Java Code Examples for org.apache.commons.math3.util.MathArrays#checkNonNegative()
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Example 1
Source File: ChiSquareTest.java From astor with GNU General Public License v2.0 | 6 votes |
/** * Checks to make sure that the input long[][] array is rectangular, * has at least 2 rows and 2 columns, and has all non-negative entries. * * @param in input 2-way table to check * @throws NullArgumentException if the array is null * @throws DimensionMismatchException if the array is not valid * @throws NotPositiveException if the array contains any negative entries */ private void checkArray(final long[][] in) throws NullArgumentException, DimensionMismatchException, NotPositiveException { if (in.length < 2) { throw new DimensionMismatchException(in.length, 2); } if (in[0].length < 2) { throw new DimensionMismatchException(in[0].length, 2); } MathArrays.checkRectangular(in); MathArrays.checkNonNegative(in); }
Example 2
Source File: ChiSquareTest.java From astor with GNU General Public License v2.0 | 6 votes |
/** * Checks to make sure that the input long[][] array is rectangular, * has at least 2 rows and 2 columns, and has all non-negative entries. * * @param in input 2-way table to check * @throws NullArgumentException if the array is null * @throws DimensionMismatchException if the array is not valid * @throws NotPositiveException if the array contains any negative entries */ private void checkArray(final long[][] in) throws NullArgumentException, DimensionMismatchException, NotPositiveException { if (in.length < 2) { throw new DimensionMismatchException(in.length, 2); } if (in[0].length < 2) { throw new DimensionMismatchException(in[0].length, 2); } MathArrays.checkRectangular(in); MathArrays.checkNonNegative(in); }
Example 3
Source File: ChiSquareTest.java From astor with GNU General Public License v2.0 | 6 votes |
/** * Checks to make sure that the input long[][] array is rectangular, * has at least 2 rows and 2 columns, and has all non-negative entries. * * @param in input 2-way table to check * @throws NullArgumentException if the array is null * @throws DimensionMismatchException if the array is not valid * @throws NotPositiveException if the array contains any negative entries */ private void checkArray(final long[][] in) throws NullArgumentException, DimensionMismatchException, NotPositiveException { if (in.length < 2) { throw new DimensionMismatchException(in.length, 2); } if (in[0].length < 2) { throw new DimensionMismatchException(in[0].length, 2); } MathArrays.checkRectangular(in); MathArrays.checkNonNegative(in); }
Example 4
Source File: ChiSquareTest.java From astor with GNU General Public License v2.0 | 6 votes |
/** * Checks to make sure that the input long[][] array is rectangular, * has at least 2 rows and 2 columns, and has all non-negative entries. * * @param in input 2-way table to check * @throws NullArgumentException if the array is null * @throws DimensionMismatchException if the array is not valid * @throws NotPositiveException if the array contains any negative entries */ private void checkArray(final long[][] in) throws NullArgumentException, DimensionMismatchException, NotPositiveException { if (in.length < 2) { throw new DimensionMismatchException(in.length, 2); } if (in[0].length < 2) { throw new DimensionMismatchException(in[0].length, 2); } MathArrays.checkRectangular(in); MathArrays.checkNonNegative(in); }
Example 5
Source File: ChiSquareTest.java From astor with GNU General Public License v2.0 | 6 votes |
/** * Checks to make sure that the input long[][] array is rectangular, * has at least 2 rows and 2 columns, and has all non-negative entries. * * @param in input 2-way table to check * @throws NullArgumentException if the array is null * @throws DimensionMismatchException if the array is not valid * @throws NotPositiveException if the array contains any negative entries */ private void checkArray(final long[][] in) throws NullArgumentException, DimensionMismatchException, NotPositiveException { if (in.length < 2) { throw new DimensionMismatchException(in.length, 2); } if (in[0].length < 2) { throw new DimensionMismatchException(in[0].length, 2); } MathArrays.checkRectangular(in); MathArrays.checkNonNegative(in); }
Example 6
Source File: GTest.java From astor with GNU General Public License v2.0 | 5 votes |
/** * Computes the <a href="http://en.wikipedia.org/wiki/G-test">G statistic * for Goodness of Fit</a> comparing {@code observed} and {@code expected} * frequency counts. * * <p>This statistic can be used to perform a G test (Log-Likelihood Ratio * Test) evaluating the null hypothesis that the observed counts follow the * expected distribution.</p> * * <p><strong>Preconditions</strong>: <ul> * <li>Expected counts must all be positive. </li> * <li>Observed counts must all be ≥ 0. </li> * <li>The observed and expected arrays must have the same length and their * common length must be at least 2. </li></ul></p> * * <p>If any of the preconditions are not met, a * {@code MathIllegalArgumentException} is thrown.</p> * * <p><strong>Note:</strong>This implementation rescales the * {@code expected} array if necessary to ensure that the sum of the * expected and observed counts are equal.</p> * * @param observed array of observed frequency counts * @param expected array of expected frequency counts * @return G-Test statistic * @throws NotPositiveException if {@code observed} has negative entries * @throws NotStrictlyPositiveException if {@code expected} has entries that * are not strictly positive * @throws DimensionMismatchException if the array lengths do not match or * are less than 2. */ public double g(final double[] expected, final long[] observed) throws NotPositiveException, NotStrictlyPositiveException, DimensionMismatchException { if (expected.length < 2) { throw new DimensionMismatchException(expected.length, 2); } if (expected.length != observed.length) { throw new DimensionMismatchException(expected.length, observed.length); } MathArrays.checkPositive(expected); MathArrays.checkNonNegative(observed); double sumExpected = 0d; double sumObserved = 0d; for (int i = 0; i < observed.length; i++) { sumExpected += expected[i]; sumObserved += observed[i]; } double ratio = 1d; boolean rescale = false; if (Math.abs(sumExpected - sumObserved) > 10E-6) { ratio = sumObserved / sumExpected; rescale = true; } double sum = 0d; for (int i = 0; i < observed.length; i++) { final double dev = rescale ? FastMath.log((double) observed[i] / (ratio * expected[i])) : FastMath.log((double) observed[i] / expected[i]); sum += ((double) observed[i]) * dev; } return 2d * sum; }
