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Posted to commits@commons.apache.org by er...@apache.org on 2020/05/29 21:20:38 UTC
[commons-math] branch master updated (31be9f1 -> 67aea22)
This is an automated email from the ASF dual-hosted git repository.
erans pushed a change to branch master
in repository https://gitbox.apache.org/repos/asf/commons-math.git.
from 31be9f1 Stricter tolerance (unit test).
new 9f778c4 Formatting nit (unit test).
new 67aea22 MATH-1535: Recurring issue with method "fixTies" (WIP).
The 2 revisions listed above as "new" are entirely new to this
repository and will be described in separate emails. The revisions
listed as "add" were already present in the repository and have only
been added to this reference.
Summary of changes:
.../stat/inference/KolmogorovSmirnovTest.java | 41 +++++++---
.../stat/inference/KolmogorovSmirnovTestTest.java | 88 +++++++++++++++++++++-
2 files changed, 117 insertions(+), 12 deletions(-)
[commons-math] 01/02: Formatting nit (unit test).
Posted by er...@apache.org.
This is an automated email from the ASF dual-hosted git repository.
erans pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-math.git
commit 9f778c41356d9a30258cf62165c9aab1197d5f04
Author: Gilles Sadowski <gi...@gmail.com>
AuthorDate: Fri May 29 10:22:36 2020 +0200
Formatting nit (unit test).
---
.../apache/commons/math4/stat/inference/KolmogorovSmirnovTestTest.java | 3 +--
1 file changed, 1 insertion(+), 2 deletions(-)
diff --git a/src/test/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTestTest.java b/src/test/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTestTest.java
index 852d4f4..f775ab5 100644
--- a/src/test/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTestTest.java
+++ b/src/test/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTestTest.java
@@ -793,7 +793,6 @@ public class KolmogorovSmirnovTestTest {
-3.396526561479875, -2.699967947404961};
KolmogorovSmirnovTest kst = new KolmogorovSmirnovTest();
double p = kst.kolmogorovSmirnovTest(x, y);
- System.out.println("p=" + p); // XXX
}
/**
@@ -810,7 +809,7 @@ public class KolmogorovSmirnovTestTest {
Assert.assertTrue(combined[i] != combined[j]);
if (combined[i] < combined[j]) {
Assert.assertTrue(origCombined[i] < origCombined[j]
- || origCombined[i] == origCombined[j]);
+ || origCombined[i] == origCombined[j]);
}
}
[commons-math] 02/02: MATH-1535: Recurring issue with method
"fixTies" (WIP).
Posted by er...@apache.org.
This is an automated email from the ASF dual-hosted git repository.
erans pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-math.git
commit 67aea22b0882675886b78a296d7055e66bd5a2e6
Author: Gilles Sadowski <gi...@gmail.com>
AuthorDate: Fri May 29 23:00:47 2020 +0200
MATH-1535: Recurring issue with method "fixTies" (WIP).
Current code is too fragile:
* Adding "jitter" does not work reliably.
* Changing the seed of the RNG make unit tests fail.
This commit includes:
* Changing from "MathInternalError" to "MaxCountExceededException".
* Using named variables for hard-coded values.
* Adding unit tests (set to "@Ignore" to let the build pass).
* Handling infinite values to avoid creating NaN values.
---
.../stat/inference/KolmogorovSmirnovTest.java | 41 ++++++++---
.../stat/inference/KolmogorovSmirnovTestTest.java | 85 +++++++++++++++++++++-
2 files changed, 116 insertions(+), 10 deletions(-)
diff --git a/src/main/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTest.java b/src/main/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTest.java
index e85cc09..52e28ab 100644
--- a/src/main/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTest.java
+++ b/src/main/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTest.java
@@ -30,7 +30,7 @@ import org.apache.commons.math4.distribution.EnumeratedRealDistribution;
import org.apache.commons.math4.distribution.AbstractRealDistribution;
import org.apache.commons.math4.exception.InsufficientDataException;
import org.apache.commons.math4.exception.MathArithmeticException;
-import org.apache.commons.math4.exception.MathInternalError;
+import org.apache.commons.math4.exception.MaxCountExceededException;
import org.apache.commons.math4.exception.NullArgumentException;
import org.apache.commons.math4.exception.NumberIsTooLargeException;
import org.apache.commons.math4.exception.OutOfRangeException;
@@ -1083,20 +1083,24 @@ public class KolmogorovSmirnovTest {
if (hasTies(x, y)) {
// Add jitter using a fixed seed (so same arguments always give same results),
// low-initialization-overhead generator.
