@Test
public void testOneSampleTTest() {
double[] oneSidedP = {
2d, 0d, 6d, 6d, 3d, 3d, 2d, 3d, -6d, 6d, 6d, 6d, 3d, 0d, 1d, 1d, 0d, 2d, 3d, 3d
};
SummaryStatistics oneSidedPStats = new SummaryStatistics();
for (int i = 0; i < oneSidedP.length; i++) {
oneSidedPStats.addValue(oneSidedP[i]);
}
// Target comparison values computed using R version 1.8.1 (Linux version)
Assert.assertEquals("one sample t stat", 3.86485535541, TestUtils.t(0d, oneSidedP), 10E-10);
Assert.assertEquals("one sample t stat", 3.86485535541, TestUtils.t(0d, oneSidedPStats), 1E-10);
Assert.assertEquals(
"one sample p value", 0.000521637019637, TestUtils.tTest(0d, oneSidedP) / 2d, 10E-10);
Assert.assertEquals(
"one sample p value", 0.000521637019637, TestUtils.tTest(0d, oneSidedPStats) / 2d, 10E-5);
Assert.assertTrue("one sample t-test reject", TestUtils.tTest(0d, oneSidedP, 0.01));
Assert.assertTrue("one sample t-test reject", TestUtils.tTest(0d, oneSidedPStats, 0.01));
Assert.assertTrue("one sample t-test accept", !TestUtils.tTest(0d, oneSidedP, 0.0001));
Assert.assertTrue("one sample t-test accept", !TestUtils.tTest(0d, oneSidedPStats, 0.0001));
try {
TestUtils.tTest(0d, oneSidedP, 95);
Assert.fail("alpha out of range, OutOfRangeException expected");
} catch (OutOfRangeException ex) {
// expected
}
try {
TestUtils.tTest(0d, oneSidedPStats, 95);
Assert.fail("alpha out of range, OutOfRangeException expected");
} catch (OutOfRangeException ex) {
// expected
}
}
@Test
public void testSmallSamples() {
double[] sample1 = {1d, 3d};
double[] sample2 = {4d, 5d};
// Target values computed using R, version 1.8.1 (linux version)
Assert.assertEquals(-2.2360679775, TestUtils.t(sample1, sample2), 1E-10);
Assert.assertEquals(0.198727388935, TestUtils.tTest(sample1, sample2), 1E-10);
}
@Test
public void testTwoSampleTHeterscedastic() {
double[] sample1 = {7d, -4d, 18d, 17d, -3d, -5d, 1d, 10d, 11d, -2d};
double[] sample2 = {-1d, 12d, -1d, -3d, 3d, -5d, 5d, 2d, -11d, -1d, -3d};
SummaryStatistics sampleStats1 = new SummaryStatistics();
for (int i = 0; i < sample1.length; i++) {
sampleStats1.addValue(sample1[i]);
}
SummaryStatistics sampleStats2 = new SummaryStatistics();
for (int i = 0; i < sample2.length; i++) {
sampleStats2.addValue(sample2[i]);
}
// Target comparison values computed using R version 1.8.1 (Linux version)
Assert.assertEquals(
"two sample heteroscedastic t stat", 1.60371728768, TestUtils.t(sample1, sample2), 1E-10);
Assert.assertEquals(
"two sample heteroscedastic t stat",
1.60371728768,
TestUtils.t(sampleStats1, sampleStats2),
1E-10);
Assert.assertEquals(
"two sample heteroscedastic p value",
0.128839369622,
TestUtils.tTest(sample1, sample2),
1E-10);
Assert.assertEquals(
"two sample heteroscedastic p value",
0.128839369622,
TestUtils.tTest(sampleStats1, sampleStats2),
1E-10);
Assert.assertTrue(
"two sample heteroscedastic t-test reject", TestUtils.tTest(sample1, sample2, 0.2));
Assert.assertTrue(
"two sample heteroscedastic t-test reject",
TestUtils.tTest(sampleStats1, sampleStats2, 0.2));
Assert.assertTrue(
"two sample heteroscedastic t-test accept", !TestUtils.tTest(sample1, sample2, 0.1));
Assert.assertTrue(
"two sample heteroscedastic t-test accept",
!TestUtils.tTest(sampleStats1, sampleStats2, 0.1));
try {
TestUtils.tTest(sample1, sample2, .95);
Assert.fail("alpha out of range, OutOfRangeException expected");
} catch (OutOfRangeException ex) {
