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Posted to commits@commons.apache.org by lu...@apache.org on 2015/12/09 17:01:03 UTC

[06/21] [math] Modified KolmogororSmirnovTest 2-sample test to use random jitter to break ties in input data. JIRA: MATH-1246.

Modified KolmogororSmirnovTest 2-sample test to use random jitter to break ties in input data.  JIRA: MATH-1246.


Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo
Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/654d7232
Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/654d7232
Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/654d7232

Branch: refs/heads/field-ode
Commit: 654d7232e5e9a21fee3d8e95a29c2e880b4dcdda
Parents: 3cfafe0
Author: Phil Steitz <ph...@gmail.com>
Authored: Thu Nov 26 18:31:34 2015 -0700
Committer: Phil Steitz <ph...@gmail.com>
Committed: Thu Nov 26 18:31:34 2015 -0700

----------------------------------------------------------------------
 src/changes/changes.xml                         |   5 +
 .../math3/random/JDKRandomGenerator.java        |  17 +++
 .../stat/inference/KolmogorovSmirnovTest.java   | 115 ++++++++++++++++++-
 .../apache/commons/math3/util/MathArrays.java   |  58 ++++++++++
 .../inference/KolmogorovSmirnovTestTest.java    | 106 ++++++++++++++---
 .../commons/math3/util/MathArraysTest.java      |  95 ++++++++++++---
 6 files changed, 364 insertions(+), 32 deletions(-)
----------------------------------------------------------------------


http://git-wip-us.apache.org/repos/asf/commons-math/blob/654d7232/src/changes/changes.xml
----------------------------------------------------------------------
diff --git a/src/changes/changes.xml b/src/changes/changes.xml
index 3448c23..2a5a7cd 100644
--- a/src/changes/changes.xml
+++ b/src/changes/changes.xml
@@ -51,6 +51,11 @@ If the output is not quite correct, check for invisible trailing spaces!
   </properties>
   <body>
     <release version="3.6" date="XXXX-XX-XX" description="">
+      <action dev="psteitz" type="update" issue="MATH-1246">
+        Modified 2-sample KolmogorovSmirnovTest to handle ties in sample data. By default,
+        ties are broken by adding random jitter to input data. Also added bootstrap method
+        analogous to ks.boot in R Matching package.
+      </action>
       <action dev="tn" type="fix" issue="MATH-1294" due-to="Kamil Włodarczyk">
         Fixed potential race condition in PolynomialUtils#buildPolynomial in
         case polynomials are generated from multiple threads. Furthermore, the

http://git-wip-us.apache.org/repos/asf/commons-math/blob/654d7232/src/main/java/org/apache/commons/math3/random/JDKRandomGenerator.java
----------------------------------------------------------------------
diff --git a/src/main/java/org/apache/commons/math3/random/JDKRandomGenerator.java b/src/main/java/org/apache/commons/math3/random/JDKRandomGenerator.java
index 73c2f75..562cbdc 100644
--- a/src/main/java/org/apache/commons/math3/random/JDKRandomGenerator.java
+++ b/src/main/java/org/apache/commons/math3/random/JDKRandomGenerator.java
@@ -29,6 +29,23 @@ public class JDKRandomGenerator extends Random implements RandomGenerator {
     /** Serializable version identifier. */
     private static final long serialVersionUID = -7745277476784028798L;
 
+    /**
+     * Create a new JDKRandomGenerator with a default seed.
+     */
+    public JDKRandomGenerator() {
+        super();
+    }
+
+    /**
+     * Create a new JDKRandomGenerator with the given seed.
+     *
+     * @param seed initial seed
+     * @since 3.6
+     */
+    public JDKRandomGenerator(int seed) {
+        setSeed(seed);
+    }
+
     /** {@inheritDoc} */
     public void setSeed(int seed) {
         setSeed((long) seed);

