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    1   /*
    2    * Copyright 2004 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 org.apache.commons.math.MathException;
    19
    20  /***
    21   * An interface for Chi-Square tests.
    22   *
    23   * @version $Revision: 155427 $ $Date: 2005-02-26 06:11:52 -0700 (Sat, 26 Feb 2005) $
    24   */
    25  public interface ChiSquareTest {
    26
    27       /***
    28       * Computes the <a href="http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm">
    29       * Chi-Square statistic</a> comparing <code>observed</code> and <code>expected</code>
    30       * freqeuncy counts.
    31       * <p>
    32       * This statistic can be used to perform a Chi-Square test evaluating the null hypothesis that
    33       *  the observed counts follow the expected distribution.
    34       * <p>
    35       * <strong>Preconditions</strong>: <ul>
    36       * <li>Expected counts must all be positive.
    37       * </li>
    38       * <li>Observed counts must all be >= 0.
    39       * </li>
    40       * <li>The observed and expected arrays must have the same length and
    41       * their common length must be at least 2.
    42       * </li></ul><p>
    43       * If any of the preconditions are not met, an
    44       * <code>IllegalArgumentException</code> is thrown.
    45       *
    46       * @param observed array of observed frequency counts
    47       * @param expected array of expected frequency counts
    48       * @return chiSquare statistic
    49       * @throws IllegalArgumentException if preconditions are not met
    50       */
    51      double chiSquare(double[] expected, long[] observed)
    52          throws IllegalArgumentException;
    53
    54      /***
    55       * Returns the <i>observed significance level</i>, or <a href=
    56       * "http://www.cas.lancs.ac.uk/glossary_v1.1/hyptest.html#pvalue">
    57       * p-value</a>, associated with a
    58       * <a href="http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm">
    59       * Chi-square goodness of fit test</a> comparing the <code>observed</code>
    60       * frequency counts to those in the <code>expected</code> array.
    61       * <p>
    62       * The number returned is the smallest significance level at which one can reject
    63       * the null hypothesis that the observed counts conform to the frequency distribution
    64       * described by the expected counts.
    65       * <p>
    66       * <strong>Preconditions</strong>: <ul>
    67       * <li>Expected counts must all be positive.
    68       * </li>
    69       * <li>Observed counts must all be >= 0.
    70       * </li>
    71       * <li>The observed and expected arrays must have the same length and
    72       * their common length must be at least 2.
    73       * </li></ul><p>
    74       * If any of the preconditions are not met, an
    75       * <code>IllegalArgumentException</code> is thrown.
    76       *
    77       * @param observed array of observed frequency counts
    78       * @param expected array of expected frequency counts
    79       * @return p-value
    80       * @throws IllegalArgumentException if preconditions are not met
    81       * @throws MathException if an error occurs computing the p-value
    82       */
    83      double chiSquareTest(double[] expected, long[] observed)
    84          throws IllegalArgumentException, MathException;
    85
    86      /***
    87       * Performs a <a href="http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm">
    88       * Chi-square goodness of fit test</a> evaluating the null hypothesis that the observed counts
    89       * conform to the frequency distribution described by the expected counts, with
    90       * significance level <code>alpha</code>.  Returns true iff the null hypothesis can be rejected
    91       * with 100 * (1 - alpha) percent confidence.
    92       * <p>
    93       * <strong>Example:</strong><br>
    94       * To test the hypothesis that <code>observed</code> follows
    95       * <code>expected</code> at the 99% level, use <p>
    96       * <code>chiSquareTest(expected, observed, 0.01) </code>
    97       * <p>
    98       * <strong>Preconditions</strong>: <ul>
    99       * <li>Expected counts must all be positive.
    100      * </li>
    101      * <li>Observed counts must all be >= 0.
    102      * </li>
    103      * <li>The observed and expected arrays must have the same length and
    104      * their common length must be at least 2.
    105      * <li> <code> 0 < alpha < 0.5 </code>
    106      * </li></ul><p>
    107      * If any of the preconditions are not met, an
    108      * <code>IllegalArgumentException</code> is thrown.
    109      *
    110      * @param observed array of observed frequency counts
    111      * @param expected array of expected frequency counts
    112      * @param alpha significance level of the test
    113      * @return true iff null hypothesis can be rejected with confidence
    114      * 1 - alpha
    115      * @throws IllegalArgumentException if preconditions are not met
    116      * @throws MathException if an error occurs performing the test
    117      */
    118     boolean chiSquareTest(double[] expected, long[] observed, double alpha)
    119         throws IllegalArgumentException, MathException;
    120
    121     /***
    122      *  Computes the Chi-Square statistic associated with a
    123      * <a href="http://www.itl.nist.gov/div898/handbook/prc/section4/prc45.htm">
    124      *  chi-square test of independence</a> based on the input <code>counts</code>
    125      *  array, viewed as a two-way table.
