001    /*
002     * Licensed to the Apache Software Foundation (ASF) under one or more
003     * contributor license agreements.  See the NOTICE file distributed with
004     * this work for additional information regarding copyright ownership.
005     * The ASF licenses this file to You under the Apache License, Version 2.0
006     * (the "License"); you may not use this file except in compliance with
007     * the License.  You may obtain a copy of the License at
008     * 
009     *      http://www.apache.org/licenses/LICENSE-2.0
010     * 
011     * Unless required by applicable law or agreed to in writing, software
012     * distributed under the License is distributed on an "AS IS" BASIS,
013     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014     * See the License for the specific language governing permissions and
015     * limitations under the License.
016     */
017    package org.apache.commons.math.stat.inference;
018    
019    import junit.framework.Test;
020    import junit.framework.TestCase;
021    import junit.framework.TestSuite;
022    
023    import org.apache.commons.math.stat.descriptive.SummaryStatistics;
024    /**
025     * Test cases for the TTestImpl class.
026     *
027     * @version $Revision: 762087 $ $Date: 2009-04-05 10:20:18 -0400 (Sun, 05 Apr 2009) $
028     */
029    
030    public class TTestTest extends TestCase {
031    
032        protected TTest testStatistic = new TTestImpl();
033        
034        private double[] tooShortObs = { 1.0 };
035        private double[] emptyObs = {};
036        private SummaryStatistics emptyStats = new SummaryStatistics();  
037       SummaryStatistics tooShortStats = null;  
038    
039        public TTestTest(String name) {
040            super(name);
041        }
042    
043        @Override
044        public void setUp() {
045            tooShortStats = new SummaryStatistics();
046            tooShortStats.addValue(0d);
047        }
048    
049        public static Test suite() {
050            TestSuite suite = new TestSuite(TTestTest.class);
051            suite.setName("TestStatistic Tests");
052            return suite;
053        }
054    
055        public void testOneSampleT() throws Exception {
056            double[] observed =
057                {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 };
058            double mu = 100.0;
059            SummaryStatistics sampleStats = null;
060            sampleStats = new SummaryStatistics();
061            for (int i = 0; i < observed.length; i++) {
062                sampleStats.addValue(observed[i]);
063            }
064    
065            // Target comparison values computed using R version 1.8.1 (Linux version)
066            assertEquals("t statistic",  -2.81976445346,
067                    testStatistic.t(mu, observed), 10E-10);
068            assertEquals("t statistic",  -2.81976445346,
069                    testStatistic.t(mu, sampleStats), 10E-10);
070            assertEquals("p value", 0.0136390585873,
071                    testStatistic.tTest(mu, observed), 10E-10);
072            assertEquals("p value", 0.0136390585873,
073                    testStatistic.tTest(mu, sampleStats), 10E-10);
074    
075            try {
076                testStatistic.t(mu, (double[]) null);
077                fail("arguments too short, IllegalArgumentException expected");
078            } catch (IllegalArgumentException ex) {
079                // expected
080            }
081    
082            try {
083                testStatistic.t(mu, (SummaryStatistics) null);
084                fail("arguments too short, IllegalArgumentException expected");
085            } catch (IllegalArgumentException ex) {
086                // expected
087            }
088    
089            try {
090                testStatistic.t(mu, emptyObs);
091                fail("arguments too short, IllegalArgumentException expected");
092            } catch (IllegalArgumentException ex) {
093                // expected
094            }
095     
096            try {
097                testStatistic.t(mu, emptyStats);
098                fail("arguments too short, IllegalArgumentException expected");
099            } 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                // expected
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                // expected
121            }
122            try {
123                testStatistic.tTest(mu, tooShortStats);
124                fail("insufficient data to perform t test, IllegalArgumentException expected");
125            } catch (IllegalArgumentException ex) {
126                // expected
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 = new SummaryStatistics();    
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                // expected
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 = new SummaryStatistics();  
171            for (int i = 0; i < sample1.length; i++) {
172                sampleStats1.addValue(sample1[i]);
173            }
174            SummaryStatistics sampleStats2 = new SummaryStatistics();    
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 = new SummaryStatistics();  
257            for (int i = 0; i < sample1.length; i++) {
258                sampleStats1.addValue(sample1[i]);
259            }
260            SummaryStatistics sampleStats2 = new SummaryStatistics();    
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    
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));    
298        }
299    }