http://git-wip-us.apache.org/repos/asf/commons-math/blob/654d7232/src/main/java/org/apache/commons/math3/stat/inference/KolmogorovSmirnovTest.java
----------------------------------------------------------------------
diff --git a/src/main/java/org/apache/commons/math3/stat/inference/KolmogorovSmirnovTest.java b/src/main/java/org/apache/commons/math3/stat/inference/KolmogorovSmirnovTest.java
index f4edf5f..13af7d7 100644
--- a/src/main/java/org/apache/commons/math3/stat/inference/KolmogorovSmirnovTest.java
+++ b/src/main/java/org/apache/commons/math3/stat/inference/KolmogorovSmirnovTest.java
@@ -19,12 +19,15 @@ package org.apache.commons.math3.stat.inference;
 
 import java.math.BigDecimal;
 import java.util.Arrays;
+import java.util.HashSet;
 import java.util.Iterator;
 
 import org.apache.commons.math3.distribution.EnumeratedRealDistribution;
 import org.apache.commons.math3.distribution.RealDistribution;
+import org.apache.commons.math3.distribution.UniformRealDistribution;
 import org.apache.commons.math3.exception.InsufficientDataException;
 import org.apache.commons.math3.exception.MathArithmeticException;
+import org.apache.commons.math3.exception.MathInternalError;
 import org.apache.commons.math3.exception.NullArgumentException;
 import org.apache.commons.math3.exception.NumberIsTooLargeException;
 import org.apache.commons.math3.exception.OutOfRangeException;
@@ -37,6 +40,7 @@ import org.apache.commons.math3.linear.Array2DRowFieldMatrix;
 import org.apache.commons.math3.linear.FieldMatrix;
 import org.apache.commons.math3.linear.MatrixUtils;
 import org.apache.commons.math3.linear.RealMatrix;
+import org.apache.commons.math3.random.JDKRandomGenerator;
 import org.apache.commons.math3.random.RandomGenerator;
 import org.apache.commons.math3.random.Well19937c;
 import org.apache.commons.math3.util.CombinatoricsUtils;
@@ -243,11 +247,21 @@ public class KolmogorovSmirnovTest {
      */
     public double kolmogorovSmirnovTest(double[] x, double[] y, boolean strict) {
         final long lengthProduct = (long) x.length * y.length;
+        double[] xa = null;
+        double[] ya = null;
+        if (lengthProduct < LARGE_SAMPLE_PRODUCT && hasTies(x,y)) {
+            xa = MathArrays.copyOf(x);
+            ya = MathArrays.copyOf(y);
+            fixTies(xa, ya);
+        } else {
+            xa = x;
+            ya = y;
+        }
         if (lengthProduct < SMALL_SAMPLE_PRODUCT) {
-            return integralExactP(integralKolmogorovSmirnovStatistic(x, y) + (strict?1l:0l), x.length, y.length);
+            return integralExactP(integralKolmogorovSmirnovStatistic(xa, ya) + (strict?1l:0l), x.length, y.length);
         }
         if (lengthProduct < LARGE_SAMPLE_PRODUCT) {
-            return integralMonteCarloP(integralKolmogorovSmirnovStatistic(x, y) + (strict?1l:0l), x.length, y.length, MONTE_CARLO_ITERATIONS);
+            return integralMonteCarloP(integralKolmogorovSmirnovStatistic(xa, ya) + (strict?1l:0l), x.length, y.length, MONTE_CARLO_ITERATIONS);
         }
         return approximateP(kolmogorovSmirnovStatistic(x, y), x.length, y.length);
     }
@@ -582,7 +596,6 @@ public class KolmogorovSmirnovTest {
      * @since 3.4
      */
     public double pelzGood(double d, int n) {
-
         // Change the variable since approximation is for the distribution evaluated at d / sqrt(n)
         final double sqrtN = FastMath.sqrt(n);
         final double z = d * sqrtN;
@@ -1033,6 +1046,7 @@ public class KolmogorovSmirnovTest {
         return (double) tail / (double) CombinatoricsUtils.binomialCoefficient(n + m, n);
     }
 
