/* eslint-disable max-statements, max-lines-per-function */ /** * @license Apache-2.0 * * Copyright (c) 2020 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 isNumberArray = require( '@stdlib/assert/is-number-array' ).primitives; var isTypedArrayLike = require( '@stdlib/assert/is-typed-array-like' ); var setReadOnly = require( '@stdlib/utils/define-read-only-property' ); var isObject = require( '@stdlib/assert/is-plain-object' ); var ranks = require( './../../ranks' ); var normalCDF = require( './../../base/dists/normal/cdf' ).factory; var signrankCDF = require( './../../base/dists/signrank/cdf' ); var tabulate = require( '@stdlib/utils/tabulate' ); var signum = require( '@stdlib/math/base/special/signum' ); var sqrt = require( '@stdlib/math/base/special/sqrt' ); var abs = require( '@stdlib/math/base/special/abs' ); var Float64Array = require( '@stdlib/array/float64' ); var validate = require( './validate.js' ); var unique = require( './unique.js' ); var print = require( './print.js' ); // eslint-disable-line stdlib/no-redeclare // VARIABLES // var pnorm = normalCDF( 0.0, 1.0 ); // MAIN // /** * Computes a Wilcoxon signed rank test. * * @param {NumericArray} x - data array * @param {NumericArray} [y] - optional paired data array * @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 {string} [options.zeroMethod='wilcox'] - method governing how zero-differences are handled (`pratt`, `wilcox`, or `zsplit`) * @param {boolean} [options.correction=true] - continuity correction adjusting the Wilcoxon rank statistic by 0.5 towards the mean * @param {boolean} [options.exact=false] - whether to force using the exact distribution instead of a normal approximation when there are more than fifty data points * @param {number} [options.mu=0] - location parameter under H0 * @throws {TypeError} `x` must be a numeric array * @throws {TypeError} `y` must be a numeric array * @throws {TypeError} options has to be simple object * @throws {TypeError} `alpha` option has to be a number primitive * @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` * @throws {TypeError} `zeroMethod` option has to be a string primitive * @throws {Error} `zeroMethod` option must be `pratt`, `wilcox`, or `zsplit` * @throws {TypeError} `correction` option has to be a boolean primitive * @throws {TypeError} `exact` option has to be a boolean primitive * @throws {TypeError} `mu` option has to be a number primitive * @returns {Object} test result object * * @example * var x = [ 6, 8, 14, 16, 23, 24, 28, 29, 41, -48, 49, 56, 60, -67, 75 ]; * var out = wilcoxon( x, { * 'mu': 2 * }); * * @example * var x = [ 6, 8, 14, 16, 23, 24, 28, 29, 41, -48, 49, 56, 60, -67, 75 ]; * var out = wilcoxon( x, { * 'alternative': 'greater' * }); */ function wilcoxon() { var correction; var zeroMethod; var options; var hasTies; var counts; var repsum; var rplus; var nzero; var rzero; var alpha; var pval; var opts; var stat; var alt; var err; var len; var tmp; var out; var ad; var mu; var mn; var se; var d; var i; var r; var T; var v; var x; var y; x = arguments[ 0 ]; if ( !isTypedArrayLike( x ) && !isNumberArray( x ) ) { throw new TypeError( 'invalid argument. First argument must be a numeric array. Value: `' + x + '`.' ); } len = x.length; if ( arguments.length > 1 ) { if ( isObject( arguments[ 1 ] ) ) { options = arguments[ 1 ]; } else { y = arguments[ 1 ]; if ( !isTypedArrayLike( y ) && !isNumberArray( y ) ) { throw new TypeError( 'invalid argument. `y` argument must be a numeric array. Value: `' + y + '`.' ); } if ( len !