    126      * <p>
    127      * The rows of the 2-way table are <code>count[0], ... , count[count.length - 1] </code>
    128      * <p>
    129      * <strong>Preconditions</strong>: <ul>
    130      * <li>All counts must be >= 0.
    131      * </li>
    132      * <li>The count array must be rectangular (i.e. all count[i] subarrays must have the same length).
    133      * </li>
    134      * <li>The 2-way table represented by <code>counts</code> must have at least 2 columns and
    135      *        at least 2 rows.
    136      * </li>
    137      * </li></ul><p>
    138      * If any of the preconditions are not met, an
    139      * <code>IllegalArgumentException</code> is thrown.
    140      *
    141      * @param counts array representation of 2-way table
    142      * @return chiSquare statistic
    143      * @throws IllegalArgumentException if preconditions are not met
    144      */
    145     double chiSquare(long[][] counts)
    146     throws IllegalArgumentException;
    147
    148     /***
    149      * Returns the <i>observed significance level</i>, or <a href=
    150      * "http://www.cas.lancs.ac.uk/glossary_v1.1/hyptest.html#pvalue">
    151      * p-value</a>, associated with a
    152      * <a href="http://www.itl.nist.gov/div898/handbook/prc/section4/prc45.htm">
    153      * chi-square test of independence</a> based on the input <code>counts</code>
    154      * array, viewed as a two-way table.
    155      * <p>
    156      * The rows of the 2-way table are <code>count[0], ... , count[count.length - 1] </code>
    157      * <p>
    158      * <strong>Preconditions</strong>: <ul>
    159      * <li>All counts must be >= 0.
    160      * </li>
    161      * <li>The count array must be rectangular (i.e. all count[i] subarrays must have the same length).
    162      * </li>
    163      * <li>The 2-way table represented by <code>counts</code> must have at least 2 columns and
    164      *        at least 2 rows.
    165      * </li>
    166      * </li></ul><p>
    167      * If any of the preconditions are not met, an
    168      * <code>IllegalArgumentException</code> is thrown.
    169      *
    170      * @param counts array representation of 2-way table
    171      * @return p-value
    172      * @throws IllegalArgumentException if preconditions are not met
    173      * @throws MathException if an error occurs computing the p-value
    174      */
    175     double chiSquareTest(long[][] counts)
    176     throws IllegalArgumentException, MathException;
    177
    178     /***
    179      * Performs a <a href="http://www.itl.nist.gov/div898/handbook/prc/section4/prc45.htm">
    180      * chi-square test of independence</a> evaluating the null hypothesis that the classifications
    181      * represented by the counts in the columns of the input 2-way table are independent of the rows,
    182      * with significance level <code>alpha</code>.  Returns true iff the null hypothesis can be rejected
    183      * with 100 * (1 - alpha) percent confidence.
    184      * <p>
    185      * The rows of the 2-way table are <code>count[0], ... , count[count.length - 1] </code>
    186      * <p>
    187      * <strong>Example:</strong><br>
    188      * To test the null hypothesis that the counts in <code>count[0], ... , count[count.length - 1] </code>
    189      *  all correspond to the same underlying probability distribution at the 99% level, use <p>
    190      * <code>chiSquareTest(counts, 0.01) </code>
    191      * <p>
    192      * <strong>Preconditions</strong>: <ul>
    193      * <li>All counts must be >= 0.
    194      * </li>
    195      * <li>The count array must be rectangular (i.e. all count[i] subarrays must have the same length).
    196      * </li>
    197      * <li>The 2-way table represented by <code>counts</code> must have at least 2 columns and
    198      *        at least 2 rows.
    199      * </li>
    200      * </li></ul><p>
    201      * If any of the preconditions are not met, an
    202      * <code>IllegalArgumentException</code> is thrown.
    203      *
    204      * @param counts array representation of 2-way table
    205      * @param alpha significance level of the test
    206      * @return true iff null hypothesis can be rejected with confidence
    207      * 1 - alpha
    208      * @throws IllegalArgumentException if preconditions are not met
    209      * @throws MathException if an error occurs performing the test
    210      */
    211     boolean chiSquareTest(long[][] counts, double alpha)
    212     throws IllegalArgumentException, MathException;
    213 }