+
     /**
      * Uses the Kolmogorov-Smirnov distribution to approximate \(P(D_{n,m} > d)\) where \(D_{n,m}\)
      * is the 2-sample Kolmogorov-Smirnov statistic. See
@@ -1054,7 +1068,8 @@ public class KolmogorovSmirnovTest {
     public double approximateP(double d, int n, int m) {
         final double dm = m;
         final double dn = n;
-        return 1 - ksSum(d * FastMath.sqrt((dm * dn) / (dm + dn)), KS_SUM_CAUCHY_CRITERION, MAXIMUM_PARTIAL_SUM_COUNT);
+        return 1 - ksSum(d * FastMath.sqrt((dm * dn) / (dm + dn)),
+                         KS_SUM_CAUCHY_CRITERION, MAXIMUM_PARTIAL_SUM_COUNT);
     }
 
     /**
@@ -1146,4 +1161,96 @@ public class KolmogorovSmirnovTest {
         }
         return (double) tail / iterations;
     }
+
+    /**
+     * If there are no ties in the combined dataset formed from x and y, this
+     * method is a no-op.  If there are ties, a uniform random deviate in
+     * (-minDelta / 2, minDelta / 2) - {0} is added to each value in x and y, where
+     * minDelta is the minimum difference between unequal values in the combined
+     * sample.  A fixed seed is used to generate the jitter, so repeated activations
+     * with the same input arrays result in the same values.
+     *
+     * NOTE: if there are ties in the data, this method overwrites the data in
+     * x and y with the jittered values.
+     *
+     * @param x first sample
+     * @param y second sample
+     */
+    private static void fixTies(double[] x, double[] y) {
+       final double[] values = MathArrays.unique(MathArrays.concatenate(x,y));
+       if (values.length == x.length + y.length) {
+           return;  // There are no ties
+       }
+
+       // Find the smallest difference between values, or 1 if all values are the same
+       double minDelta = 1;
+       double prev = values[0];
+       double delta = 1;
+       for (int i = 1; i < values.length; i++) {
+          delta = prev - values[i];
+          if (delta < minDelta) {
+              minDelta = delta;
+          }
+          prev = values[i];
+       }
+       minDelta /= 2;
+
+       // Add jitter using a fixed seed (so same arguments always give same results),
+       // low-initialization-overhead generator
+       final RealDistribution dist =
+               new UniformRealDistribution(new JDKRandomGenerator(100), -minDelta, minDelta);
+
+       // It is theoretically possible that jitter does not break ties, so repeat
+       // until all ties are gone.  Bound the loop and throw MIE if bound is exceeded.
+       int ct = 0;
+       boolean ties = true;
+       do {
+           jitter(x, dist);
+           jitter(y, dist);
+           ties = hasTies(x, y);
+           ct++;
+       } while (ties && ct < 1000);
+       if (ties) {
+           throw new MathInternalError(); // Should never happen
+       }
+    }
+
+    /**
+     * Returns true iff there are ties in the combined sample
+     * formed from x and y.
+     *
+     * @param x first sample
+     * @param y second sample
+     * @return true if x and y together contain ties
+     */
+    private static boolean hasTies(double[] x, double[] y) {
+        final HashSet<Double> values = new HashSet<Double>();
+            for (int i = 0; i < x.length; i++) {
+                if (!values.add(x[i])) {
+                    return true;
+                }
+            }
+            for (int i = 0; i < y.length; i++) {
+                if (!values.add(y[i])) {
+                    return true;
+                }
+            }
+        return false;
+    }
+
+    /**
+     * Adds random jitter to {@code data} using deviates sampled from {@code dist}.
+     * <p>
+     * Note that jitter is applied in-place - i.e., the array
+     * values are overwritten with the result of applying jitter.</p>
+     *
+     * @param data input/output data array - entries overwritten by the method
+     * @param dist probability distribution to sample for jitter values
+     * @throws NullPointerException if either of the parameters is null
+     */
+    private static void jitter(double[] data, RealDistribution dist) {
+        for (int i = 0; i < data.length; i++) {
+            data[i] = data[i] + dist.sample();
+        }
+    }
 }