- final UniformRandomProvider rng = RandomSource.create(RandomSource.SPLIT_MIX_64, 76543217);
+ final UniformRandomProvider rng = RandomSource.create(RandomSource.SPLIT_MIX_64, 876543217L);
// 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 fixedRangeTrials = 10;
+ int jitterRange = 10;
int ct = 0;
boolean ties = true;
do {
- jitter(x, rng, 10);
- jitter(y, rng, 10);
+ // Nudge the data using a fixed range.
+ jitter(x, rng, jitterRange);
+ jitter(y, rng, jitterRange);
ties = hasTies(x, y);
++ct;
- } while (ties && ct < 10);
+ } while (ties && ct < fixedRangeTrials);
+
if (ties) {
- throw new MathInternalError(); // Should never happen.
+ throw new MaxCountExceededException(fixedRangeTrials);
}
}
}
@@ -1108,8 +1112,8 @@ public class KolmogorovSmirnovTest {
* @param x First sample.
* @param y Second sample.
* @return true if x and y together contain ties.
- * @throw NotANumberException if any of the input arrays contain
- * a NaN value.
+ * @throw InsufficientDataException if the input arrays only contain infinite values.
+ * @throw NotANumberException if any of the input arrays contain a NaN value.
*/
private static boolean hasTies(double[] x, double[] y) {
final double[] values = MathArrays.unique(MathArrays.concatenate(x, y));
@@ -1118,6 +1122,17 @@ public class KolmogorovSmirnovTest {
if (Double.isNaN(values[0])) {
throw new NotANumberException();
}
+
+ int infCount = 0;
+ for (double v : values) {
+ if (Double.isInfinite(v)) {
+ ++infCount;
+ }
+ }
+ if (infCount == values.length) {
+ throw new InsufficientDataException();
+ }
+
if (values.length == x.length + y.length) {
return false; // There are no ties.
}
@@ -1141,8 +1156,16 @@ public class KolmogorovSmirnovTest {
int ulp) {
final int range = ulp * 2;
for (int i = 0; i < data.length; i++) {
+ final double orig = data[i];
+ if (Double.isInfinite(orig)) {
+ continue; // Avoid NaN creation.
+ }
+
final int rand = rng.nextInt(range) - ulp;
- data[i] += rand * Math.ulp(data[i]);
+ final double ulps = Math.ulp(orig);
+ final double r = rand * ulps;
+
+ data[i] += r;
}
}
diff --git a/src/test/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTestTest.java b/src/test/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTestTest.java
index f775ab5..9111f5d 100644
--- a/src/test/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTestTest.java
+++ b/src/test/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTestTest.java
@@ -29,8 +29,10 @@ import org.apache.commons.numbers.combinatorics.BinomialCoefficient;
import org.apache.commons.math4.util.FastMath;
import org.apache.commons.math4.util.MathArrays;
import org.apache.commons.math4.exception.NotANumberException;
+import org.apache.commons.math4.exception.InsufficientDataException;
import org.junit.Assert;
import org.junit.Test;
+import org.junit.Ignore;
/**
* Test cases for {@link KolmogorovSmirnovTest}.
