFOTT, >>>> + * University of Amsterdam >>>> + * >>>> + * @param Wmax largest Wilcoxon signed rank value >>>> + * @param N number of subjects (corresponding to x.length) >>>> + * @return two-sided exact p-value >>>> + */ >>>> + private double calculateExactPValue(final double Wmax, final int N) { >>>> + >>>> + // Total number of outcomes (equal to 2^N but a lot faster) >>>> + final int m = 1 << N; >>>> + >>>> + int largerRankSums = 0; >>>> + >>>> + for (int i = 0; i < m; ++i) { >>>> + int rankSum = 0; >>>> + >>>> + // Generate all possible rank sums >>>> + for (int j = 0; j < N; ++j) { >>>> + >>>> + // (i >> j) & 1 extract i's j-th bit from the right >>>> + if (((i >> j) & 1) == 1) { >>>> + rankSum += j + 1; >>>> + } >>>> + } >>>> + >>>> + if (rankSum >= Wmax) { >>>> + ++largerRankSums; >>>> + } >>>> + } >>>> + >>>> + /* >>>> + * largerRankSums / m gives the one-sided p-value, so it's >>>> multiplied >>>> + * with 2 to get the two-sided p-value >>>> + */ >>>> + return 2 * ((double) largerRankSums) / ((double) m); >>>> + } >>>> + >>>> + /** >>>> + * @param Wmin smallest Wilcoxon signed rank value >>>> + * @param N number of subjects (corresponding to x.length) >>>> + * @return two-sided asymptotic p-value >>>> + * @throws MathException if an error occurs computing the p-value >>>> + */ >>>> + private double calculateAsymptoticPValue(final double Wmin, final int >>>> N) throws MathException { >>>> + >>>> + final double ES = (double) (N * (N + 1)) / 4.0; >>>> + >>>> + /* Same as (but saves computations): >>>> + * final double VarW = ((double) (N * (N + 1) * (2*N + 1))) / 24; >>>> + */ >>>> + final double VarS = ES * ((double) (2 * N + 1) / 6.0); >>>> + >>>> + // - 0.5 is a continuity correction >>>> + final double z = (Wmin - ES - 0.5) / FastMath.sqrt(VarS); >>>> + >>>> + final NormalDistributionImpl standardNormal = new >>>> NormalDistributionImpl(0, 1); >>>> + >>>> + return 2*standardNormal.cumulativeProbability(z); >>>> + } >>>> + >>>> + /** >>>> + * {...@inheritdoc} >>>> + * >>>> + * @param x >>>> + * the first sample >>>> + * @param y >>>> + * the second sample >>>> + * @param exactPValue >>>> + * if the exact p-value is wanted (only for x.length <= 30) >>>> + * @return p-value >>>> + * @throws IllegalArgumentException >>>> + * if preconditions are not met or exact p-value is >>>> wanted for >>>> + * when x.length > 30 >>>> + * @throws MathException >>>> + * if an error occurs computing the p-value >>>> + */ >>>> + public double wilcoxonSignedRankTest(final double[] x, final double[] >>>> y, >>>> + boolean exactPValue) throws IllegalArgumentException, >>>> + MathException { >>>> + >>>> + ensureDataConformance(x, y); >>>> + >>>> + final int N = x.length; >>>> + final double Wmax = wilcoxonSignedRank(x, y); >>>> + >>>> + if (exactPValue && N > 30) { >>>> + throw new IllegalArgumentException("Exact test can only be >>>> made for N <= 30."); >>>> + } >>>> + >>>> + if (exactPValue) { >>>> + return calculateExactPValue(Wmax, N); >>>> + } else { >>>> + final double Wmin = ( (double)(N*(N+1)) / 2.0 ) - Wmax; >>>> + return calculateAsymptoticPValue(Wmin, N); >>>> + } >>>> + } >>>> +} >>>> >>>> Added: >>>> commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/MannWhitneyUTestTest.java >>>> URL: >>>> http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/MannWhitneyUTestTest.java?rev=1053836&view=auto >>>> ============================================================================== >>>> --- >>>> commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/MannWhitneyUTestTest.java >>>> (added) >>>> +++ >>>> commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/MannWhitneyUTestTest.java >>>> Thu Dec 30 09:52:00 2010 >>>> @@ -0,0 +1,101 @@ >>>> +/* >>>> + * 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 junit.framework.TestCase; >>>> + >>>> +/** >>>> + * Test cases for the ChiSquareTestImpl class. >>>> + * >>>> + * @version $Revision: $ $Date: $ >>>> + */ >>>> + >>>> +public class MannWhitneyUTestTest extends TestCase { >>>> + >>>> + protected MannWhitneyUTest testStatistic = new MannWhitneyUTestImpl(); >>>> + >>>> + public MannWhitneyUTestTest(String name) { >>>> + super(name); >>>> + } >>>> + >>>> + public void testMannWhitneyUSimple() throws Exception { >>>> + /* Target values computed using R version 2.11.1 >>>> + * x <- c(19, 22, 16, 29, 24) >>>> + * y <- c(20, 