1dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond/* 2dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Licensed to the Apache Software Foundation (ASF) under one or more 3dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * contributor license agreements. See the NOTICE file distributed with 4dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * this work for additional information regarding copyright ownership. 5dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * The ASF licenses this file to You under the Apache License, Version 2.0 6dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * (the "License"); you may not use this file except in compliance with 7dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * the License. You may obtain a copy of the License at 8dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 9dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * http://www.apache.org/licenses/LICENSE-2.0 10dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 11dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Unless required by applicable law or agreed to in writing, software 12dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * distributed under the License is distributed on an "AS IS" BASIS, 13dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * See the License for the specific language governing permissions and 15dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * limitations under the License. 16dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 17dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondpackage org.apache.commons.math.stat.inference; 18dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 19dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondimport org.apache.commons.math.MathException; 20dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondimport org.apache.commons.math.MathRuntimeException; 21dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondimport org.apache.commons.math.distribution.ChiSquaredDistribution; 22dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondimport org.apache.commons.math.distribution.ChiSquaredDistributionImpl; 23dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondimport org.apache.commons.math.exception.util.LocalizedFormats; 24dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondimport org.apache.commons.math.util.FastMath; 25dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 26dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond/** 27dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Implements Chi-Square test statistics defined in the 28dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * {@link UnknownDistributionChiSquareTest} interface. 29dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 30dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @version $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $ 31dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 32dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondpublic class ChiSquareTestImpl implements UnknownDistributionChiSquareTest { 33dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 34dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** Distribution used to compute inference statistics. */ 35dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond private ChiSquaredDistribution distribution; 36dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 37dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 38dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Construct a ChiSquareTestImpl 39dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 40dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond public ChiSquareTestImpl() { 41dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond this(new ChiSquaredDistributionImpl(1.0)); 42dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 43dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 44dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 45dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Create a test instance using the given distribution for computing 46dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * inference statistics. 47dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param x distribution used to compute inference statistics. 48dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @since 1.2 49dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 50dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond public ChiSquareTestImpl(ChiSquaredDistribution x) { 51dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond super(); 52dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond setDistribution(x); 53dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 54dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 55dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * {@inheritDoc} 56dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <p><strong>Note: </strong>This implementation rescales the 57dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <code>expected</code> array if necessary to ensure that the sum of the 58dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * expected and observed counts are equal.</p> 59dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 60dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param observed array of observed frequency counts 61dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param expected array of expected frequency counts 62dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return chi-square test statistic 63dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws IllegalArgumentException if preconditions are not met 64dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * or length is less than 2 65dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 66dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond public double chiSquare(double[] expected, long[] observed) 67dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throws IllegalArgumentException { 68dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (expected.length < 2) { 69dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 70dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.INSUFFICIENT_DIMENSION, expected.length, 2); 71dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 72dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (expected.length != observed.length) { 73dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 74dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.DIMENSIONS_MISMATCH_SIMPLE, expected.length, observed.length); 75dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 76dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond checkPositive(expected); 77dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond checkNonNegative(observed); 78dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double sumExpected = 0d; 79dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double sumObserved = 0d; 80dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int i = 0; i < observed.length; i++) { 81dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond sumExpected += expected[i]; 82dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond sumObserved += observed[i]; 83dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 84dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double ratio = 1.0d; 85dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond boolean rescale = false; 86dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (FastMath.abs(sumExpected - sumObserved) > 10E-6) { 87dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond ratio = sumObserved / sumExpected; 88dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond rescale = true; 89dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 90dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double sumSq = 0.0d; 91dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int i = 0; i < observed.length; i++) { 92dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (rescale) { 93dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond final double dev = observed[i] - ratio * expected[i]; 94dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond sumSq += dev * dev / (ratio * expected[i]); 95dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } else { 96dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond final double dev = observed[i] - expected[i]; 97dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond sumSq += dev * dev / expected[i]; 98dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 99dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 100dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond return sumSq; 101dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 102dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 103dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 104dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * {@inheritDoc} 105dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <p><strong>Note: </strong>This implementation rescales the 106dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <code>expected</code> array if necessary to ensure that the sum of the 107dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * expected and observed counts are equal.