http://git-wip-us.apache.org/repos/asf/commons-math/blob/654d7232/src/main/java/org/apache/commons/math3/util/MathArrays.java
----------------------------------------------------------------------
diff --git a/src/main/java/org/apache/commons/math3/util/MathArrays.java b/src/main/java/org/apache/commons/math3/util/MathArrays.java
index 2c9fcb3..a030a41 100644
--- a/src/main/java/org/apache/commons/math3/util/MathArrays.java
+++ b/src/main/java/org/apache/commons/math3/util/MathArrays.java
@@ -22,7 +22,9 @@ import java.util.ArrayList;
 import java.util.Arrays;
 import java.util.Collections;
 import java.util.Comparator;
+import java.util.Iterator;
 import java.util.List;
+import java.util.TreeSet;
 
 import org.apache.commons.math3.Field;
 import org.apache.commons.math3.random.RandomGenerator;
@@ -1874,4 +1876,60 @@ public class MathArrays {
 
         return verifyValues(values, begin, length, allowEmpty);
     }
+
+    /**
+     * Concatenates a sequence of arrays. The return array consists of the
+     * entries of the input arrays concatenated in the order they appear in
+     * the argument list.  Null arrays cause NullPointerExceptions; zero
+     * length arrays are allowed (contributing nothing to the output array).
+     *
+     * @param x list of double[] arrays to concatenate
+     * @return a new array consisting of the entries of the argument arrays
+     * @throws NullPointerException if any of the arrays are null
+     * @since 3.6
+     */
+    public static double[] concatenate(double[] ...x) {
+        int combinedLength = 0;
+        for (double[] a : x) {
+            combinedLength += a.length;
+        }
+        int offset = 0;
+        int curLength = 0;
+        final double[] combined = new double[combinedLength];
+        for (int i = 0; i < x.length; i++) {
+            curLength = x[i].length;
+            System.arraycopy(x[i], 0, combined, offset, curLength);
+            offset += curLength;
+        }
+        return combined;
+    }
+
+    /**
+     * Returns an array consisting of the unique values in {@code data}.
+     * The return array is sorted in descending order.  Empty arrays
+     * are allowed, but null arrays result in NullPointerException.
+     * Infinities are allowed.  NaN values are allowed with maximum
+     * sort order - i.e., if there are NaN values in {@code data},
+     * {@code Double.NaN} will be the first element of the output array,
+     * even if the array also contains {@code Double.POSITIVE_INFINITY}.
+     *
+     * @param data array to scan
+     * @return descending list of values included in the input array
+     * @throws NullPointerException if data is null
+     * @since 3.6
+     */
+    public static double[] unique(double[] data) {
+        TreeSet<Double> values = new TreeSet<Double>();
+        for (int i = 0; i < data.length; i++) {
+            values.add(data[i]);
+        }
+        final int count = values.size();
+        final double[] out = new double[count];
+        Iterator<Double> iterator = values.iterator();
+        int i = 0;
+        while (iterator.hasNext()) {
+            out[count - ++i] = iterator.next();
+        }
+        return out;
+    }
 }

http://git-wip-us.apache.org/repos/asf/commons-math/blob/654d7232/src/test/java/org/apache/commons/math3/stat/inference/KolmogorovSmirnovTestTest.java
----------------------------------------------------------------------
diff --git a/src/test/java/org/apache/commons/math3/stat/inference/KolmogorovSmirnovTestTest.java b/src/test/java/org/apache/commons/math3/stat/inference/KolmogorovSmirnovTestTest.java
index 609a0fd..0a8a419 100644
--- a/src/test/java/org/apache/commons/math3/stat/inference/KolmogorovSmirnovTestTest.java
+++ b/src/test/java/org/apache/commons/math3/stat/inference/KolmogorovSmirnovTestTest.java
@@ -17,14 +17,18 @@
 
 package org.apache.commons.math3.stat.inference;
 
+import java.lang.reflect.Method;
 import java.util.Arrays;
 
