ChiSquareTest (Apache Commons Math 3.3 API)

org.apache.commons.math3.stat.inference

## Class ChiSquareTest

- java.lang.Object
- - org.apache.commons.math3.stat.inference.ChiSquareTest

-     public class ChiSquareTest
      extends Object

  Implements Chi-Square test statistics.

  This implementation handles both known and unknown distributions.

  Two samples tests can be used when the distribution is unknown a priori but provided by one sample, or when the hypothesis under test is that the two samples come from the same underlying distribution.

  Version:
    $Id: ChiSquareTest.java 1416643 2012-12-03 19:37:14Z tn $

- - ### Constructor Summary

    Constructors
    Constructor and Description
    `ChiSquareTest()` Construct a ChiSquareTest

  - ### Method Summary

    Methods
    Modifier and Type | Method and Description
    --- | ---
    `double` | `chiSquare(double[] expected, long[] observed)` Computes the Chi-Square statistic comparing `observed` and `expected` frequency counts.
    `double` | `chiSquare(long[][] counts)` Computes the Chi-Square statistic associated with a chi-square test of independence based on the input `counts` array, viewed as a two-way table.
    `double` | `chiSquareDataSetsComparison(long[] observed1, long[] observed2)` Computes a Chi-Square two sample test statistic comparing bin frequency counts in `observed1` and `observed2`.
    `double` | `chiSquareTest(double[] expected, long[] observed)` Returns the observed significance level, or p-value, associated with a Chi-square goodness of fit test comparing the `observed` frequency counts to those in the `expected` array.
    `boolean` | `chiSquareTest(double[] expected, long[] observed, double alpha)` Performs a Chi-square goodness of fit test evaluating the null hypothesis that the observed counts conform to the frequency distribution described by the expected counts, with significance level `alpha`.
    `double` | `chiSquareTest(long[][] counts)` Returns the observed significance level, or p-value, associated with a chi-square test of independence based on the input `counts` array, viewed as a two-way table.
    `boolean` | `chiSquareTest(long[][] counts, double alpha)` Performs a chi-square test of independence evaluating the null hypothesis that the classifications represented by the counts in the columns of the input 2-way table are independent of the rows, with significance level `alpha`.
    `double` | `chiSquareTestDataSetsComparison(long[] observed1, long[] observed2)` Returns the observed significance level, or p-value, associated with a Chi-Square two sample test comparing bin frequency counts in `observed1` and `observed2`.
    `boolean` | `chiSquareTestDataSetsComparison(long[] observed1, long[] observed2, double alpha)` Performs a Chi-Square two sample test comparing two binned data sets.

    - ### Methods inherited from class java.lang.Object

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

- - ### Constructor Detail

    - #### ChiSquareTest

          public ChiSquareTest()

      Construct a ChiSquareTest

  - ### Method Detail

    - #### chiSquare

          public double chiSquare(double[] expected,
                         long[] observed)
                           throws NotPositiveException,
                                  NotStrictlyPositiveException,
                                  DimensionMismatchException

      Computes the Chi-Square statistic comparing `observed` and `expected` frequency counts.

      This statistic can be used to perform a Chi-Square test evaluating the null hypothesis that the observed counts follow the expected distribution.

      Preconditions:

      - Expected counts must all be positive.
      - Observed counts must all be ≥ 0.
      - The observed and expected arrays must have the same length and their common length must be at least 2.

      If any of the preconditions are not met, an `IllegalArgumentException` is thrown.

      Note: This implementation rescales the `expected` array if necessary to ensure that the sum of the expected and observed counts are equal.

      Parameters:
        `observed` - array of observed frequency counts
        `expected` - array of expected frequency counts
      Returns:
        chiSquare test statistic
      Throws:
        `NotPositiveException` - if `observed` has negative entries
        `NotStrictlyPositiveException` - if `expected` has entries that are not strictly positive
        `DimensionMismatchException` - if the arrays length is less than 2

    - #### chiSquareTest

          public double chiSquareTest(double[] expected,
                             long[] observed)
                               throws NotPositiveException,
                                      NotStrictlyPositiveException,
                                      DimensionMismatchException,
                                      MaxCountExceededException

      Returns the observed significance level, or p-value, associated with a Chi-square goodness of fit test comparing the `observed` frequency counts to those in the `expected` array.

      The number returned is the smallest significance level at which one can reject the null hypothesis that the observed counts conform to the frequency distribution described by the expected counts.

      Preconditions:

      - Expected counts must all be positive.
      - Observed counts must all be ≥ 0.
      - The observed and expected arrays must have the same length and their common length must be at least 2.

      If any of the preconditions are not met, an `IllegalArgumentException` is thrown.

      Note: This implementation rescales the `expected` array if necessary to ensure that the sum of the expected and observed counts are equal.

