1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections.Generic;
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24 | using System.Linq;
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25 | using System.Threading.Tasks;
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26 | using System.Windows.Forms;
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27 | using HeuristicLab.Collections;
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28 | using HeuristicLab.Core.Views;
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29 | using HeuristicLab.Data;
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30 | using HeuristicLab.MainForm;
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31 | using HeuristicLab.Optimization;
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32 | using HeuristicLab.Optimization.Views;
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33 |
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34 | namespace HeuristicLab.Analysis.Statistics {
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35 | [View("Statistical Tests", "HeuristicLab.Analysis.Statistics.InfoResources.StatisticalTestsInfo.rtf")]
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36 | [Content(typeof(RunCollection), false)]
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37 | public sealed partial class StatisticalTestingView : ItemView {
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38 | private const double significanceLevel = 0.05;
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39 | private double[][] data;
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40 |
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41 | public StatisticalTestingView() {
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42 | InitializeComponent();
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43 | }
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44 |
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45 | public new RunCollection Content {
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46 | get { return (RunCollection)base.Content; }
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47 | set { base.Content = value; }
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48 | }
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49 |
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50 | public override bool ReadOnly {
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51 | get { return true; }
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52 | set { /*not needed because results are always readonly */}
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53 | }
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54 |
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55 | protected override void OnContentChanged() {
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56 | base.OnContentChanged();
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57 |
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58 | if (Content != null) {
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59 | UpdateResultComboBox();
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60 | UpdateGroupsComboBox();
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61 | FillCompComboBox();
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62 | RebuildDataTable();
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63 | }
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64 | UpdateCaption();
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65 | }
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66 |
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67 | private void UpdateCaption() {
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68 | Caption = Content != null ? Content.OptimizerName + " Statistical Tests" : ViewAttribute.GetViewName(GetType());
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69 | }
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70 |
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71 | #region events
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72 | protected override void RegisterContentEvents() {
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73 | base.RegisterContentEvents();
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74 | Content.ItemsAdded += new CollectionItemsChangedEventHandler<IRun>(Content_ItemsAdded);
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75 | Content.ItemsRemoved += new CollectionItemsChangedEventHandler<IRun>(Content_ItemsRemoved);
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76 | Content.CollectionReset += new CollectionItemsChangedEventHandler<IRun>(Content_CollectionReset);
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77 | Content.UpdateOfRunsInProgressChanged += Content_UpdateOfRunsInProgressChanged;
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78 | }
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79 |
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80 | protected override void DeregisterContentEvents() {
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81 | base.DeregisterContentEvents();
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82 | Content.ItemsAdded -= new CollectionItemsChangedEventHandler<IRun>(Content_ItemsAdded);
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83 | Content.ItemsRemoved -= new CollectionItemsChangedEventHandler<IRun>(Content_ItemsRemoved);
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84 | Content.CollectionReset -= new CollectionItemsChangedEventHandler<IRun>(Content_CollectionReset);
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85 | Content.UpdateOfRunsInProgressChanged -= Content_UpdateOfRunsInProgressChanged;
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86 | }
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87 |
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88 | private void Content_CollectionReset(object sender, CollectionItemsChangedEventArgs<IRun> e) {
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89 | RebuildDataTable();
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90 | }
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91 |
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92 | private void Content_ItemsRemoved(object sender, CollectionItemsChangedEventArgs<IRun> e) {
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93 | RebuildDataTable();
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94 | }
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95 |
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96 | private void Content_ItemsAdded(object sender, CollectionItemsChangedEventArgs<IRun> e) {
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97 | RebuildDataTable();
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98 | }
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99 |
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100 | void Content_UpdateOfRunsInProgressChanged(object sender, EventArgs e) {
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101 | if (!Content.UpdateOfRunsInProgress) {
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102 | RebuildDataTable();
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103 | }
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104 | }
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105 | #endregion
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106 |
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107 | private void UpdateGroupsComboBox() {
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108 | groupComboBox.Items.Clear();
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109 |
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110 | var parameters = (from run in Content
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111 | where run.Visible
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112 | from param in run.Parameters
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113 | select param.Key).Distinct().ToArray();
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114 |
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115 | foreach (var p in parameters) {
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116 | var variations = (from run in Content
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117 | where run.Visible && run.Parameters.ContainsKey(p) &&
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118 | (run.Parameters[p] is IntValue || run.Parameters[p] is DoubleValue ||
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119 | run.Parameters[p] is StringValue || run.Parameters[p] is BoolValue)
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120 | select ((dynamic)run.Parameters[p]).Value).Distinct();
