Changeset 11673

Timestamp:

12/09/14 15:16:31 (10 years ago)

Author:

ascheibe

Message:

#2031 fixed a small bug in Bonferroni-Holm adjustment and added more unit tests for it

Location:

branches/StatisticalTesting

Files:

• HeuristicLab.Analysis.Statistics/3.3/BonferroniHolm.cs (modified) (2 diffs)
• Statistics.UnitTests/BonferroniHolmUnitTest.cs (modified) (4 diffs)

branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/BonferroniHolm.cs

@@ -28 +28 @@
     /// <summary>
     /// Based on David Groppe's MATLAB implementation 
-    /// (BSD Licensed, see 
+    /// (BSD licensed, see 
     /// http://www.mathworks.com/matlabcentral/fileexchange/28303-bonferroni-holm-correction-for-multiple-comparisons)
     /// </summary>
@@ -45 +45 @@
       for (int i = 1; i < k + 1; i++) {
         alphaNiveau[i - 1] = globalAlpha / (k - i + 1);
+        int idx = sortedPValues.ElementAt(i - 1).Key;
 
         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);
+          decision[idx] = sortedPValues.ElementAt(i - 1).Value < alphaNiveau[i - 1];
+          adjustedPValues[idx] = 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));
+          decision[idx] = decision[sortedPValues.ElementAt(i - 2).Key] ? (sortedPValues.ElementAt(i - 1).Value < alphaNiveau[i - 1]) : false;
+          adjustedPValues[idx] = Math.Max(adjustedPValues[sortedPValues.ElementAt(i - 2).Key], sortedPValues.ElementAt(i - 1).Value * (k - i + 1));
+        }
+        if (adjustedPValues[idx] > 1.0) {
+          adjustedPValues[idx] = 1.0;
         }
       }

branches/StatisticalTesting/Statistics.UnitTests/BonferroniHolmUnitTest.cs

@@ -20 +20 @@
 #endregion
 
+using System;
 using HeuristicLab.Analysis.Statistics;
 using Microsoft.VisualStudio.TestTools.UnitTesting;
@@ -27 +28 @@
   public class BonferroniHolmUnitTest {
     [TestMethod]
-    public void TestMethod1() {
+    public void BonferroniHolmUnitTest1() {
       /* example taken from 
        * http://www.mathworks.com/matlabcentral/fileexchange/28303-bonferroni-holm-correction-for-multiple-comparisons
@@ -52 +53 @@
 
     [TestMethod]
-    public void TestMethod2() {
+    public void BonferroniHolmUnitTest2() {
       /* example taken from 
        * http://en.wikipedia.org/wiki/Holm-Bonferroni_method#Example
@@ -75 +76 @@
       }
     }
+
+    [TestMethod]
+    public void BonferroniHolmUnitTest3() {
+      // comparison with R's p.adjust(p, "holm") method
+      double[] correctedPValues = new double[] { 0.23262159, 0.05204139 };
+      double[] pVals = new[] { 0.232621592948806, 0.0260206949805373 };
+      bool[] decision;
+
+      var result = BonferroniHolm.Calculate(0.05, pVals, out decision);
+
+      for (int i = 0; i < pVals.Length; i++) {
+        Assert.AreEqual(correctedPValues[i], Math.Round(result[i], 8));
+      }
+    }
+
+    [TestMethod]
+    public void BonferroniHolmUnitTest4() {
+      // comparison with R's p.adjust(p, "holm") method
+      double[] correctedPValues = new double[] { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 };
+      double[] pVals = new[] { 0.1108139, 0.1241641, 0.2805913, 0.3715633, 0.3967397, 0.6165547, 0.7272018, 0.8774432, 0.9495787, 0.9755199 };
+      bool[] decision;
+
+      var result = BonferroniHolm.Calculate(0.05, pVals, out decision);
+
+      for (int i = 0; i < pVals.Length; i++) {
+        Assert.AreEqual(correctedPValues[i], Math.Round(result[i], 8));
+      }
+    }
+
+    [TestMethod]
+    public void BonferroniHolmUnitTest5() {
+      // comparison with R's p.adjust(p, "holm") method
+      double[] correctedPValues = new double[] { 1.389563e-05, 7.293675e-05, 2.330999e-04, 2.330999e-04, 4.370736e-04, 5.539326e-04 };
+      double[] pVals = new[] { 2.315938e-06, 1.458735e-05, 5.827497e-05, 7.166659e-05, 2.185368e-04, 5.539326e-04 };
+      bool[] decision;
+
+      var result = BonferroniHolm.Calculate(0.05, pVals, out decision);
+
+      for (int i = 0; i < pVals.Length; i++) {
+        Assert.AreEqual(Math.Round(correctedPValues[i], 10), Math.Round(result[i], 10));
+      }
+    }
   }
 }
+