fr.cnes.sirius.patrius.math.stat.inference

Class MannWhitneyUTest

java.lang.Object

fr.cnes.sirius.patrius.math.stat.inference.MannWhitneyUTest

public class MannWhitneyUTest
extends Object

An implementation of the Mann-Whitney U test (also called Wilcoxon rank-sum test).

Version:

$Id: MannWhitneyUTest.java 18108 2017-10-04 06:45:27Z bignon $

Constructor Summary

Constructors

Constructor and Description
MannWhitneyUTest() Create a test instance using where NaN's are left in place and ties get the average of applicable ranks.
MannWhitneyUTest(NaNStrategy nanStrategy, TiesStrategy tiesStrategy) Create a test instance using the given strategies for NaN's and ties.

Method Summary

Modifier and Type	Method and Description
double	mannWhitneyU(double[] x, double[] y) Computes the Mann-Whitney U statistic comparing mean for two independent samples possibly of different length.
double	mannWhitneyUTest(double[] x, double[] y) Returns the asymptotic observed significance level, or p-value, associated with a Mann-Whitney U statistic comparing mean for two independent samples.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MannWhitneyUTest

public MannWhitneyUTest()

Create a test instance using where NaN's are left in place and ties get the average of applicable ranks. Use this unless you are very sure of what you are doing.

MannWhitneyUTest

public MannWhitneyUTest(NaNStrategy nanStrategy,
                        TiesStrategy tiesStrategy)

Create a test instance using the given strategies for NaN's and ties. Only use this if you are sure of what you are doing.

Parameters:

nanStrategy - specifies the strategy that should be used for Double.NaN's

tiesStrategy - specifies the strategy that should be used for ties

Method Detail

mannWhitneyU

public double mannWhitneyU(double[] x,
                           double[] y)

Computes the Mann-Whitney U statistic comparing mean for two independent samples possibly of different length.

This statistic can be used to perform a Mann-Whitney U test evaluating the null hypothesis that the two independent samples has equal mean.

Let X_i denote the i'th individual of the first sample and Y_j the j'th individual in the second sample. Note that the samples would often have different length.

Preconditions:

• All observations in the two samples are independent.
• The observations are at least ordinal (continuous are also ordinal).

Parameters:

x - the first sample

y - the second sample

Returns:

Mann-Whitney U statistic (maximum of U^x and U^y)

Throws:

NullArgumentException - if x or y are null.

NoDataException - if x or y are zero-length.

mannWhitneyUTest

public double mannWhitneyUTest(double[] x,
                               double[] y)

Returns the asymptotic observed significance level, or p-value, associated with a Mann-Whitney U statistic comparing mean for two independent samples.

Let X_i denote the i'th individual of the first sample and Y_j the j'th individual in the second sample. Note that the samples would often have different length.

Preconditions:

• All observations in the two samples are independent.
• The observations are at least ordinal (continuous are also ordinal).

Ties give rise to biased variance at the moment. See e.g. http://mlsc.lboro.ac.uk/resources/statistics/Mannwhitney.pdf.

Parameters:

x - the first sample

y - the second sample

Returns:

asymptotic p-value

Throws:

NullArgumentException - if x or y are null.

NoDataException - if x or y are zero-length.

ConvergenceException - if the p-value can not be computed due to a convergence error

MaxCountExceededException - if the maximum number of iterations is exceeded