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/*
* File: MultipleComparisonExperiment.java
* Authors: Kevin R. Dixon
* Company: Sandia National Laboratories
* Project: Cognitive Foundry
*
* Copyright Jun 2, 2011, Sandia Corporation.
* Under the terms of Contract DE-AC04-94AL85000, there is a non-exclusive
* license for use of this work by or on behalf of the U.S. Government.
* Export of this program may require a license from the United States
* Government. See CopyrightHistory.txt for complete details.
*
*/
package gov.sandia.cognition.statistics.method;
import gov.sandia.cognition.util.AbstractCloneableSerializable;
import gov.sandia.cognition.util.ObjectUtil;
import java.util.Arrays;
import java.util.Collection;
/**
* A multiple comparisons experiment that does a block comparison and then a
* post-hoc test.
*
* @author Kevin R. Dixon
* @since 3.3.0
*/
public class MultipleComparisonExperiment
extends AbstractCloneableSerializable
implements BlockExperimentComparison,
MultipleHypothesisComparison>
{
/**
* Default block-experiment comparison, FriedmanConfidence.
*/
public static final BlockExperimentComparison DEFAULT_BLOCK_EXPERIMENT_COMPARISON =
FriedmanConfidence.INSTANCE;
/**
* Default post-host multiple hypothesis comparison test, NemenyiConfidence.
*/
public static final MultipleHypothesisComparison> DEFAULT_POST_HOC_TEST =
NemenyiConfidence.INSTANCE;
/**
* Default alpha (p-value threshold), {@value}.
*/
public static final double DEFAULT_ALPHA = 0.05;
/**
* Block-experiment comparison test that determines if there is a
* statistically significant difference in one of the treatments
*/
private BlockExperimentComparison blockExperimentComparison;
/**
* Post-hoc test that determines which treatments are statistically
* significantly different
*/
private MultipleHypothesisComparison> postHocTest;
/**
* P-value threshold, such that if the null-hypothesis probability is below
* alpha then we reject the null hypothesis.
*/
private double alpha;
/**
* Creates a new instance of MultipleComparisonExperiment
*/
public MultipleComparisonExperiment()
{
this( DEFAULT_BLOCK_EXPERIMENT_COMPARISON, DEFAULT_POST_HOC_TEST, DEFAULT_ALPHA );
}
/**
* Creates a new instance of MultipleComparisonExperiment
* @param blockExperimentComparison
* Block-experiment comparison test that determines if there is a
* statistically significant difference in one of the treatments
* @param postHocTest
* Post-hoc test that determines which treatments are statistically
* significantly different
* @param alpha
* P-value threshold, such that if the null-hypothesis probability is below
* alpha then we reject the null hypothesis.
*/
public MultipleComparisonExperiment(
final BlockExperimentComparison blockExperimentComparison,
final MultipleHypothesisComparison> postHocTest,
final double alpha)
{
this.setBlockExperimentComparison(blockExperimentComparison);
this.setPostHocTest(postHocTest);
this.setAlpha(alpha);
}
@Override
public MultipleComparisonExperiment clone()
{
MultipleComparisonExperiment clone =
(MultipleComparisonExperiment) super.clone();
clone.setBlockExperimentComparison( ObjectUtil.cloneSafe(
this.getBlockExperimentComparison() ) );
clone.setPostHocTest( ObjectUtil.cloneSafe(
this.getPostHocTest() ) );
return clone;
}
/**
* Getter for blockExperimentComparison
* @return
* Block-experiment comparison test that determines if there is a
* statistically significant difference in one of the treatments
*/
public BlockExperimentComparison getBlockExperimentComparison()
{
return this.blockExperimentComparison;
}
/**
* Setter for blockExperimentComparison
* @param blockExperimentComparison
* Block-experiment comparison test that determines if there is a
* statistically significant difference in one of the treatments
*/
public void setBlockExperimentComparison(
final BlockExperimentComparison blockExperimentComparison)
{
this.blockExperimentComparison = blockExperimentComparison;
}
/**
* Getter for postHocTest
* @return
* Post-hoc test that determines which treatments are statistically
* significantly different
*/
public MultipleHypothesisComparison> getPostHocTest()
{
return this.postHocTest;
}
/**
* Setter for postHocTest
* @param postHocTest
* Post-hoc test that determines which treatments are statistically
* significantly different
*/
public void setPostHocTest(
final MultipleHypothesisComparison> postHocTest)
{
this.postHocTest = postHocTest;
}
/**
* Getter for alpha
* @return
* P-value threshold, such that if the null-hypothesis probability is below
* alpha then we reject the null hypothesis.