Example 7
Source File: GTest.java From astor with GNU General Public License v2.0 | 5 votes |
/** * Computes the <a href="http://en.wikipedia.org/wiki/G-test">G statistic * for Goodness of Fit</a> comparing {@code observed} and {@code expected} * frequency counts. * * <p>This statistic can be used to perform a G test (Log-Likelihood Ratio * Test) evaluating the null hypothesis that the observed counts follow the * expected distribution.</p> * * <p><strong>Preconditions</strong>: <ul> * <li>Expected counts must all be positive. </li> * <li>Observed counts must all be ≥ 0. </li> * <li>The observed and expected arrays must have the same length and their * common length must be at least 2. </li></ul></p> * * <p>If any of the preconditions are not met, a * {@code MathIllegalArgumentException} is thrown.</p> * * <p><strong>Note:</strong>This implementation rescales the * {@code expected} array if necessary to ensure that the sum of the * expected and observed counts are equal.</p> * * @param observed array of observed frequency counts * @param expected array of expected frequency counts * @return G-Test statistic * @throws NotPositiveException if {@code observed} has negative entries * @throws NotStrictlyPositiveException if {@code expected} has entries that * are not strictly positive * @throws DimensionMismatchException if the array lengths do not match or * are less than 2. */ public double g(final double[] expected, final long[] observed) throws NotPositiveException, NotStrictlyPositiveException, DimensionMismatchException { if (expected.length < 2) { throw new DimensionMismatchException(expected.length, 2); } if (expected.length != observed.length) { throw new DimensionMismatchException(expected.length, observed.length); } MathArrays.checkPositive(expected); MathArrays.checkNonNegative(observed); double sumExpected = 0d; double sumObserved = 0d; for (int i = 0; i < observed.length; i++) { sumExpected += expected[i]; sumObserved += observed[i]; } double ratio = 1d; boolean rescale = false; if (FastMath.abs(sumExpected - sumObserved) > 10E-6) { ratio = sumObserved / sumExpected; rescale = true; } double sum = 0d; for (int i = 0; i < observed.length; i++) { final double dev = rescale ? FastMath.log((double) observed[i] / (ratio * expected[i])) : FastMath.log((double) observed[i] / expected[i]); sum += ((double) observed[i]) * dev; } return 2d * sum; }
Example 8
Source File: GTest.java From astor with GNU General Public License v2.0 | 5 votes |
/** * Computes the <a href="http://en.wikipedia.org/wiki/G-test">G statistic * for Goodness of Fit</a> comparing {@code observed} and {@code expected} * frequency counts. * * <p>This statistic can be used to perform a G test (Log-Likelihood Ratio * Test) evaluating the null hypothesis that the observed counts follow the * expected distribution.</p> * * <p><strong>Preconditions</strong>: <ul> * <li>Expected counts must all be positive. </li> * <li>Observed counts must all be ≥ 0. </li> * <li>The observed and expected arrays must have the same length and their * common length must be at least 2. </li></ul></p> * * <p>If any of the preconditions are not met, a * {@code MathIllegalArgumentException} is thrown.</p> * * <p><strong>Note:</strong>This implementation rescales the * {@code expected} array if necessary to ensure that the sum of the * expected and observed counts are equal.</p> * * @param observed array of observed frequency counts * @param expected array of expected frequency counts * @return G-Test statistic * @throws NotPositiveException if {@code observed} has negative entries * @throws NotStrictlyPositiveException if {@code expected} has entries that * are not strictly positive * @throws DimensionMismatchException if the array lengths do not match or * are less than 2. */ public double g(final double[] expected, final long[] observed) throws NotPositiveException, NotStrictlyPositiveException, DimensionMismatchException { if (expected.length < 2) { throw new DimensionMismatchException(expected.length, 2); } if (expected.length != observed.length) { throw new DimensionMismatchException(expected.length, observed.length); } MathArrays.checkPositive(expected); MathArrays.checkNonNegative(observed); double sumExpected = 0d; double sumObserved = 0d; for (int i = 0; i < observed.length; i++) { sumExpected += expected[i]; sumObserved += observed[i]; } double ratio = 1d; boolean rescale = false; if (Math.abs(sumExpected - sumObserved) > 10E-6) { ratio = sumObserved / sumExpected; rescale = true; } double sum = 0d; for (int i = 0; i < observed.length; i++) { final double dev = rescale ? FastMath.log((double) observed[i] / (ratio * expected[i])) : FastMath.log((double) observed[i] / expected[i]); sum += ((double) observed[i]) * dev; } return 2d * sum; }
Example 9
Source File: GTest.java From astor with GNU General Public License v2.0 | 5 votes |
