Changeset 11692

Timestamp:

12/17/14 11:31:26 (9 years ago)

Author:

ascheibe

Message:

#2031

• fixed a bug in Cohens d / Hedges g calculation
• fixed calculation of pairwise tests (no more columns with only zeroes)
• some refactoring

Location:

branches/StatisticalTesting

Files:

• HeuristicLab.Analysis.Statistics/3.3/HeuristicLab.Analysis.Statistics-3.3.csproj (modified) (2 diffs)
• HeuristicLab.Analysis.Statistics/3.3/KruskalWallis.cs (deleted)
• HeuristicLab.Analysis.Statistics/3.3/KruskalWallisTest.cs (added)
• HeuristicLab.Analysis.Statistics/3.3/PairwiseTest.cs (added)
• HeuristicLab.Analysis.Statistics/3.3/SampleSizeDetermination.cs (modified) (2 diffs)
• HeuristicLab.Analysis.Statistics/3.3/StatisticalTestingView.cs (modified) (5 diffs)
• HeuristicLab.Analysis.Statistics/3.3/TTest.cs (deleted)
• Statistics.UnitTests/KruskalWallisUnitTests.cs (modified) (5 diffs)

branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/HeuristicLab.Analysis.Statistics-3.3.csproj

@@ -146 +146 @@
       <DependentUpon>StatisticalTestingView.cs</DependentUpon>
     </Compile>
-    <Compile Include="KruskalWallis.cs" />
+    <Compile Include="KruskalWallisTest.cs" />
     <Compile Include="CorrelationView.cs">
       <SubType>UserControl</SubType>
@@ -161 +161 @@
     <Compile Include="Plugin.cs" />
     <Compile Include="Properties\AssemblyInfo.cs" />
-    <Compile Include="TTest.cs" />
+    <Compile Include="PairwiseTest.cs" />
   </ItemGroup>
   <ItemGroup>

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

@@ -85 +85 @@
       s2 = d2.Variance();
 
-      return (x1 - x2) / Math.Sqrt((s1 + s2) / 2);
+      return Math.Abs(x1 - x2) / Math.Sqrt((s1 + s2) / 2);
     }
 
@@ -104 +104 @@
 
       s = Math.Sqrt(((n1 - 1) * s1 + (n2 - 1) * s2) / (n1 + n2 - 2));
-      g = (x1 - x2) / s;
+      g = Math.Abs(x1 - x2) / s;
       c = (1 - (3 / (4 * (n1 + n2) - 9))) * g;
 

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

@@ -303 +303 @@
 
     private void TestAllGroups() {
-      double pval = KruskalWallis.Test(data);
+      double pval = KruskalWallisTest.Test(data);
       pValTextBox.Text = pval.ToString();
       if (pval < significanceLevel) {
@@ -359 +359 @@
 
       double[][] newData = FilterDataForPairwiseTest(colIndex);
-
-      double mwuBothtails;
-      double mwuLefttail;
-      double mwuRighttail;
       int cnt = 0;
-
       for (int i = 0; i < newData.Length; i++) {
-        alglib.mannwhitneyutest(data[colIndex], data[colIndex].Length, newData[i], newData[i].Length, out mwuBothtails, out mwuLefttail, out mwuRighttail);
+        double mwuBothtails = PairwiseTest.MannWhitneyUTest(data[colIndex], newData[i]);
         if (mwuBothtails > significanceLevel) {
           cnt++;
@@ -435 +430 @@
 
       double mwuBothtails;
-      double mwuLefttail;
-      double mwuRighttail;
       double tTestBothTails;
       double[] mwuPValues = new double[newData.Length];
@@ -445 +438 @@
 
       for (int i = 0; i < newData.Length; i++) {
-        if (i != colIndex) {
-          alglib.mannwhitneyutest(data[colIndex], data[colIndex].Length, newData[i], newData[i].Length, out mwuBothtails,
-            out mwuLefttail, out mwuRighttail);
-          tTestBothTails = TTest.Test(data[colIndex], newData[i]);
-          mwuPValues[i] = mwuBothtails;
-          tTestPValues[i] = tTestBothTails;
-        }
+        mwuBothtails = PairwiseTest.MannWhitneyUTest(data[colIndex], newData[i]);
+        tTestBothTails = PairwiseTest.TTest(data[colIndex], newData[i]);
+        mwuPValues[i] = mwuBothtails;
+        tTestPValues[i] = tTestBothTails;
       }
 
@@ -458 +448 @@
 
       for (int i = 0; i < newData.Length; i++) {
-        if (i != colIndex) {
-          pValsMatrix[0, i] = mwuPValues[i];
-          pValsMatrix[1, i] = adjustedMwuPValues[i];
-          pValsMatrix[2, i] = tTestPValues[i];
-          pValsMatrix[3, i] = adjustedTtestPValues[i];
-          pValsMatrix[4, i] = SampleSizeDetermination.CalculateCohensD(data[colIndex], newData[i]);
-          pValsMatrix[5, i] = SampleSizeDetermination.CalculateHedgesG(data[colIndex], newData[i]);
-        }
+        pValsMatrix[0, i] = mwuPValues[i];
+        pValsMatrix[1, i] = adjustedMwuPValues[i];
+        pValsMatrix[2, i] = tTestPValues[i];
+        pValsMatrix[3, i] = adjustedTtestPValues[i];
+        pValsMatrix[4, i] = SampleSizeDetermination.CalculateCohensD(data[colIndex], newData[i]);
+        pValsMatrix[5, i] = SampleSizeDetermination.CalculateHedgesG(data[colIndex], newData[i]);
       }
 

branches/StatisticalTesting/Statistics.UnitTests/KruskalWallisUnitTests.cs

@@ -36 +36 @@
       data[2] = new double[] { 2.8, 3.4, 3.7, 2.2, 2.0 };
 
-      Assert.AreEqual(0.68, Math.Round(KruskalWallis.Test(data), 2));
+      Assert.AreEqual(0.68, Math.Round(KruskalWallisTest.Test(data), 2));
     }
 
@@ -62 +62 @@
                               ,3605,4162,493,330,4595,2699,4457,3981,3499,1773,653,3176,134,3205,4537 };
 
-      Assert.AreEqual(0.95, Math.Round(KruskalWallis.Test(data), 2));
+      Assert.AreEqual(0.95, Math.Round(KruskalWallisTest.Test(data), 2));
     }
 
@@ -110 +110 @@
                               ,-0.947125493,2.087444922,0.271276104,-1.027604792,-0.364097727,-0.741089219};
 
-      Assert.AreEqual(0.0253, Math.Round(KruskalWallis.Test(data), 4));
+      Assert.AreEqual(0.0253, Math.Round(KruskalWallisTest.Test(data), 4));
     }
 
@@ -150 +150 @@
                               ,-0.947125493,2.087444922,0.271276104,-1.027604792,-0.364097727,-0.741089219};
 
-      var result = KruskalWallis.Test(data);
+      var result = KruskalWallisTest.Test(data);
       Assert.IsTrue(result.IsAlmost(2.2E-16));
     }
@@ -167 +167 @@
                               ,2654,4588,3363,4750,1440,1892,3629,816,4317,34,2119,3290,1758 };
 
-      Assert.AreEqual(1, Math.Round(KruskalWallis.Test(data), 2));
+      Assert.AreEqual(1, Math.Round(KruskalWallisTest.Test(data), 2));
     }
   }