*/
public double getAlpha()
{
return this.alpha;
}
/**
* Setter for alpha
* @param alpha
* P-value threshold, such that if the null-hypothesis probability is below
* alpha then we reject the null hypothesis.
*/
public void setAlpha(
final double alpha)
{
this.alpha = alpha;
}
@Override
public MultipleComparisonExperiment.Statistic evaluateNullHypothesis(
final Collection> treatments)
{
ConfidenceStatistic blockExperimentResult =
this.getBlockExperimentComparison().evaluateNullHypothesis(treatments);
MultipleHypothesisComparison.Statistic multipleComparisonResult = null;
// if we reject the experiment null hypothesis, then run the
// multiple-hypothesis comparison test
if( blockExperimentResult.getNullHypothesisProbability() < this.getAlpha() )
{
multipleComparisonResult =
this.getPostHocTest().evaluateNullHypotheses(treatments, this.getAlpha() );
}
return new MultipleComparisonExperiment.Statistic(
blockExperimentResult, multipleComparisonResult);
}
@Override
@SuppressWarnings("unchecked")
public MultipleComparisonExperiment.Statistic evaluateNullHypothesis(
final Collection data1,
final Collection data2)
{
return evaluateNullHypothesis( Arrays.asList( data1, data2 ) );
}
@Override
public MultipleComparisonExperiment.Statistic evaluateNullHypotheses(
final Collection> data)
{
return this.evaluateNullHypothesis(data);
}
@Override
public MultipleComparisonExperiment.Statistic evaluateNullHypotheses(
final Collection> data,
final double uncompensatedAlpha)
{
this.setAlpha(uncompensatedAlpha);
return this.evaluateNullHypotheses(data);
}
/**
* Result of running the MultipleHypothesisComparison hypothesis test
*/
public static class Statistic
extends AbstractCloneableSerializable
implements ConfidenceStatistic,
MultipleHypothesisComparison.Statistic
{
/**
* Result from the block-experiment null-hypothesis test
*/
protected ConfidenceStatistic blockExperimentResult;
/**
* Result from the multiple hypothesis comparison null-hypothesis test,
* which will exist if the block-experiment null hypothesis is rejected
*/
protected MultipleHypothesisComparison.Statistic multipleComparisonResult;
/**
* Creates a new instance of Statistic
* @param blockExperimentResult
* Result from the block-experiment null-hypothesis test
* @param multipleComparisonResult
* Result from the multiple hypothesis comparison null-hypothesis test,
* which will exist if the block-experiment null hypothesis is rejected
*/
public Statistic(
final ConfidenceStatistic blockExperimentResult,
final MultipleHypothesisComparison.Statistic multipleComparisonResult)
{
this.blockExperimentResult = blockExperimentResult;
this.multipleComparisonResult = multipleComparisonResult;
}
@Override
public double getTestStatistic()
{
return this.blockExperimentResult.getTestStatistic();
}
@Override
public int getTreatmentCount()
{
if( this.multipleComparisonResult != null )
{
return this.multipleComparisonResult.getTreatmentCount();
}
else
{
return 0;
}
}
@Override
public double getUncompensatedAlpha()
{
if( this.multipleComparisonResult != null )
{
return this.multipleComparisonResult.getUncompensatedAlpha();
}
else
{
return 0.0;
}
}
@Override
public double getTestStatistic(
int i,
int j)
{
if( this.multipleComparisonResult != null )
{
return this.multipleComparisonResult.getTestStatistic(i, j);
}
else
{
return Double.NaN;
}
}
@Override
public double getNullHypothesisProbability(
int i,
int j)
{
if( this.multipleComparisonResult != null )
{
return this.multipleComparisonResult.getNullHypothesisProbability(i, j);
}
else
{
return 1.0;
}
}
@Override
public boolean acceptNullHypothesis(
int i,
int j)
{
if( this.multipleComparisonResult != null )
{
return this.multipleComparisonResult.acceptNullHypothesis(i, j);
}
else
{
return true;
}
}
@Override
public double getNullHypothesisProbability()
{
return this.blockExperimentResult.getNullHypothesisProbability();
}
/**
* Getter for blockExperimentResult
* @return
* Result from the block-experiment null-hypothesis test
*/
public ConfidenceStatistic getBlockExperimentResult()
{
return this.blockExperimentResult;
}
/**
* Getter for multipleComparisonResult
* @return
* Result from the multiple hypothesis comparison null-hypothesis test,
* which will exist if the block-experiment null hypothesis is rejected
*/
public MultipleHypothesisComparison.Statistic getMultipleComparisonResult()
{
return this.multipleComparisonResult;
}
@Override
public String toString()
{
return ObjectUtil.toString(this);
}
}
}