Changeset 3975 for trunk/sources/HeuristicLab.Problems.DataAnalysis.Views/3.3/RunCollectionVariableImpactView.cs

Timestamp:

06/29/10 15:11:20 (14 years ago)

Author:

mkommend

Message:

added p-values for variable impacts (ticket #1011)

File:

• trunk/sources/HeuristicLab.Problems.DataAnalysis.Views/3.3/RunCollectionVariableImpactView.cs (moved) (moved from trunk/sources/HeuristicLab.Optimization.Views/3.3/RunCollectionVariableImpactView.cs) (3 diffs)

trunk/sources/HeuristicLab.Problems.DataAnalysis.Views/3.3/RunCollectionVariableImpactView.cs

@@ -33 +33 @@
 using HeuristicLab.Common;
 using HeuristicLab.Data;
+using alglib;
 
 namespace HeuristicLab.Optimization.Views {
@@ -88 +89 @@
                                       from variableName in varImpact.RowNames
                                       select variableName).Distinct().ToList();
+        List<string> statictics = new List<string> { "Mean", "Median", "StdDev", "Significance Mean>0", "Significance Median>0" };
         List<string> columnNames = runsWithVariables.Select(r => r.Name).ToList();
-        columnNames.AddRange( new List<string> { "Mean", "Median", "StdDev" });
+        columnNames.AddRange(statictics);
         int runs = runsWithVariables.Count();
 
-        matrix = new DoubleMatrix(variableNames.Count, runs + 3);
+        matrix = new DoubleMatrix(variableNames.Count, runs + statictics.Count);
         matrix.SortableView = true;
         matrix.RowNames = variableNames;
@@ -113 +115 @@
           matrix[variableIndex, runs + 1] = impacts.Median();
           matrix[variableIndex, runs + 2] = impacts.StandardDeviation();
+          double leftTail = 0; double rightTail = 0; double bothTails = 0;
+          double[] impactsArray = impacts.ToArray();
+          studentttests.studentttest1(ref impactsArray, impactsArray.Length, 0, ref bothTails, ref leftTail, ref rightTail);
+          matrix[variableIndex, runs + 3] = leftTail;
+          wsr.wilcoxonsignedranktest(impacts.ToArray(), impactsArray.Length, 0, ref bothTails, ref leftTail, ref rightTail);
+          matrix[variableIndex, runs + 4] = leftTail;
         }
       }