</p> 108dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 109dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param observed array of observed frequency counts 110dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param expected array of expected frequency counts 111dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return p-value 112dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws IllegalArgumentException if preconditions are not met 113dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws MathException if an error occurs computing the p-value 114dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 115dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond public double chiSquareTest(double[] expected, long[] observed) 116dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throws IllegalArgumentException, MathException { 117dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond distribution.setDegreesOfFreedom(expected.length - 1.0); 118dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond return 1.0 - distribution.cumulativeProbability( 119dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond chiSquare(expected, observed)); 120dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 121dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 122dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 123dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * {@inheritDoc} 124dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <p><strong>Note: </strong>This implementation rescales the 125dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <code>expected</code> array if necessary to ensure that the sum of the 126dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * expected and observed counts are equal.</p> 127dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 128dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param observed array of observed frequency counts 129dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param expected array of expected frequency counts 130dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param alpha significance level of the test 131dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return true iff null hypothesis can be rejected with confidence 132dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 1 - alpha 133dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws IllegalArgumentException if preconditions are not met 134dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws MathException if an error occurs performing the test 135dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 136dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond public boolean chiSquareTest(double[] expected, long[] observed, 137dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double alpha) throws IllegalArgumentException, MathException { 138dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if ((alpha <= 0) || (alpha > 0.5)) { 139dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 140dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.OUT_OF_BOUND_SIGNIFICANCE_LEVEL, 141dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond alpha, 0, 0.5); 142dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 143dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond return chiSquareTest(expected, observed) < alpha; 144dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 145dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 146dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 147dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param counts array representation of 2-way table 148dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return chi-square test statistic 149dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws IllegalArgumentException if preconditions are not met 150dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 151dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond public double chiSquare(long[][] counts) throws IllegalArgumentException { 152dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 153dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond checkArray(counts); 154dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond int nRows = counts.length; 155dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond int nCols = counts[0].length; 156dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 157dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond // compute row, column and total sums 158dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double[] rowSum = new double[nRows]; 159dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double[] colSum = new double[nCols]; 160dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double total = 0.0d; 161dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int row = 0; row < nRows; row++) { 162dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int col = 0; col < nCols; col++) { 163dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond rowSum[row] += counts[row][col]; 164dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond colSum[col] += counts[row][col]; 165dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond total += counts[row][col]; 166dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 167dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 168dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 169dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond // compute expected counts and chi-square 170dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double sumSq = 0.0d; 171dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double expected = 0.0d; 172dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int row = 0; row < nRows; row++) { 173dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int col = 0; col < nCols; col++) { 174dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond expected = (rowSum[row] * colSum[col]) / total; 175dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond sumSq += ((counts[row][col] - expected) * 176dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond (counts[row][col] - expected)) / expected; 177dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 178dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 179dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond return sumSq; 180dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 181dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 182dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 183dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param counts array representation of 2-way table 184dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return p-value 185dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws IllegalArgumentException if preconditions are not met 186dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws MathException if an error occurs computing the p-value 187dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 188dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond public double chiSquareTest(long[][] counts) 189dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throws IllegalArgumentException, MathException { 190dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond checkArray(counts); 191dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double df = ((double) counts.length -1) * ((double) counts[0].length - 1); 192dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond distribution.setDegreesOfFreedom(df); 193dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond return 1 - distribution.cumulativeProbability(chiSquare(counts)); 194dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 195dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 196dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 197dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param counts array representation of 2-way table 198dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param alpha significance level of the test 199dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return true iff null hypothesis can be rejected with confidence 200dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 1 - alpha 201dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws IllegalArgumentException if preconditions are not met 202dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws MathException if an error occurs performing the test 203dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 204dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond public boolean chiSquareTest(long[][] counts, double alpha) 205dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throws