+import org.apache.commons.math3.TestUtils;
 import org.apache.commons.math3.distribution.NormalDistribution;
 import org.apache.commons.math3.distribution.UniformRealDistribution;
 import org.apache.commons.math3.random.RandomGenerator;
 import org.apache.commons.math3.random.Well19937c;
+import org.apache.commons.math3.stat.inference.KolmogorovSmirnovTest;
 import org.apache.commons.math3.util.CombinatoricsUtils;
 import org.apache.commons.math3.util.FastMath;
+import org.apache.commons.math3.util.MathArrays;
 import org.junit.Assert;
 import org.junit.Test;
 
@@ -274,7 +278,6 @@ public class KolmogorovSmirnovTestTest {
         Assert.assertFalse(Double.isNaN(test.kolmogorovSmirnovTest(x, y)));
     }
 
-
     /**
      * Verifies that Monte Carlo simulation gives results close to exact p values. This test is a
      * little long-running (more than two minutes on a fast machine), so is disabled by default.
@@ -429,10 +432,10 @@ public class KolmogorovSmirnovTestTest {
             Assert.assertEquals(1.0, test.approximateP(0, values.length, values.length), 0.);
         }
     }
-    
+
     /**
      * JIRA: MATH-1245
-     * 
+     *
      * Verify that D-values are not viewed as distinct when they are mathematically equal
      * when computing p-statistics for small sample tests. Reference values are from R 3.2.0.
      */
@@ -443,19 +446,19 @@ public class KolmogorovSmirnovTestTest {
         final double[] y = {1, 10, 11, 13, 14, 15, 16, 17, 18};
         final KolmogorovSmirnovTest test = new KolmogorovSmirnovTest();
         Assert.assertEquals(0.0027495724090154106, test.kolmogorovSmirnovTest(x, y,false), tol);
-        
+
         final double[] x1 = {2, 4, 6, 8, 9, 10, 11, 12, 13};
         final double[] y1 = {0, 1, 3, 5, 7};
         Assert.assertEquals(0.085914085914085896, test.kolmogorovSmirnovTest(x1, y1, false), tol);
-        
+
         final double[] x2 = {4, 6, 7, 8, 9, 10, 11};
         final double[] y2 = {0, 1, 2, 3, 5};
-        Assert.assertEquals(0.015151515151515027, test.kolmogorovSmirnovTest(x2, y2, false), tol); 
+        Assert.assertEquals(0.015151515151515027, test.kolmogorovSmirnovTest(x2, y2, false), tol);
     }
-    
+
     /**
      * JIRA: MATH-1245
-     * 
+     *
      * Verify that D-values are not viewed as distinct when they are mathematically equal
      * when computing p-statistics for small sample tests. Reference values are from R 3.2.0.
      */
@@ -464,17 +467,17 @@ public class KolmogorovSmirnovTestTest {
         final double tol = 1e-2;
         final int iterations = 1000000;
         final KolmogorovSmirnovTest test = new KolmogorovSmirnovTest(new Well19937c(1000));
-        
+
         final double[] x = {0, 2, 3, 4, 5, 6, 7, 8, 9, 12};
         final double[] y = {1, 10, 11, 13, 14, 15, 16, 17, 18};
         double d = test.kolmogorovSmirnovStatistic(x, y);
         Assert.assertEquals(0.0027495724090154106, test.monteCarloP(d, x.length, y.length, false, iterations), tol);
-        
+
         final double[] x1 = {2, 4, 6, 8, 9, 10, 11, 12, 13};
         final double[] y1 = {0, 1, 3, 5, 7};
         d = test.kolmogorovSmirnovStatistic(x1, y1);
         Assert.assertEquals(0.085914085914085896, test.monteCarloP(d, x1.length, y1.length, false, iterations), tol);
-        
+
         final double[] x2 = {4, 6, 7, 8, 9, 10, 11};
         final double[] y2 = {0, 1, 2, 3, 5};
         d = test.kolmogorovSmirnovStatistic(x2, y2);
@@ -527,7 +530,7 @@ public class KolmogorovSmirnovTestTest {
             }
 
             Assert.assertEquals(numCombinations, observedIdx);
-            Assert.assertFalse(TestUtils.chiSquareTest(expected, observed, alpha));
+            TestUtils.assertChiSquareAccept(expected, observed, alpha);
         }
     }
 
