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From pste...@apache.org
Subject svn commit: r1527777 - in /commons/proper/math/trunk/src: changes/ main/java/org/apache/commons/math3/stat/inference/ test/java/org/apache/commons/math3/stat/inference/
Date Mon, 30 Sep 2013 20:54:28 GMT
Author: psteitz
Date: Mon Sep 30 20:54:28 2013
New Revision: 1527777

URL: http://svn.apache.org/r1527777
Log:
Added exact binomial test implementation.
Contributed by Thorsten Schaefer
JIRA: MATH-1034

Added:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/AlternativeHypothesis.java
    commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/BinomialTest.java
    commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/BinomialTestTest.java
Modified:
    commons/proper/math/trunk/src/changes/changes.xml

Modified: commons/proper/math/trunk/src/changes/changes.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/changes/changes.xml?rev=1527777&r1=1527776&r2=1527777&view=diff
==============================================================================
--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Mon Sep 30 20:54:28 2013
@@ -51,6 +51,9 @@ If the output is not quite correct, chec
   </properties>
   <body>
     <release version="x.y" date="TBD" description="TBD">
+      <action dev="psteitz" type="add" issue="MATH-1034" due-to="Thorsten Schaefer">
+        Added exact binomial test implementation.
+      </action>
       <action dev="tn" type="add" issue="MATH-1018" due-to="Ajo Fod">
         Added overloaded constructors for subclasses of "RealDistribution" implementations
         which do not require an explicit "inverseCumulativeAccuracy". The default accuracy
will

Added: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/AlternativeHypothesis.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/AlternativeHypothesis.java?rev=1527777&view=auto
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/AlternativeHypothesis.java
(added)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/AlternativeHypothesis.java
Mon Sep 30 20:54:28 2013
@@ -0,0 +1,41 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math3.stat.inference;
+
+/**
+ * Represents an alternative hypothesis for a hypothesis test.
+ *
+ * @version $Id$
+ * @since 3.3
+ */
+public enum AlternativeHypothesis {
+
+    /**
+     * Represents a two-sided test. H0: p=p0, H1: p &ne; p0
+     */
+    TWO_SIDED,
+
+    /**
+     * Represents a right-sided test. H0: p &le; p0, H1: p &gt; p0.
+     */
+    GREATER_THAN,
+
+    /**
+     * Represents a left-sided test. H0: p &ge; p0, H1: p &lt; p0.
+     */
+    LESS_THAN
+}

