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Overview
Comment: | Add procedures for Tukey's range test and Dunnett's as subsequent analysis tools for ANOVA |
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Timelines: | family | ancestors | descendants | both | trunk |
Files: | files | file ages | folders |
SHA1: |
794c0550e4c0074b1a32d868c82235f9 |
User & Date: | arjenmarkus 2017-01-17 14:42:44 |
Context
2017-02-01
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22:27 | Fixing a math error in units check-in: d7b0540854 user: tne tags: trunk | |
2017-01-17
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14:42 | Add procedures for Tukey's range test and Dunnett's as subsequent analysis tools for ANOVA check-in: 794c0550e4 user: arjenmarkus tags: trunk | |
2017-01-10
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08:04 | Update the man page for test-anova-F and describe the recent changes check-in: 92b312ced8 user: arjenmarkus tags: trunk | |
Changes
Changes to modules/math/ChangeLog.
1 2 3 4 5 6 7 | 2017-01-10 Arjen Markus <[email protected]> * statistics.test: Correct the tests for the test-anova-F procedure * statistics.tcl: Correct the namespace for the test-anova-F procedure and the comment * statistics.man: Correct the description of the test-anova-F procedure * linalg.test: Correct test solve-1.6 regarding permuted matrices * geometry.test: Add a simple definition of lmap for older versions of Tcl (notably 8.5) * interpolate.test: Correct test Interpolate-1.3 - missing keyword -result and use of existing table name | > > > > > > | 1 2 3 4 5 6 7 8 9 10 11 12 13 | 2017-01-17 Arjen Markus <[email protected]> * statistics.test: Add tests for test-Tukey-range and test-Dunnett * statistics.tcl: Add two procedures, test-Tukey-range and test-Dunnett, and auxiliary code * statistics.man: Describe the two new procedures * pkgIndex.tcl: Bumped version of the statistics module to 1.1.0 2017-01-10 Arjen Markus <[email protected]> * statistics.test: Correct the tests for the test-anova-F procedure * statistics.tcl: Correct the namespace for the test-anova-F procedure and the comment * statistics.man: Correct the description of the test-anova-F procedure * linalg.test: Correct test solve-1.6 regarding permuted matrices * geometry.test: Add a simple definition of lmap for older versions of Tcl (notably 8.5) * interpolate.test: Correct test Interpolate-1.3 - missing keyword -result and use of existing table name |
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Changes to modules/math/pkgIndex.tcl.
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9 10 11 12 13 14 15 | package ifneeded math::fourier 1.0.2 [list source [file join $dir fourier.tcl]] if {![package vsatisfies [package provide Tcl] 8.3]} {return} package ifneeded math::roman 1.0 [list source [file join $dir romannumerals.tcl]] if {![package vsatisfies [package provide Tcl] 8.4]} {return} # statistics depends on linearalgebra (for multi-variate linear regression). | | | 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | package ifneeded math::fourier 1.0.2 [list source [file join $dir fourier.tcl]] if {![package vsatisfies [package provide Tcl] 8.3]} {return} package ifneeded math::roman 1.0 [list source [file join $dir romannumerals.tcl]] if {![package vsatisfies [package provide Tcl] 8.4]} {return} # statistics depends on linearalgebra (for multi-variate linear regression). package ifneeded math::statistics 1.1.0 [list source [file join $dir statistics.tcl]] package ifneeded math::optimize 1.0.1 [list source [file join $dir optimize.tcl]] package ifneeded math::calculus 0.8.1 [list source [file join $dir calculus.tcl]] package ifneeded math::interpolate 1.1.1 [list source [file join $dir interpolate.tcl]] package ifneeded math::linearalgebra 1.1.5 [list source [file join $dir linalg.tcl]] package ifneeded math::bignum 3.1.1 [list source [file join $dir bignum.tcl]] package ifneeded math::bigfloat 1.2.2 [list source [file join $dir bigfloat.tcl]] package ifneeded math::machineparameters 0.1 [list source [file join $dir machineparameters.tcl]] |
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Changes to modules/math/statistics.man.