      Parameters:
        `observed` - array of observed frequency counts
        `expected` - array of expected frequency counts
      Returns:
        p-value
      Throws:
        `NotPositiveException` - if `observed` has negative entries
        `NotStrictlyPositiveException` - if `expected` has entries that are not strictly positive
        `DimensionMismatchException` - if the arrays length is less than 2
        `MaxCountExceededException` - if an error occurs computing the p-value

    - #### chiSquareTest

          public boolean chiSquareTest(double[] expected,
                              long[] observed,
                              double alpha)
                                throws NotPositiveException,
                                       NotStrictlyPositiveException,
                                       DimensionMismatchException,
                                       OutOfRangeException,
                                       MaxCountExceededException

      Performs a Chi-square goodness of fit test evaluating the null hypothesis that the observed counts conform to the frequency distribution described by the expected counts, with significance level `alpha`. Returns true iff the null hypothesis can be rejected with 100 * (1 - alpha) percent confidence.

      Example:
      To test the hypothesis that `observed` follows `expected` at the 99% level, use

      `chiSquareTest(expected, observed, 0.01)`

      Preconditions:

      - Expected counts must all be positive.
      - Observed counts must all be ≥ 0.
      - The observed and expected arrays must have the same length and their common length must be at least 2.
      - `0 < alpha < 0.5`

      If any of the preconditions are not met, an `IllegalArgumentException` is thrown.

      Note: This implementation rescales the `expected` array if necessary to ensure that the sum of the expected and observed counts are equal.

      Parameters:
        `observed` - array of observed frequency counts
        `expected` - array of expected frequency counts
        `alpha` - significance level of the test
      Returns:
        true iff null hypothesis can be rejected with confidence 1 - alpha
      Throws:
        `NotPositiveException` - if `observed` has negative entries
        `NotStrictlyPositiveException` - if `expected` has entries that are not strictly positive
        `DimensionMismatchException` - if the arrays length is less than 2
        `OutOfRangeException` - if `alpha` is not in the range (0, 0.5]
        `MaxCountExceededException` - if an error occurs computing the p-value

    - #### chiSquare

          public double chiSquare(long[][] counts)
                           throws NullArgumentException,
                                  NotPositiveException,
                                  DimensionMismatchException

      Computes the Chi-Square statistic associated with a chi-square test of independence based on the input `counts` array, viewed as a two-way table.

      The rows of the 2-way table are `count[0], ... , count[count.length - 1]`

      Preconditions:

      - All counts must be ≥ 0.
      - The count array must be rectangular (i.e. all count[i] subarrays must have the same length).
      - The 2-way table represented by `counts` must have at least 2 columns and at least 2 rows.

    If any of the preconditions are not met, an `IllegalArgumentException` is thrown.

Parameters:
  `counts` - array representation of 2-way table
Returns:
  chiSquare test statistic
Throws:
  `NullArgumentException` - if the array is null
  `DimensionMismatchException` - if the array is not rectangular
  `NotPositiveException` - if `counts` has negative entries

- #### chiSquareTest

      public double chiSquareTest(long[][] counts)
                           throws NullArgumentException,
                                  DimensionMismatchException,
                                  NotPositiveException,
                                  MaxCountExceededException

  Returns the observed significance level, or p-value, associated with a chi-square test of independence based on the input `counts` array, viewed as a two-way table.

  The rows of the 2-way table are `count[0], ... , count[count.length - 1]`

  Preconditions:

  - All counts must be ≥ 0.
  - The count array must be rectangular (i.e. all count[i] subarrays must have the same length).
  - The 2-way table represented by `counts` must have at least 2 columns and at least 2 rows.

If any of the preconditions are not met, an `IllegalArgumentException` is thrown.

Parameters:
  `counts` - array representation of 2-way table
Returns:
  p-value
Throws:
  `NullArgumentException` - if the array is null
  `DimensionMismatchException` - if the array is not rectangular
  `NotPositiveException` - if `counts` has negative entries
  `MaxCountExceededException` - if an error occurs computing the p-value

- #### chiSquareTest

      public boolean chiSquareTest(long[][] counts,
                          double alpha)
                            throws NullArgumentException,
                                   DimensionMismatchException,
                                   NotPositiveException,
                                   OutOfRangeException,
                                   MaxCountExceededException

  Performs a chi-square test of independence evaluating the null hypothesis that the classifications represented by the counts in the columns of the input 2-way table are independent of the rows, with significance level `alpha`. Returns true iff the null hypothesis can be rejected with 100 * (1 - alpha) percent confidence.

  The rows of the 2-way table are `count[0], ... , count[count.length - 1]`

  Example:
  To test the null hypothesis that the counts in `count[0], ... , count[count.length - 1]` all correspond to the same underlying probability distribution at the 99% level, use

  `chiSquareTest(counts, 0.01)`

  Preconditions:

  - All counts must be ≥ 0.
  - The count array must be rectangular (i.e. all count[i] subarrays must have the same length).
  - The 2-way table represented by `counts` must have at least 2 columns and at least 2 rows.

If any of the preconditions are not met, an `IllegalArgumentException` is thrown.

