org.apache.commons.math.stat.inference
Class OneWayAnovaImpl

java.lang.Object
  org.apache.commons.math.stat.inference.OneWayAnovaImpl

All Implemented Interfaces:

OneWayAnova

public class OneWayAnovaImpl
extends Object
implements OneWayAnova

Implements one-way ANOVA statistics defined in the OneWayAnovaImpl interface.

Uses the commons-math F Distribution implementation to estimate exact p-values.

This implementation is based on a description at http://faculty.vassar.edu/lowry/ch13pt1.html

 Abbreviations: bg = between groups,
                wg = within groups,
                ss = sum squared deviations
 

Since:

1.2

Version:

$Revision: 670469 $ $Date: 2008-06-23 10:01:38 +0200 (lun, 23 jun 2008) $

Constructor Summary

OneWayAnovaImpl()
Default constructor.

Method Summary

double	anovaFValue(Collection<double[]> categoryData) Computes the ANOVA F-value for a collection of double[] arrays. This implementation computes the F statistic using the definitional formula F = msbg/mswg where msbg = between group mean square mswg = within group mean square are as defined here
double	anovaPValue(Collection<double[]> categoryData) Computes the ANOVA P-value for a collection of double[] arrays. This implementation uses the commons-math F Distribution implementation to estimate the exact p-value, using the formula p = 1 - cumulativeProbability(F) where F is the F value and cumulativeProbability is the commons-math implementation of the F distribution.
boolean	anovaTest(Collection<double[]> categoryData, double alpha) Performs an ANOVA test, evaluating the null hypothesis that there is no difference among the means of the data categories. This implementation uses the commons-math F Distribution implementation to estimate the exact p-value, using the formula p = 1 - cumulativeProbability(F) where F is the F value and cumulativeProbability is the commons-math implementation of the F distribution.

Methods inherited from class java.lang.Object

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

Constructor Detail

OneWayAnovaImpl

public OneWayAnovaImpl()

Default constructor.

Method Detail

anovaFValue

public double anovaFValue(Collection<double[]> categoryData)
                   throws IllegalArgumentException,
                          MathException

Computes the ANOVA F-value for a collection of double[] arrays.

Preconditions:

• The categoryData Collection must contain double[] arrays.
• There must be at least two double[] arrays in the categoryData collection and each of these arrays must contain at least two values.

This implementation computes the F statistic using the definitional formula

   F = msbg/mswg

where

  msbg = between group mean square
  mswg = within group mean square

are as defined here

Specified by:

anovaFValue in interface OneWayAnova

Parameters:

categoryData - Collection of double[] arrays each containing data for one category

Returns:

Fvalue

Throws:

IllegalArgumentException - if the preconditions are not met

MathException - if the statistic can not be computed do to a convergence or other numerical error.

anovaPValue

public double anovaPValue(Collection<double[]> categoryData)
                   throws IllegalArgumentException,
                          MathException

Computes the ANOVA P-value for a collection of double[] arrays.

Preconditions:

• The categoryData Collection must contain double[] arrays.
• There must be at least two double[] arrays in the categoryData collection and each of these arrays must contain at least two values.

This implementation uses the commons-math F Distribution implementation to estimate the exact p-value, using the formula

   p = 1 - cumulativeProbability(F)

where F is the F value and cumulativeProbability is the commons-math implementation of the F distribution.

Specified by:

anovaPValue in interface OneWayAnova

Parameters:

categoryData - Collection of double[] arrays each containing data for one category

Returns:

Pvalue

Throws:

IllegalArgumentException - if the preconditions are not met

MathException - if the statistic can not be computed do to a convergence or other numerical error.

anovaTest

public boolean anovaTest(Collection<double[]> categoryData,
                         double alpha)
                  throws IllegalArgumentException,
                         MathException

Performs an ANOVA test, evaluating the null hypothesis that there is no difference among the means of the data categories.

Preconditions:

• The categoryData Collection must contain double[] arrays.
• There must be at least two double[] arrays in the categoryData collection and each of these arrays must contain at least two values.
• alpha must be strictly greater than 0 and less than or equal to 0.5.

This implementation uses the commons-math F Distribution implementation to estimate the exact p-value, using the formula

   p = 1 - cumulativeProbability(F)

where F is the F value and cumulativeProbability is the commons-math implementation of the F distribution.

True is returned iff the estimated p-value is less than alpha.

Specified by:

anovaTest in interface OneWayAnova

Parameters:

categoryData - Collection of double[] arrays each containing data for one category

alpha - significance level of the test

Returns:

true if the null hypothesis can be rejected with confidence 1 - alpha

Throws:

IllegalArgumentException - if the preconditions are not met

MathException - if the statistic can not be computed do to a convergence or other numerical error.