// expected
}
try {
TestUtils.tTest(sampleStats1, sampleStats2, .95);
Assert.fail("alpha out of range, OutOfRangeException expected");
} catch (OutOfRangeException ex) {
// expected
}
try {
TestUtils.tTest(sample1, tooShortObs, .01);
Assert.fail("insufficient data, NumberIsTooSmallException expected");
} catch (NumberIsTooSmallException ex) {
// expected
}
try {
TestUtils.tTest(sampleStats1, (SummaryStatistics) null, .01);
Assert.fail("insufficient data, NullArgumentException expected");
} catch (NullArgumentException ex) {
// expected
}
try {
TestUtils.tTest(sample1, tooShortObs);
Assert.fail("insufficient data, NumberIsTooSmallException expected");
} catch (NumberIsTooSmallException ex) {
// expected
}
try {
TestUtils.tTest(sampleStats1, (SummaryStatistics) null);
Assert.fail("insufficient data, NullArgumentException expected");
} catch (NullArgumentException ex) {
// expected
}
try {
TestUtils.t(sample1, tooShortObs);
Assert.fail("insufficient data, NumberIsTooSmallException expected");
} catch (NumberIsTooSmallException ex) {
// expected
}
try {
TestUtils.t(sampleStats1, (SummaryStatistics) null);
Assert.fail("insufficient data, NullArgumentException expected");
} catch (NullArgumentException ex) {
// expected
}
}
@Test
public void testOneSampleT() {
double[] observed = {
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
};
double mu = 100.0;
SummaryStatistics sampleStats = null;
sampleStats = new SummaryStatistics();
for (int i = 0; i < observed.length; i++) {
sampleStats.addValue(observed[i]);
}
// Target comparison values computed using R version 1.8.1 (Linux version)
Assert.assertEquals("t statistic", -2.81976445346, TestUtils.t(mu, observed), 10E-10);
Assert.assertEquals("t statistic", -2.81976445346, TestUtils.t(mu, sampleStats), 10E-10);
Assert.assertEquals("p value", 0.0136390585873, TestUtils.tTest(mu, observed), 10E-10);
Assert.assertEquals("p value", 0.0136390585873, TestUtils.tTest(mu, sampleStats), 10E-10);
try {
TestUtils.t(mu, (double[]) null);
Assert.fail("arguments too short, NullArgumentException expected");
} catch (NullArgumentException ex) {
// expected
}
try {
TestUtils.t(mu, (SummaryStatistics) null);
Assert.fail("arguments too short, NullArgumentException expected");
} catch (NullArgumentException ex) {
// expected
}
try {
TestUtils.t(mu, emptyObs);
Assert.fail("arguments too short, NumberIsTooSmallException expected");
} catch (NumberIsTooSmallException ex) {
// expected
}
try {
TestUtils.t(mu, emptyStats);
Assert.fail("arguments too short, NumberIsTooSmallException expected");
} catch (NumberIsTooSmallException ex) {
// expected
}
try {
TestUtils.t(mu, tooShortObs);
Assert.fail("insufficient data to compute t statistic, NumberIsTooSmallException expected");
} catch (NumberIsTooSmallException ex) {
// expected
}
try {
TestUtils.tTest(mu, tooShortObs);
Assert.fail("insufficient data to perform t test, NumberIsTooSmallException expected");
} catch (NumberIsTooSmallException ex) {
// expected
}
try {
TestUtils.t(mu, (SummaryStatistics) null);
Assert.fail("insufficient data to compute t statistic, NullArgumentException expected");
} catch (NullArgumentException ex) {
// expected
}
try {
TestUtils.tTest(mu, (SummaryStatistics) null);
Assert.fail("insufficient data to perform t test, NullArgumentException expected");
} catch (NullArgumentException ex) {
// expected
}
}