@@ -566,6 +569,63 @@ public class KolmogorovSmirnovTestTest {
         Assert.assertEquals(0.06303, test.bootstrap(x, y, 10000, false), 1E-2);
     }
 
+    @Test
+    public void testFixTiesNoOp() throws Exception {
+        final double[] x = {0, 1, 2, 3, 4};
+        final double[] y = {5, 6, 7, 8};
+        final double[] origX = MathArrays.copyOf(x);
+        final double[] origY = MathArrays.copyOf(y);
+        fixTies(x,y);
+        Assert.assertArrayEquals(origX, x, 0);
+        Assert.assertArrayEquals(origY, y, 0);
+    }
+
+    /**
+     * Verify that fixTies is deterministic, i.e,
+     * x = x', y = y' => fixTies(x,y) = fixTies(x', y')
+     */
+    @Test
+    public void testFixTiesConsistency() throws Exception {
+        final double[] x = {0, 1, 2, 3, 4, 2};
+        final double[] y = {5, 6, 7, 8, 1, 2};
+        final double[] xP = MathArrays.copyOf(x);
+        final double[] yP = MathArrays.copyOf(y);
+        checkFixTies(x, y);
+        final double[] fixedX = MathArrays.copyOf(x);
+        final double[] fixedY = MathArrays.copyOf(y);
+        checkFixTies(xP, yP);
+        Assert.assertArrayEquals(fixedX, xP, 0);
+        Assert.assertArrayEquals(fixedY,  yP, 0);
+    }
+
+    @Test
+    public void testFixTies() throws Exception {
+        checkFixTies(new double[] {0, 1, 1, 4, 0}, new double[] {0, 5, 0.5, 0.55, 7});
+        checkFixTies(new double[] {1, 1, 1, 1, 1}, new double[] {1, 1});
+        checkFixTies(new double[] {1, 2, 3}, new double[] {1});
+        checkFixTies(new double[] {1, 1, 0, 1, 0}, new double[] {});
+    }
+
+    /**
+     * Checks that fixTies eliminates ties in the data but does not otherwise
+     * perturb the ordering.
+     */
+    private void checkFixTies(double[] x, double[] y) throws Exception {
+        final double[] origCombined = MathArrays.concatenate(x, y);
+        fixTies(x, y);
+        Assert.assertFalse(hasTies(x, y));
+        final double[] combined = MathArrays.concatenate(x, y);
+        for (int i = 0; i < combined.length; i++) {
+            for (int j = 0; j < i; j++) {
+                Assert.assertTrue(combined[i] != combined[j]);
+                if (combined[i] < combined[j])
+                    Assert.assertTrue(origCombined[i] < origCombined[j]
+                                          || origCombined[i] == origCombined[j]);
+            }
+
+        }
+    }
+
     /**
      * Verifies the inequality exactP(criticalValue, n, m, true) < alpha < exactP(criticalValue, n,
      * m, false).
@@ -600,4 +660,24 @@ public class KolmogorovSmirnovTestTest {
         Assert.assertEquals(alpha, test.approximateP(criticalValue, n, m), epsilon);
     }
 
-}
\ No newline at end of file
+    /**
+     * Reflection hack to expose private fixTies method for testing.
+     */
+    private static void fixTies(double[] x, double[] y) throws Exception {
+        Method method = KolmogorovSmirnovTest.class.getDeclaredMethod("fixTies",
+                                             double[].class, double[].class);
+        method.setAccessible(true);
+        method.invoke(KolmogorovSmirnovTest.class, x, y);
+    }
+
+    /**
+     * Reflection hack to expose private hasTies method.
+     */
+    private static boolean hasTies(double[] x, double[] y) throws Exception {
+        Method method = KolmogorovSmirnovTest.class.getDeclaredMethod("hasTies",
+                                               double[].class, double[].class);
+        method.setAccessible(true);
+        return (Boolean) method.invoke(KolmogorovSmirnovTest.class, x, y);
+    }
+
+}

