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Statistical Tests #183

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ae9c38e
added statistics framework with TTests
Ulfgard Mar 30, 2017
15fd4d5
added ranksum tests and doxygen docs
Ulfgard Mar 30, 2017
b58adf0
added tobias suggestion
Ulfgard Mar 30, 2017
a3c82d5
updated change of random
Ulfgard May 2, 2017
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11 changes: 5 additions & 6 deletions Test/CMakeLists.txt
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Original file line number Diff line number Diff line change
Expand Up @@ -239,22 +239,21 @@ shark_add_test( RBM/BinaryLayer.cpp RBM_BinaryLayer)
shark_add_test( RBM/BipolarLayer.cpp RBM_BipolarLayer)
shark_add_test( RBM/GaussianLayer.cpp RBM_GaussianLayer)
shark_add_test( RBM/TruncatedExponentialLayer.cpp RBM_TruncatedExponentialLayer)

shark_add_test( RBM/MarkovChain.cpp RBM_MarkovChain)
#shark_add_test( RBM/GibbsOperator.cpp RBM_GibbsOperator)//not compiling anymore needs rewrite

shark_add_test( RBM/Energy.cpp RBM_Energy)
shark_add_test( RBM/AverageEnergyGradient.cpp RBM_AverageEnergyGradient)
shark_add_test( RBM/Analytics.cpp RBM_Analytics)

shark_add_test( RBM/ExactGradient.cpp RBM_ExactGradient)
#shark_add_test( RBM/ContrastiveDivergence.cpp RBM_ContrastiveDivergence) #does not compile currently
shark_add_test( RBM/TemperedMarkovChain.cpp RBM_TemperedMarkovChain)

shark_add_test( RBM/ParallelTemperingTraining.cpp RBM_PTTraining)
shark_add_test( RBM/PCDTraining.cpp RBM_PCDTraining)
shark_add_test( RBM/ContrastiveDivergenceTraining.cpp RBM_ContrastiveDivergenceTraining)
shark_add_test( RBM/ExactGradientTraining.cpp RBM_ExactGradientTraining)
#shark_add_test( RBM/ContrastiveDivergence.cpp RBM_ContrastiveDivergence) #does not compile currently
#shark_add_test( RBM/GibbsOperator.cpp RBM_GibbsOperator)//not compiling anymore needs rewrite

#Statistics
shark_add_test( Statistics/Tests.cpp Statistics_Tests)

#marking tests as slow
set_tests_properties( DirectSearch_HypervolumeContribution PROPERTIES LABELS "slow" )
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102 changes: 102 additions & 0 deletions Test/Statistics/Tests.cpp
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Original file line number Diff line number Diff line change
@@ -0,0 +1,102 @@

#include <shark/Statistics/Tests.h>
#include <shark/Core/Random.h>

#define BOOST_TEST_MODULE Statistics_Tests
#include <boost/test/unit_test.hpp>
#include <boost/test/floating_point_comparison.hpp>

using namespace shark;

BOOST_AUTO_TEST_SUITE (Statistical_Tests)

//all results taken from R. note that the results are without continuity correction for ranksum tests!
BOOST_AUTO_TEST_CASE( TTest_Test) {
//mean is 49
RealVector sample = { 46, 48, 51, 49, 46, 51, 52, 47, 49, 48, 48, 51, 49, 50, 52, 47 };

{
statistics::TTest test(51);
BOOST_CHECK_CLOSE(test.statistics(sample),-4.0,1.e-10);
BOOST_CHECK_CLOSE(p(test,sample,statistics::Tail::Left),0.0005796584,1.e-5);
BOOST_CHECK_CLOSE(p(test,sample,statistics::Tail::Right),0.9994203,1.e-5);
BOOST_CHECK_CLOSE(p(test,sample,statistics::Tail::TwoSided),0.001159317,1.e-4);
}
}

BOOST_AUTO_TEST_CASE( TwoSample_TTest_Test) {
RealVector sampleX = { 104, 111, 116, 103, 97, 99, 109, 112, 94 };
RealVector sampleY = { 103, 110, 115, 102, 96, 98, 108, 111, 93, 104 };

//test for unequal variance(default)
{
statistics::TwoSampleTTest test;
BOOST_CHECK_CLOSE(test.statistics(sampleX, sampleY),0.2988072,1.e-4);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::Left),0.6155935,1.e-5);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::Right),0.3844065,1.e-4);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::TwoSided),0.768813,1.e-4);
}

//test for equal variance
{
statistics::TwoSampleTTest test(true);
BOOST_CHECK_CLOSE(test.statistics(sampleX, sampleY),0.2997885,1.e-4);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::Left),0.6160134,1.e-5);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::Right),0.3839866,1.e-4);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::TwoSided),0.7679731,1.e-4);
}
}

BOOST_AUTO_TEST_CASE( Paired_TTest_Test) {
RealVector sampleX = { 223, 259, 248, 220, 287, 191, 229, 270, 245, 201 };
RealVector sampleY = { 220, 244, 243, 211, 299 ,170, 210, 276, 252, 189 };

{
statistics::PairedTTest test;
BOOST_CHECK_CLOSE(test.statistics(sampleX, sampleY),1.638538,1.e-4);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::Left),0.9321334,1.e-5);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::Right),0.06786656,1.e-4);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::TwoSided),0.1357331,1.e-4);
}
}

BOOST_AUTO_TEST_CASE( WilcoxonRankSum_Test_NoTies) {
RealVector sampleX = { 0, 5, 5.5, 6, 7, 8, 9, 11, 13, 28, 29, 32, 33 };
RealVector sampleY = { 1, 2, 3, 4, 6.5, 8.5, 120 };
std::shuffle(sampleX.begin(),sampleX.end(),random::globalRng);
std::shuffle(sampleY.begin(),sampleY.end(),random::globalRng);
{
statistics::WilcoxonRankSumTest test;
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::Left),0.928675,1.e-5);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::Right),0.07132505,1.e-4);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::TwoSided),0.1426501,1.e-4);
}
}

BOOST_AUTO_TEST_CASE( WilcoxonRankSum_Test_Tied) {
RealVector sampleX = { 0, 5, 5.5, 6, 6, 7, 7, 7, 8, 9, 11, 13, 28, 29, 32, 33 };
RealVector sampleY = { 1, 2, 3, 4, 6, 6, 6, 6.5, 7, 7, 8.5, 120 };
std::shuffle(sampleX.begin(),sampleX.end(),random::globalRng);
std::shuffle(sampleY.begin(),sampleY.end(),random::globalRng);
{
statistics::WilcoxonRankSumTest test;
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::Left),0.9579307,1.e-5);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::Right),0.04206934,1.e-4);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::TwoSided),0.08413868,1.e-4);
}
}

BOOST_AUTO_TEST_CASE( WilcoxonSignedRank_Test) {
//diffs: 1, 3, 2.5, 2,0,1,1,0.5, 2, 2.5, 107
//ties: 1 1 2 2 2 1 1
RealVector sampleX = { 0, 5, 5.5, 6, 6, 7, 7, 7, 8, 9, 11, 13 };
RealVector sampleY = { 1, 2, 3, 4, 6, 6, 6, 6.5, 7, 7, 8.5, 120 };
{
statistics::WilcoxonSignedRankTest test;
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::Left),0.9510063,1.e-5);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::Right),0.04899367,1.e-4);
BOOST_CHECK_CLOSE(p(test,sampleX, sampleY, statistics::Tail::TwoSided),0.09798734,1.e-4);
}
}

BOOST_AUTO_TEST_SUITE_END()
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