/** * Computes the <a href="http://en.wikipedia.org/wiki/G-test">G statistic * for Goodness of Fit</a> comparing {@code observed} and {@code expected} * frequency counts. * * <p>This statistic can be used to perform a G test (Log-Likelihood Ratio * Test) evaluating the null hypothesis that the observed counts follow the * expected distribution.</p> * * <p><strong>Preconditions</strong>: <ul> * <li>Expected counts must all be positive. </li> * <li>Observed counts must all be ≥ 0. </li> * <li>The observed and expected arrays must have the same length and their * common length must be at least 2. </li></ul></p> * * <p>If any of the preconditions are not met, a * {@code MathIllegalArgumentException} is thrown.</p> * * <p><strong>Note:</strong>This implementation rescales the * {@code expected} array if necessary to ensure that the sum of the * expected and observed counts are equal.</p> * * @param observed array of observed frequency counts * @param expected array of expected frequency counts * @return G-Test statistic * @throws NotPositiveException if {@code observed} has negative entries * @throws NotStrictlyPositiveException if {@code expected} has entries that * are not strictly positive * @throws DimensionMismatchException if the array lengths do not match or * are less than 2. */ public double g(final double[] expected, final long[] observed) throws NotPositiveException, NotStrictlyPositiveException, DimensionMismatchException { if (expected.length < 2) { throw new DimensionMismatchException(expected.length, 2); } if (expected.length != observed.length) { throw new DimensionMismatchException(expected.length, observed.length); } MathArrays.checkPositive(expected); MathArrays.checkNonNegative(observed); double sumExpected = 0d; double sumObserved = 0d; for (int i = 0; i < observed.length; i++) { sumExpected += expected[i]; sumObserved += observed[i]; } double ratio = 1d; boolean rescale = false; if (FastMath.abs(sumExpected - sumObserved) > 10E-6) { ratio = sumObserved / sumExpected; rescale = true; } double sum = 0d; for (int i = 0; i < observed.length; i++) { final double dev = rescale ? FastMath.log((double) observed[i] / (ratio * expected[i])) : FastMath.log((double) observed[i] / expected[i]); sum += ((double) observed[i]) * dev; } return 2d * sum; }
Example 10
Source File: GTest.java From astor with GNU General Public License v2.0 | 5 votes |
/** * Computes the <a href="http://en.wikipedia.org/wiki/G-test">G statistic * for Goodness of Fit</a> comparing {@code observed} and {@code expected} * frequency counts. * * <p>This statistic can be used to perform a G test (Log-Likelihood Ratio * Test) evaluating the null hypothesis that the observed counts follow the * expected distribution.</p> * * <p><strong>Preconditions</strong>: <ul> * <li>Expected counts must all be positive. </li> * <li>Observed counts must all be ≥ 0. </li> * <li>The observed and expected arrays must have the same length and their * common length must be at least 2. </li></ul></p> * * <p>If any of the preconditions are not met, a * {@code MathIllegalArgumentException} is thrown.</p> * * <p><strong>Note:</strong>This implementation rescales the * {@code expected} array if necessary to ensure that the sum of the * expected and observed counts are equal.</p> * * @param observed array of observed frequency counts * @param expected array of expected frequency counts * @return G-Test statistic * @throws NotPositiveException if {@code observed} has negative entries * @throws NotStrictlyPositiveException if {@code expected} has entries that * are not strictly positive * @throws DimensionMismatchException if the array lengths do not match or * are less than 2. */ public double g(final double[] expected, final long[] observed) throws NotPositiveException, NotStrictlyPositiveException, DimensionMismatchException { if (expected.length < 2) { throw new DimensionMismatchException(expected.length, 2); } if (expected.length != observed.length) { throw new DimensionMismatchException(expected.length, observed.length); } MathArrays.checkPositive(expected); MathArrays.checkNonNegative(observed); double sumExpected = 0d; double sumObserved = 0d; for (int i = 0; i < observed.length; i++) { sumExpected += expected[i]; sumObserved += observed[i]; } double ratio = 1d; boolean rescale = false; if (Math.abs(sumExpected - sumObserved) > 10E-6) { ratio = sumObserved / sumExpected; rescale = true; } double sum = 0d; for (int i = 0; i < observed.length; i++) { final double dev = rescale ? FastMath.log((double) observed[i] / (ratio * expected[i])) : FastMath.log((double) observed[i] / expected[i]); sum += ((double) observed[i]) * dev; } return 2d * sum; }
Example 11
Source File: ChiSquareTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * <p>Computes a * <a href="http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/chi2samp.htm"> * Chi-Square two sample test statistic</a> comparing bin frequency counts * in <code>observed1</code> and <code>observed2</code>. The * sums of frequency counts in the two samples are not required to be the * same. The formula used to compute the test statistic is</p> * <code> * ∑[(K * observed1[i] - observed2[i]/K)<sup>2</sup> / (observed1[i] + observed2[i])] * </code> where * <br/><code>K = &sqrt;[&sum(observed2 / ∑(observed1)]</code> * </p> * <p>This statistic can be used to perform a Chi-Square test evaluating the * null hypothesis that both observed counts follow the same distribution.</p> * <p> * <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. * </li> * <li>Observed counts for a specific bin must not both be zero. * </li> * <li>Observed counts for a specific sample must not all be 0. * </li> * <li>The arrays <code>observed1</code> and <code>observed2</code> must have * the same length and their common length must be at least 2. * </li></ul></p><p> * If any of the preconditions are not met, an * <code>IllegalArgumentException</code> is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data set * @return chiSquare test statistic * @throws DimensionMismatchException the the length of the arrays does not match * @throws NotPositiveException if any entries in <code>observed1</code> or * <code>observed2</code> are negative * @throws ZeroException if either all counts of <code>observed1</code> or * <code>observed2</code> are zero, or if the count at some index is zero * for both arrays * @since 1.2 */ public double chiSquareDataSetsComparison(long[] observed1, long[] observed2) throws DimensionMismatchException, NotPositiveException, ZeroException { // Make sure lengths are same if (observed1.length < 2) { throw new DimensionMismatchException(observed1.length, 2); } if (observed1.length != observed2.length) { throw new