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269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 | [call [cmd ::math::statistics::test-anova-F] [arg alpha] [arg args]] Determine if two or more groups with normally distributed data have the same means. The procedure returns 0 if the means are likely unequal, 1 if they are. This is a one-way ANOVA test. The groups may also be stored in a nested list: [example { test-anova-F 0.05 $A $B $C # # Or equivalently: # test-anova-F 0.05 [list $A $B $C] }] [list_begin arguments] [arg_def float alpha] - Significance level [arg_def list args] - Two or more groups of data to be checked [list_end] [para] [call [cmd ::math::statistics::quantiles] [arg data] [arg confidence]] Return the quantiles for a given set of data [list_begin arguments] [para] [arg_def list data] - List of raw data values [para] | > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > | 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 | [call [cmd ::math::statistics::test-anova-F] [arg alpha] [arg args]] Determine if two or more groups with normally distributed data have the same means. The procedure returns 0 if the means are likely unequal, 1 if they are. This is a one-way ANOVA test. The groups may also be stored in a nested list: The procedure returns a list of the comparison results for each pair of groups. Each element of this list contains: the index of the first group and that of the second group, whether the means are likely to be different (1) or not (0) and the confidence interval the conclusion is based on. The groups may also be stored in a nested list: [example { test-anova-F 0.05 $A $B $C # # Or equivalently: # test-anova-F 0.05 [list $A $B $C] }] [list_begin arguments] [arg_def float alpha] - Significance level [arg_def list args] - Two or more groups of data to be checked [list_end] [para] [call [cmd ::math::statistics::test-Tukey-range] [arg alpha] [arg args]] Determine if two or more groups with normally distributed data have the same means, using Tukey's range test. It is complementary to the ANOVA test. The procedure returns a list of the comparison results for each pair of groups. Each element of this list contains: the index of the first group and that of the second group, whether the means are likely to be different (1) or not (0) and the confidence interval the conclusion is based on. The groups may also be stored in a nested list, just as with the ANOVA test. [list_begin arguments] [arg_def float alpha] - Significance level - either 0.05 or 0.01 [arg_def list args] - Two or more groups of data to be checked [list_end] [para] [call [cmd ::math::statistics::test-Dunnett] [arg alpha] [arg control] [arg args]] Determine if one or more groups with normally distributed data have the same means as the group of control data, using Dunnett's test. It is complementary to the ANOVA test. The procedure returns a list of the comparison results for each group with the control group. Each element of this list contains: whether the means are likely to be different (1) or not (0) and the confidence interval the conclusion is based on. The groups may also be stored in a nested list, just as with the ANOVA test. [nl] Note: some care is required if there is only one group to compare the control with: [example { test-Dunnett-F 0.05 $control [list $A] }] Otherwise the group A is split up into groups of one element - this is due to an ambiguity. [list_begin arguments] [arg_def float alpha] - Significance level - either 0.05 or 0.01 [arg_def list args] - One or more groups of data to be checked [list_end] [para] [call [cmd ::math::statistics::quantiles] [arg data] [arg confidence]] Return the quantiles for a given set of data [list_begin arguments] [para] [arg_def list data] - List of raw data values [para] |
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Changes to modules/math/statistics.tcl.
