Changeset 11691

Timestamp:

12/16/14 23:55:48 (10 years ago)

Author:

ascheibe

Message:

#2031

• expanded documentation for statistical testing view
• changed t-test to unpooled method
• removed sample size determination for t-test as this is probably not correct

Location:

branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3

Files:

• InfoResources/StatisticalTestsInfo.rtf (modified) (previous)
• StatisticalTestingView.cs (modified) (4 diffs)
• TTest.cs (modified) (2 diffs)

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

@@ -428 +428 @@
 
       var rowNames = new string[] { "p-Value of Mann-Whitney U", "Adjusted p-Value of Mann-Whitney U", 
-            "p-Value of T-Test", "Adjusted p-Value of T-Test", "Necessary Sample Size for T-Test", "Cohen's d", "Hedges' g" };
+            "p-Value of T-Test", "Adjusted p-Value of T-Test", "Cohen's d", "Hedges' g" };
 
       DoubleMatrix pValsMatrix = new DoubleMatrix(rowNames.Length, columnNames.Count());
@@ -437 +437 @@
       double mwuLefttail;
       double mwuRighttail;
-      double tTestLefttail;
+      double tTestBothTails;
       double[] mwuPValues = new double[newData.Length];
       double[] tTestPValues = new double[newData.Length];
@@ -448 +448 @@
           alglib.mannwhitneyutest(data[colIndex], data[colIndex].Length, newData[i], newData[i].Length, out mwuBothtails,
             out mwuLefttail, out mwuRighttail);
-          tTestLefttail = TTest.Test(data[colIndex], newData[i]);
+          tTestBothTails = TTest.Test(data[colIndex], newData[i]);
           mwuPValues[i] = mwuBothtails;
-          tTestPValues[i] = tTestLefttail;
+          tTestPValues[i] = tTestBothTails;
         }
       }
@@ -463 +463 @@
           pValsMatrix[2, i] = tTestPValues[i];
           pValsMatrix[3, i] = adjustedTtestPValues[i];
-          pValsMatrix[4, i] = TTest.GetOptimalSampleSize(data[colIndex], newData[i]);
-          pValsMatrix[5, i] = SampleSizeDetermination.CalculateCohensD(data[colIndex], newData[i]);
-          pValsMatrix[6, i] = SampleSizeDetermination.CalculateHedgesG(data[colIndex], newData[i]);
+          pValsMatrix[4, i] = SampleSizeDetermination.CalculateCohensD(data[colIndex], newData[i]);
+          pValsMatrix[5, i] = SampleSizeDetermination.CalculateHedgesG(data[colIndex], newData[i]);
         }
       }

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

@@ -20 +20 @@
 #endregion
 
-using System;
-using System.Linq;
-using HeuristicLab.Common;
 
 namespace HeuristicLab.Analysis.Statistics {
@@ -28 +25 @@
     public static double Test(double[] data1, double[] data2) {
       double left, right, both;
-      alglib.studentttest2(data1, data1.Length, data2, data2.Length, out both, out left, out right);
+      alglib.unequalvariancettest(data1, data1.Length, data2, data2.Length, out both, out left, out right);
       return both;
-    }
-
-    public static double GetOptimalSampleSize(double[] data1, double[] data2, double conf = 0.95) {
-      double result = 0.0;
-      double t = alglib.invstudenttdistribution(data1.Length * 2 - 2, conf);
-
-      double m1 = data1.Average();
-      double m2 = data2.Average();
-      double s1 = data1.StandardDeviation();
-      double s2 = data2.StandardDeviation();
-
-      result = Math.Pow(t, 2) * (Math.Pow(s1, 2) + Math.Pow(s2, 2)) / Math.Pow(m1 - m2, 2);
-      return Math.Ceiling(result);
     }
   }