DimensionMismatchException(observed1.length, observed2.length); } // Ensure non-negative counts MathArrays.checkNonNegative(observed1); MathArrays.checkNonNegative(observed2); // Compute and compare count sums long countSum1 = 0; long countSum2 = 0; boolean unequalCounts = false; double weight = 0.0; for (int i = 0; i < observed1.length; i++) { countSum1 += observed1[i]; countSum2 += observed2[i]; } // Ensure neither sample is uniformly 0 if (countSum1 == 0 || countSum2 == 0) { throw new ZeroException(); } // Compare and compute weight only if different unequalCounts = countSum1 != countSum2; if (unequalCounts) { weight = FastMath.sqrt((double) countSum1 / (double) countSum2); } // Compute ChiSquare statistic double sumSq = 0.0d; double dev = 0.0d; double obs1 = 0.0d; double obs2 = 0.0d; for (int i = 0; i < observed1.length; i++) { if (observed1[i] == 0 && observed2[i] == 0) { throw new ZeroException(LocalizedFormats.OBSERVED_COUNTS_BOTTH_ZERO_FOR_ENTRY, i); } else { obs1 = observed1[i]; obs2 = observed2[i]; if (unequalCounts) { // apply weights dev = obs1/weight - obs2 * weight; } else { dev = obs1 - obs2; } sumSq += (dev * dev) / (obs1 + obs2); } } return sumSq; }
Example 12
Source File: ChiSquareTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * <p>Computes a * <a href="http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/chi2samp.htm"> * Chi-Square two sample test statistic</a> comparing bin frequency counts * in <code>observed1</code> and <code>observed2</code>. The * sums of frequency counts in the two samples are not required to be the * same. The formula used to compute the test statistic is</p> * <code> * ∑[(K * observed1[i] - observed2[i]/K)<sup>2</sup> / (observed1[i] + observed2[i])] * </code> where * <br/><code>K = &sqrt;[&sum(observed2 / ∑(observed1)]</code> * </p> * <p>This statistic can be used to perform a Chi-Square test evaluating the * null hypothesis that both observed counts follow the same distribution.</p> * <p> * <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. * </li> * <li>Observed counts for a specific bin must not both be zero. * </li> * <li>Observed counts for a specific sample must not all be 0. * </li> * <li>The arrays <code>observed1</code> and <code>observed2</code> must have * the same length and their common length must be at least 2. * </li></ul></p><p> * If any of the preconditions are not met, an * <code>IllegalArgumentException</code> is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data set * @return chiSquare test statistic * @throws DimensionMismatchException the the length of the arrays does not match * @throws NotPositiveException if any entries in <code>observed1</code> or * <code>observed2</code> are negative * @throws ZeroException if either all counts of <code>observed1</code> or * <code>observed2</code> are zero, or if the count at some index is zero * for both arrays * @since 1.2 */ public double chiSquareDataSetsComparison(long[] observed1, long[] observed2) throws DimensionMismatchException, NotPositiveException, ZeroException { // Make sure lengths are same if (observed1.length < 2) { throw new DimensionMismatchException(observed1.length, 2); } if (observed1.length != observed2.length) { throw new DimensionMismatchException(observed1.length, observed2.length); } // Ensure non-negative counts MathArrays.checkNonNegative(observed1); MathArrays.checkNonNegative(observed2); // Compute and compare count sums long countSum1 = 0; long countSum2 = 0; boolean unequalCounts = false; double weight = 0.0; for (int i = 0; i < observed1.length; i++) { countSum1 += observed1[i]; countSum2 += observed2[i]; } // Ensure neither sample is uniformly 0 if (countSum1 == 0 || countSum2 == 0) { throw new ZeroException(); } // Compare and compute weight only if different unequalCounts = countSum1 != countSum2; if (unequalCounts) { weight = FastMath.sqrt((double) countSum1 / (double) countSum2); } // Compute ChiSquare statistic double sumSq = 0.0d; double dev = 0.0d; double obs1 = 0.0d; double obs2 = 0.0d; for (int i = 0; i < observed1.length; i++) { if (observed1[i] == 0 && observed2[i] == 0) { throw new ZeroException(LocalizedFormats.OBSERVED_COUNTS_BOTTH_ZERO_FOR_ENTRY, i); } else { obs1 = observed1[i]; obs2 = observed2[i]; if (unequalCounts) { // apply weights dev = obs1/weight - obs2 * weight; } else { dev = obs1 - obs2; } sumSq += (dev * dev) / (obs1 + obs2); } } return sumSq; }
Example 13
Source File: GTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * <p>Computes a G (Log-Likelihood Ratio) two sample test statistic for * independence comparing frequency counts in * {@code observed1} and {@code observed2}. The sums of frequency * counts in the two samples are not required to be the same. The formula * used to compute the test statistic is </p> * * <p>{@code 2 * totalSum * [H(rowSums) + H(colSums) - H(k)]}</p> * * <p> where {@code H} is the * <a href="http://en.wikipedia.org/wiki/Entropy_%28information_theory%29"> * Shannon Entropy</a> of the random variable formed by viewing the elements * of the argument array as incidence counts; <br/> * {@code k} is a matrix with rows {@code [observed1, observed2]}; <br/> * {@code rowSums, colSums} are the row/col sums of {@code k}; <br> * and {@code totalSum} is the overall sum of all entries in {@code k}.