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121 |
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122 | if (variations.Count() > 1) {
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123 | groupComboBox.Items.Add(p);
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124 | }
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125 | }
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126 |
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127 | if (groupComboBox.Items.Count > 0) {
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128 | //try to select something different than "Seed" or "Algorithm Name" as this makes no sense
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129 | //and takes a long time to group
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130 | List<int> possibleIndizes = new List<int>();
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131 | for (int i = 0; i < groupComboBox.Items.Count; i++) {
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132 | if (groupComboBox.Items[i].ToString() != "Seed"
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133 | && groupComboBox.Items[i].ToString() != "Algorithm Name") {
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134 | possibleIndizes.Add(i);
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135 | }
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136 | }
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137 |
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138 | if (possibleIndizes.Count > 0) {
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139 | groupComboBox.SelectedItem = groupComboBox.Items[possibleIndizes.First()];
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140 | } else {
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141 | groupComboBox.SelectedItem = groupComboBox.Items[0];
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142 | }
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143 | }
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144 | }
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145 |
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146 | private string[] GetColumnNames(IEnumerable<IRun> runs) {
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147 | string parameterName = (string)groupComboBox.SelectedItem;
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148 | var r = runs.Where(x => x.Parameters.ContainsKey(parameterName));
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149 | return r.Select(x => ((dynamic)x.Parameters[parameterName]).Value).Distinct().Select(x => (string)x.ToString()).ToArray();
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150 | }
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151 |
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152 | private void UpdateResultComboBox() {
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153 | resultComboBox.Items.Clear();
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154 | var results = (from run in Content
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155 | where run.Visible
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156 | from result in run.Results
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157 | where result.Value is IntValue || result.Value is DoubleValue
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158 | select result.Key).Distinct().ToArray();
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159 |
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160 | resultComboBox.Items.AddRange(results);
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161 | if (resultComboBox.Items.Count > 0) resultComboBox.SelectedItem = resultComboBox.Items[0];
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162 | }
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163 |
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164 | private void FillCompComboBox() {
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165 | string parameterName = (string)groupComboBox.SelectedItem;
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166 | if (parameterName != null) {
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167 | string resultName = (string)resultComboBox.SelectedItem;
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168 | if (resultName != null) {
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169 | var runs = Content.Where(x => x.Results.ContainsKey(resultName) && x.Visible);
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170 | var columnNames = GetColumnNames(runs).ToList();
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171 | groupCompComboBox.Items.Clear();
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172 | columnNames.ForEach(x => groupCompComboBox.Items.Add(x));
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173 | if (groupCompComboBox.Items.Count > 0) groupCompComboBox.SelectedItem = groupCompComboBox.Items[0];
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174 | }
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175 | }
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176 | }
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177 |
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178 | private void RebuildDataTable() {
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179 | string parameterName = (string)groupComboBox.SelectedItem;
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180 | if (parameterName != null) {
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181 | string resultName = (string)resultComboBox.SelectedItem;
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182 |
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183 | var runs = Content.Where(x => x.Results.ContainsKey(resultName) && x.Visible);
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184 | var columnNames = GetColumnNames(runs);
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185 | var groups = GetGroups(columnNames, runs);
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186 | data = new double[columnNames.Count()][];
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187 |
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188 | DoubleMatrix dt = new DoubleMatrix(groups.Select(x => x.Count()).Max(), columnNames.Count());
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189 | dt.ColumnNames = columnNames;
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190 | DataTable histogramDataTable = new DataTable(resultName);
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191 |
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192 | for (int i = 0; i < columnNames.Count(); i++) {
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193 | int j = 0;
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194 | data[i] = new double[groups[i].Count()];
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195 | DataRow row = new DataRow(columnNames[i]);
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196 | row.VisualProperties.ChartType = DataRowVisualProperties.DataRowChartType.Histogram;
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197 | histogramDataTable.Rows.Add(row);
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198 |
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199 | foreach (IRun run in groups[i]) {
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200 | dt[j, i] = (double)((dynamic)run.Results[resultName]).Value;
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201 | data[i][j] = dt[j, i];
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202 | row.Values.Add(dt[j, i]);
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203 | j++;
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204 | }
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205 | }
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206 |
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207 | dataTableView.Content = histogramDataTable;
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208 | stringConvertibleMatrixView.Content = dt;
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209 | }
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210 | }
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211 |
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212 | private List<IEnumerable<IRun>> GetGroups(string[] columnNames, IEnumerable<IRun> runs) {
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213 | List<IEnumerable<IRun>> runCols = new List<IEnumerable<IRun>>();
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214 | string parameterName = (string)groupComboBox.SelectedItem;
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215 |
