private double complementaryDistributionFunction(double x)
{
if (exact)
{
// For small samples (< 30) and if there are not very large
// differences in samples sizes, this distribution is exact.
return(WilcoxonDistribution.exactComplement(x, table));
}
if (Correction == ContinuityCorrection.Midpoint)
{
if (x > Mean)
{
x = x - 0.5;
}
else
{
x = x + 0.5;
}
}
else if (Correction == ContinuityCorrection.KeepInside)
{
x = x - 0.5;
}
return(approximation.ComplementaryDistributionFunction(x));
}
public void ConstructorTest()
{
double[] ranks = { 1, 2, 3, 4, 5.5, 5.5, 7, 8, 9, 10, 11, 12 };
var W = new WilcoxonDistribution(ranks);
double mean = W.Mean; // 39.0
double median = W.Median; // 38.5
double var = W.Variance; // 162.5
double cdf = W.DistributionFunction(w: 42); // 0.60817384423279575
double pdf = W.ProbabilityDensityFunction(w: 42); // 0.38418508862319295
double lpdf = W.LogProbabilityDensityFunction(w: 42); // 0.38418508862319295
double ccdf = W.ComplementaryDistributionFunction(x: 42); // 0.39182615576720425
double icdf = W.InverseDistributionFunction(p: cdf); // 42
double icdf2 = W.InverseDistributionFunction(p: 0.5); // 42
double hf = W.HazardFunction(x: 42); // 0.98049883339449373
double chf = W.CumulativeHazardFunction(x: 42); // 0.936937017743799
string str = W.ToString(); // "W+(x; R)"
Assert.AreEqual(39.0, mean);
Assert.AreEqual(38.5, median, 1e-6);
Assert.AreEqual(162.5, var);
Assert.AreEqual(0.936937017743799, chf);
Assert.AreEqual(0.60817384423279575, cdf);
Assert.AreEqual(0.38418508862319295, pdf);
Assert.AreEqual(-0.95663084089698047, lpdf);
Assert.AreEqual(0.98049883339449373, hf);
Assert.AreEqual(0.39182615576720425, ccdf);
Assert.AreEqual(42, icdf, 1e-6);
Assert.AreEqual("W+(x; R)", str);
}
/// <summary>
/// Gets the log-probability density function (pdf) for
/// this distribution evaluated at point <c>x</c>.
/// </summary>
///
/// <param name="x">A single point in the distribution range.</param>
///
/// <returns>
/// The logarithm of the probability of <c>u</c>
/// occurring in the current distribution.
/// </returns>
///
/// <remarks>
/// The Probability Density Function (PDF) describes the
/// probability that a given value <c>u</c> will occur.
/// </remarks>
///
/// <example>
/// See <see cref="MannWhitneyDistribution"/>.
/// </example>
///
protected internal override double InnerLogProbabilityDensityFunction(double x)
{
if (exact)
{
return(Math.Log(WilcoxonDistribution.count(x, table)) - Math.Log(table.Length));
}
return(approximation.ProbabilityDensityFunction(x));
}
/// <summary>
/// Gets the probability density function (pdf) for
/// this distribution evaluated at point <c>u</c>.
/// </summary>
///
/// <param name="x">A single point in the distribution range.</param>
///
/// <returns>
/// The probability of <c>u</c> occurring
/// in the current distribution.
/// </returns>
///
/// <remarks>
/// The Probability Density Function (PDF) describes the
/// probability that a given value <c>u</c> will occur.
/// </remarks>
///
/// <example>
/// See <see cref="MannWhitneyDistribution"/>.
/// </example>
///
protected internal override double InnerProbabilityDensityFunction(double x)
{
if (this.exact)
{
return(WilcoxonDistribution.count(x, table) / (double)table.Length);
}
return(approximation.ProbabilityDensityFunction(x));
}
/// <summary>
/// Creates a new object that is a copy of the current instance.
/// </summary>
/// <returns>
/// A new object that is a copy of this instance.