</p> * * <p>This statistic can be used to perform a G test evaluating the null * hypothesis that both observed counts are independent </p> * * <p> <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. </li> * <li>Observed counts for a specific bin must not both be zero. </li> * <li>Observed counts for a specific sample must not all be 0. </li> * <li>The arrays {@code observed1} and {@code observed2} must have * the same length and their common length must be at least 2. </li></ul></p> * * <p>If any of the preconditions are not met, a * {@code MathIllegalArgumentException} is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data * set * @return G-Test statistic * @throws DimensionMismatchException the the lengths of the arrays do not * match or their common length is less than 2 * @throws NotPositiveException if any entry in {@code observed1} or * {@code observed2} is negative * @throws ZeroException if either all counts of * {@code observed1} or {@code observed2} are zero, or if the count * at the same index is zero for both arrays. */ public double gDataSetsComparison(final long[] observed1, final long[] observed2) throws DimensionMismatchException, NotPositiveException, ZeroException { // Make sure lengths are same if (observed1.length < 2) { throw new DimensionMismatchException(observed1.length, 2); } if (observed1.length != observed2.length) { throw new DimensionMismatchException(observed1.length, observed2.length); } // Ensure non-negative counts MathArrays.checkNonNegative(observed1); MathArrays.checkNonNegative(observed2); // Compute and compare count sums long countSum1 = 0; long countSum2 = 0; // Compute and compare count sums final long[] collSums = new long[observed1.length]; final long[][] k = new long[2][observed1.length]; for (int i = 0; i < observed1.length; i++) { if (observed1[i] == 0 && observed2[i] == 0) { throw new ZeroException(LocalizedFormats.OBSERVED_COUNTS_BOTTH_ZERO_FOR_ENTRY, i); } else { countSum1 += observed1[i]; countSum2 += observed2[i]; collSums[i] = observed1[i] + observed2[i]; k[0][i] = observed1[i]; k[1][i] = observed2[i]; } } // Ensure neither sample is uniformly 0 if (countSum1 == 0 || countSum2 == 0) { throw new ZeroException(); } final long[] rowSums = {countSum1, countSum2}; final double sum = (double) countSum1 + (double) countSum2; return 2 * sum * (entropy(rowSums) + entropy(collSums) - entropy(k)); }
Example 14
Source File: ChiSquareTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * <p>Computes a * <a href="http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/chi2samp.htm"> * Chi-Square two sample test statistic</a> comparing bin frequency counts * in <code>observed1</code> and <code>observed2</code>. The * sums of frequency counts in the two samples are not required to be the * same. The formula used to compute the test statistic is</p> * <code> * ∑[(K * observed1[i] - observed2[i]/K)<sup>2</sup> / (observed1[i] + observed2[i])] * </code> where * <br/><code>K = &sqrt;[&sum(observed2 / ∑(observed1)]</code> * </p> * <p>This statistic can be used to perform a Chi-Square test evaluating the * null hypothesis that both observed counts follow the same distribution.</p> * <p> * <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. * </li> * <li>Observed counts for a specific bin must not both be zero. * </li> * <li>Observed counts for a specific sample must not all be 0. * </li> * <li>The arrays <code>observed1</code> and <code>observed2</code> must have * the same length and their common length must be at least 2. * </li></ul></p><p> * If any of the preconditions are not met, an * <code>IllegalArgumentException</code> is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data set * @return chiSquare test statistic * @throws DimensionMismatchException the the length of the arrays does not match * @throws NotPositiveException if any entries in <code>observed1</code> or * <code>observed2</code> are negative * @throws ZeroException if either all counts of <code>observed1</code> or * <code>observed2</code> are zero, or if the count at some index is zero * for both arrays * @since 1.2 */ public double chiSquareDataSetsComparison(long[] observed1, long[] observed2) throws DimensionMismatchException, NotPositiveException, ZeroException { // Make sure lengths are same if (observed1.length < 2) { throw new DimensionMismatchException(observed1.length, 2); } if (observed1.length != observed2.length) { throw new DimensionMismatchException(observed1.length, observed2.length); } // Ensure non-negative counts MathArrays.checkNonNegative(observed1); MathArrays.checkNonNegative(observed2); // Compute and compare count sums long countSum1 = 0; long countSum2 = 0; boolean unequalCounts = false; double weight = 0.0; for (int i = 0; i < observed1.length; i++) { countSum1 += observed1[i]; countSum2 += observed2[i]; } // Ensure neither sample is uniformly 0 if (countSum1 == 0 || countSum2 == 0) { throw new ZeroException(); } // Compare and compute weight only if different unequalCounts = countSum1 != countSum2; if (unequalCounts) { weight = FastMath.sqrt((double) countSum1 / (double) countSum2); } // Compute ChiSquare statistic double sumSq = 0.0d; double dev = 0.0d; double obs1 = 0.0d; double obs2 = 0.0d; for (int i = 0; i < observed1.length; i++) { if (observed1[i] == 0 && observed2[i] == 0) { throw new ZeroException(LocalizedFormats.OBSERVED_COUNTS_BOTTH_ZERO_FOR_ENTRY, i); } else { obs1 = observed1[i]; obs2 = observed2[i]; if (unequalCounts) { // apply weights dev = obs1/weight - obs2 * weight; } else { dev = obs1 - obs2; } sumSq += (dev * dev) / (obs1 + obs2); } } return sumSq; }
Example 15
Source File: GTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * <p>Computes a G (Log-Likelihood Ratio) two sample test statistic for * independence comparing frequency counts in * {@code observed1} and {@code observed2}. The sums of frequency * counts in the two samples are not required to be the same. The formula * used to compute the test statistic is </p> * * <p>{@code 2 * totalSum * [H(rowSums) + H(colSums) - H(k)]}</p> * * <p> where {@code H} is the * <a href="http://en.wikipedia.org/wiki/Entropy_%28information_theory%29"> * Shannon Entropy</a> of the random variable formed by viewing the elements * of the argument array as incidence counts; <br/> * {@code k} is a matrix with rows {@code [observed1, observed2]}; <br/> * {@code rowSums, colSums} are the row/col sums of {@code k}; <br> * and {@code totalSum} is the overall sum of all entries in {@code k}.