11, 17, 12) >>>> + * wilcox.test(x, y, alternative = "two.sided", mu = 0, paired = >>>> FALSE, exact = FALSE, correct = FALSE) >>>> + * W = 17, p-value = 0.08641 >>>> + */ >>>> + final double x[] = {19, 22, 16, 29, 24}; >>>> + final double y[] = {20, 11, 17, 12}; >>>> + >>>> + assertEquals(17, testStatistic.mannWhitneyU(x, y), 1e-10); >>>> + assertEquals(0.08641, testStatistic.mannWhitneyUTest(x, y), 1e-5); >>>> + } >>>> + >>>> + >>>> + public void testMannWhitneyUInputValidation() throws Exception { >>>> + /* Samples must be present, i.e. length > 0 >>>> + */ >>>> + try { >>>> + testStatistic.mannWhitneyUTest(new double[] { }, new double[] >>>> { 1.0 }); >>>> + fail("x does not contain samples (exact), >>>> IllegalArgumentException expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + try { >>>> + testStatistic.mannWhitneyUTest(new double[] { 1.0 }, new >>>> double[] { }); >>>> + fail("y does not contain samples (exact), >>>> IllegalArgumentException expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + /* >>>> + * x and y is null >>>> + */ >>>> + try { >>>> + testStatistic.mannWhitneyUTest(null, null); >>>> + fail("x and y is null (exact), IllegalArgumentException >>>> expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + try { >>>> + testStatistic.mannWhitneyUTest(null, null); >>>> + fail("x and y is null (asymptotic), IllegalArgumentException >>>> expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + /* >>>> + * x or y is null >>>> + */ >>>> + try { >>>> + testStatistic.mannWhitneyUTest(null, new double[] { 1.0 }); >>>> + fail("x is null (exact), IllegalArgumentException expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + try { >>>> + testStatistic.mannWhitneyUTest(new double[] { 1.0 }, null); >>>> + fail("y is null (exact), IllegalArgumentException expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + } >>>> +} >>>> >>>> Added: >>>> commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestTest.java >>>> URL: >>>> http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestTest.java?rev=1053836&view=auto >>>> ============================================================================== >>>> --- >>>> commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestTest.java >>>> (added) >>>> +++ >>>> commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTestTest.java >>>> Thu Dec 30 09:52:00 2010 >>>> @@ -0,0 +1,180 @@ >>>> +/* >>>> + * 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 junit.framework.TestCase; >>>> + >>>> +/** >>>> + * Test cases for the ChiSquareTestImpl class. >>>> + * >>>> + * @version $Revision: $ $Date: $ >>>> + */ >>>> + >>>> +public class WilcoxonSignedRankTestTest extends TestCase { >>>> + >>>> + protected WilcoxonSignedRankTest testStatistic = new >>>> WilcoxonSignedRankTestImpl(); >>>> + >>>> + public WilcoxonSignedRankTestTest(String name) { >>>> + super(name); >>>> + } >>>> + >>>> + public void testWilcoxonSignedRankSimple() throws Exception { >>>> + /* Target values computed using R version 2.11.1 >>>> + * x <- c(1.83, 0.50, 1.62, 2.48, 1.68, 1.88, 1.55, 3.06, 1.30) >>>> + * y <- c(0.878, 0.647, 0.598, 2.05, 1.06, 1.29, 1.06, 3.14, 1.29) >>>> + */ >>>> + final double x[] = {1.83, 0.50, 1.62, 2.48, 1.68, 1.88, 1.55, >>>> 3.06, 1.30}; >>>> + final double y[] = {0.878, 0.647, 0.598, 2.05, 1.06, 1.29, 1.06, >>>> 3.14, 1.29}; >>>> + >>>> + /* EXACT: >>>> + * wilcox.test(x, y, alternative = "two.sided", mu = 0, paired = >>>> TRUE, exact = TRUE, correct = FALSE) >>>> + * V = 40, p-value = 0.03906 >>>> + * >>>> + * Corresponds to the value obtained in R. >>>> + */ >>>> + assertEquals(40, testStatistic.wilcoxonSignedRank(x, y), 1e-10); >>>> + assertEquals(0.03906, testStatistic.wilcoxonSignedRankTest(x, y, >>>> true), 1e-5); >>>> + >>>> + /* ASYMPTOTIC: >>>> + * wilcox.test(x, y, alternative = "two.sided", mu = 0, paired = >>>> TRUE, exact = FALSE, correct = FALSE) >>>> + * V = 40, p-value = 0.03815 >>>> + * >>>> + * This is not entirely the same due to different corrects, >>>> + * e.g. http://mlsc.lboro.ac.uk/resources/statistics/wsrt.pdf >>>> + * and src/library/stats/R/wilcox.test.R in the R source >>>> + */ >>>> + assertEquals(40, testStatistic.wilcoxonSignedRank(x, y), 1e-10); >>>> + assertEquals(0.0329693812, >>>> testStatistic.wilcoxonSignedRankTest(x, y, false), 1e-10); >>>> + } >>>> + >>>> + public void