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216 | foreach (string cn in columnNames) {
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217 | var tmpRuns = runs.Where(x => ((string)((dynamic)x.Parameters[parameterName]).Value.ToString()) == cn);
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218 | runCols.Add(tmpRuns);
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219 | }
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220 |
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221 | return runCols;
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222 | }
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223 |
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224 | private void ResetUI() {
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225 | normalityLabel.Image = null;
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226 | groupCompLabel.Image = null;
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227 | pairwiseLabel.Image = null;
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228 | pValTextBox.Text = string.Empty;
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229 | equalDistsTextBox.Text = string.Empty;
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230 | }
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231 |
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232 | private void resultComboBox_SelectedValueChanged(object sender, EventArgs e) {
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233 | RebuildDataTable();
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234 | ResetUI();
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235 | CalculateValues();
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236 | }
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237 |
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238 | private void groupComboBox_SelectedValueChanged(object sender, EventArgs e) {
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239 | FillCompComboBox();
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240 | RebuildDataTable();
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241 | ResetUI();
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242 | CalculateValues();
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243 | }
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244 |
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245 | private bool VerifyDataLength(bool showMessage) {
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246 | if (data == null || data.Length == 0)
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247 | return false;
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248 |
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249 | //alglib needs at least 5 samples for computation
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250 | if (data.Any(x => x.Length <= 5)) {
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251 | if (showMessage)
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252 | MessageBox.Show(this, "You need to choose samples with a size greater 5.", "HeuristicLab", MessageBoxButtons.OK,
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253 | MessageBoxIcon.Error);
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254 | return false;
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255 | }
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256 | return true;
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257 | }
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258 |
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259 | private void CalculateValues() {
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260 | if (!VerifyDataLength(true))
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261 | return;
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262 |
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263 | if (data != null) {
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264 | MainFormManager.GetMainForm<HeuristicLab.MainForm.WindowsForms.MainForm>()
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265 | .AddOperationProgressToView(this, "Calculating...");
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266 |
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267 | string curItem = (string)groupCompComboBox.SelectedItem;
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268 | Task.Factory.StartNew(() => CalculateValuesAsync(curItem));
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269 | }
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270 | }
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271 |
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272 | private void CalculateValuesAsync(string groupName) {
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273 | TestAllGroups();
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274 | CalculateNormality();
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275 | CalculateNormalityDetails();
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276 | CalculatePairwiseTest(groupName);
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277 | CalculatePairwiseTestDetails(groupName);
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278 |
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279 | MainFormManager.GetMainForm<HeuristicLab.MainForm.WindowsForms.MainForm>().RemoveOperationProgressFromView(this);
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280 | }
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281 |
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282 | private void CalculatePairwise(string groupName) {
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283 | if (!VerifyDataLength(false))
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284 | return;
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285 |
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286 | MainFormManager.GetMainForm<HeuristicLab.MainForm.WindowsForms.MainForm>().AddOperationProgressToView(this, "Calculating...");
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287 | Task.Factory.StartNew(() => CalculatePairwiseAsync(groupName));
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288 | }
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289 |
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290 | private void CalculatePairwiseAsync(string groupName) {
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291 | CalculatePairwiseTest(groupName);
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292 | CalculatePairwiseTestDetails(groupName);
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293 |
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294 | MainFormManager.GetMainForm<HeuristicLab.MainForm.WindowsForms.MainForm>().RemoveOperationProgressFromView(this);
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295 | }
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296 |
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297 | private void TestAllGroups() {
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298 | double pval = KruskalWallis.Test(data);
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299 | pValTextBox.Text = pval.ToString();
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300 | if (pval < significanceLevel) {
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301 | this.Invoke(new Action(() => { groupCompLabel.Image = HeuristicLab.Analysis.Statistics.Resources.Default; }));
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302 | } else {
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303 | this.Invoke(new Action(() => { groupCompLabel.Image = HeuristicLab.Common.Resources.VSImageLibrary.Warning; }));
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304 | }
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305 | }
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306 |
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307 | private void CalculateNormality() {
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308 | double val;
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309 | List<double> res = new List<double>();
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310 |
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311 | for (int i = 0; i < data.Length; i++) {
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312 | alglib.jarqueberatest(data[i], data[i].Length, out val);
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313 | res.Add(val);
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314 | }
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315 |
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316 | // p-value is below significance level and thus the null hypothesis (data is normally distributed) is rejected.
