2
* Licensed to the Apache Software Foundation (ASF) under one or more
3
* contributor license agreements. See the NOTICE file distributed with
4
* this work for additional information regarding copyright ownership.
5
* The ASF licenses this file to You under the Apache License, Version 2.0
6
* (the "License"); you may not use this file except in compliance with
7
* the License. You may obtain a copy of the License at
9
* http://www.apache.org/licenses/LICENSE-2.0
11
* Unless required by applicable law or agreed to in writing, software
12
* distributed under the License is distributed on an "AS IS" BASIS,
13
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14
* See the License for the specific language governing permissions and
15
* limitations under the License.
17
package org.apache.commons.math.stat.inference;
19
import junit.framework.Test;
20
import junit.framework.TestCase;
21
import junit.framework.TestSuite;
23
import org.apache.commons.math.stat.descriptive.SummaryStatistics;
25
* Test cases for the TTestImpl class.
27
* @version $Revision: 762087 $ $Date: 2009-04-05 10:20:18 -0400 (Sun, 05 Apr 2009) $
30
public class TTestTest extends TestCase {
32
protected TTest testStatistic = new TTestImpl();
34
private double[] tooShortObs = { 1.0 };
35
private double[] emptyObs = {};
36
private SummaryStatistics emptyStats = new SummaryStatistics();
37
SummaryStatistics tooShortStats = null;
39
public TTestTest(String name) {
45
tooShortStats = new SummaryStatistics();
46
tooShortStats.addValue(0d);
49
public static Test suite() {
50
TestSuite suite = new TestSuite(TTestTest.class);
51
suite.setName("TestStatistic Tests");
55
public void testOneSampleT() throws Exception {
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 };
59
SummaryStatistics sampleStats = null;
60
sampleStats = new SummaryStatistics();
61
for (int i = 0; i < observed.length; i++) {
62
sampleStats.addValue(observed[i]);
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);
76
testStatistic.t(mu, (double[]) null);
77
fail("arguments too short, IllegalArgumentException expected");
78
} catch (IllegalArgumentException ex) {
83
testStatistic.t(mu, (SummaryStatistics) null);
84
fail("arguments too short, IllegalArgumentException expected");
85
} catch (IllegalArgumentException ex) {
90
testStatistic.t(mu, emptyObs);
91
fail("arguments too short, IllegalArgumentException expected");
92
} catch (IllegalArgumentException ex) {
97
testStatistic.t(mu, emptyStats);
98
fail("arguments too short, IllegalArgumentException expected");
99
} catch (IllegalArgumentException ex) {
104
testStatistic.t(mu, tooShortObs);
105
fail("insufficient data to compute t statistic, IllegalArgumentException expected");
106
} catch (IllegalArgumentException ex) {
110
testStatistic.tTest(mu, tooShortObs);
111
fail("insufficient data to perform t test, IllegalArgumentException expected");
112
} catch (IllegalArgumentException ex) {
117
testStatistic.t(mu, tooShortStats);
118
fail("insufficient data to compute t statistic, IllegalArgumentException expected");
119
} catch (IllegalArgumentException ex) {
123
testStatistic.tTest(mu, tooShortStats);
124
fail("insufficient data to perform t test, IllegalArgumentException expected");
125
} catch (IllegalArgumentException ex) {
130
public void testOneSampleTTest() throws Exception {
132
{2d, 0d, 6d, 6d, 3d, 3d, 2d, 3d, -6d, 6d, 6d, 6d, 3d, 0d, 1d, 1d, 0d, 2d, 3d, 3d };
133
SummaryStatistics oneSidedPStats = new SummaryStatistics();
134
for (int i = 0; i < oneSidedP.length; i++) {
135
oneSidedPStats.addValue(oneSidedP[i]);
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));
152
testStatistic.tTest(0d, oneSidedP, 95);
153
fail("alpha out of range, IllegalArgumentException expected");
154
} catch (IllegalArgumentException ex) {
159
testStatistic.tTest(0d, oneSidedPStats, 95);
160
fail("alpha out of range, IllegalArgumentException expected");
161
} catch (IllegalArgumentException ex) {
167
public void testTwoSampleTHeterscedastic() throws Exception {
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 = new SummaryStatistics();
171
for (int i = 0; i < sample1.length; i++) {
172
sampleStats1.addValue(sample1[i]);
174
SummaryStatistics sampleStats2 = new SummaryStatistics();
175
for (int i = 0; i < sample2.length; i++) {
176
sampleStats2.addValue(sample2[i]);
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));
198
testStatistic.tTest(sample1, sample2, .95);
199
fail("alpha out of range, IllegalArgumentException expected");
200
} catch (IllegalArgumentException ex) {
205
testStatistic.tTest(sampleStats1, sampleStats2, .95);
206
fail("alpha out of range, IllegalArgumentException expected");
207
} catch (IllegalArgumentException ex) {
212
testStatistic.tTest(sample1, tooShortObs, .01);
213
fail("insufficient data, IllegalArgumentException expected");
214
} catch (IllegalArgumentException ex) {
219
testStatistic.tTest(sampleStats1, tooShortStats, .01);
220
fail("insufficient data, IllegalArgumentException expected");
221
} catch (IllegalArgumentException ex) {
226
testStatistic.tTest(sample1, tooShortObs);
227
fail("insufficient data, IllegalArgumentException expected");
228
} catch (IllegalArgumentException ex) {
233
testStatistic.tTest(sampleStats1, tooShortStats);
234
fail("insufficient data, IllegalArgumentException expected");
235
} catch (IllegalArgumentException ex) {
240
testStatistic.t(sample1, tooShortObs);
241
fail("insufficient data, IllegalArgumentException expected");
242
} catch (IllegalArgumentException ex) {
247
testStatistic.t(sampleStats1, tooShortStats);
248
fail("insufficient data, IllegalArgumentException expected");
249
} catch (IllegalArgumentException ex) {
253
public void testTwoSampleTHomoscedastic() throws Exception {
254
double[] sample1 ={2, 4, 6, 8, 10, 97};
255
double[] sample2 = {4, 6, 8, 10, 16};
256
SummaryStatistics sampleStats1 = new SummaryStatistics();
257
for (int i = 0; i < sample1.length; i++) {
258
sampleStats1.addValue(sample1[i]);
260
SummaryStatistics sampleStats2 = new SummaryStatistics();
261
for (int i = 0; i < sample2.length; i++) {
262
sampleStats2.addValue(sample2[i]);
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));
276
public void testSmallSamples() throws Exception {
277
double[] sample1 = {1d, 3d};
278
double[] sample2 = {4d, 5d};
280
// Target values computed using R, version 1.8.1 (linux version)
281
assertEquals(-2.2360679775, testStatistic.t(sample1, sample2),
283
assertEquals(0.198727388935, testStatistic.tTest(sample1, sample2),
287
public void testPaired() throws Exception {
288
double[] sample1 = {1d, 3d, 5d, 7d};
289
double[] sample2 = {0d, 6d, 11d, 2d};
290
double[] sample3 = {5d, 7d, 8d, 10d};
292
// Target values computed using R, version 1.8.1 (linux version)
293
assertEquals(-0.3133, testStatistic.pairedT(sample1, sample2), 1E-4);
294
assertEquals(0.774544295819, testStatistic.pairedTTest(sample1, sample2), 1E-10);
295
assertEquals(0.001208, testStatistic.pairedTTest(sample1, sample3), 1E-6);
296
assertFalse(testStatistic.pairedTTest(sample1, sample3, .001));
297
assertTrue(testStatistic.pairedTTest(sample1, sample3, .002));