/** * @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 countBy = require( '@stdlib/utils/count-by' ); var objectKeys = require( '@stdlib/utils/keys' ); var rank = require( './../../ranks' ); var pow = require( '@stdlib/math/base/special/pow' ); var chisqCDF = require( './../../base/dists/chisquare/cdf' ); var identity = require( '@stdlib/utils/identity-function' ); var incrspace = require( '@stdlib/array/incrspace' ); var validate = require( './validate.js' ); var print = require( './print.js' ); // eslint-disable-line stdlib/no-redeclare // MAIN // /** * Computes the Kruskal-Wallis test for equality of medians. * * @param {...NumberArray} 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 {Error} must provide at least two array-like arguments if `groups` is not set * @throws {TypeError} must provide array-like arguments * @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]` * @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 = kruskal( x, y, z ); * // returns {...} */ function kruskal() { var groupsIndicators; var groupRankSums; var tieSumTerm; var ngroups; var options; var levels; var alpha; var param; var ranks; var vals; var opts; var pval; var stat; var ties; var arg; var err; var key; var out; var i; var j; var n; var N; var x; var v; ngroups = arguments.length; opts = {}; if ( isPlainObject( arguments[ ngroups - 1 ] ) ) { options = arguments[ ngroups - 1 ]; ngroups -= 1; err = validate( opts, options ); if ( err ) { throw err; } } groupRankSums = {}; n = {}; if ( opts.groups ) { x = arguments[ 0 ]; if ( x.length !== opts.groups.length ) { throw new RangeError( 'invalid arguments. First argument and `opts.groups` must be arrays of the same length.' ); } n = countBy( opts.groups, identity ); levels = objectKeys( n ); ngroups = levels.length; for ( i = 0; i < ngroups; i++ ) { key = levels[ i ]; groupRankSums[ key ] = 0; } if ( ngroups < 2 ) { throw new Error( 'invalid number of groups. `groups` array must contain at least two unique elements. Value: `' + levels + '`.' ); } groupsIndicators = opts.groups; } else { x = []; groupsIndicators = []; if ( ngroups < 2 ) { throw new Error( 'invalid number of input arguments. Must provide at least two array-like arguments. Value: `' + arg + '`.' ); } for ( i = 0; i < ngroups; i++ ) { arg = arguments[ i ]; if ( !isCollection( arg ) ) { throw new TypeError( 'invalid argument. Must provide array-like arguments. Value: `' + arg + '`.' ); } if ( arg.length === 0 ) { throw new Error( 'invalid argument. Supplied arrays cannot be empty. Value: `' + arg + '`.' ); } else { n[ i ] = arg.length; } groupRankSums[ i ] = 0; for ( j = 0; j < n[ i ]; j++ ) { groupsIndicators.push( i ); x.push( arg[ j ] ); } } levels = incrspace( 0, ngroups, 1 ); } if ( opts.alpha === void 0 ) { alpha = 0.05; } else { alpha = opts.alpha; } if ( alpha < 0.0 || alpha > 1.0 ) { throw new RangeError( 'invalid option. `alpha` must be a number in the range 0 to 1. Value: `' + alpha + '`.' ); } N = x.length; ranks = rank( x ); // Calculate # ties for each value & rank sums per group: ties = {}; for ( i = 0; i < N; i++ ) { groupRankSums[ groupsIndicators[ i ] ] += ranks[ i ]; if ( x[ i ] in ties ) { ties[ x[ i ] ] += 1; } else { ties[ x[ i ] ] = 1; } } // Calculate test statistic using short-cut formula: stat = 0.0; for ( i = 0; i < ngroups; i++ ) { key = levels[ i ]; stat += pow( groupRankSums[ key ], 2.0 ) / n[ key ]; } stat = ( ( 12.0 / ( N * (N+1) ) ) * stat ) - ( 3.0 * (N+1) ); // Correction for ties: tieSumTerm = 0; vals = objectKeys( ties ); for ( i = 0; i < vals.length; i++ ) { v = ties[ vals[ i ] ]; tieSumTerm += pow( v, 3.0 ) - v; } stat /= 1.0 - ( ( tieSumTerm ) / ( pow( N, 3 ) - N ) ); param = ngroups - 1; pval = 1.0 - chisqCDF( stat, param ); out = {}; setReadOnly( out, 'rejected', pval <= alpha ); setReadOnly( out, 'alpha', alpha ); setReadOnly( out, 'df', param ); setReadOnly( out, 'pValue', pval ); setReadOnly( out, 'statistic', stat ); setReadOnly( out, 'method', 'Kruskal-Wallis Test' ); setReadOnly( out, 'print', print ); return out; } // EXPORTS // module.exports = kruskal;