IllegalArgumentException, MathException { 206dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if ((alpha <= 0) || (alpha > 0.5)) { 207dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 208dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.OUT_OF_BOUND_SIGNIFICANCE_LEVEL, 209dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond alpha, 0.0, 0.5); 210dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 211dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond return chiSquareTest(counts) < alpha; 212dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 213dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 214dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 215dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param observed1 array of observed frequency counts of the first data set 216dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param observed2 array of observed frequency counts of the second data set 217dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return chi-square test statistic 218dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws IllegalArgumentException if preconditions are not met 219dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @since 1.2 220dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 221dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond public double chiSquareDataSetsComparison(long[] observed1, long[] observed2) 222dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throws IllegalArgumentException { 223dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 224dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond // Make sure lengths are same 225dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (observed1.length < 2) { 226dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 227dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.INSUFFICIENT_DIMENSION, observed1.length, 2); 228dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 229dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (observed1.length != observed2.length) { 230dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 231dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.DIMENSIONS_MISMATCH_SIMPLE, 232dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond observed1.length, observed2.length); 233dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 234dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 235dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond // Ensure non-negative counts 236dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond checkNonNegative(observed1); 237dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond checkNonNegative(observed2); 238dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 239dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond // Compute and compare count sums 240dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond long countSum1 = 0; 241dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond long countSum2 = 0; 242dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond boolean unequalCounts = false; 243dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double weight = 0.0; 244dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int i = 0; i < observed1.length; i++) { 245dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond countSum1 += observed1[i]; 246dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond countSum2 += observed2[i]; 247dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 248dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond // Ensure neither sample is uniformly 0 249dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (countSum1 == 0) { 250dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 251dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.OBSERVED_COUNTS_ALL_ZERO, 1); 252dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 253dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (countSum2 == 0) { 254dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 255dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.OBSERVED_COUNTS_ALL_ZERO, 2); 256dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 257dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond // Compare and compute weight only if different 258dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond unequalCounts = countSum1 != countSum2; 259dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (unequalCounts) { 260dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond weight = FastMath.sqrt((double) countSum1 / (double) countSum2); 261dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 262dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond // Compute ChiSquare statistic 263dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double sumSq = 0.0d; 264dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double dev = 0.0d; 265dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double obs1 = 0.0d; 266dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double obs2 = 0.0d; 267dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int i = 0; i < observed1.length; i++) { 268dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (observed1[i] == 0 && observed2[i] == 0) { 269dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 270dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.OBSERVED_COUNTS_BOTTH_ZERO_FOR_ENTRY, i); 271dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } else { 272dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond obs1 = observed1[i]; 273dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond obs2 = observed2[i]; 274dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (unequalCounts) { // apply weights 275dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond dev = obs1/weight - obs2 * weight; 276dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } else { 277dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond dev = obs1 - obs2; 278dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 279dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond sumSq += (dev * dev) / (obs1 + obs2); 280dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 281dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 282dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond return sumSq; 283dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 284dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 285dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 286dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param observed1 array of observed frequency counts of the first data set 287dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param observed2 array of observed frequency counts of the second data set 288dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return p-value 289dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws IllegalArgumentException if preconditions are not met 290dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws MathException if an error occurs computing the p-value 291dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @since 1.2 292dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 293dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond public double chiSquareTestDataSetsComparison(long[] observed1, long[] observed2) 294dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throws IllegalArgumentException, MathException { 295dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond distribution.setDegreesOfFreedom((double) observed1.length - 1); 296dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond return 1 - distribution.cumulativeProbability( 297dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond chiSquareDataSetsComparison(observed1, observed2)); 298dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 299dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 300dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 301dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param observed1 array of observed frequency counts of the first data set 302dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param observed2 array of observed frequency counts of the second data set 303dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param alpha significance level of the test 304dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return true iff null hypothesis can be rejected with confidence 305dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 1 - alpha 306dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws IllegalArgumentException if preconditions are not met 307dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws MathException if an error occurs performing the test 308dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @since 1.2 309dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 310dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond public boolean chiSquareTestDataSetsComparison(long[] observed1, long[] observed2, 311dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double