umcg.genetica.math.stats.WilcoxonMannWhitney Maven / Gradle / Ivy
/*
* WilcoxonMannWhitney.java
*
* Created on February 21, 2007, 3:45 PM
*
* To change this template, choose Tools | Template Manager
* and open the template in the editor.
*/
package umcg.genetica.math.stats;
/**
*
* @author ludefranke
*/
public class WilcoxonMannWhitney {
private double k, n, kn, auc;
public double getAUC() {
return auc;
}
private double abs(double value) {
return Math.abs(value);
}
private double k_out_n (double k, double n) {
this.k = k;
this.n = n;
kn = 1.0d;
while (k>0) {
n--;
k--;
kn*=n/k;
}
return kn;
}
private double countSmallerRanks(double w, double sum, int m, int start, double[] rankList) {
int i = 0;
double temp = 0;
double smaller = 0;
int end = 0;
int mminus1 = 0;
if (sum > w) return 0;
end = rankList.length - 1;
if (m>0) {
mminus1 = m - 1;
for (i = start; i <= end - m; i++) {
temp = sum + rankList[i];
if (temp > w) return smaller;
smaller += countSmallerRanks(w, temp, mminus1, i+1, rankList);
}
} else {
if (sum + end + 1 <= w) return end - start + 1;
for (i = start; i <= end; i++) {
temp = sum + rankList[i];
if (temp <= w) {
smaller++;
} else {
return smaller;
}
}
}
return smaller;
}
private double normalZ (double z) {
double x = z;
double[] b = {0.319381530, -0.356563782, 1.781477937, -1.821255978, 1.330274429};
double p = 0.2316419;
double t = 1/(1+p*x);
double fact = t;
double sum = 0;
for(int i=0; i <= b.length - 1; i++) {
sum += b[i]*fact;
fact *= t;
}
p = 2d * sum * Math.exp(-x*x/2.0d) / (Math.sqrt(2d*Math.PI));
return p;
}
/** Creates a new instance of WilcoxonMannWhitney */
public WilcoxonMannWhitney() {
}
/*
public WilcoxonMannWhitney(boolean doRandomTest) {
if (doRandomTest) {
//double[] A = {1, 2, 3, 4};
//double[] B = {2, 3, 4, 3};
double[] A = new double[10];
double[] B = new double[10];
for (int a=0; a<10; a++) A[a] = Math.random() * 100;
for (int b=0; b<10; b++) B[b] = Math.random() * 100;
System.out.println("Wilcoxon P-Value:\t" + returnWilcoxonMannWhitneyPValue(A, B));
org.apache.commons.math.stat.inference.TTestImpl ttest = new org.apache.commons.math.stat.inference.TTestImpl();
try {
double pTTest = ttest.tTest(A,B);
System.out.println("T-Test P-Value:\t" + pTTest);
} catch (Exception e) {
System.out.println(e.getMessage());
}
}
}
*/
public double returnWilcoxonMannWhitneyPValue(double[] A, double[] B) {
java.util.Arrays.sort(A);
java.util.Arrays.sort(B);
double[] totalList = new double[A.length + B.length];
for (int x=0; x= totalList.length - 1 || shortest[a] == totalList[i]) break;
i++;
}
w+=totalRank[i];
}
double nZ = nShortest; if (w>h0) nZ = n - nShortest;
if (w>h0) w = maxSum - w;
double p = 0;
//Calculate AUC:
double r1 = 0; int place = 0;
for (int i=0; i= 25000 || shortest.length >= 10) {
double continuity = 0.5; if (w>=h0) continuity = -0.5;
double z = Math.abs((w + continuity - nZ * (n + 1d) / 2d) / Math.sqrt(nA * nB * (n + 1d) / 12d));
//System.out.println(maxSum + "\t" + w + "\t" + continuity + "\t" + z);
p = normalZ(z);
return p;
}
/*
if (shortest.length < 10 && p < 0.25 && permutations < 60000) {
double less = countSmallerRanks(w, 0, shortest.length, 0, totalRank);
if (2 * less > permutations) {
less = countSmallerRanks (w - 1, 0, shortest.length, 0, totalRank);
less = permutations - less;
}
double sumFrequencies = permutations;
p = 2.0d * less / sumFrequencies;
}
System.out.println("accurate p-value:\t" + p);
if (shortest.length < 10 && p >= 0.25 || permutations >= 60000) {
System.out.println("Cannot accurately determine P-Value!");
}
*/
return -1;
}
/*
public double returnWilcoxonMannWhitneyPValue(double[] A, double[] B) {
java.util.Arrays.sort(A);
java.util.Arrays.sort(B);
double[] totalList = new double[A.length + B.length];
for (int x=0; x= totalList.length - 1 || shortest[a] == totalList[i]) break;
i++;
}
w+=totalRank[i];
}
double nZ = nShortest; if (w>h0) nZ = n - nShortest;
if (w>h0) w = maxSum - w;
double p = 0;
//Calculate AUC:
double r1 = 0; int place = 0;
for (int i=0; i= 25000 || shortest.length >= 10) {
double continuity = 0.5; if (w>=h0) continuity = -0.5;
double z = Math.abs((w + continuity - nZ * (n + 1d) / 2d) / Math.sqrt(nA * nB * (n + 1d) / 12d));
//System.out.println(maxSum + "\t" + w + "\t" + continuity + "\t" + z);
p = normalZ(z);
return p;
}
*/
/*
if (shortest.length < 10 && p < 0.25 && permutations < 60000) {
double less = countSmallerRanks(w, 0, shortest.length, 0, totalRank);
if (2 * less > permutations) {
less = countSmallerRanks (w - 1, 0, shortest.length, 0, totalRank);
less = permutations - less;
}
double sumFrequencies = permutations;
p = 2.0d * less / sumFrequencies;
}
System.out.println("accurate p-value:\t" + p);
if (shortest.length < 10 && p >= 0.25 || permutations >= 60000) {
System.out.println("Cannot accurately determine P-Value!");
}
*/
/*
return -1;
}
*/
}
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