/***********************************************************************
This file is part of JavaNPST, a Java library of NonParametric
Statistical Tests.
Copyright (C) 2011
J. Derrac (jderrac@decsai.ugr.es)
S. Garcia (sglopez@ujaen.es)
F. Herrera (herrera@decsai.ugr.es)
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/
**********************************************************************/
package javanpst.tests.randomness.runsUpDownTest;
import javanpst.data.structures.sequence.NumericSequence;
import javanpst.distributions.tests.RunsUpDownDistribution;
import javanpst.tests.StatisticalTest;
/**
* A test based on runs up and down
*
* This tests check randomness of a numeric sequence by
* analyzing the changes in direction of its runs (ascending
* or descending).
*
* A normal approximation is also provided.
*
* @author Joaqu�n Derrac Rus (jderrac@decsai.ugr.es)
* @version 1.0
*/
public class RunsUpDownTest extends StatisticalTest{
/**
* Distribution of the test
*/
private RunsUpDownDistribution distribution;
/**
* Sequence to test
*/
private NumericSequence sequence;
/**
* Number of runs in the sequence
*/
private int runs;
/**
* Left tail p-value
*/
private double exactLeftTail;
/**
* Right tail p-value
*/
private double exactRightTail;
/**
* Double tail p-value
*/
private double exactDoubleTail;
/**
* Left tail asymptotic p-value
*/
private double asymptoticLeftTail;
/**
* Right tail asymptotic p-value
*/
private double asymptoticRightTail;
/**
* Double tail asymptotic p-value
*/
private double asymptoticDoubleTail;
/**
* Default builder
*/
public RunsUpDownTest(){
distribution=RunsUpDownDistribution.getInstance();
setReportFormat();
clearData();
}//end-method
/**
* Clears the data stored in the test
*/
public void clearData(){
sequence=new NumericSequence();
performed=false;
dataReady=false;
runs=0;
exactLeftTail=-1.0;
exactRightTail=-1.0;
exactDoubleTail=-1.0;
asymptoticLeftTail=-1.0;
asymptoticRightTail=-1.0;
asymptoticDoubleTail=-1.0;
}//end-method
/**
* Builder. Load data to test.
*
* @param newSequence data to test.
*/
public RunsUpDownTest(NumericSequence newSequence){
setReportFormat();
distribution=RunsUpDownDistribution.getInstance();
sequence=new NumericSequence(newSequence);
dataReady=true;
performed=false;
}//end-method
/**
* Load data to test.
*
* @param newSequence data to test.
*/
public void setData(NumericSequence newSequence){
sequence=new NumericSequence(newSequence);
dataReady=true;
performed=false;
}//end-method
public void doTest(){
if(!dataReady){
System.out.println("Data is not ready");
return;
}
computeRuns();
exactLeftTail=distribution.computeExactProbability(sequence.size(), runs,true);
exactRightTail=distribution.computeExactProbability(sequence.size(), runs,false);
exactDoubleTail=Math.min(Math.min(exactLeftTail, exactRightTail)*2.0, 1.0);
asymptoticLeftTail=distribution.computeAsymptoticLeftTailProbability(sequence.size(), runs);
asymptoticRightTail=distribution.computeAsymptoticRightTailProbability(sequence.size(), runs);
asymptoticDoubleTail=distribution.computeAsymptoticDoubleTailProbability(sequence.size(), runs);
performed=true;
}//end-method
/**
* Compute the number of runs up and down in the sequence
*/
private void computeRuns(){
double lastN;
double newN;
boolean ascending;
runs=1;
lastN=sequence.get(0);
newN=sequence.get(1);
if(lastN<=newN){
ascending=true;
}
else{
ascending=false;
}
lastN=newN;
for(int i=2;inewN){
runs++;
ascending=false;
}
}
else{
if(lastN
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