/***********************************************************************
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.vonNeumannTest;
import java.util.Arrays;
import javanpst.data.structures.sequence.NumericSequence;
import javanpst.distributions.common.continuous.NormalDistribution;
import javanpst.distributions.tests.NMDistribution;
import javanpst.distributions.tests.RVNDistribution;
import javanpst.tests.StatisticalTest;
/**
* The Von Neumann test
*
* This tests check randomness of a numeric sequence by
* assigning ranks to each value.
*
* A normal approximation is also provided.
*
* @author Joaqu�n Derrac Rus (jderrac@decsai.ugr.es)
* @version 1.0
*/
public class VonNeumannTest extends StatisticalTest{
/**
* NM distribution
*/
private NMDistribution distributionNM;
/**
* RVN distribution
*/
private RVNDistribution distributionRVN;
/**
* Sequence to test
*/
private NumericSequence sequence;
/**
* 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;
/**
* Ranks of the sequence
*/
private double [] ranks;
/**
* NM statistic
*/
private double NM;
/**
* RVN Statistic
*/
private double RVN;
/**
* Default builder
*/
public VonNeumannTest(){
distributionNM=NMDistribution.getInstance();
distributionRVN=RVNDistribution.getInstance();
setReportFormat();
clearData();
}//end-method
/**
* Clears the data stored in the test
*/
public void clearData(){
sequence=new NumericSequence();
performed=false;
dataReady=false;
NM=0.0;
RVN=0.0;
ranks=null;
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 VonNeumannTest(NumericSequence newSequence){
distributionNM=NMDistribution.getInstance();
distributionRVN=RVNDistribution.getInstance();
setReportFormat();
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
/**
* Perform the test
*/
public void doTest(){
if(!dataReady){
System.out.println("Data is not ready");
return;
}
computeRanks();
double denominator=0.0;
double z;
double variance;
double n=(double)sequence.size();
//compute test statistics
NM=0.0;
for(int i=0;i
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