/tests/Tests/Parametric.hs

http://github.com/bos/statistics
Haskell | 102 lines | 79 code | 6 blank | 17 comment | 0 complexity | db274fa3f7876eccc0f887fefc575bb0 MD5 | raw file
```  1module Tests.Parametric (tests) where
2
3import Data.Maybe (fromJust)
4import Statistics.Test.StudentT
5import Statistics.Types
6import qualified Data.Vector.Unboxed as U
7import Test.Tasty (testGroup)
8import Tests.Helpers  (testEquality)
9import qualified Test.Tasty as Tst
10
11tests :: Tst.TestTree
12tests = testGroup "Parametric tests" studentTTests
13
14-- 2 samples x 20 obs data
15--
16-- Both samples are samples from normal distributions with the same variance (= 1.0),
17-- but their means are different (0.0 and 0.5, respectively).
18--
19-- You can reproduce the data with R (3.1.0) as follows:
20--   set.seed(0)
21--   sample1 = rnorm(20)
22--   sample2 = rnorm(20, 0.5)
23--   student = t.test(sample1, sample2, var.equal=T)
24--   welch = t.test(sample1, sample2)
25--   paired = t.test(sample1, sample2, paired=T)
26sample1, sample2 :: U.Vector Double
27sample1 = U.fromList [
28  1.262954284880793e+00,
29 -3.262333607056494e-01,
30  1.329799262922501e+00,
31  1.272429321429405e+00,
32  4.146414344564082e-01,
33 -1.539950041903710e+00,
34 -9.285670347135381e-01,
35 -2.947204467905602e-01,
36 -5.767172747536955e-03,
37  2.404653388857951e+00,
38  7.635934611404596e-01,
39 -7.990092489893682e-01,
40 -1.147657009236351e+00,
41 -2.894615736882233e-01,
42 -2.992151178973161e-01,
43 -4.115108327950670e-01,
44  2.522234481561323e-01,
45 -8.919211272845686e-01,
46  4.356832993557186e-01,
47 -1.237538421929958e+00]
48sample2 = U.fromList [
49  2.757321147216907e-01,
50  8.773956459817011e-01,
51  6.333363608148415e-01,
52  1.304189509744908e+00,
53  4.428932256161913e-01,
54  1.003607972233726e+00,
55  1.585769362145687e+00,
56 -1.909538396968303e-01,
57 -7.845993538721883e-01,
58  5.467261721883520e-01,
59  2.642934435604988e-01,
60 -4.288825501025439e-02,
61  6.668968254321778e-02,
62 -1.494716467962331e-01,
63  1.226750747385451e+00,
64  1.651911754087200e+00,
65  1.492160365445798e+00,
66  7.048689050811874e-02,
67  1.738304100853380e+00,
68  2.206537181457307e-01]
69
70
71testTTest :: String
72          -> PValue Double
73          -> Test d
74          -> [Tst.TestTree]
75testTTest name pVal test =
76  [ testEquality name (isSignificant pVal test) NotSignificant
77  , testEquality name (isSignificant (mkPValue \$ pValue pVal + 1e-5) test)
78    Significant
79  ]
80
81studentTTests :: [Tst.TestTree]
82studentTTests = concat
83  [ -- R: t.test(sample1, sample2, alt="two.sided", var.equal=T)
84    testTTest "two-sample t-test SamplesDiffer Student"
85      (mkPValue 0.03410) (fromJust \$ studentTTest SamplesDiffer sample1 sample2)
86    -- R: t.test(sample1, sample2, alt="two.sided", var.equal=F)
87  , testTTest "two-sample t-test SamplesDiffer Welch"
88      (mkPValue 0.03483) (fromJust \$ welchTTest SamplesDiffer sample1 sample2)
89    -- R: t.test(sample1, sample2, alt="two.sided", paired=T)
90  , testTTest "two-sample t-test SamplesDiffer Paired"
91      (mkPValue 0.03411) (fromJust \$ pairedTTest SamplesDiffer sample12)
92    -- R: t.test(sample1, sample2, alt="less", var.equal=T)
93  , testTTest "two-sample t-test BGreater Student"
94      (mkPValue 0.01705) (fromJust \$ studentTTest BGreater sample1 sample2)
95    -- R: t.test(sample1, sample2, alt="less", var.equal=F)
96  , testTTest "two-sample t-test BGreater Welch"
97      (mkPValue 0.01741) (fromJust \$ welchTTest BGreater sample1 sample2)
98    -- R: t.test(sample1, sample2, alt="less", paired=F)
99  , testTTest "two-sample t-test BGreater Paired"
100      (mkPValue 0.01705) (fromJust \$ pairedTTest BGreater sample12)
101  ]
102  where sample12 = U.zip sample1 sample2
```