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317 | if (res.Any(x => x < significanceLevel)) {
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318 | this.Invoke(new Action(() => { normalityLabel.Image = HeuristicLab.Common.Resources.VSImageLibrary.Warning; }));
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319 | } else {
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320 | this.Invoke(new Action(() => { normalityLabel.Image = HeuristicLab.Analysis.Statistics.Resources.Default; }));
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321 | }
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322 | }
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323 |
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324 | private void CalculateNormalityDetails() {
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325 | DoubleMatrix pValsMatrix = new DoubleMatrix(1, stringConvertibleMatrixView.Content.Columns);
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326 | pValsMatrix.ColumnNames = stringConvertibleMatrixView.Content.ColumnNames;
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327 | pValsMatrix.RowNames = new string[] { "p-Value" };
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328 |
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329 | double val;
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330 | for (int i = 0; i < data.Length; i++) {
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331 | alglib.jarqueberatest(data[i], data[i].Length, out val);
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332 | pValsMatrix[0, i] = val;
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333 | }
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334 |
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335 | this.Invoke(new Action(() => { normalityStringConvertibleMatrixView.Content = pValsMatrix; }));
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336 | }
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337 |
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338 | private void CalculatePairwiseTest(string groupName) {
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339 | int colIndex = 0;
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340 | IEnumerable<string> columnNames = null;
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341 | this.Invoke(new Action(() => { columnNames = stringConvertibleMatrixView.Content.ColumnNames; }));
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342 |
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343 | foreach (string col in columnNames) {
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344 | if (col == groupName) {
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345 | break;
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346 | }
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347 | colIndex++;
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348 | }
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349 |
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350 | double[][] newData = FilterDataForPairwiseTest(colIndex);
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351 |
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352 | double mwuBothtails;
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353 | double mwuLefttail;
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354 | double mwuRighttail;
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355 | int cnt = 0;
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356 |
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357 | for (int i = 0; i < newData.Length; i++) {
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358 | alglib.mannwhitneyutest(data[colIndex], data[colIndex].Length, newData[i], newData[i].Length, out mwuBothtails, out mwuLefttail, out mwuRighttail);
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359 | if (mwuBothtails > significanceLevel) {
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360 | cnt++;
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361 | }
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362 | }
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363 |
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364 | double ratio = ((double)cnt) / (data.Length - 1) * 100.0;
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365 | equalDistsTextBox.Text = ratio.ToString() + " %";
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366 |
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367 | if (cnt == 0) {
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368 | this.Invoke(new Action(() => { pairwiseLabel.Image = HeuristicLab.Analysis.Statistics.Resources.Default; }));
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369 | } else {
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370 | this.Invoke(new Action(() => { pairwiseLabel.Image = HeuristicLab.Common.Resources.VSImageLibrary.Warning; }));
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371 | }
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372 | }
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373 |
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374 | private double[][] FilterDataForPairwiseTest(int columnToRemove) {
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375 | double[][] newData = new double[data.Length - 1][];
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376 |
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377 | int i = 0;
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378 | int l = 0;
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379 | while (i < data.Length) {
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380 | if (i != columnToRemove) {
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381 | double[] row = new double[data[i].Length - 1];
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382 | newData[l] = row;
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383 |
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384 | int j = 0, k = 0;
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385 | while (j < row.Length) {
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386 | if (i != columnToRemove) {
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387 | newData[l][j] = data[i][k];
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388 | j++;
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389 | k++;
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390 | } else {
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391 | k++;
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392 | }
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393 | }
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394 | i++;
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395 | l++;
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396 | } else {
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397 | i++;
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398 | }
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399 | }
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400 | return newData;
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401 | }
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402 |