</p> * * <p>This statistic can be used to perform a G test evaluating the null * hypothesis that both observed counts are independent </p> * * <p> <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. </li> * <li>Observed counts for a specific bin must not both be zero. </li> * <li>Observed counts for a specific sample must not all be 0. </li> * <li>The arrays {@code observed1} and {@code observed2} must have * the same length and their common length must be at least 2. </li></ul></p> * * <p>If any of the preconditions are not met, a * {@code MathIllegalArgumentException} is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data * set * @return G-Test statistic * @throws DimensionMismatchException the the lengths of the arrays do not * match or their common length is less than 2 * @throws NotPositiveException if any entry in {@code observed1} or * {@code observed2} is negative * @throws ZeroException if either all counts of * {@code observed1} or {@code observed2} are zero, or if the count * at the same index is zero for both arrays. */ public double gDataSetsComparison(final long[] observed1, final long[] observed2) throws DimensionMismatchException, NotPositiveException, ZeroException { // Make sure lengths are same if (observed1.length < 2) { throw new DimensionMismatchException(observed1.length, 2); } if (observed1.length != observed2.length) { throw new DimensionMismatchException(observed1.length, observed2.length); } // Ensure non-negative counts MathArrays.checkNonNegative(observed1); MathArrays.checkNonNegative(observed2); // Compute and compare count sums long countSum1 = 0; long countSum2 = 0; // Compute and compare count sums final long[] collSums = new long[observed1.length]; final long[][] k = new long[2][observed1.length]; for (int i = 0; i < observed1.length; i++) { if (observed1[i] == 0 && observed2[i] == 0) { throw new ZeroException(LocalizedFormats.OBSERVED_COUNTS_BOTTH_ZERO_FOR_ENTRY, i); } else { countSum1 += observed1[i]; countSum2 += observed2[i]; collSums[i] = observed1[i] + observed2[i]; k[0][i] = observed1[i]; k[1][i] = observed2[i]; } } // Ensure neither sample is uniformly 0 if (countSum1 == 0 || countSum2 == 0) { throw new ZeroException(); } final long[] rowSums = {countSum1, countSum2}; final double sum = (double) countSum1 + (double) countSum2; return 2 * sum * (entropy(rowSums) + entropy(collSums) - entropy(k)); }
Example 16
Source File: GTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * <p>Computes a G (Log-Likelihood Ratio) two sample test statistic for * independence comparing frequency counts in * {@code observed1} and {@code observed2}. The sums of frequency * counts in the two samples are not required to be the same. The formula * used to compute the test statistic is </p> * * <p>{@code 2 * totalSum * [H(rowSums) + H(colSums) - H(k)]}</p> * * <p> where {@code H} is the * <a href="http://en.wikipedia.org/wiki/Entropy_%28information_theory%29"> * Shannon Entropy</a> of the random variable formed by viewing the elements * of the argument array as incidence counts; <br/> * {@code k} is a matrix with rows {@code [observed1, observed2]}; <br/> * {@code rowSums, colSums} are the row/col sums of {@code k}; <br> * and {@code totalSum} is the overall sum of all entries in {@code k}.</p> * * <p>This statistic can be used to perform a G test evaluating the null * hypothesis that both observed counts are independent </p> * * <p> <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. </li> * <li>Observed counts for a specific bin must not both be zero. </li> * <li>Observed counts for a specific sample must not all be 0. </li> * <li>The arrays {@code observed1} and {@code observed2} must have * the same length and their common length must be at least 2. </li></ul></p> * * <p>If any of the preconditions are not met, a * {@code MathIllegalArgumentException} is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data * set * @return G-Test statistic * @throws DimensionMismatchException the the lengths of the arrays do not * match or their common length is less than 2 * @throws NotPositiveException if any entry in {@code observed1} or * {@code observed2} is negative * @throws ZeroException if either all counts of * {@code observed1} or {@code observed2} are zero, or if the count * at the same index is zero for both arrays. */ public double gDataSetsComparison(final long[] observed1, final long[] observed2) throws DimensionMismatchException, NotPositiveException, ZeroException { // Make sure lengths are same if (observed1.length < 2) { throw new DimensionMismatchException(observed1.length, 2); } if (observed1.length != observed2.length) { throw new DimensionMismatchException(observed1.length, observed2.length); } // Ensure non-negative counts MathArrays.checkNonNegative(observed1); MathArrays.checkNonNegative(observed2); // Compute and compare count sums long countSum1 = 0; long countSum2 = 0; // Compute and compare count sums final long[] collSums = new long[observed1.length]; final long[][] k = new long[2][observed1.length]; for (int i = 0; i < observed1.length; i++) { if (observed1[i] == 0 && observed2[i] == 0) { throw new ZeroException(LocalizedFormats.OBSERVED_COUNTS_BOTTH_ZERO_FOR_ENTRY, i); } else { countSum1 += observed1[i]; countSum2 += observed2[i]; collSums[i] = observed1[i] + observed2[i]; k[0][i] = observed1[i]; k[1][i] = observed2[i]; } } // Ensure neither sample is uniformly 0 if (countSum1 == 0 || countSum2 == 0) { throw new ZeroException(); } final long[] rowSums = {countSum1, countSum2}; final double sum = (double) countSum1 + (double) countSum2; return 2 * sum * (entropy(rowSums) + entropy(collSums) - entropy(k)); }
Example 17
