#region License Information /* HeuristicLab * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Collections.Generic; using System.Linq; namespace HeuristicLab.Analysis.Statistics { public static class BonferroniHolm { /// /// Based on David Groppe's MATLAB implementation /// (BSD Licensed, see /// http://www.mathworks.com/matlabcentral/fileexchange/28303-bonferroni-holm-correction-for-multiple-comparisons) /// public static double[] Calculate(double globalAlpha, double[] pValues, out bool[] h) { int k = pValues.Length; double[] alphaNiveau = new double[k]; double[] adjustedPValues = new double[k]; bool[] decision = new bool[k]; Dictionary pValuesIndizes = new Dictionary(); for (int i = 0; i < k; i++) { pValuesIndizes.Add(i, pValues[i]); } var sortedPValues = pValuesIndizes.OrderBy(x => x.Value); for (int i = 1; i < k + 1; i++) { alphaNiveau[i - 1] = globalAlpha / (k - i + 1); if (i == 1) { //true means reject decision[sortedPValues.ElementAt(i - 1).Key] = sortedPValues.ElementAt(i - 1).Value < alphaNiveau[i - 1]; adjustedPValues[sortedPValues.ElementAt(i - 1).Key] = sortedPValues.ElementAt(i - 1).Value * (k - i + 1); } else { decision[sortedPValues.ElementAt(i - 1).Key] = decision[sortedPValues.ElementAt(i - 2).Key] ? (sortedPValues.ElementAt(i - 1).Value < alphaNiveau[i - 1]) : false; adjustedPValues[sortedPValues.ElementAt(i - 1).Key] = Math.Max(adjustedPValues[sortedPValues.ElementAt(i - 2).Key], sortedPValues.ElementAt(i - 1).Value * (k - i + 1)); } } h = decision; return adjustedPValues; } } }