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403 | private void CalculatePairwiseTestDetails(string groupName) {
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404 | int colIndex = 0;
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405 | IEnumerable<string> columnNames = null;
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406 | this.Invoke(new Action(() => { columnNames = stringConvertibleMatrixView.Content.ColumnNames; }));
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407 |
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408 | foreach (string col in columnNames) {
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409 | if (col == groupName) {
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410 | break;
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411 | }
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412 | colIndex++;
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413 | }
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414 |
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415 | double[][] newData = FilterDataForPairwiseTest(colIndex);
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416 |
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417 | columnNames = columnNames.Where(x => x != groupName).ToList();
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418 |
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419 | var rowNames = new string[] { "p-Value of Mann-Whitney U", "Adjusted p-Value of Mann-Whitney U",
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420 | "p-Value of T-Test", "Adjusted p-Value of T-Test", "Necessary Sample Size for T-Test", "Cohen's d", "Hedges' g" };
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421 |
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422 | DoubleMatrix pValsMatrix = new DoubleMatrix(rowNames.Length, columnNames.Count());
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423 | pValsMatrix.ColumnNames = columnNames;
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424 | pValsMatrix.RowNames = rowNames;
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425 |
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426 | double mwuBothtails;
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427 | double mwuLefttail;
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428 | double mwuRighttail;
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429 | double tTestLefttail;
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430 | double[] mwuPValues = new double[newData.Length];
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431 | double[] tTestPValues = new double[newData.Length];
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432 | bool[] decision = null;
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433 | double[] adjustedMwuPValues = null;
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434 | double[] adjustedTtestPValues = null;
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435 |
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436 | for (int i = 0; i < newData.Length; i++) {
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437 | if (i != colIndex) {
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438 | alglib.mannwhitneyutest(data[colIndex], data[colIndex].Length, newData[i], newData[i].Length, out mwuBothtails,
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439 | out mwuLefttail, out mwuRighttail);
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440 | tTestLefttail = TTest.Test(data[colIndex], newData[i]);
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441 | mwuPValues[i] = mwuBothtails;
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442 | tTestPValues[i] = tTestLefttail;
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443 | }
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444 | }
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445 |
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446 | adjustedMwuPValues = BonferroniHolm.Calculate(significanceLevel, mwuPValues, out decision);
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447 | adjustedTtestPValues = BonferroniHolm.Calculate(significanceLevel, tTestPValues, out decision);
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448 |
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449 | for (int i = 0; i < newData.Length; i++) {
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450 | if (i != colIndex) {
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451 | pValsMatrix[0, i] = mwuPValues[i];
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452 | pValsMatrix[1, i] = adjustedMwuPValues[i];
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453 | pValsMatrix[2, i] = tTestPValues[i];
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454 | pValsMatrix[3, i] = adjustedTtestPValues[i];
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455 | pValsMatrix[4, i] = TTest.GetOptimalSampleSize(data[colIndex], newData[i]);
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456 | pValsMatrix[5, i] = SampleSizeDetermination.CalculateCohensD(data[colIndex], newData[i]);
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457 | pValsMatrix[6, i] = SampleSizeDetermination.CalculateHedgesG(data[colIndex], newData[i]);
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458 | }
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459 | }
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460 |
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461 | this.Invoke(new Action(() => { pairwiseStringConvertibleMatrixView.Content = pValsMatrix; }));
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462 | }
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463 |
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464 | private void openBoxPlotToolStripMenuItem_Click(object sender, EventArgs e) {
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465 | RunCollectionBoxPlotView boxplotView = new RunCollectionBoxPlotView();
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466 | boxplotView.Content = Content;
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467 | // TODO: enable as soon as we move to HeuristicLab.Optimization.Views
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468 | // boxplotView.xAxisComboBox.SelectedItem = xAxisComboBox.SelectedItem;
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469 | // boxplotView.yAxisComboBox.SelectedItem = yAxisComboBox.SelectedItem;
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470 | boxplotView.Show();
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471 | }
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472 |
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473 | private void groupCompComboBox_SelectedValueChanged(object sender, EventArgs e) {
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474 | string curItem = (string)groupCompComboBox.SelectedItem;
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475 | CalculatePairwise(curItem);
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476 | }
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477 | }
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478 | }
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