/* * #%L * gitools-core * %% * Copyright (C) 2013 Universitat Pompeu Fabra - Biomedical Genomics group * %% * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as * published by the Free Software Foundation, either version 3 of the * License, or (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public * License along with this program. If not, see * <http://www.gnu.org/licenses/gpl-3.0.html>. * #L% */ package org.gitools.analysis.stats.test; import com.google.common.collect.Lists; import com.google.common.primitives.Doubles; import org.apache.commons.math3.distribution.NormalDistribution; import org.apache.commons.math3.exception.ConvergenceException; import org.apache.commons.math3.exception.MaxCountExceededException; import org.apache.commons.math3.stat.StatUtils; import org.apache.commons.math3.stat.ranking.NaNStrategy; import org.apache.commons.math3.stat.ranking.NaturalRanking; import org.apache.commons.math3.stat.ranking.TiesStrategy; import org.apache.commons.math3.util.FastMath; import org.gitools.analysis.stats.test.results.GroupComparisonResult; public class MannWhitneyWilcoxonTest extends AbstractEnrichmentTest { private NaturalRanking naturalRanking; public MannWhitneyWilcoxonTest() { super("mannWhitneyWilcoxon", GroupComparisonResult.class); naturalRanking = new NaturalRanking(NaNStrategy.FIXED, TiesStrategy.AVERAGE); } public GroupComparisonResult processTest(Iterable<Double> group1, Iterable<Double> group2) { double[] x = Doubles.toArray(Lists.newArrayList(group1)); double[] y = Doubles.toArray(Lists.newArrayList(group2)); if (x.length == 0 || y.length == 0) { getNullResult(x.length + y.length, x.length, y.length); } final double[] z = concatenateSamples(x, y); final double[] ranks = naturalRanking.rank(z); double mean1 = StatUtils.mean(x); double mean2 = StatUtils.mean(y); double sumRankX = 0; /* * The ranks for x is in the first x.length entries in ranks because x * is in the first x.length entries in z */ for (int i = 0; i < x.length; ++i) { sumRankX += ranks[i]; } /* * U1 = R1 - (n1 * (n1 + 1)) / 2 where R1 is sum of ranks for sample 1, * e.g. x, n1 is the number of observations in sample 1. */ final double U1 = sumRankX - (x.length * (x.length + 1)) / 2; /* * It can be shown that U1 + U2 = n1 * n2 */ final double U2 = x.length * y.length - U1; final double Umin = FastMath.min(U1, U2); double oneTail = calculateOneTailPValue(Umin, x.length, y.length); boolean firstGreater = U1 > U2; // if U1 smaller use computed value for left tail double leftTail = firstGreater ? 1 - oneTail : oneTail; // if U2 smaller, computed value for right tail double rightTail = firstGreater ? oneTail : 1 - oneTail; double twoTail = 2 * oneTail; return new GroupComparisonResult(x.length + y.length, x.length, y.length, leftTail, rightTail, twoTail, mean1, mean2, U1, U2); } public static GroupComparisonResult getNullResult(int n, int n1, int n2) { return new GroupComparisonResult(n, n1, n2, Double.NaN, Double.NaN, Double.NaN, Double.NaN, Double.NaN, Double.NaN, Double.NaN); } /** * Concatenate the samples into one array. * * @param x first sample * @param y second sample * @return concatenated array */ private double[] concatenateSamples(final double[] x, final double[] y) { final double[] z = new double[x.length + y.length]; System.arraycopy(x, 0, z, 0, x.length); System.arraycopy(y, 0, z, x.length, y.length); return z; } private double calculateOneTailPValue(final double Umin, final int n1, final int n2) throws ConvergenceException, MaxCountExceededException { /* long multiplication to avoid overflow (double not used due to efficiency * and to avoid precision loss) */ final long n1n2prod = (long) n1 * n2; // http://en.wikipedia.org/wiki/Mann%E2%80%93Whitney_U#Normal_approximation final double EU = n1n2prod / 2.0; final double VarU = n1n2prod * (n1 + n2 + 1) / 12.0; final double z = (Umin - EU) / FastMath.sqrt(VarU); // No try-catch or advertised exception because args are valid final NormalDistribution standardNormal = new NormalDistribution(0, 1); return standardNormal.cumulativeProbability(z); } }