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

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

All Implemented Interfaces:

WilcoxonSignedRankTest

public class WilcoxonSignedRankTestImpl
extends java.lang.Object
implements WilcoxonSignedRankTest

An implementation of the Wilcoxon signed-rank test.

Version:

$Id: WilcoxonSignedRankTestImpl.java 1131229 2011-06-03 20:49:25Z luc $

Constructor Summary

WilcoxonSignedRankTestImpl()
Create a test instance where NaN's are left in place and ties get the average of applicable ranks.

WilcoxonSignedRankTestImpl(NaNStrategy nanStrategy, TiesStrategy tiesStrategy)
Create a test instance using the given strategies for NaN's and ties.

Method Summary

double	wilcoxonSignedRank(double[] x, double[] y) Computes the Wilcoxon signed ranked statistic comparing mean for two related samples or repeated measurements on a single sample.
double	wilcoxonSignedRankTest(double[] x, double[] y, boolean exactPValue) Returns the observed significance level, or p-value, associated with a Wilcoxon signed ranked statistic comparing mean for two related samples or repeated measurements on a single sample.

Methods inherited from class java.lang.Object

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

Constructor Detail

WilcoxonSignedRankTestImpl

public WilcoxonSignedRankTestImpl()

Create a test instance 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.

WilcoxonSignedRankTestImpl

public WilcoxonSignedRankTestImpl(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

wilcoxonSignedRank

public double wilcoxonSignedRank(double[] x,
                                 double[] y)
                          throws java.lang.IllegalArgumentException

Computes the Wilcoxon signed ranked statistic comparing mean for two related samples or repeated measurements on a single sample.

This statistic can be used to perform a Wilcoxon signed ranked test evaluating the null hypothesis that the two related samples or repeated measurements on a single sample has equal mean.

Let X_i denote the i'th individual of the first sample and Y_i the related i'th individual in the second sample. Let Z_i = Y_i - X_i.

Preconditions:

• The differences Z_i must be independent.
• Each Z_i comes from a continuous population (they must be identical) and is symmetric about a common median.
• The values that X_i and Y_i represent are ordered, so the comparisons greater than, less than, and equal to are meaningful.

Specified by:

wilcoxonSignedRank in interface WilcoxonSignedRankTest

Parameters:

x - the first sample

y - the second sample

Returns:

wilcoxonSignedRank statistic (the larger of W+ and W-)

Throws:

java.lang.IllegalArgumentException - if preconditions are not met

wilcoxonSignedRankTest

public double wilcoxonSignedRankTest(double[] x,
                                     double[] y,
                                     boolean exactPValue)
                              throws java.lang.IllegalArgumentException,
                                     MathException

Returns the observed significance level, or p-value, associated with a Wilcoxon signed ranked statistic comparing mean for two related samples or repeated measurements on a single sample.

Let X_i denote the i'th individual of the first sample and Y_i the related i'th individual in the second sample. Let Z_i = Y_i - X_i.

Preconditions:

• The differences Z_i must be independent.
• Each Z_i comes from a continuous population (they must be identical) and is symmetric about a common median.
• The values that X_i and Y_i represent are ordered, so the comparisons greater than, less than, and equal to are meaningful.

Specified by:

wilcoxonSignedRankTest in interface WilcoxonSignedRankTest

Parameters:

x - the first sample

y - the second sample

exactPValue - if the exact p-value is wanted (only for x.length <= 30)

Returns:

p-value

Throws:

java.lang.IllegalArgumentException - if preconditions are not met or exact p-value is wanted for when x.length > 30

MathException - if an error occurs computing the p-value