Source File: ChiSquareTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * <p>Computes a * <a href="http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/chi2samp.htm"> * Chi-Square two sample test statistic</a> comparing bin frequency counts * in <code>observed1</code> and <code>observed2</code>. The * sums of frequency counts in the two samples are not required to be the * same. The formula used to compute the test statistic is</p> * <code> * ∑[(K * observed1[i] - observed2[i]/K)<sup>2</sup> / (observed1[i] + observed2[i])] * </code> where * <br/><code>K = &sqrt;[&sum(observed2 / ∑(observed1)]</code> * </p> * <p>This statistic can be used to perform a Chi-Square test evaluating the * null hypothesis that both observed counts follow the same distribution.</p> * <p> * <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. * </li> * <li>Observed counts for a specific bin must not both be zero. * </li> * <li>Observed counts for a specific sample must not all be 0. * </li> * <li>The arrays <code>observed1</code> and <code>observed2</code> must have * the same length and their common length must be at least 2. * </li></ul></p><p> * If any of the preconditions are not met, an * <code>IllegalArgumentException</code> is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data set * @return chiSquare test statistic * @throws DimensionMismatchException the the length of the arrays does not match * @throws NotPositiveException if any entries in <code>observed1</code> or * <code>observed2</code> are negative * @throws ZeroException if either all counts of <code>observed1</code> or * <code>observed2</code> are zero, or if the count at some index is zero * for both arrays * @since 1.2 */ public double chiSquareDataSetsComparison(long[] observed1, long[] observed2) throws DimensionMismatchException, NotPositiveException, ZeroException { // Make sure lengths are same if (observed1.length < 2) { throw new DimensionMismatchException(observed1.length, 2); } if (observed1.length != observed2.length) { throw new DimensionMismatchException(observed1.length, observed2.length); } // Ensure non-negative counts MathArrays.checkNonNegative(observed1); MathArrays.checkNonNegative(observed2); // Compute and compare count sums long countSum1 = 0; long countSum2 = 0; boolean unequalCounts = false; double weight = 0.0; for (int i = 0; i < observed1.length; i++) { countSum1 += observed1[i]; countSum2 += observed2[i]; } // Ensure neither sample is uniformly 0 if (countSum1 == 0 || countSum2 == 0) { throw new ZeroException(); } // Compare and compute weight only if different unequalCounts = countSum1 != countSum2; if (unequalCounts) { weight = FastMath.sqrt((double) countSum1 / (double) countSum2); } // Compute ChiSquare statistic double sumSq = 0.0d; double dev = 0.0d; double obs1 = 0.0d; double obs2 = 0.0d; for (int i = 0; i < observed1.length; i++) { if (observed1[i] == 0 && observed2[i] == 0) { throw new ZeroException(LocalizedFormats.OBSERVED_COUNTS_BOTTH_ZERO_FOR_ENTRY, i); } else { obs1 = observed1[i]; obs2 = observed2[i]; if (unequalCounts) { // apply weights dev = obs1/weight - obs2 * weight; } else { dev = obs1 - obs2; } sumSq += (dev * dev) / (obs1 + obs2); } } return sumSq; }
Example 18
Source File: GTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * <p>Computes a G (Log-Likelihood Ratio) two sample test statistic for * independence comparing frequency counts in * {@code observed1} and {@code observed2}. The sums of frequency * counts in the two samples are not required to be the same. The formula * used to compute the test statistic is </p> * * <p>{@code 2 * totalSum * [H(rowSums) + H(colSums) - H(k)]}</p> * * <p> where {@code H} is the * <a href="http://en.wikipedia.org/wiki/Entropy_%28information_theory%29"> * Shannon Entropy</a> of the random variable formed by viewing the elements * of the argument array as incidence counts; <br/> * {@code k} is a matrix with rows {@code [observed1, observed2]}; <br/> * {@code rowSums, colSums} are the row/col sums of {@code k}; <br> * and {@code totalSum} is the overall sum of all entries in {@code k}.</p> * * <p>This statistic can be used to perform a G test evaluating the null * hypothesis that both observed counts are independent </p> * * <p> <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. </li> * <li>Observed counts for a specific bin must not both be zero. </li> * <li>Observed counts for a specific sample must not all be 0. </li> * <li>The arrays {@code observed1} and {@code observed2} must have * the same length and their common length must be at least 2. </li></ul></p> * * <p>If any of the preconditions are not met, a * {@code MathIllegalArgumentException} is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data * set * @return G-Test statistic * @throws DimensionMismatchException the the lengths of the arrays do not * match or their common length is less than 2 * @throws NotPositiveException if any entry in {@code observed1} or * {@code observed2} is negative * @throws ZeroException if either all counts of * {@code observed1} or {@code observed2} are zero, or if the count * at the same index is zero for both arrays. */ public double gDataSetsComparison(final long[] observed1, final long[] observed2) throws DimensionMismatchException, NotPositiveException, ZeroException { // Make sure lengths are same if (observed1.length < 2) { throw new DimensionMismatchException(observed1.length, 2); } if (observed1.length != observed2.length) { throw new DimensionMismatchException(observed1.length, observed2.length); } // Ensure non-negative counts MathArrays.checkNonNegative(observed1); MathArrays.checkNonNegative(observed2); // Compute and compare count sums long countSum1 = 0; long countSum2 = 0; // Compute and compare count sums final long[] collSums = new long[observed1.length]; final long[][] k = new long[2][observed1.length]; for (int i = 0; i < observed1.length; i++) { if (observed1[i] == 0 && observed2[i] == 0) { throw new ZeroException(LocalizedFormats.OBSERVED_COUNTS_BOTTH_ZERO_FOR_ENTRY, i); } else { countSum1 += observed1[i]; countSum2 += observed2[i]; collSums[i] = observed1[i] + observed2[i]; k[0][i] = observed1[i]; k[1][i] = observed2[i]; } } // Ensure neither sample is uniformly 0 if (countSum1 == 0 || countSum2 == 0) { throw new ZeroException(); } final long[] rowSums = {countSum1, countSum2}; final double sum = (double) countSum1 + (double) countSum2; return 2 * sum * (entropy(rowSums) + entropy(collSums) - entropy(k)); }
Example 19
