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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: 1.7 $ $Date: 2004/10/08 05:08:20 $
27 */
28
29 public final class TTestTest extends TestCase {
30
31 private TTestImpl 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 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 {
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 assertEquals("t statistic", -2.82, testStatistic.t(mu, observed), 10E-3);
66 assertEquals("t statistic", -2.82, testStatistic.t(mu, sampleStats), 10E-3);
67
68 try {
69 testStatistic.t(mu, nullObserved);
70 fail("arguments too short, IllegalArgumentException expected");
71 } catch (IllegalArgumentException ex) {
72
73 }
74
75 try {
76 testStatistic.t(mu, nullStats);
77 fail("arguments too short, IllegalArgumentException expected");
78 } catch (IllegalArgumentException ex) {
79
80 }
81
82 try {
83 testStatistic.t(mu, emptyObs);
84 fail("arguments too short, IllegalArgumentException expected");
85 } catch (IllegalArgumentException ex) {
86
87 }
88
89 try {
90 testStatistic.t(mu, emptyStats);
91 fail("arguments too short, IllegalArgumentException expected");
92 } catch (IllegalArgumentException ex) {
93
94 }
95
96 try {
97 testStatistic.t(mu, tooShortObs);
98 fail("insufficient data to compute t statistic, IllegalArgumentException expected");
99 } catch (IllegalArgumentException ex) {
100
101 }
102 try {
103 testStatistic.tTest(mu, tooShortObs);
104 fail("insufficient data to perform t test, IllegalArgumentException expected");
105 } catch (IllegalArgumentException ex) {
106
107 }
108
109 try {
110 testStatistic.t(mu, tooShortStats);
111 fail("insufficient data to compute t statistic, IllegalArgumentException expected");
112 } catch (IllegalArgumentException ex) {
113
114 }
115 try {
116 testStatistic.tTest(mu, tooShortStats);
117 fail("insufficient data to perform t test, IllegalArgumentException expected");
118 } catch (IllegalArgumentException ex) {
119
120 }
121 }
122
123 public void testOneSampleTTest() throws Exception {
124 double[] oneSidedP =
125 {2d, 0d, 6d, 6d, 3d, 3d, 2d, 3d, -6d, 6d, 6d, 6d, 3d, 0d, 1d, 1d, 0d, 2d, 3d, 3d };
126 SummaryStatistics oneSidedPStats = SummaryStatistics.newInstance();
127 for (int i = 0; i < oneSidedP.length; i++) {
128 oneSidedPStats.addValue(oneSidedP[i]);
129 }
130 assertEquals("one sample t stat", 3.86, testStatistic.t(0d, oneSidedP), 0.01);
131 assertEquals("one sample t stat", 3.86, testStatistic.t(0d, oneSidedPStats), 0.01);
132 assertEquals("one sample p value", 0.00052, testStatistic.tTest(0d, oneSidedP) / 2d, 10E-5);
133 assertEquals("one sample p value", 0.00052, testStatistic.tTest(0d, oneSidedPStats) / 2d, 10E-5);
134 assertTrue("one sample t-test reject", testStatistic.tTest(0d, oneSidedP, 0.01));
135 assertTrue("one sample t-test reject", testStatistic.tTest(0d, oneSidedPStats, 0.01));
136 assertTrue("one sample t-test accept", !testStatistic.tTest(0d, oneSidedP, 0.0001));
137 assertTrue("one sample t-test accept", !testStatistic.tTest(0d, oneSidedPStats, 0.0001));
138
139 try {
140 testStatistic.tTest(0d, oneSidedP, 95);
141 fail("alpha out of range, IllegalArgumentException expected");
142 } catch (IllegalArgumentException ex) {
143
144 }
145
146 try {
147 testStatistic.tTest(0d, oneSidedPStats, 95);
148 fail("alpha out of range, IllegalArgumentException expected");
149 } catch (IllegalArgumentException ex) {
150
151 }
152
153 }
154
155 public void testTwoSampleTHeterscedastic() throws Exception {
156 double[] sample1 = { 7d, -4d, 18d, 17d, -3d, -5d, 1d, 10d, 11d, -2d };
157 double[] sample2 = { -1d, 12d, -1d, -3d, 3d, -5d, 5d, 2d, -11d, -1d, -3d };
158 SummaryStatistics sampleStats1 = SummaryStatistics.newInstance();
159 for (int i = 0; i < sample1.length; i++) {
160 sampleStats1.addValue(sample1[i]);
161 }
162 SummaryStatistics sampleStats2 = SummaryStatistics.newInstance();
163 for (int i = 0; i < sample2.length; i++) {
164 sampleStats2.addValue(sample2[i]);
165 }
166
167
168 assertEquals("two sample heteroscedastic t stat", 1.603717,
169 testStatistic.t(sample1, sample2), 1E-6);
170 assertEquals("two sample heteroscedastic t stat", 1.603717,