alpha) throws IllegalArgumentException, MathException { 312dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if ((alpha <= 0) || (alpha > 0.5)) { 313dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 314dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.OUT_OF_BOUND_SIGNIFICANCE_LEVEL, 315dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond alpha, 0.0, 0.5); 316dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 317dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond return chiSquareTestDataSetsComparison(observed1, observed2) < alpha; 318dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 319dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 320dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 321dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Checks to make sure that the input long[][] array is rectangular, 322dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * has at least 2 rows and 2 columns, and has all non-negative entries, 323dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * throwing IllegalArgumentException if any of these checks fail. 324dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 325dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param in input 2-way table to check 326dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws IllegalArgumentException if the array is not valid 327dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 328dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond private void checkArray(long[][] in) throws IllegalArgumentException { 329dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 330dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (in.length < 2) { 331dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 332dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.INSUFFICIENT_DIMENSION, in.length, 2); 333dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 334dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 335dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (in[0].length < 2) { 336dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 337dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.INSUFFICIENT_DIMENSION, in[0].length, 2); 338dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 339dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 340dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond checkRectangular(in); 341dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond checkNonNegative(in); 342dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 343dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 344dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 345dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond //--------------------- Private array methods -- should find a utility home for these 346dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 347dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 348dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Throws IllegalArgumentException if the input array is not rectangular. 349dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 350dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param in array to be tested 351dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws NullPointerException if input array is null 352dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @throws IllegalArgumentException if input array is not rectangular 353dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 354dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond private void checkRectangular(long[][] in) { 355dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int i = 1; i < in.length; i++) { 356dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (in[i].length != in[0].length) { 357dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 358dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.DIFFERENT_ROWS_LENGTHS, 359dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond in[i].length, in[0].length); 360dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 361dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 362dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 363dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 364dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 365dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Check all entries of the input array are > 0. 366dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 367dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param in array to be tested 368dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @exception IllegalArgumentException if one entry is not positive 369dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 370dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond private void checkPositive(double[] in) throws IllegalArgumentException { 371dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int i = 0; i < in.length; i++) { 372dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (in[i] <= 0) { 373dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 374dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.NOT_POSITIVE_ELEMENT_AT_INDEX, 375dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond i, in[i]); 376dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 377dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 378dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 379dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 380dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 381dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Check all entries of the input array are >= 0. 382dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 383dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param in array to be tested 384dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @exception IllegalArgumentException if one entry is negative 385dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 386dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond private void checkNonNegative(long[] in) throws IllegalArgumentException { 387dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int i = 0; i < in.length; i++) { 388dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (in[i] < 0) { 389dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 390dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.NEGATIVE_ELEMENT_AT_INDEX, 391dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond i, in[i]); 392dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 393dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 394dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 395dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 396dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 397dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Check all entries of the input array are >= 0. 398dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 399dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param in array to be tested 400dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @exception IllegalArgumentException if one entry is negative 401dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 402dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond private void checkNonNegative(long[][] in) throws IllegalArgumentException { 403dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int i = 0; i < in.length; i ++) { 404dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond for (int j = 0; j < in[i].length; j++) { 405dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond if (in[i][j] < 0) { 406dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throw MathRuntimeException.createIllegalArgumentException( 407dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond LocalizedFormats.NEGATIVE_ELEMENT_AT_2D_INDEX, 408dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond i, j, in[i][j]); 409dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 410dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 411dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 412dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 413dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 414dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 415dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Modify the distribution used to compute inference statistics. 416dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 417dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param value 418dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * the new distribution 419dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @since 1.2 420dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 421dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond public void setDistribution(ChiSquaredDistribution value) { 422dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond distribution = value; 423dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond } 424dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond} 425