Author: psteitz
Date: Mon Nov 12 04:32:02 2012
New Revision: 1408173
URL: http://svn.apache.org/viewvc?rev=1408173&view=rev
Log:
Added G-test to TestUtils. JIRA: MATH-878
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/TestUtils.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/TestUtilsTest.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/TestUtils.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/TestUtils.java?rev=1408173&r1=1408172&r2=1408173&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/TestUtils.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/TestUtils.java
Mon Nov 12 04:32:02 2012
@@ -47,6 +47,9 @@ public class TestUtils {
/** Singleton OneWayAnova instance. */
private static final OneWayAnova ONE_WAY_ANANOVA = new OneWayAnova();
+ /** Singleton G-Test instance. */
+ private static final GTest G_TEST = new GTest();
+
/**
* Prevent instantiation.
*/
@@ -362,6 +365,83 @@ public class TestUtils {
return ONE_WAY_ANANOVA.anovaTest(categoryData, alpha);
}
+ /**
+ * @see org.apache.commons.math3.stat.inference.GTest#g(double[], long[])
+ */
+ public static double g(final double[] expected, final long[] observed)
+ throws NotPositiveException, NotStrictlyPositiveException,
+ DimensionMismatchException {
+ return G_TEST.g(expected, observed);
+ }
+
+ /**
+ * @see org.apache.commons.math3.stat.inference.GTest#gTest( double[],
long[] )
+ */
+ public static double gTest(final double[] expected, final long[] observed)
+ throws NotPositiveException, NotStrictlyPositiveException,
+ DimensionMismatchException, MaxCountExceededException {
+ return G_TEST.gTest(expected, observed);
+ }
+
+ /**
+ * @see
org.apache.commons.math3.stat.inference.GTest#gTestIntrinsic(double[], long[] )
+ */
+ public static double gTestIntrinsic(final double[] expected, final long[]
observed)
+ throws NotPositiveException, NotStrictlyPositiveException,
+ DimensionMismatchException, MaxCountExceededException {
+ return G_TEST.gTestIntrinsic(expected, observed);
+ }
+
+ /**
+ * @see org.apache.commons.math3.stat.inference.GTest#gTest(
double[],long[],double)
+ */
+ public static boolean gTest(final double[] expected, final long[] observed,
+ final double alpha)
+ throws NotPositiveException, NotStrictlyPositiveException,
+ DimensionMismatchException, OutOfRangeException,
MaxCountExceededException {
+ return G_TEST.gTest(expected, observed, alpha);
+ }
+
+ /**
+ * @see
org.apache.commons.math3.stat.inference.GTest#gDataSetsComparison(long[],
long[])
+ */
+ public static double gDataSetsComparison(final long[] observed1,
+ final long[] observed2)
+ throws DimensionMismatchException, NotPositiveException, ZeroException
{
+ return G_TEST.gDataSetsComparison(observed1, observed2);
+ }
+
+ /**
+ * @see
org.apache.commons.math3.stat.inference.GTest#rootLogLikelihoodRatio(long,
long, long, long)
+ */
+ public static double rootLogLikelihoodRatio(final long k11, final long
k12, final long k21, final long k22)
+ throws DimensionMismatchException, NotPositiveException, ZeroException
{
+ return G_TEST.rootLogLikelihoodRatio(k11, k12, k21, k22);
+ }
+
+
+ /**
+ * @see
org.apache.commons.math3.stat.inference.GTest#gTestDataSetsComparison(long[],
long[])
+ *
+ */
+ public static double gTestDataSetsComparison(final long[] observed1,
+ final long[] observed2)