Source File: ChiSquareTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * <p>Computes a * <a href="http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/chi2samp.htm"> * Chi-Square two sample test statistic</a> comparing bin frequency counts * in <code>observed1</code> and <code>observed2</code>. The * sums of frequency counts in the two samples are not required to be the * same. The formula used to compute the test statistic is</p> * <code> * ∑[(K * observed1[i] - observed2[i]/K)<sup>2</sup> / (observed1[i] + observed2[i])] * </code> where * <br/><code>K = &sqrt;[&sum(observed2 / ∑(observed1)]</code> * </p> * <p>This statistic can be used to perform a Chi-Square test evaluating the * null hypothesis that both observed counts follow the same distribution.</p> * <p> * <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. * </li> * <li>Observed counts for a specific bin must not both be zero. * </li> * <li>Observed counts for a specific sample must not all be 0. * </li> * <li>The arrays <code>observed1</code> and <code>observed2</code> must have * the same length and their common length must be at least 2. * </li></ul></p><p> * If any of the preconditions are not met, an * <code>IllegalArgumentException</code> is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data set * @return chiSquare test statistic * @throws DimensionMismatchException the the length of the arrays does not match * @throws NotPositiveException if any entries in <code>observed1</code> or * <code>observed2</code> are negative * @throws ZeroException if either all counts of <code>observed1</code> or * <code>observed2</code> are zero, or if the count at some index is zero * for both arrays * @since 1.2 */ public double chiSquareDataSetsComparison(long[] observed1, long[] observed2) throws DimensionMismatchException, NotPositiveException, ZeroException { // Make sure lengths are same if (observed1.length < 2) { throw new DimensionMismatchException(observed1.length, 2); } if (observed1.length != observed2.length) { throw new DimensionMismatchException(observed1.length, observed2.length); } // Ensure non-negative counts MathArrays.checkNonNegative(observed1); MathArrays.checkNonNegative(observed2); // Compute and compare count sums long countSum1 = 0; long countSum2 = 0; boolean unequalCounts = false; double weight = 0.0; for (int i = 0; i < observed1.length; i++) { countSum1 += observed1[i]; countSum2 += observed2[i]; } // Ensure neither sample is uniformly 0 if (countSum1 == 0 || countSum2 == 0) { throw new ZeroException(); } // Compare and compute weight only if different unequalCounts = countSum1 != countSum2; if (unequalCounts) { weight = FastMath.sqrt((double) countSum1 / (double) countSum2); } // Compute ChiSquare statistic double sumSq = 0.0d; double dev = 0.0d; double obs1 = 0.0d; double obs2 = 0.0d; for (int i = 0; i < observed1.length; i++) { if (observed1[i] == 0 && observed2[i] == 0) { throw new ZeroException(LocalizedFormats.OBSERVED_COUNTS_BOTTH_ZERO_FOR_ENTRY, i); } else { obs1 = observed1[i]; obs2 = observed2[i]; if (unequalCounts) { // apply weights dev = obs1/weight - obs2 * weight; } else { dev = obs1 - obs2; } sumSq += (dev * dev) / (obs1 + obs2); } } return sumSq; }
Example 20
Source File: GTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * <p>Computes a G (Log-Likelihood Ratio) two sample test statistic for * independence comparing frequency counts in * {@code observed1} and {@code observed2}. The sums of frequency * counts in the two samples are not required to be the same. The formula * used to compute the test statistic is </p> * * <p>{@code 2 * totalSum * [H(rowSums) + H(colSums) - H(k)]}</p> * * <p> where {@code H} is the * <a href="http://en.wikipedia.org/wiki/Entropy_%28information_theory%29"> * Shannon Entropy</a> of the random variable formed by viewing the elements * of the argument array as incidence counts; <br/> * {@code k} is a matrix with rows {@code [observed1, observed2]}; <br/> * {@code rowSums, colSums} are the row/col sums of {@code k}; <br> * and {@code totalSum} is the overall sum of all entries in {@code k}.</p> * * <p>This statistic can be used to perform a G test evaluating the null * hypothesis that both observed counts are independent </p> * * <p> <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. </li> * <li>Observed counts for a specific bin must not both be zero. </li> * <li>Observed counts for a specific sample must not all be 0. </li> * <li>The arrays {@code observed1} and {@code observed2} must have * the same length and their common length must be at least 2. </li></ul></p> * * <p>If any of the preconditions are not met, a * {@code MathIllegalArgumentException} is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data * set * @return G-Test statistic * @throws DimensionMismatchException the the lengths of the arrays do not * match or their common length is less than 2 * @throws NotPositiveException if any entry in {@code observed1} or * {@code observed2} is negative * @throws ZeroException if either all counts of * {@code observed1} or {@code observed2} are zero, or if the count * at the same index is zero for both arrays. */ public double gDataSetsComparison(final long[] observed1, final long[] observed2) throws DimensionMismatchException, NotPositiveException, ZeroException { // Make sure lengths are same if (observed1.length < 2) { throw new DimensionMismatchException(observed1.length, 2); } if (observed1.length != observed2.length) { throw new DimensionMismatchException(observed1.length, observed2.length); } // Ensure non-negative counts MathArrays.checkNonNegative(observed1); MathArrays.checkNonNegative(observed2); // Compute and compare count sums long countSum1 = 0; long countSum2 = 0; // Compute and compare count sums final long[] collSums = new long[observed1.length]; final long[][] k = new long[2][observed1.length]; for (int i = 0; i < observed1.length; i++) { if (observed1[i] == 0 && observed2[i] == 0) { throw new ZeroException(LocalizedFormats.OBSERVED_COUNTS_BOTTH_ZERO_FOR_ENTRY, i); } else { countSum1 += observed1[i]; countSum2 += observed2[i]; collSums[i] = observed1[i] + observed2[i]; k[0][i] = observed1[i]; k[1][i] = observed2[i]; } } // Ensure neither sample is uniformly 0 if (countSum1 == 0 || countSum2 == 0) { throw new ZeroException(); } final long[] rowSums = {countSum1, countSum2}; final double sum = (double) countSum1 + (double) countSum2; return 2 * sum * (entropy(rowSums) + entropy(collSums) - entropy(k)); }