/** * Copyright (C) 2001-2017 by RapidMiner and the contributors * * Complete list of developers available at our web site: * * http://rapidminer.com * * This program is free software: you can redistribute it and/or modify it under the terms of the * GNU Affero 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 * Affero General Public License for more details. * * You should have received a copy of the GNU Affero General Public License along with this program. * If not, see http://www.gnu.org/licenses/. */ package com.rapidminer.tools.math; import java.util.Iterator; import java.util.LinkedList; import java.util.List; import org.apache.commons.math3.distribution.FDistribution; import com.rapidminer.tools.Tools; /** * Determines if the null hypothesis (all actual mean values are the same) holds for the given * values. This class uses an ANalysis Of VAriances approach to determine probability that the null * hypothesis is wrong. * * @author Ingo Mierswa */ public class AnovaCalculator { public static class AnovaSignificanceTestResult extends SignificanceTestResult { private static final long serialVersionUID = 9007616378489018565L; private double sumSquaresBetween = 0.0d; private double sumSquaresResiduals = 0.0d; private double meanSquaresBetween = 0.0d; private double meanSquaresResiduals = 0.0d; private int df1 = 0; private int df2 = 0; private double alpha = 0.05;; private double fValue = 0.0d; private double prob = 0.0d; public AnovaSignificanceTestResult(double sumSquaresBetween, double sumSquaresResiduals, int df1, int df2, double alpha) { this.sumSquaresBetween = sumSquaresBetween; this.sumSquaresResiduals = sumSquaresResiduals; this.df1 = df1; this.df2 = df2; this.alpha = alpha; this.meanSquaresBetween = sumSquaresBetween / df1; this.meanSquaresResiduals = sumSquaresResiduals / df2; this.fValue = meanSquaresBetween / meanSquaresResiduals; FDistribution fDist = new FDistribution(df1, df2); this.prob = 1.0d - fDist.cumulativeProbability(this.fValue); } @Override public String getName() { return "Anova Test"; } @Override public String toString() { return "ANOVA result (f=" + Tools.formatNumber(fValue) + ", prob=" + Tools.formatNumber(prob) + ", alpha=" + Tools.formatNumber(alpha) + ")"; } @Override public double getProbability() { return prob; } public double getSumSquaresBetween() { return this.sumSquaresBetween; } public double getSumSquaresResiduals() { return this.sumSquaresResiduals; } public double getMeanSquaresBetween() { return this.meanSquaresBetween; } public double getMeanSquaresResiduals() { return this.meanSquaresResiduals; } public int getDf1() { return this.df1; } public int getDf2() { return this.df2; } public double getAlpha() { return this.alpha; } public double getFValue() { return this.fValue; } } private double alpha = 0.05; private List<TestGroup> groups = new LinkedList<TestGroup>(); public void setAlpha(double alpha) { this.alpha = alpha; } public void addGroup(TestGroup group) { groups.add(group); } public void addGroup(double numberOfValues, double mean, double variance) { addGroup(new TestGroup(numberOfValues, mean, variance)); } public void clearGroups() { groups.clear(); } public SignificanceTestResult performSignificanceTest() throws SignificanceCalculationException { if (groups.size() < 2) { throw new SignificanceCalculationException("Not enough groups added (current number of groups: " + groups.size() + ", must be at least 2"); } double meanOfMeans = 0.0d; Iterator<TestGroup> i = groups.iterator(); while (i.hasNext()) { TestGroup group = i.next(); meanOfMeans += group.getMean(); } meanOfMeans /= groups.size(); double sumSquaresBetween = 0.0d; i = groups.iterator(); while (i.hasNext()) { TestGroup group = i.next(); double diff = group.getMean() - meanOfMeans; sumSquaresBetween += group.getNumber() * (diff * diff); } double sumSquaresResiduals = 0.0d; int counterSum = 0; i = groups.iterator(); while (i.hasNext()) { TestGroup group = i.next(); sumSquaresResiduals += (group.getNumber() - 1) * group.getVariance(); counterSum += group.getNumber(); } if (groups.size() == counterSum) { throw new SignificanceCalculationException("Number of groups can't be equal to the number of examples."); } return new AnovaSignificanceTestResult(sumSquaresBetween, sumSquaresResiduals, groups.size() - 1, counterSum - groups.size(), alpha); } }