    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: 180065 $ $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 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          // 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 ex) {
    79              // expected
    80          }
    81
    82          try {
    83              testStatistic.t(mu, nullStats);
    84              fail("arguments too short, IllegalArgumentException expected");
    85          } catch (IllegalArgumentException ex) {
    86              // expected
    87          }
    88
    89          try {
    90              testStatistic.t(mu, emptyObs);
    91              fail("arguments too short, IllegalArgumentException expected");
    92          } catch (IllegalArgumentException ex) {
    93              // expected
    94          }
    95
    96          try {
    97              testStatistic.t(mu, emptyStats);
    98              fail("arguments too short, IllegalArgumentException expected");
    99          } catch (IllegalArgumentException 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 ex) {
    107             // exptected
    108         }
    109         try {
    110             testStatistic.tTest(mu, tooShortObs);
    111             fail("insufficient data to perform t test, IllegalArgumentException expected");
    112         } catch (IllegalArgumentException 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 ex) {
    120             // exptected
    121         }
    122         try {
    123             testStatistic.tTest(mu, tooShortStats);
    124             fail("insufficient data to perform t test, IllegalArgumentException expected");
    125         } catch (IllegalArgumentException ex) {
    126             // exptected
    127         }
    128     }
    129
    130     public void testOneSampleTTest() throws Exception {
    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 ex) {
    155             // exptected
    156         }
    157
    158         try {
    159             testStatistic.tTest(0d, oneSidedPStats, 95);
    160             fail("alpha out of range, IllegalArgumentException expected");
    161         } catch (IllegalArgumentException ex) {
    162             // expected
    163         }
    164
    165     }
    166
    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 = 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 ex) {
    201             // expected
    202         }
    203
    204         try {
    205             testStatistic.tTest(sampleStats1, sampleStats2, .95);
    206             fail("alpha out of range, IllegalArgumentException expected");
    207         } catch (IllegalArgumentException ex) {
    208             // expected
    209         }
    210
    211         try {
    212             testStatistic.tTest(sample1, tooShortObs, .01);
    213             fail("insufficient data, IllegalArgumentException expected");
    214         } catch (IllegalArgumentException ex) {
    215             // expected
    216         }
    217
    218         try {
    219             testStatistic.tTest(sampleStats1, tooShortStats, .01);
    220             fail("insufficient data, IllegalArgumentException expected");
    221         } catch (IllegalArgumentException ex) {
    222             // expected
    223         }
    224
    225         try {
    226             testStatistic.tTest(sample1, tooShortObs);
    227             fail("insufficient data, IllegalArgumentException expected");
    228         } catch (IllegalArgumentException ex) {
    229            // expected
    230         }
    231
    232         try {
    233             testStatistic.tTest(sampleStats1, tooShortStats);
    234             fail("insufficient data, IllegalArgumentException expected");
    235         } catch (IllegalArgumentException ex) {
    236             // expected
    237         }
    238
    239         try {
    240             testStatistic.t(sample1, tooShortObs);
    241             fail("insufficient data, IllegalArgumentException expected");
    242         } catch (IllegalArgumentException ex) {
    243             // expected
    244         }
    245
    246         try {
    247             testStatistic.t(sampleStats1, tooShortStats);
    248             fail("insufficient data, IllegalArgumentException expected");
    249         } catch (IllegalArgumentException ex) {
    250            // expected
    251         }
    252     }
    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 = 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 {
    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 {
    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 }