/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var isCollection = require( '@stdlib/assert/is-collection' ); var isPlainObject = require( '@stdlib/assert/is-plain-object' ); var setReadOnly = require( '@stdlib/utils/define-read-only-property' ); var objectKeys = require( '@stdlib/utils/keys' ); var qnorm = require( './../../base/dists/normal/quantile' ); var chisqCDF = require( './../../base/dists/chisquare/cdf' ); var group = require( '@stdlib/utils/group' ); var ranks = require( './../../ranks' ); var abs = require( '@stdlib/math/base/special/abs' ); var pow = require( '@stdlib/math/base/special/pow' ); var indexOf = require( '@stdlib/utils/index-of' ); var median = require( './median.js' ); var validate = require( './validate.js' ); var print = require( './print.js' ); // eslint-disable-line stdlib/no-redeclare // FUNCTIONS // /** * Returns an array of a chosen length filled with the supplied value. * * @private * @param {*} val - value to repeat * @param {NonNegativeInteger} len - array length * @returns {Array} filled array */ function repeat( val, len ) { var out = new Array( len ); var i; for ( i = 0; i < len; i++ ) { out[ i ] = val; } return out; } // MAIN // /** * Computes the Fligner-Killeen test for equal variances. * * @param {...NumericArray} arguments - either two or more number arrays or a single numeric array if an array of group indicators is supplied as an option * @param {Options} [options] - function options * @param {number} [options.alpha=0.05] - significance level * @param {Array} [options.groups] - array of group indicators * @throws {TypeError} must provide array-like arguments * @throws {RangeError} alpha option has to be a number in the interval `[0,1]` * @throws {Error} must provide at least two array-like arguments if `groups` is not set * @throws {TypeError} options has to be simple object * @throws {TypeError} must provide valid options * @returns {Object} test results * * @example * // Data from Hollander & Wolfe (1973), p. 116: * var x = [ 2.9, 3.0, 2.5, 2.6, 3.2 ]; * var y = [ 3.8, 2.7, 4.0, 2.4 ]; * var z = [ 2.8, 3.4, 3.7, 2.2, 2.0 ]; * * var out = fligner( x, y, z ); * // returns {...} */ function fligner() { var variance; var options; var ngroups; var levels; var groups; var scores; var table; var alpha; var delta; var args; var mean; var opts; var pval; var sums; var xabs; var stat; var err; var loc; var out; var df; var M2; var a; var n; var x; var i; var j; args = []; ngroups = arguments.length; opts = {}; if ( isPlainObject( arguments[ ngroups - 1 ] ) ) { options = arguments[ ngroups - 1 ]; ngroups -= 1; err = validate( opts, options ); if ( err ) { throw err; } } if ( opts.groups ) { groups = opts.groups; table = group( arguments[ 0 ], groups ); levels = objectKeys( table ); ngroups = levels.length; if ( ngroups < 2 ) { throw new Error( 'invalid number of groups. `groups` array must contain at least two unique elements. Value: `' + levels + '`.' ); } for ( i = 0; i < ngroups; i++ ) { args.push( table[ levels[ i ] ] ); } } else { groups = []; for ( i = 0; i < ngroups; i++ ) { args.push( arguments[ i ] ); groups = groups.concat( repeat( i, arguments[ i ].length ) ); } } if ( opts.alpha === void 0 ) { alpha = 0.05; } else { alpha = opts.alpha; } if ( alpha < 0.0 || alpha > 1.0 ) { throw new RangeError( 'invalid argument. Option `alpha` must be a number in the range 0 to 1. Value: `' + alpha + '`.' ); } x = []; for ( i = 0; i < ngroups; i++ ) { if ( !isCollection( args[ i ] ) ) { throw new TypeError( 'invalid argument. Must provide array-like arguments. Value: `' + args[ i ] + '`.' ); } if ( args[ i ].length === 0 ) { throw new Error( 'invalid argument. Supplied arrays cannot be empty. Value: `' + args[ i ] + '`.' ); } loc = median( args[ i ] ); for ( j = 0; j < args[ i ].length; j++ ) { args[ i ][ j ] -= loc; } x = x.concat( args[ i ] ); } n = x.length; xabs = new Array( n ); for ( i = 0; i < n; i++ ) { xabs[ i ] = abs( x[ i ] ); } scores = ranks( xabs ); a = new Array( n ); mean = 0.0; M2 = 0.0; sums = repeat( 0.0, ngroups ); for ( i = 0; i < n; i++ ) { a[ i ] = qnorm( ( 1.0 + ( scores[ i ]/(n+1) ) ) / 2.0, 0.0, 1.0 ); sums[ ( levels ) ? indexOf( levels, groups[i] ) : groups[i] ] += a[ i ]; delta = a[ i ] - mean; mean += delta / ( i+1 ); M2 += delta * ( a[ i ] - mean ); } variance = M2 / ( n - 1 ); stat = 0.0; for ( i = 0; i < ngroups; i++ ) { stat += pow( sums[ i ], 2 ) / args[ i ].length; } stat = ( stat - ( n * pow( mean, 2 ) ) ) / variance; df = ngroups - 1; pval = 1.0 - chisqCDF( stat, df ); out = {}; setReadOnly( out, 'rejected', pval <= alpha ); setReadOnly( out, 'alpha', alpha ); setReadOnly( out, 'pValue', pval ); setReadOnly( out, 'statistic', stat ); setReadOnly( out, 'df', df ); setReadOnly( out, 'method', 'Fligner-Killeen test of homogeneity of variances' ); setReadOnly( out, 'print', print ); return out; } // EXPORTS // module.exports = fligner;