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16 17 18 19 20 21 22 23 24 | # (provided by Eric Kemp-Benedict) # version 0.7: added Kruskal-Wallis test (by Torsten Berg) # version 0.8: added Wilcoxon test and Spearman rank correlation # version 0.9: added kernel density estimation # version 0.9.3: added histogram-alt, corrected test-normal # version 1.0: added test-anova-F # version 1.0.1: correction in pdf-lognormal and cdf-lognormal package require Tcl 8.4 | > | | 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 | # (provided by Eric Kemp-Benedict) # version 0.7: added Kruskal-Wallis test (by Torsten Berg) # version 0.8: added Wilcoxon test and Spearman rank correlation # version 0.9: added kernel density estimation # version 0.9.3: added histogram-alt, corrected test-normal # version 1.0: added test-anova-F # version 1.0.1: correction in pdf-lognormal and cdf-lognormal # version 1.1: added test-Tukey-range and test-Dunnett package require Tcl 8.4 package provide math::statistics 1.1.0 package require math if {![llength [info commands ::lrepeat]]} { # Forward portability, emulate lrepeat proc ::lrepeat {n args} { if {$n < 1} { return -code error "must have a count of at least 1" |
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52 53 54 55 56 57 58 | histogram histogram-alt interval-mean-stdev t-test-mean quantiles \ test-normal lillieforsFit \ autocorr crosscorr filter map samplescount median \ test-2x2 print-2x2 control-xbar test_xbar \ control-Rchart test-Rchart \ test-Kruskal-Wallis analyse-Kruskal-Wallis group-rank \ test-Wilcoxon spearman-rank spearman-rank-extended \ | | | 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 | histogram histogram-alt interval-mean-stdev t-test-mean quantiles \ test-normal lillieforsFit \ autocorr crosscorr filter map samplescount median \ test-2x2 print-2x2 control-xbar test_xbar \ control-Rchart test-Rchart \ test-Kruskal-Wallis analyse-Kruskal-Wallis group-rank \ test-Wilcoxon spearman-rank spearman-rank-extended \ test-Duckworth test-anova-F test-Tukey-range test-Dunnett # # Error messages # variable NEGSTDEV {Zero or negative standard deviation} variable TOOFEWDATA {Too few or invalid data} variable OUTOFRANGE {Argument out of range} |
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1544 1545 1546 1547 1548 1549 1550 | set ratio [expr {$varBetween / $varWithin}] set nf1 [expr {[llength $args] - 1}] set nf2 [expr {[llength $allData] - [llength $args]}] expr {[::math::statistics::cdf-F $nf1 $nf2 $ratio] <= 1.0 - $alpha} } | > > > | > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > | > > > < < < | | | | | | | | | > > > > > > > > > > > > > > > > > > > > > | > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > | | > > > > > > > > > > > > > > > > > > > > | | 1545 1546 1547 1548 1549 1550 1551 1552 1553 1554 1555 1556 1557 1558 1559 1560 1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664 1665 1666 1667 1668 1669 1670 1671 1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684 1685 1686 1687 1688 1689 1690 1691 1692 1693 1694 1695 1696 1697 1698 1699 1700 1701 1702 1703 1704 1705 1706 1707 1708 1709 1710 1711 1712 1713 1714 1715 1716 1717 1718 1719 1720 1721 1722 1723 1724 1725 1726 1727 1728 1729 1730 1731 1732 1733 1734 1735 1736 1737 1738 1739 1740 1741 1742 1743 1744 1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756 1757 1758 1759 1760 1761 1762 1763 1764 1765 1766 1767 1768 1769 1770 1771 1772 1773 1774 1775 1776 1777 1778 1779 1780 1781 1782 1783 1784 1785 1786 1787 1788 1789 1790 1791 1792 1793 1794 1795 1796 1797 1798 1799 1800 1801 1802 1803 1804 1805 1806 1807 1808 1809 1810 1811 1812 1813 1814 1815 1816 1817 1818 1819 1820 1821 1822 1823 1824 1825 1826 1827 1828 1829 1830 1831 1832 1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 1846 1847 1848 1849 1850 1851 1852 1853 1854 1855 1856 1857 1858 1859 1860 1861 1862 1863 1864 1865 1866 1867 1868 1869 1870 1871 1872 1873 1874 1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885 1886 1887 1888 1889 1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 1903 1904 1905 1906 1907 1908 1909 1910 1911 1912 1913 1914 1915 1916 1917 1918 1919 1920 1921 1922 1923 1924 | set ratio [expr {$varBetween / $varWithin}] set