== y.length ) { throw new Error( 'invalid arguments. The first and second arguments must have the same length.' ); } if ( arguments.length > 2 ) { options = arguments[ 2 ]; } } } opts = {}; if ( options ) { err = validate( opts, options ); if ( err ) { throw err; } } mu = opts.mu || 0.0; if ( opts.correction === void 0 ) { correction = true; } else { correction = opts.correction; } if ( opts.alpha === void 0 ) { alpha = 0.05; } else { alpha = opts.alpha; } if ( len < 2 ) { throw new Error( 'invalid argument. First argument must contain at least two elements. Value: `' + x + '`' ); } alt = opts.alternative || 'two-sided'; zeroMethod = opts.zeroMethod || 'wilcox'; if ( zeroMethod === 'wilcox' ) { // Only keep all non-zero differences: d = []; if ( y ) { for ( i = 0; i < len; i++ ) { v = ( x[ i ] - y[ i ] ) - mu; if ( v !== 0 ) { d.push( v ); } } } else { for ( i = 0; i < len; i++ ) { if ( x[ i ] !== 0 ) { d.push( x[ i ] - mu ); } } } nzero = x.length - d.length; } else { d = new Float64Array( len ); nzero = 0; if ( y ) { for ( i = 0; i < len; i++ ) { d[ i ] = ( x[ i ] - y[ i ] ) - mu; if ( d[ i ] === 0 ) { nzero += 1; } } } else { for ( i = 0; i < len; i++ ) { d[ i ] = x[ i ] - mu; if ( d[ i ] === 0 ) { nzero += 1; } } } } if ( nzero === len ) { throw new Error( '`x` or `x - y` cannot be zero for all elements.' ); } // Update length after potentially discarding zero values: len = d.length; ad = new Float64Array( len ); for ( i = 0; i < len; i++ ) { ad[ i ] = abs( d[ i ] ); } r = ranks( ad ); rplus = 0; rzero = 0; for ( i = 0; i < len; i++ ) { if ( d[ i ] > 0 ) { rplus += r[ i ]; } else if ( d[ i ] === 0 ) { rzero += r[ i ]; } } hasTies = unique( r ).length !== r.length; if ( zeroMethod === 'zsplit' ) { rplus += rzero / 2.0; } T = rplus; mn = len * ( len + 1.0 ) * 0.25; se = len * ( len + 1.0 ) * ( ( 2.0 * len ) + 1.0 ); if ( zeroMethod === 'pratt' ) { tmp = []; for ( i = 0; i < len; i++ ) { if ( d[ i ] !== 0 ) { tmp.push( r[ i ] ); } } r = tmp; mn -= nzero * ( nzero + 1.0 ) * 0.25; se -= nzero * ( nzero + 1.0 ) * ( ( 2.0 * nzero ) + 1.0 ); } counts = tabulate( r ); repsum = 0; for ( i = 0; i < counts.length; i++ ) { if ( counts[ i ][ 1 ] > 1 ) { v = counts[ i ][ 1 ]; repsum += v * ( (v*v) - 1 ); } } if ( repsum > 0 ) { // Correction for repeated values: se -= 0.5 * repsum; } se = sqrt( se / 24.0 ); if ( ( len > 50 && !opts.exact ) || nzero > 0 || hasTies ) { d = 0.0; if ( correction ) { switch ( alt ) { case 'two-sided': d = 0.5 * signum( T - mn ); break; case 'less': d = -0.5; break; default: d = 0.5; break; } } // Compute test statistic and p-value using normal approximation: stat = ( T - mn - d ) / se; if ( alt === 'two-sided' ) { pval = 2.0 * ( 1.0 - pnorm( abs( stat ) ) ); } else if ( alt === 'greater' ) { pval = 1.0 - pnorm( stat ); } else { pval = pnorm( stat ); } } else { // Compute test statistic and p-value using exact critical values: stat = T; if ( alt === 'two-sided' ) { if ( stat > ( len * ( len+1 ) / 4 ) ) { pval = 2.0 * ( 1 - signrankCDF( stat - 1, len ) ); } else { pval = 2.0 * signrankCDF( stat, len ); } } else if ( alt === 'greater' ) { pval = 1.0 - signrankCDF( stat - 1, len ); } else { pval = signrankCDF( stat, len ); } } out = {}; setReadOnly( out, 'rejected', pval <= alpha ); setReadOnly( out, 'alpha', alpha ); setReadOnly( out, 'pValue', pval ); setReadOnly( out, 'statistic', T ); setReadOnly( out, 'nullValue', mu ); setReadOnly( out, 'alternative', alt ); setReadOnly( out, 'method', ( ( y ) ? 'Paired' : 'One-Sample' ) + ' Wilcoxon signed rank test' ); setReadOnly( out, 'print', print ); return out; } // EXPORTS // module.exports = wilcoxon;