testWilcoxonSignedRankInputValidation() throws Exception { >>>> + /* >>>> + * Exact only for sample size <= 30 >>>> + */ >>>> + final double[] x1 = new double[30]; >>>> + final double[] x2 = new double[31]; >>>> + final double[] y1 = new double[30]; >>>> + final double[] y2 = new double[31]; >>>> + for (int i = 0; i < 30; ++i) { >>>> + x1[i] = x2[i] = y1[i] = y2[i] = i; >>>> + } >>>> + >>>> + // Exactly 30 is okay >>>> + testStatistic.wilcoxonSignedRankTest(x1, y1, true); >>>> + >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(x2, y2, true); >>>> + fail("More than 30 samples and exact chosen, >>>> IllegalArgumentException expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + /* Samples must be present, i.e. length > 0 >>>> + */ >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(new double[] { }, new >>>> double[] { 1.0 }, true); >>>> + fail("x does not contain samples (exact), >>>> IllegalArgumentException expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(new double[] { }, new >>>> double[] { 1.0 }, false); >>>> + fail("x does not contain samples (asymptotic), >>>> IllegalArgumentException expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(new double[] { 1.0 }, >>>> new double[] { }, true); >>>> + fail("y does not contain samples (exact), >>>> IllegalArgumentException expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(new double[] { 1.0 }, >>>> new double[] { }, false); >>>> + fail("y does not contain samples (asymptotic), >>>> IllegalArgumentException expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + /* Samples not same size, i.e. cannot be pairred >>>> + */ >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(new double[] { 1.0, 2.0 >>>> }, new double[] { 3.0 }, true); >>>> + fail("x and y not same size (exact), IllegalArgumentException >>>> expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(new double[] { 1.0, 2.0 >>>> }, new double[] { 3.0 }, false); >>>> + fail("x and y not same size (asymptotic), >>>> IllegalArgumentException expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + /* >>>> + * x and y is null >>>> + */ >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(null, null, true); >>>> + fail("x and y is null (exact), IllegalArgumentException >>>> expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(null, null, false); >>>> + fail("x and y is null (asymptotic), IllegalArgumentException >>>> expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + /* >>>> + * x or y is null >>>> + */ >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(null, new double[] { 1.0 >>>> }, true); >>>> + fail("x is null (exact), IllegalArgumentException expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(null, new double[] { 1.0 >>>> }, false); >>>> + fail("x is null (asymptotic), IllegalArgumentException >>>> expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(new double[] { 1.0 }, >>>> null, true); >>>> + fail("y is null (exact), IllegalArgumentException expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + >>>> + try { >>>> + testStatistic.wilcoxonSignedRankTest(new double[] { 1.0 }, >>>> null, false); >>>> + fail("y is null (asymptotic), IllegalArgumentException >>>> expected"); >>>> + } catch (IllegalArgumentException ex) { >>>> + // expected >>>> + } >>>> + } >>>> +} >>>> >>>> >>>> >>> >>> --------------------------------------------------------------------- >>> To unsubscribe, e-mail: [email protected] >>> For additional commands, e-mail: [email protected] >>> >>> >> >> >> --------------------------------------------------------------------- >> To unsubscribe, e-mail: [email protected] >> For additional commands, e-mail: [email protected] >> > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: [email protected] > For additional commands, e-mail: [email protected] > >
Hi Luc, Thanks for the help, including the config-file. I've manually changed the properties for the newly created files in revision 1053918 using svn propset svn:eol-style native src/main/java/org/apache/commons/math/stat/inference/WilcoxonSignedRankTest* etc. And now that I'm using a config-file similar to yours, new files should be dealt with automatically. In regards to the pom.xml, then I should just make an entry for myself in the developers-section, right? Cheers, Mikkel. --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