Added: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/BinomialTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/BinomialTest.java?rev=1527777&view=auto
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/BinomialTest.java
(added)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/BinomialTest.java
Mon Sep 30 20:54:28 2013
@@ -0,0 +1,165 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math3.stat.inference;
+
+import org.apache.commons.math3.distribution.BinomialDistribution;
+import org.apache.commons.math3.exception.MathIllegalArgumentException;
+import org.apache.commons.math3.exception.MathInternalError;
+import org.apache.commons.math3.exception.NotPositiveException;
+import org.apache.commons.math3.exception.NullArgumentException;
+import org.apache.commons.math3.exception.OutOfRangeException;
+import org.apache.commons.math3.exception.util.LocalizedFormats;
+
+/**
+ * Implements binomial test statistics.
+ *
+ * <p>
+ * Exact test for the statistical significance of deviations from a
+ * theoretically expected distribution of observations into two categories.
+ * </p>
+ *
+ * @see <a href="http://en.wikipedia.org/wiki/Binomial_test">Binomial test (Wikipedia)</a>
+ * @version $Id$
+ * @since 3.3
+ */
+public class BinomialTest {
+
+    /**
+     * Returns whether the null hypothesis can be rejected with the given
+     * confidence level.
+     *
+     * <p>
+     * <strong>Preconditions</strong>:
+     * <ul>
+     * <li>Number of trials must be &ge; 0.</li>
+     * <li>Number of successes must be &ge; 0.</li>
+     * <li>Number of successes must be &le; number of trials.</li>
+     * <li>Probability must be &ge; 0 and &le; 1.
+     * </ul>
+     * </p>
+     *
+     * @param numberOfTrials number of trials performed
+     * @param numberOfSuccesses number of successes observed
+     * @param probability assumed probability of a single trial under the null hypothesis
+     * @param alternativeHypothesis type of hypothesis being evaluated (one- or two-sided)
+     * @param confidenceLevel confidence level of the test
+     * @return true if the null hypothesis can be rejected with confidence {@code confidenceLevel}
+     * @throws NotPositiveException if {@code numberOfTrials} or {@code numberOfSuccesses}
+     * is negative
+     * @throws OutOfRangeException if {@code probability} is not between 0 and 1
+     * @throws MathIllegalArgumentException if
+     * {@code numberOfTrials} &lt; {@code numberOfSuccesses} or if {@code alternateHypothesis}
+     * is null.
+     * @see AlternativeHypothesis
+     */
+    public boolean binomialTest(int numberOfTrials, int numberOfSuccesses, double probability,
+        AlternativeHypothesis alternativeHypothesis, double confidenceLevel) {
+        double pValue = binomialTest(numberOfTrials, numberOfSuccesses, probability, alternativeHypothesis);
+        return pValue < 1 - confidenceLevel;
+    }
+
+    /**
+     * Returns the <i>observed significance level</i>, or <a href=
+     * "http://www.cas.lancs.ac.uk/glossary_v1.1/hyptest.html#pvalue">
+     * p-value</a>, associated with a <a
+     * href="http://en.wikipedia.org/wiki/Binomial_test"> Binomial test</a>.
+     * <p>
+     * The number returned is the smallest significance level at which one can
+     * reject the null hypothesis. The form of the hypothesis depends on
+     * {@code alternativeHypothesis}.
+     * </p>
+     * <p>
+     * <strong>Preconditions</strong>:
+     * <ul>
+     * <li>Number of trials must be &ge; 0.</li>
+     * <li>Number of successes must be &ge; 0.</li>
+     * <li>Number of successes must be &le; number of trials.</li>
+     * <li>Probability must be &ge; 0 and &le; 1.
+     * </ul>
+     * </p>
+     *
+     * @param numberOfTrials number of trials performed
+     * @param numberOfSuccesses number of successes observed
+     * @param probability assumed probability of a single trial under the null hypothesis
+     * @param alternativeHypothesis type of hypothesis being evaluated (one- or two-sided)
+     * @return p-value
+     * @throws NotPositiveException if {@code numberOfTrials} or {@code numberOfSuccesses}
+     * is negative
+     * @throws OutOfRangeException if {@code probability} is not between 0 and 1
+     * @throws MathIllegalArgumentException if
+     * {@code numberOfTrials} &lt; {@code numberOfSuccesses} or if {@code alternateHypothesis}
+     * is null.
+     * @see AlternativeHypothesis
+     */
+    public double binomialTest(int numberOfTrials, int numberOfSuccesses, double probability,
+    AlternativeHypothesis alternativeHypothesis) {
+        if (numberOfTrials < 0) {
+            throw new NotPositiveException(numberOfTrials);
+        }
+        if (numberOfSuccesses < 0) {
+            throw new NotPositiveException(numberOfSuccesses);
+        }
+        if (probability < 0 || probability > 1) {
+            throw new OutOfRangeException(probability, 0, 1);
+        }
+        if (numberOfTrials < numberOfSuccesses) {
+            throw new MathIllegalArgumentException(
+                LocalizedFormats.BINOMIAL_INVALID_PARAMETERS_ORDER,
+                numberOfTrials, numberOfSuccesses);
+        }
+        if (alternativeHypothesis == null) {
+            throw new NullArgumentException();
+        }
+
+        final BinomialDistribution distribution = new BinomialDistribution(numberOfTrials,
probability);
+        switch (alternativeHypothesis) {
+        case GREATER_THAN:
+            return 1 - distribution.cumulativeProbability(numberOfSuccesses - 1);
+        case LESS_THAN:
+            return distribution.cumulativeProbability(numberOfSuccesses);
+        case TWO_SIDED:
+            int criticalValueLow = 0;
+            int criticalValueHigh = numberOfTrials;
+            double pTotal = 0;
+
+            while (true) {
+                double pLow = distribution.probability(criticalValueLow);
+                double pHigh = distribution.probability(criticalValueHigh);
+
+                if (pLow == pHigh) {
+                    pTotal += 2 * pLow;
+                    criticalValueLow++;
+                    criticalValueHigh--;
+                } else if (pLow < pHigh) {
+                    pTotal += pLow;
+                    criticalValueLow++;
+                } else {
+                    pTotal += pHigh;
+                    criticalValueHigh--;
+                }
+
+                if (criticalValueLow > numberOfSuccesses || criticalValueHigh < numberOfSuccesses)
{
+                    break;
+                }
+            }
+            return pTotal;
+        default:
+            throw new MathInternalError(LocalizedFormats. OUT_OF_RANGE_SIMPLE, alternativeHypothesis,
+                      AlternativeHypothesis.TWO_SIDED, AlternativeHypothesis.LESS_THAN);
+        }
+    }
+}