+ throws DimensionMismatchException, NotPositiveException, ZeroException,
+ MaxCountExceededException {
+ return G_TEST.gTestDataSetsComparison(observed1, observed2);
+ }
+
+ /**
+ * @see
org.apache.commons.math3.stat.inference.GTest#gTestDataSetsComparison(double[],long[],double)
+ */
+ public static boolean gTestDataSetsComparison(final long[] observed1,
+ final long[] observed2,
+ final double alpha)
+ throws DimensionMismatchException, NotPositiveException,
+ ZeroException, OutOfRangeException, MaxCountExceededException {
+ return G_TEST.gTestDataSetsComparison(observed1, observed2, alpha);
+ }
+
// CHECKSTYLE: resume JavadocMethodCheck
}
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/TestUtilsTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/TestUtilsTest.java?rev=1408173&r1=1408172&r2=1408173&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/TestUtilsTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/TestUtilsTest.java
Mon Nov 12 04:32:02 2012
@@ -469,4 +469,62 @@ public class TestUtilsTest {
Assert.assertEquals(oneWayAnova.anovaTest(classes, 0.01),
TestUtils.oneWayAnovaTest(classes, 0.01));
}
+ @Test
+ public void testGTestGoodnesOfFit() throws Exception {
+ double[] exp = new double[]{
+ 0.54d, 0.40d, 0.05d, 0.01d
+ };
+
+ long[] obs = new long[]{
+ 70, 79, 3, 4
+ };
+ Assert.assertEquals("G test statistic",
+ 13.144799, TestUtils.g(exp, obs), 1E-5);
+ double p_gtgf = TestUtils.gTest(exp, obs);
+ Assert.assertEquals("g-Test p-value", 0.004333, p_gtgf, 1E-5);
+
+ Assert.assertTrue(TestUtils.gTest(exp, obs, 0.05));
+}
+
+ @Test
+ public void testGTestIndependance() throws Exception {
+ long[] obs1 = new long[]{
+ 268, 199, 42
+ };
+
+ long[] obs2 = new long[]{
+ 807, 759, 184
+ };
+
+ double g = TestUtils.gDataSetsComparison(obs1, obs2);
+
+ Assert.assertEquals("G test statistic",
+ 7.3008170, g, 1E-4);
+ double p_gti = TestUtils.gTestDataSetsComparison(obs1, obs2);
+
+ Assert.assertEquals("g-Test p-value", 0.0259805, p_gti, 1E-4);
+ Assert.assertTrue(TestUtils.gTestDataSetsComparison(obs1, obs2, 0.05));
+ }
+
+ @Test
+ public void testRootLogLikelihood() {
+ // positive where k11 is bigger than expected.
+ Assert.assertTrue(TestUtils.rootLogLikelihoodRatio(904, 21060, 1144,
283012) > 0.0);
+
+ // negative because k11 is lower than expected
+ Assert.assertTrue(TestUtils.rootLogLikelihoodRatio(36, 21928, 60280,
623876) < 0.0);
+
+ Assert.assertEquals(Math.sqrt(2.772589),
TestUtils.rootLogLikelihoodRatio(1, 0, 0, 1), 0.000001);
+ Assert.assertEquals(-Math.sqrt(2.772589),
TestUtils.rootLogLikelihoodRatio(0, 1, 1, 0), 0.000001);
+ Assert.assertEquals(Math.sqrt(27.72589),
TestUtils.rootLogLikelihoodRatio(10, 0, 0, 10), 0.00001);
+
+ Assert.assertEquals(Math.sqrt(39.33052),
TestUtils.rootLogLikelihoodRatio(5, 1995, 0, 100000), 0.00001);
+ Assert.assertEquals(-Math.sqrt(39.33052),
TestUtils.rootLogLikelihoodRatio(0, 100000, 5, 1995), 0.00001);
+
+ Assert.assertEquals(Math.sqrt(4730.737),
TestUtils.rootLogLikelihoodRatio(1000, 1995, 1000, 100000), 0.001);
+ Assert.assertEquals(-Math.sqrt(4730.737),
TestUtils.rootLogLikelihoodRatio(1000, 100000, 1000, 1995), 0.001);
+
+ Assert.assertEquals(Math.sqrt(5734.343),
TestUtils.rootLogLikelihoodRatio(1000, 1000, 1000, 100000), 0.001);
+ Assert.assertEquals(Math.sqrt(5714.932),
TestUtils.rootLogLikelihoodRatio(1000, 1000, 1000, 99000), 0.001);
+ }
}
