diff --git a/README.md b/README.md index 36e15e6f02..5ab9df09f3 100644 --- a/README.md +++ b/README.md @@ -67,7 +67,7 @@ Alternatively you can pull it from the central Maven repositories: org.apache.commons commons-math3 - 3.5 + 3.6.1 ``` diff --git a/src/main/java/org/apache/commons/math4/stat/inference/MannWhitneyUTest.java b/src/main/java/org/apache/commons/math4/stat/inference/MannWhitneyUTest.java index abe4183c44..716627f4ca 100644 --- a/src/main/java/org/apache/commons/math4/stat/inference/MannWhitneyUTest.java +++ b/src/main/java/org/apache/commons/math4/stat/inference/MannWhitneyUTest.java @@ -94,6 +94,66 @@ private double[] concatenateSamples(final double[] x, final double[] y) { return z; } + /** + * Computes the Mann-Whitney + * U statistic comparing mean for two independent samples possibly of + * different length. + *

+ * This statistic can be used to perform a Mann-Whitney U test evaluating + * the null hypothesis that the two independent samples has equal mean. + *

+ *

+ * Let Xi denote the i'th individual of the first sample and + * Yj the j'th individual in the second sample. Note that the + * samples would often have different length. + *

+ *

+ * Preconditions: + *

+ * + * @param x the first sample + * @param y the second sample + * @return Mann-Whitney U statistic (minimum of Ux and Uy) + * @throws NullArgumentException if {@code x} or {@code y} are {@code null}. + * @throws NoDataException if {@code x} or {@code y} are zero-length. + */ + public double mannWhitneyUMin(final double[] x, final double[] y) + throws NullArgumentException, NoDataException { + + ensureDataConformance(x, y); + + final double[] z = concatenateSamples(x, y); + final double[] ranks = naturalRanking.rank(z); + + double sumRankX = 0; + + /* + * The ranks for x is in the first x.length entries in ranks because x + * is in the first x.length entries in z + */ + for (int i = 0; i < x.length; ++i) { + sumRankX += ranks[i]; + } + + /* + * U1 = R1 - (n1 * (n1 + 1)) / 2 where R1 is sum of ranks for sample 1, + * e.g. x, n1 is the number of observations in sample 1. + */ + final double U1 = sumRankX - ((long) x.length * (x.length + 1)) / 2; + + /* + * It can be shown that U1 + U2 = n1 * n2 + */ + final double U2 = (long) x.length * y.length - U1; + + return FastMath.min(U1, U2); + } + + /** * Computes the Mann-Whitney @@ -121,7 +181,7 @@ private double[] concatenateSamples(final double[] x, final double[] y) { * @throws NullArgumentException if {@code x} or {@code y} are {@code null}. * @throws NoDataException if {@code x} or {@code y} are zero-length. */ - public double mannWhitneyU(final double[] x, final double[] y) + public double mannWhitneyUMax(final double[] x, final double[] y) throws NullArgumentException, NoDataException { ensureDataConformance(x, y); @@ -223,7 +283,7 @@ public double mannWhitneyUTest(final double[] x, final double[] y) ensureDataConformance(x, y); - final double Umax = mannWhitneyU(x, y); + final double Umax = mannWhitneyUMax(x, y); /* * It can be shown that U1 + U2 = n1 * n2 diff --git a/src/test/java/org/apache/commons/math4/stat/inference/MannWhitneyUTestMinTest.java b/src/test/java/org/apache/commons/math4/stat/inference/MannWhitneyUTestMinTest.java new file mode 100644 index 0000000000..2b8e5efa0b --- /dev/null +++ b/src/test/java/org/apache/commons/math4/stat/inference/MannWhitneyUTestMinTest.java @@ -0,0 +1,127 @@ +/* + * 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.math4.stat.inference; + +import org.apache.commons.math4.exception.NoDataException; +import org.apache.commons.math4.exception.NullArgumentException; +import org.junit.Assert; +import org.junit.Test; + + +/** + * Test cases for the MannWhitneyUTestImpl class. + * + */ + +public class MannWhitneyUTestMinTest { + + protected MannWhitneyUTest testStatistic = new MannWhitneyUTest(); + + @Test + public void testMannWhitneyUSimple() { + /* Target values computed using R version 2.11.1 + * x <- c(19, 22, 16, 29, 24) + * y <- c(20, 11, 17, 12) + * wilcox.test(x, y, alternative = "two.sided", mu = 0, paired = FALSE, exact = FALSE, correct = FALSE) + * W = 17, p-value = 0.08641 + */ + final double x[] = {19, 22, 16, 29, 24}; + final double y[] = {20, 11, 17, 12}; + + Assert.assertEquals(17, testStatistic.mannWhitneyUMin(x, y), 1e-10); + Assert.assertEquals(0.08641, testStatistic.mannWhitneyUTestMin(x, y), 1e-5); + } + + + @Test + public void testMannWhitneyUInputValidation() { + /* Samples must be present, i.e. length > 0 + */ + try { + testStatistic.mannWhiteneyUTestMin(new double[] { }, new double[] { 1.0 }); + Assert.fail("x does not contain samples (exact), NoDataException expected"); + } catch (NoDataException ex) { + // expected + } + + try { + testStatistic.mannWhiteneyUTestMin(new double[] { 1.0 }, new double[] { }); + Assert.fail("y does not contain samples (exact), NoDataException expected"); + } catch (NoDataException ex) { + // expected + } + + /* + * x and y is null + */ + try { + testStatistic.mannWhiteneyUTestMin(null, null); + Assert.fail("x and y is null (exact), NullArgumentException expected"); + } catch (NullArgumentException ex) { + // expected + } + + try { + testStatistic.mannWhiteneyUTestMin(null, null); + Assert.fail("x and y is null (asymptotic), NullArgumentException expected"); + } catch (NullArgumentException ex) { + // expected + } + + /* + * x or y is null + */ + try { + testStatistic.mannWhiteneyUTestMin(null, new double[] { 1.0 }); + Assert.fail("x is null (exact), NullArgumentException expected"); + } catch (NullArgumentException ex) { + // expected + } + + try { + testStatistic.mannWhiteneyUTestMin(new double[] { 1.0 }, null); + Assert.fail("y is null (exact), NullArgumentException expected"); + } catch (NullArgumentException ex) { + // expected + } + } + + @Test + public void testBigDataSet() { + double[] d1 = new double[1500]; + double[] d2 = new double[1500]; + for (int i = 0; i < 1500; i++) { + d1[i] = 2 * i; + d2[i] = 2 * i + 1; + } + double result = testStatistic.mannWhiteneyUTestMin(d1, d2); + Assert.assertTrue(result > 0.1); + } + + @Test + public void testBigDataSetOverflow() { + // MATH-1145 + double[] d1 = new double[110000]; + double[] d2 = new double[110000]; + for (int i = 0; i < 110000; i++) { + d1[i] = i; + d2[i] = i; + } + double result = testStatistic.mannWhiteneyUTestMin(d1, d2); + Assert.assertTrue(result == 1.0); + } +} diff --git a/src/test/java/org/apache/commons/math4/stat/inference/MannWhitneyUTestTest.java b/src/test/java/org/apache/commons/math4/stat/inference/MannWhitneyUTestTest.java index 83f6374753..8ec617d65c 100644 --- a/src/test/java/org/apache/commons/math4/stat/inference/MannWhitneyUTestTest.java +++ b/src/test/java/org/apache/commons/math4/stat/inference/MannWhitneyUTestTest.java @@ -42,8 +42,8 @@ public void testMannWhitneyUSimple() { final double x[] = {19, 22, 16, 29, 24}; final double y[] = {20, 11, 17, 12}; - Assert.assertEquals(17, testStatistic.mannWhitneyU(x, y), 1e-10); - Assert.assertEquals(0.08641, testStatistic.mannWhitneyUTest(x, y), 1e-5); + Assert.assertEquals(17, testStatistic.mannWhitneyUMax(x, y), 1e-10); + Assert.assertEquals(0.08641, testStatistic.mannWhitneyUTestMax(x, y), 1e-5); } @@ -52,14 +52,14 @@ public void testMannWhitneyUInputValidation() { /* Samples must be present, i.e. length > 0 */ try { - testStatistic.mannWhitneyUTest(new double[] { }, new double[] { 1.0 }); + testStatistic.mannWhiteneyUTestMax(new double[] { }, new double[] { 1.0 }); Assert.fail("x does not contain samples (exact), NoDataException expected"); } catch (NoDataException ex) { // expected } try { - testStatistic.mannWhitneyUTest(new double[] { 1.0 }, new double[] { }); + testStatistic.mannWhiteneyUTestMax(new double[] { 1.0 }, new double[] { }); Assert.fail("y does not contain samples (exact), NoDataException expected"); } catch (NoDataException ex) { // expected @@ -69,14 +69,14 @@ public void testMannWhitneyUInputValidation() { * x and y is null */ try { - testStatistic.mannWhitneyUTest(null, null); + testStatistic.mannWhiteneyUTestMax(null, null); Assert.fail("x and y is null (exact), NullArgumentException expected"); } catch (NullArgumentException ex) { // expected } try { - testStatistic.mannWhitneyUTest(null, null); + testStatistic.mannWhiteneyUTestMax(null, null); Assert.fail("x and y is null (asymptotic), NullArgumentException expected"); } catch (NullArgumentException ex) { // expected @@ -86,14 +86,14 @@ public void testMannWhitneyUInputValidation() { * x or y is null */ try { - testStatistic.mannWhitneyUTest(null, new double[] { 1.0 }); + testStatistic.mannWhiteneyUTestMax(null, new double[] { 1.0 }); Assert.fail("x is null (exact), NullArgumentException expected"); } catch (NullArgumentException ex) { // expected } try { - testStatistic.mannWhitneyUTest(new double[] { 1.0 }, null); + testStatistic.mannWhiteneyUTestMax(new double[] { 1.0 }, null); Assert.fail("y is null (exact), NullArgumentException expected"); } catch (NullArgumentException ex) { // expected @@ -108,7 +108,7 @@ public void testBigDataSet() { d1[i] = 2 * i; d2[i] = 2 * i + 1; } - double result = testStatistic.mannWhitneyUTest(d1, d2); + double result = testStatistic.mannWhiteneyUTestMax(d1, d2); Assert.assertTrue(result > 0.1); } @@ -121,7 +121,7 @@ public void testBigDataSetOverflow() { d1[i] = i; d2[i] = i; } - double result = testStatistic.mannWhitneyUTest(d1, d2); + double result = testStatistic.mannWhiteneyUTestMax(d1, d2); Assert.assertTrue(result == 1.0); } }