Added: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/BinomialTestTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/BinomialTestTest.java?rev=1527777&view=auto
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/BinomialTestTest.java
(added)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/BinomialTestTest.java
Mon Sep 30 20:54:28 2013
@@ -0,0 +1,84 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math3.stat.inference;
+
+import org.apache.commons.math3.exception.MathIllegalArgumentException;
+import org.apache.commons.math3.exception.NotPositiveException;
+import org.junit.Assert;
+import org.junit.Test;
+
+/**
+ * Test cases for the BinomialTest class.
+ */
+
+public class BinomialTestTest {
+
+    protected BinomialTest testStatistic = new BinomialTest();
+
+    private static int successes = 51;
+    private static int trials = 235;
+    private static double probability = 1.0 / 6.0;
+
+    @Test
+    public void testBinomialTestPValues() {
+        Assert.assertEquals(0.04375, testStatistic.binomialTest(
+            trials, successes, probability, AlternativeHypothesis.TWO_SIDED), 1E-4);
+        Assert.assertEquals(0.02654, testStatistic.binomialTest(
+            trials, successes, probability, AlternativeHypothesis.GREATER_THAN), 1E-4);
+        Assert.assertEquals(0.982, testStatistic.binomialTest(
+            trials, successes, probability, AlternativeHypothesis.LESS_THAN), 1E-4);
+    }
+
+    @Test
+    public void testBinomialTestExceptions() {
+        try {
+            testStatistic.binomialTest(10, -1, 0.5, AlternativeHypothesis.TWO_SIDED);
+            Assert.fail("Expected not positive exception");
+        } catch (NotPositiveException e) {
+            // expected exception;
+        }
+
+        try {
+            testStatistic.binomialTest(10, 11, 0.5, AlternativeHypothesis.TWO_SIDED);
+            Assert.fail("Expected illegal argument exception");
+        } catch (MathIllegalArgumentException e) {
+            // expected exception;
+        }
+        try {
+            testStatistic.binomialTest(10, 11, 0.5, null);
+            Assert.fail("Expected illegal argument exception");
+        } catch (MathIllegalArgumentException e) {
+            // expected exception;
+        }
+
+    }
+
+    @Test
+    public void testBinomialTestAcceptReject() {
+        double confidenceLevel95 = 0.95;
+        double confidenceLevel99 = 0.99;
+
+        Assert.assertTrue(testStatistic.binomialTest(trials, successes, probability, AlternativeHypothesis.TWO_SIDED,
confidenceLevel95));
+        Assert.assertTrue(testStatistic.binomialTest(trials, successes, probability, AlternativeHypothesis.GREATER_THAN,
confidenceLevel95));
+        Assert.assertFalse(testStatistic.binomialTest(trials, successes, probability, AlternativeHypothesis.LESS_THAN,
confidenceLevel95));
+
+        Assert.assertFalse(testStatistic.binomialTest(trials, successes, probability, AlternativeHypothesis.TWO_SIDED,
confidenceLevel99));
+        Assert.assertFalse(testStatistic.binomialTest(trials, successes, probability, AlternativeHypothesis.GREATER_THAN,
confidenceLevel99));
+        Assert.assertFalse(testStatistic.binomialTest(trials, successes, probability, AlternativeHypothesis.LESS_THAN,
confidenceLevel95));
+
+    }
+}



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