http://git-wip-us.apache.org/repos/asf/commons-math/blob/654d7232/src/test/java/org/apache/commons/math3/util/MathArraysTest.java
----------------------------------------------------------------------
diff --git a/src/test/java/org/apache/commons/math3/util/MathArraysTest.java b/src/test/java/org/apache/commons/math3/util/MathArraysTest.java
index 1361c7e..94921c4 100644
--- a/src/test/java/org/apache/commons/math3/util/MathArraysTest.java
+++ b/src/test/java/org/apache/commons/math3/util/MathArraysTest.java
@@ -34,7 +34,7 @@ import org.junit.Test;
  *
  */
 public class MathArraysTest {
-    
+
     private double[] testArray = {0, 1, 2, 3, 4, 5};
     private double[] testWeightsArray = {0.3, 0.2, 1.3, 1.1, 1.0, 1.8};
     private double[] testNegativeWeightsArray = {-0.3, 0.2, -1.3, 1.1, 1.0, 1.8};
@@ -46,7 +46,7 @@ public class MathArraysTest {
         final double[] test = new double[] { -2.5, -1, 0, 1, 2.5 };
         final double[] correctTest = MathArrays.copyOf(test);
         final double[] correctScaled = new double[]{5.25, 2.1, 0, -2.1, -5.25};
-        
+
         final double[] scaled = MathArrays.scale(-2.1, test);
 