Parameters:
  `counts` - array representation of 2-way table
  `alpha` - significance level of the test
Returns:
  true iff null hypothesis can be rejected with confidence 1 - alpha
Throws:
  `NullArgumentException` - if the array is null
  `DimensionMismatchException` - if the array is not rectangular
  `NotPositiveException` - if `counts` has any negative entries
  `OutOfRangeException` - if `alpha` is not in the range (0, 0.5]
  `MaxCountExceededException` - if an error occurs computing the p-value

- #### chiSquareDataSetsComparison

      public double chiSquareDataSetsComparison(long[] observed1,
                                       long[] observed2)
                                         throws DimensionMismatchException,
                                                NotPositiveException,
                                                ZeroException

  Computes a Chi-Square two sample test statistic comparing bin frequency counts in `observed1` and `observed2`. The sums of frequency counts in the two samples are not required to be the same. The formula used to compute the test statistic is

  `∑[(K * observed1[i] - observed2[i]/K)2 / (observed1[i] + observed2[i])]` where
  `K = &sqrt;[&sum(observed2 / ∑(observed1)]`

  This statistic can be used to perform a Chi-Square test evaluating the null hypothesis that both observed counts follow the same distribution.

  Preconditions:

  - Observed counts must be non-negative.
  - Observed counts for a specific bin must not both be zero.
  - Observed counts for a specific sample must not all be 0.
  - The arrays `observed1` and `observed2` must have the same length and their common length must be at least 2.

  If any of the preconditions are not met, an `IllegalArgumentException` is thrown.

  Parameters:
    `observed1` - array of observed frequency counts of the first data set
    `observed2` - array of observed frequency counts of the second data set
  Returns:
    chiSquare test statistic
  Throws:
    `DimensionMismatchException` - the the length of the arrays does not match
    `NotPositiveException` - if any entries in `observed1` or `observed2` are negative
    `ZeroException` - if either all counts of `observed1` or `observed2` are zero, or if the count at some index is zero for both arrays
  Since:
    1.2

- #### chiSquareTestDataSetsComparison

      public double chiSquareTestDataSetsComparison(long[] observed1,
                                           long[] observed2)
                                             throws DimensionMismatchException,
                                                    NotPositiveException,
                                                    ZeroException,
                                                    MaxCountExceededException

  Returns the observed significance level, or p-value, associated with a Chi-Square two sample test comparing bin frequency counts in `observed1` and `observed2`.

  The number returned is the smallest significance level at which one can reject the null hypothesis that the observed counts conform to the same distribution.

  See `chiSquareDataSetsComparison(long[], long[])` for details on the formula used to compute the test statistic. The degrees of of freedom used to perform the test is one less than the common length of the input observed count arrays.

  Preconditions:
  - Observed counts must be non-negative.
  - Observed counts for a specific bin must not both be zero.
  - Observed counts for a specific sample must not all be 0.
  - The arrays `observed1` and `observed2` must have the same length and their common length must be at least 2.

  If any of the preconditions are not met, an `IllegalArgumentException` is thrown.

  Parameters:
    `observed1` - array of observed frequency counts of the first data set
    `observed2` - array of observed frequency counts of the second data set
  Returns:
    p-value
  Throws:
    `DimensionMismatchException` - the the length of the arrays does not match
    `NotPositiveException` - if any entries in `observed1` or `observed2` are negative
    `ZeroException` - if either all counts of `observed1` or `observed2` are zero, or if the count at the same index is zero for both arrays
    `MaxCountExceededException` - if an error occurs computing the p-value
  Since:
    1.2

- #### chiSquareTestDataSetsComparison

      public boolean chiSquareTestDataSetsComparison(long[] observed1,
                                            long[] observed2,
                                            double alpha)
                                              throws DimensionMismatchException,
                                                     NotPositiveException,
                                                     ZeroException,
                                                     OutOfRangeException,
                                                     MaxCountExceededException

  Performs a Chi-Square two sample test comparing two binned data sets. The test evaluates the null hypothesis that the two lists of observed counts conform to the same frequency distribution, with significance level `alpha`. Returns true iff the null hypothesis can be rejected with 100 * (1 - alpha) percent confidence.

  See `chiSquareDataSetsComparison(long[], long[])` for details on the formula used to compute the Chisquare statistic used in the test. The degrees of of freedom used to perform the test is one less than the common length of the input observed count arrays.

  Preconditions:
  - Observed counts must be non-negative.
  - Observed counts for a specific bin must not both be zero.
  - Observed counts for a specific sample must not all be 0.
  - The arrays `observed1` and `observed2` must have the same length and their common length must be at least 2.
  - `0 < alpha < 0.5`

  If any of the preconditions are not met, an `IllegalArgumentException` is thrown.

  Parameters:
    `observed1` - array of observed frequency counts of the first data set
    `observed2` - array of observed frequency counts of the second data set
    `alpha` - significance level of the test
  Returns:
    true iff null hypothesis can be rejected with confidence 1 - alpha
  Throws:
    `DimensionMismatchException` - the the length of the arrays does not match
    `NotPositiveException` - if any entries in `observed1` or `observed2` are negative
    `ZeroException` - if either all counts of `observed1` or `observed2` are zero, or if the count at the same index is zero for both arrays
    `OutOfRangeException` - if `alpha` is not in the range (0, 0.5]
    `MaxCountExceededException` - if an error occurs performing the test
  Since:
    1.2

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