/** * @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 setReadOnly = require( '@stdlib/utils/define-read-only-property' ); var isNumberArray = require( '@stdlib/assert/is-number-array' ); var isNonNegativeInteger = require( '@stdlib/assert/is-nonnegative-integer' ); var betaQuantile = require( './../../base/dists/beta/quantile' ); var floor = require( '@stdlib/math/base/special/floor' ); var ceil = require( '@stdlib/math/base/special/ceil' ); var binomialCDF = require( './../../base/dists/binomial/cdf' ); var binomialPMF = require( './../../base/dists/binomial/pmf' ); var validate = require( './validate.js' ); var print = require( './print.js' ); // eslint-disable-line stdlib/no-redeclare // VARIABLES // var RELATIVE_ERROR = 1+1e-07; // FUNCTIONS // /** * Calculates the lower endpoint of a confidence interval. * * @private * @param {NonNegativeInteger} x - number of successes * @param {NonNegativeInteger} n - total number of observations * @param {number} alpha - significance level * @returns {number} lower endpoint */ function lower( x, n, alpha ) { return ( x === 0 ) ? 0 : betaQuantile( alpha, x, n - x + 1 ); } /** * Calculates the upper endpoint of a confidence interval. * * @private * @param {NonNegativeInteger} x - number of successes * @param {NonNegativeInteger} n - total number of observations * @param {number} alpha - significance level * @returns {number} upper endpoint */ function upper( x, n, alpha ) { return ( x === n ) ? 1 : betaQuantile( 1 - alpha, x + 1, n - x ); } // MAIN // /** * Computes an exact test for the success probability in a Bernoulli experiment. * * @param {(NonNegativeInteger|Array)} x - number of successes or two-element array with successes and failures * @param {NonNegativeInteger} [n] - total number of observations * @param {Options} [options] - function options * @param {number} [options.alpha=0.05] - significance level * @param {string} [options.alternative='two-sided'] - alternative hypothesis (`two-sided`, `less` or `greater`) * @param {Probability} [options.p=0.5] - success probability under H0 * @throws {TypeError} options has to be simple object * @throws {TypeError} must provide valid options * @throws {RangeError} alpha option has to be a number in the interval `[0,1]` * @throws {TypeError} alternative option has to be a string primitive * @throws {Error} alternative option must be `two-sided`, `less` or `greater` * @returns {Object} test results */ function binomialTest() { var alpha; var opts; var cint; var pval; var stat; var alt; var err; var out; var d; var m; var n; var p; var x; var y; var i; opts = {}; if ( isNumberArray( arguments[ 0 ] ) ) { x = arguments[ 0 ]; if ( x.length !== 2 ) { throw new Error( 'invalid argument. If provided an array, it must have two elements. Value: `' + x + '`.' ); } n = x[ 1 ] + x[ 0 ]; x = x[ 0 ]; if ( arguments[ 1 ] ) { err = validate( opts, arguments[ 1 ] ); } } else { x = arguments[ 0 ]; n = arguments[ 1 ]; if ( !isNonNegativeInteger( x ) ) { throw new TypeError( 'invalid argument. Must provide a nonnegative integer or a two-element array. Value: `' + x + '`.' ); } if ( !isNonNegativeInteger( n ) ) { throw new TypeError( 'invalid argument. Must provide a nonnegative integer. Value: `' + n + '`.' ); } if ( x > n ) { throw new TypeError( 'invalid arguments. `x` cannot be larger than `n`. `x:' + x + ', n:' + n + '`.' ); } if ( arguments[ 2 ] ) { err = validate( opts, arguments[ 2 ] ); } } if ( err ) { throw err; } 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 + '`.' ); } if ( opts.p === void 0 ) { p = 0.5; } else { p = opts.p; } if ( p < 0.0 || p > 1.0 ) { throw new RangeError( 'invalid argument. Option `p` must be a probability. Value: `' + p + '`.' ); } alt = opts.alternative || 'two-sided'; stat = x / n; switch ( alt ) { case 'less': pval = binomialCDF( x, n, p ); cint = [ 0.0, upper( x, n, alpha ) ]; break; case 'greater': pval = 1.0 - binomialCDF( x - 1, n, p ); cint = [ lower( x, n, alpha ), 1.0 ]; break; case 'two-sided': d = binomialPMF( x, n, p ); m = n * p; if ( x === m ) { pval = 1; } else if ( x < m ) { y = 0; for ( i = ceil( m ); i <= n; i++ ) { if ( binomialPMF( i, n, p ) <= d * RELATIVE_ERROR ) { y += 1; } } pval = binomialCDF(x, n, p) + ( 1 - binomialCDF(n - y, n, p ) ); } else { y = 0; for ( i = 0; i <= floor( m ); i++ ) { if ( binomialPMF( i, n, p ) <= d * RELATIVE_ERROR ) { y += 1; } } pval = binomialCDF( y-1, n, p ) + ( 1 - binomialCDF( x-1, n, p ) ); } cint = [ lower( x, n, alpha/2.0 ), upper( x, n, alpha/2.0 ) ]; break; default: throw new Error( 'Invalid option. `alternative` must be either `two-sided`, `less` or `greater`. Value: `' + alt + '`' ); } out = {}; setReadOnly( out, 'rejected', pval <= alpha ); setReadOnly( out, 'alpha', alpha ); setReadOnly( out, 'pValue', pval ); setReadOnly( out, 'statistic', stat ); setReadOnly( out, 'ci', cint ); setReadOnly( out, 'nullValue', p ); setReadOnly( out, 'alternative', alt ); setReadOnly( out, 'method', 'Exact binomial test' ); setReadOnly( out, 'print', print ); return out; } // EXPORTS // module.exports = binomialTest;