/// </returns>
///
public override object Clone()
{
var clone = new WilcoxonDistribution(n);
clone.exact = exact;
clone.table = table;
clone.n = n;
clone.approximation = (NormalDistribution)approximation.Clone();
return(clone);
}
public void ConstructorTest2()
{
double[] ranks = { 1, 2, 3, 4, 5.5, 5.5, 7, 8, 9, 10, 11, 12 };
var W = new WilcoxonDistribution(ranks, forceExact: true);
double mean = W.Mean; // 39
double median = W.Median; // 39
double var = W.Variance; // 162.5
double cdf = W.DistributionFunction(w: 42); // 0.582763671875
double pdf = W.ProbabilityDensityFunction(w: 42); // 0.014404296875
double lpdf = W.LogProbabilityDensityFunction(w: 42); // -4.2402287228136233
double ccdf = W.ComplementaryDistributionFunction(x: 42); // 0.417236328125
double icdf = W.InverseDistributionFunction(p: cdf); // 41.965447500067114
double icdf2 = W.InverseDistributionFunction(p: 0.5); // 39.000000487005138
double hf = W.HazardFunction(x: 42); // 0.03452311293153891
double chf = W.CumulativeHazardFunction(x: 42); // 0.87410248360375287
string str = W.ToString(); // "W+(x; R)"
Assert.AreEqual(39.0, mean);
Assert.AreEqual(39.0, median, 1e-6);
Assert.AreEqual(162.5, var);
Assert.AreEqual(0.87410248360375287, chf);
Assert.AreEqual(0.582763671875, cdf);
Assert.AreEqual(0.014404296875, pdf);
Assert.AreEqual(-4.2402287228136233, lpdf);
Assert.AreEqual(0.03452311293153891, hf);
Assert.AreEqual(0.417236328125, ccdf);
Assert.AreEqual(42, icdf, 0.05);
Assert.AreEqual("W+(x; R)", str);
var range1 = W.GetRange(0.95);
var range2 = W.GetRange(0.99);
var range3 = W.GetRange(0.01);
Assert.AreEqual(17.999999736111114, range1.Min);
Assert.AreEqual(60.000000315408002, range1.Max);
Assert.AreEqual(10.000000351098127, range2.Min);
Assert.AreEqual(67.99999981945885, range2.Max);
Assert.AreEqual(10.000000351098119, range3.Min);
Assert.AreEqual(67.99999981945885, range3.Max);
}
public void MedianTest()
{
double[] ranks = { 1, 2, 3, 7 };
WilcoxonDistribution target = new WilcoxonDistribution(ranks);
Assert.AreEqual(target.Median, target.InverseDistributionFunction(0.5));
}
public void CumulativeExactTest()
{
// example from https://onlinecourses.science.psu.edu/stat414/node/319
double[] ranks =
{
22, 2, 13, 24, 16, 15, 25, 10, 9, 11, 5,
17, 12, 20, 14, 30, 8, 6, 26, 19, 29, 27, 3, 28,
7, 21, 23, 1, 18, 4
};
WilcoxonDistribution target = new WilcoxonDistribution(ranks);
Assert.AreEqual(232.5, target.Mean);
Assert.AreEqual(2363.75, target.Variance);
Assert.AreEqual(Math.Sqrt(2363.75), target.StandardDeviation);
double actual = target.DistributionFunction(200);
double expected = 0.2546;
Assert.AreEqual(expected, actual, 1e-2);
double inv = target.InverseDistributionFunction(actual);
Assert.AreEqual(200, inv);
}
public void CumulativeTest()
{
// Example from https://onlinecourses.science.psu.edu/stat414/node/319
double[] ranks = { 1, 2, 3 };
WilcoxonDistribution target = new WilcoxonDistribution(ranks);
double[] probabilities = { 0.0, 1 / 8.0, 1 / 8.0, 1 / 8.0, 2 / 8.0, 1 / 8.0, 1 / 8.0, 1 / 8.0 };
double[] expected = Accord.Math.Matrix.CumulativeSum(probabilities);
for (int i = 0; i < expected.Length; i++)
{
// P(W<=i)
double actual = target.DistributionFunction(i);
Assert.AreEqual(expected[i], actual);
}
}
public void ProbabilityTest()
{
// Example from https://onlinecourses.science.psu.edu/stat414/node/319
double[] ranks = { 1, 2, 3 };
WilcoxonDistribution target = new WilcoxonDistribution(ranks);
double[] expected = { 1 / 8.0, 1 / 8.0, 1 / 8.0, 2 / 8.0, 1 / 8.0, 1 / 8.0, 1 / 8.0 };
for (int i = 0; i < expected.Length; i++)
{
// P(W=i)
double actual = target.ProbabilityDensityFunction(i);
Assert.AreEqual(expected[i], actual);
}
}