171 testStatistic.t(sampleStats1, sampleStats2), 1E-6);
172 assertEquals("two sample heteroscedastic p value", 0.1288394,
173 testStatistic.tTest(sample1, sample2), 1E-7);
174 assertEquals("two sample heteroscedastic p value", 0.1288394,
175 testStatistic.tTest(sampleStats1, sampleStats2), 1E-7);
176 assertTrue("two sample heteroscedastic t-test reject",
177 testStatistic.tTest(sample1, sample2, 0.2));
178 assertTrue("two sample heteroscedastic t-test reject",
179 testStatistic.tTest(sampleStats1, sampleStats2, 0.2));
180 assertTrue("two sample heteroscedastic t-test accept",
181 !testStatistic.tTest(sample1, sample2, 0.1));
182 assertTrue("two sample heteroscedastic t-test accept",
183 !testStatistic.tTest(sampleStats1, sampleStats2, 0.1));
184
185 try {
186 testStatistic.tTest(sample1, sample2, .95);
187 fail("alpha out of range, IllegalArgumentException expected");
188 } catch (IllegalArgumentException ex) {
189
190 }
191
192 try {
193 testStatistic.tTest(sampleStats1, sampleStats2, .95);
194 fail("alpha out of range, IllegalArgumentException expected");
195 } catch (IllegalArgumentException ex) {
196
197 }
198
199 try {
200 testStatistic.tTest(sample1, tooShortObs, .01);
201 fail("insufficient data, IllegalArgumentException expected");
202 } catch (IllegalArgumentException ex) {
203
204 }
205
206 try {
207 testStatistic.tTest(sampleStats1, tooShortStats, .01);
208 fail("insufficient data, IllegalArgumentException expected");
209 } catch (IllegalArgumentException ex) {
210
211 }
212
213 try {
214 testStatistic.tTest(sample1, tooShortObs);
215 fail("insufficient data, IllegalArgumentException expected");
216 } catch (IllegalArgumentException ex) {
217
218 }
219
220 try {
221 testStatistic.tTest(sampleStats1, tooShortStats);
222 fail("insufficient data, IllegalArgumentException expected");
223 } catch (IllegalArgumentException ex) {
224
225 }
226
227 try {
228 testStatistic.t(sample1, tooShortObs);
229 fail("insufficient data, IllegalArgumentException expected");
230 } catch (IllegalArgumentException ex) {
231
232 }
233
234 try {
235 testStatistic.t(sampleStats1, tooShortStats);
236 fail("insufficient data, IllegalArgumentException expected");
237 } catch (IllegalArgumentException ex) {
238
239 }
240 }
241 public void testTwoSampleTHomoscedastic() throws Exception {
242 double[] sample1 ={2, 4, 6, 8, 10};
243 double[] sample2 = {4, 6, 8, 10, 16};
244 SummaryStatistics sampleStats1 = SummaryStatistics.newInstance();
245 for (int i = 0; i < sample1.length; i++) {
246 sampleStats1.addValue(sample1[i]);
247 }
248 SummaryStatistics sampleStats2 = SummaryStatistics.newInstance();
249 for (int i = 0; i < sample2.length; i++) {
250 sampleStats2.addValue(sample2[i]);
251 }
252
253
254 assertEquals("two sample homoscedastic t stat", -1.120897,
255 testStatistic.homoscedasticT(sample1, sample2), 10E-6);
256 assertEquals("two sample homoscedastic p value", 0.2948490,
257 testStatistic.homoscedasticTTest(sampleStats1, sampleStats2), 1E-6);
258 assertTrue("two sample homoscedastic t-test reject",
259 testStatistic.homoscedasticTTest(sample1, sample2, 0.3));
260 assertTrue("two sample homoscedastic t-test accept",
261 !testStatistic.homoscedasticTTest(sample1, sample2, 0.2));
262 }
263
264 public void testSmallSamples() throws Exception {
265 double[] sample1 = {1d, 3d};
266 double[] sample2 = {4d, 5d};
267
268
269 assertEquals(-2.2361, testStatistic.t(sample1, sample2), 1E-4);
270 assertEquals(0.1987, testStatistic.tTest(sample1, sample2), 1E-4);
271 }
272
273 public void testPaired() throws Exception {
274 double[] sample1 = {1d, 3d, 5d, 7d};
275 double[] sample2 = {0d, 6d, 11d, 2d};
276 double[] sample3 = {5d, 7d, 8d, 10d};
277 double[] sample4 = {0d, 2d};
278
279
280 assertEquals(-0.3133, testStatistic.pairedT(sample1, sample2), 1E-4);
281 assertEquals(0.774544295819, testStatistic.pairedTTest(sample1, sample2), 1E-10);
282 assertEquals(0.001208, testStatistic.pairedTTest(sample1, sample3), 1E-6);
283 assertFalse(testStatistic.pairedTTest(sample1, sample3, .001));
284 assertTrue(testStatistic.pairedTTest(sample1, sample3, .002));
285 }
286 }