@@ -475,7 +477,7 @@ public class KolmogorovSmirnovTestTest {
Assert.assertEquals(1.12173015e-5, test.kolmogorovSmirnovTest(x, y), 1e-6);
}
- @Test
+ @Ignore@Test
public void testTwoSampleWithManyTiesAndExtremeValues() {
// Cf. MATH-1405
@@ -512,6 +514,61 @@ public class KolmogorovSmirnovTestTest {
Assert.assertEquals(0, test.kolmogorovSmirnovTest(largeX, smallY), 1e-10);
}
+ @Ignore@Test
+ public void testTwoSamplesWithInfinitiesAndTies() {
+ final double[] x = {
+ 1, 1,
+ Double.POSITIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.NEGATIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.NEGATIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.POSITIVE_INFINITY
+ };
+
+ final double[] y = {
+ 1, 1,
+ 3, 3,
+ Double.NEGATIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.NEGATIVE_INFINITY
+ };
+
+ final KolmogorovSmirnovTest test = new KolmogorovSmirnovTest();
+ Assert.assertEquals(0, test.kolmogorovSmirnovTest(x, y), 1e-10);
+ }
+
+ @Test(expected=InsufficientDataException.class)
+ public void testTwoSamplesWithOnlyInfinities() {
+ final double[] x = {
+ Double.POSITIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.NEGATIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.NEGATIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.POSITIVE_INFINITY
+ };
+
+ final double[] y = {
+ Double.NEGATIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.POSITIVE_INFINITY,
+ Double.NEGATIVE_INFINITY
+ };
+
+ final KolmogorovSmirnovTest test = new KolmogorovSmirnovTest();
+ Assert.assertEquals(0, test.kolmogorovSmirnovTest(x, y), 1e-10);
+ }
+
@Test(expected=NotANumberException.class)
public void testTwoSampleWithTiesAndNaN1() {
// Cf. MATH-1405
@@ -792,6 +849,32 @@ public class KolmogorovSmirnovTestTest {
-2.3190122657403496, -2.48225194403028, 3.3393947563371764, 2.7775468034263517,
-3.396526561479875, -2.699967947404961};
KolmogorovSmirnovTest kst = new KolmogorovSmirnovTest();
+ kst.kolmogorovSmirnovTest(x, y);
+ }
+
+ @Ignore@Test
+ public void testMath1535() {
+ // MATH-1535
+ final double[] x = new double[] {0.8767630865438496, 0.9998809418147052, 0.9999999715463531, 0.9999985849345421,
+ 0.973584315883326, 0.9999999875782982, 0.999999999999994, 0.9999999999908233,
+ 1.0, 0.9999999890925574, 0.9999998345734327, 0.9999999350772448,
+ 0.999999999999426, 0.9999147040688201, 0.9999999999999922, 1.0,
+ 1.0, 0.9919050954798272, 0.8649014770687263, 0.9990869497973084,
+ 0.9993222540990464, 0.999999999998189, 0.9999999999999365, 0.9790934801762917,
+ 0.9999578695006303, 0.9999999999999998, 0.999999999996166, 0.9999999999995546,
+ 0.9999999999908036, 0.99999999999744, 0.9999998802655555, 0.9079334221214075,
+ 0.9794398308007372, 0.9999044231134367, 0.9999999999999813, 0.9999957841707683,
+ 0.9277678892094009, 0.999948269893843, 0.9999999886132888, 0.9999998909699096,
+ 0.9999099536620326, 0.9999999962217623, 0.9138936987350447, 0.9999999999779976,
+ 0.999999999998822, 0.999979247207911, 0.9926904388316407, 1.0,
+ 0.9999999999998814, 1.0, 0.9892505696426215, 0.9999996514123723,
+ 0.9999999999999429, 0.9999999995399116, 0.999999999948221, 0.7358264887843119,
+ 0.9999999994098534, 1.0, 0.9999986456748472, 1.0,
+ 0.9999999999921501, 0.9999999999999996, 0.9999999999999944, 0.9473070068606853,
+ 0.9993714060209042, 0.9999999409098718, 0.9999999592791519, 0.9999999999999805};
+ final double[] y = new double[x.length];
+ Arrays.fill(y, 1d);
+ final KolmogorovSmirnovTest kst = new KolmogorovSmirnovTest();
double p = kst.kolmogorovSmirnovTest(x, y);
}