         // Make sure test has not changed
@@ -59,7 +59,7 @@ public class MathArraysTest {
             Assert.assertEquals(correctScaled[i], scaled[i], 0);
         }
     }
-    
+
     @Test
     public void testScaleInPlace() {
         final double[] test = new double[] { -2.5, -1, 0, 1, 2.5 };
@@ -71,7 +71,7 @@ public class MathArraysTest {
             Assert.assertEquals(correctScaled[i], test[i], 0);
         }
     }
-    
+
     @Test(expected=DimensionMismatchException.class)
     public void testEbeAddPrecondition() {
         MathArrays.ebeAdd(new double[3], new double[4]);
@@ -350,7 +350,7 @@ public class MathArraysTest {
                                                                 new Double(-27.5) },
                 MathArrays.OrderDirection.DECREASING, false));
     }
-    
+
     @Test
     public void testCheckRectangular() {
         final long[][] rect = new long[][] {{0, 1}, {2, 3}};
@@ -370,9 +370,9 @@ public class MathArraysTest {
             Assert.fail("Expecting NullArgumentException");
         } catch (NullArgumentException ex) {
             // Expected
-        } 
+        }
     }
-    
+
     @Test
     public void testCheckPositive() {
         final double[] positive = new double[] {1, 2, 3};
@@ -394,7 +394,7 @@ public class MathArraysTest {
             // Expected
         }
     }
-    
+
     @Test
     public void testCheckNonNegative() {
         final long[] nonNegative = new long[] {0, 1};
@@ -416,7 +416,7 @@ public class MathArraysTest {
             // Expected
         }
     }
-    
+
     @Test
     public void testCheckNonNegative2D() {
         final long[][] nonNegative = new long[][] {{0, 1}, {1, 0}};
@@ -551,7 +551,7 @@ public class MathArraysTest {
         Assert.assertEquals(25,  x2[0], FastMath.ulp(1d));
         Assert.assertEquals(125, x3[0], FastMath.ulp(1d));
     }
-    
+
     @Test
     /** Example in javadoc */
     public void testSortInPlaceExample() {
@@ -566,7 +566,7 @@ public class MathArraysTest {
         Assert.assertTrue(Arrays.equals(sy, y));
         Assert.assertTrue(Arrays.equals(sz, z));
     }
-    
+
     @Test
     public void testSortInPlaceFailures() {
         final double[] nullArray = null;
@@ -1044,7 +1044,7 @@ public class MathArraysTest {
             Assert.fail("expecting MathIllegalArgumentException");
         } catch (MathIllegalArgumentException ex) {}
     }
-    
+
     @Test
     public void testConvolve() {
         /* Test Case (obtained via SciPy)
@@ -1063,10 +1063,10 @@ public class MathArraysTest {
         double[] x2 = { 1, 2, 3 };
         double[] h2 = { 0, 1, 0.5 };
         double[] y2 = { 0, 1, 2.5, 4, 1.5 };
-        
+
         yActual = MathArrays.convolve(x2, h2);
         Assert.assertArrayEquals(y2, yActual, tolerance);
-                
+
         try {
             MathArrays.convolve(new double[]{1, 2}, null);
             Assert.fail("an exception should have been thrown");
@@ -1184,7 +1184,7 @@ public class MathArraysTest {
         final int[] seq = MathArrays.sequence(0, 12345, 6789);
         Assert.assertEquals(0, seq.length);
     }
-    
+
     @Test
     public void testVerifyValuesPositive() {
         for (int j = 0; j < 6; j++) {
@@ -1249,4 +1249,69 @@ public class MathArraysTest {
             // expected
         }
     }
+
+    @Test
+    public void testConcatenate() {
+        final double[] u = new double[] {0, 1, 2, 3, 4, 5, 6, 7, 8, 9};
+        final double[] x = new double[] {0, 1, 2};
+        final double[] y = new double[] {3, 4, 5, 6, 7, 8};
+        final double[] z = new double[] {9};
+        Assert.assertArrayEquals(u, MathArrays.concatenate(x, y, z), 0);
+    }
+
+    @Test
+    public void testConcatentateSingle() {
+        final double[] x = new double[] {0, 1, 2};
+        Assert.assertArrayEquals(x, MathArrays.concatenate(x), 0);
+    }
+
+    public void testConcatenateEmptyArguments() {
+        final double[] x = new double[] {0, 1, 2};
+        final double[] y = new double[] {3};
+        final double[] z = new double[] {};
+        final double[] u = new double[] {0, 1, 2, 3};
+        Assert.assertArrayEquals(u,  MathArrays.concatenate(x, z, y), 0);
+        Assert.assertArrayEquals(u,  MathArrays.concatenate(x, y, z), 0);
+        Assert.assertArrayEquals(u,  MathArrays.concatenate(z, x, y), 0);
+        Assert.assertEquals(0,  MathArrays.concatenate(z, z, z).length);
+    }
+
+    @Test(expected=NullPointerException.class)
+    public void testConcatenateNullArguments() {
+        final double[] x = new double[] {0, 1, 2};
+        MathArrays.concatenate(x, null);
+    }
+
+    @Test
+    public void testUnique() {
+        final double[] x = {0, 9, 3, 0, 11, 7, 3, 5, -1, -2};
+        final double[] values = {11, 9, 7, 5, 3, 0, -1, -2};
+        Assert.assertArrayEquals(values, MathArrays.unique(x), 0);
+    }
+
+    @Test
+    public void testUniqueInfiniteValues() {
+        final double [] x = {0, Double.NEGATIVE_INFINITY, 3, Double.NEGATIVE_INFINITY,
+            3, Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY};
+        final double[] u = {Double.POSITIVE_INFINITY, 3, 0, Double.NEGATIVE_INFINITY};
+        Assert.assertArrayEquals(u , MathArrays.unique(x), 0);
+    }
+
+    @Test
+    public void testUniqueNaNValues() {
+        final double[] x = new double[] {10, 2, Double.NaN, Double.NaN, Double.NaN,
+            Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY, Double.NEGATIVE_INFINITY};
+        final double[] u = MathArrays.unique(x);
+        Assert.assertEquals(5, u.length);
+        Assert.assertTrue(Double.isNaN(u[0]));
+        Assert.assertEquals(Double.POSITIVE_INFINITY, u[1], 0);
+        Assert.assertEquals(10, u[2], 0);
+        Assert.assertEquals(2, u[3], 0);
+        Assert.assertEquals(Double.NEGATIVE_INFINITY, u[4], 0);
+    }
+
+    @Test(expected=NullPointerException.class)
+    public void testUniqueNullArgument() {
+        MathArrays.unique(null);
+    }
 }