nf1 [expr {[llength $args] - 1}] set nf2 [expr {[llength $allData] - [llength $args]}] expr {[::math::statistics::cdf-F $nf1 $nf2 $ratio] <= 1.0 - $alpha} } # test-Tukey-range -- # Check if two or more groups with normally distributed data have different # means or not, using Tukey's range test # # Arguments: # alpha Significance level # args Two or more lists containing the data for the # other groups # # Returns: # For each pair of groups a list of: # - group indices # - whether the means differ (1) or not (0) # - limits of the confidence interval (for closer investigation) # # Note: # args may be a nested list # # Implementation based on Wikipedia page on Tukey's range test # proc ::math::statistics::test-Tukey-range {alpha args} { if { [llength $args] == 1 } { set args [lindex $args 0] } if { [llength $args] < 2 } { return -code error -errorcode ARG -errorinfo "At least two groups are required" \ "At least two groups are required" } if { $alpha != 0.05 && $alpha != 0.01 } { return -code error -errorcode ARG -errorinfo "Alpha must 0.05 or 0.01" } # # Determine the mean per group and the pooled variance of the data # set meanPerGroup {} set allData {} set sumVar 0.0 foreach group $args { lappend meanPerGroup [mean $group] set sumVar [expr {$sumVar + ([llength $group]-1) * [var $group]}] set allData [concat $allData $group] } set n [llength $allData] set stdOverall [expr {sqrt($sumVar /($n - [llength $args]))}] set qcrit [Qcrit-Tukey $alpha $n [llength $args]] set result {} for {set g 0} {$g < [llength $args]} {incr g} { set ggroup [lindex $args $g] set gmean [mean $ggroup] set ng [llength $ggroup] for {set h [expr {$g+1}]} {$h < [llength $args]} {incr h} { set hgroup [lindex $args $h] set hmean [mean $hgroup] set nh [llength $hgroup] set halfwidth [expr {$qcrit * $stdOverall / sqrt(2.0) * sqrt( 1.0/$ng + 1.0/$nh )}] set lower [expr {$hmean - $gmean - $halfwidth}] set upper [expr {$hmean - $gmean + $halfwidth}] set unequal 1 if { $lower < 0.0 && $upper > 0.0 } { set unequal 0 } lappend result [list $g $h $unequal $lower $upper] } } return $result } # Qcrit-Tukey -- # Determine the critical value for the Tukey range test # # Arguments: # alpha Significance level # numberData Total number of data # numberGroups Number of groups # # Returns: # Critical value # # Note: # If there are more than 10 groups, simply use 10 groups # proc ::math::statistics::Qcrit-Tukey {alpha numberData numberGroups} { variable tukey_table_05 variable tukey_table_01 if { $alpha == 0.05 } { upvar 0 tukey_table_05 tukey_table } else { upvar 0 tukey_table_05 tukey_table } set df [expr {$numberData - $numberGroups}] if { $numberGroups > 10 } { set numberGroups 10 } incr numberGroups -1 ;# Offset because of 0-based numbering if { $df > 120 } { return [lindex $tukey_table end $numberGroups] } foreach {dfe values} $tukey_table { if { $df <= $dfe } { return [lindex $values $numberGroups] } } } # test-Dunnett -- # Check if one or more groups with normally distributed data have different # means from the control group or not, using Dunnett's test # # Arguments: # alpha Significance level # control Control group # args One or more lists containing the data for the # other groups # # Returns: # For each group a list of: # - whether the mean differs (1) from the control or not (0) # - the confidence interval # # Note: # args may be a nested list # # Implementation based on Wikipedia page on Dunnett's test # The test is two-sided. # proc ::math::statistics::test-Dunnett {alpha control args} { if { [llength $args] == 1 } { set args [lindex $args 0] } if { [llength $args] < 1 } { return -code error -errorcode ARG -errorinfo "At least one additional group is required" \ "At least one additional group is required" } if { $alpha != 0.05 && $alpha != 0.01 } { return -code error -errorcode ARG -errorinfo "Alpha must 0.05 or 0.01" } # # Determine the mean per group and the pooled variance # set allData $control set sumVar [expr {([llength $control]-1)*[var $control]}] foreach group $args { set sumVar [expr {$sumVar + ([llength $group]-1) * [var $group]}] set allData [concat $allData $group] } set n [llength $allData] set stdOverall [expr {sqrt($sumVar /($n - [llength $args] - 1))}] set tcrit [Tcrit-Dunnett $alpha $n [llength $args]] set result {} set cmean [mean $control] set nc [llength $control] for {set g 0} {$g < [llength $args]} {incr g} { set ggroup [lindex $args $g] set gmean [mean $ggroup] set ng [llength $ggroup] set halfwidth [expr {$tcrit * $stdOverall * sqrt( 1.0/$nc + 1.0/$ng )}] set lower [expr {$gmean - $cmean - $halfwidth}] set upper [expr {$gmean - $cmean + $halfwidth}] set unequal 1 if { $lower < 0.0 && $upper > 0.0 } { set unequal 0 } lappend result [list $unequal $lower $upper] } return $result } # Tcrit-Dunnett -- # Determine the critical value for the Dunnett test # # Arguments: # alpha Significance level # numberData Total number of data # numberGroups Number of groups to compare against the control # # Returns: # Critical value # # Note: # If there are more than 10 groups, simply use 10 groups # proc ::math::statistics::Tcrit-Dunnett {alpha numberData numberGroups} { variable dunnett_table_05 variable dunnett_table_01 if { $alpha == 0.05 } { upvar 0 dunnett_table_05 dunnett_table } else { upvar 0 dunnett_table_05 dunnett_table } set df [expr {$numberData - $numberGroups - 1}] incr numberGroups 1 ;# Add the control group if { $numberGroups > 10 } { set numberGroups 10 } incr numberGroups -2 ;# Offset because of 0-based numbering and start at 2 if { $df > 60 } { return [lindex $dunnett_table end $numberGroups] } foreach {dfe values} $dunnett_table { if { $df <= $dfe } { return [lindex $values $numberGroups] } } } # # Load the auxiliary scripts # source [file join [file dirname [info script]] pdf_stat.tcl] source [file join [file dirname [info script]] plotstat.tcl] source [file join [file dirname [info script]] liststat.tcl] source [file join [file dirname [info script]] mvlinreg.tcl] source [file join [file dirname [info script]] kruskal.tcl] source [file join [file dirname [info script]] wilcoxon.tcl] source [file join [file dirname [info script]] stat_kernel.tcl] # # Define the tables # namespace eval ::math::statistics { variable tukey_table_05 variable tukey_table_01 variable dunnett_table_05 variable dunnett_table_01 #alpha = 0.05 #k 2 3 4 5 6 7 8 9 10 #df set tukey_table_05 { 1 {18.0 27.0 32.8 37.1 40.4 43.1 45.4 47.4 49.1} 2 {6.08 8.33 9.80 10.88 11.73 12.43 13.03 13.54 13.99} 3 {4.50 5.91 6.82 7.50 8.04 8.48 8.85 9.18 9.46} 4 {3.93 5.04 5.76 6.29 6.71 7.05 7.35 7.60 7.83} 5 {3.64 4.60 5.22 5.67 6.03 6.33 6.58 6.80 6.99} 6 {3.46 4.34 4.90 5.30 5.63 5.90 6.12 6.32 6.49} 7 {3.34 4.16 4.68 5.06 5.36 5.61 5.82 6.00 6.16} 8 {3.26 4.04 4.53 4.89 5.17 5.40 5.60 5.77 5.92} 9 {3.20 3.95 4.41 4.76 5.02 5.24 5.43 5.59 5.74} 10 {3.15 3.88 4.33 4.65 4.91 5.12 5.30 5.46 5.60} 11 {3.11 3.82 4.26 4.57 4.82 5.03 5.20 5.35 5.49} 12 {3.08 3.77 4.20 4.51 4.75 4.95 5.12 5.27 5.39} 13 {3.06 3.73 4.15 4.45 4.69 4.88 5.05 5.19 5.32} 14 {3.03 3.70 4.11 4.41 4.64 4.83 4.99 5.13 5.25} 15 {3.01 3.67 4.08 4.37 4.59 4.78 4.94 5.08 5.20} 16 {3.00 3.65 4.05 4.33 4.56 4.74 4.90 5.03 5.15} 17 {2.98 3.63 4.02 4.30 4.52 4.70 4.86 4.99 5.11} 18 {2.97 3.61 4.00 4.28 4.49 4.67 4.82 4.96 5.07} 19 {2.96 3.59 3.98 4.25 4.47 4.65 4.79 4.92 5.04} 20 {2.95 3.58 3.96 4.23 4.45 4.62 4.77 4.90 5.01} 24 {2.92 3.53 3.90 4.17 4.37 4.54 4.68 4.81 4.92} 30 {2.89 3.49 3.85 4.10 4.30 4.46 4.60 4.72 4.82} 40 {2.86 3.44 3.79 4.04 4.23 4.39 4.52 4.63 4.73} 60 {2.83 3.40 3.74 3.98 4.16 4.31 4.44 4.55 4.65} 120 {2.80 3.36 3.68 3.92 4.10 4.24 4.36 4.47 4.56} inf {2.77 3.31 3.63 3.86 4.03 4.17 4.29 4.39 4.47}} #alpha = 0.01 #k 2 3 4 5 6 7 8 9 10 #df set tukey_table_01 { 1 {90.0 135 164 186 202 216 227 237 246} 2 {13.90 19.02 22.56 25.37 27.76 29.86 31.73 33.41 34.93} 3 {8.26 10.62 12.17 13.32 14.24 15.00 15.65 16.21 16.71} 4 {6.51 8.12 9.17 9.96 10.58 11.10 11.54 11.92 12.26} 5 {5.70 6.98 7.80 8.42 8.91 9.32 9.67 9.97 10.24} 6 {5.24 6.33 7.03 7.56 7.97 8.32 8.61 8.87 9.10} 7 {4.95 5.92 6.54 7.00 7.37 7.68 7.94 8.17 8.37} 8 {4.75 5.64 6.20 6.62 6.96 7.24 7.47 7.68 7.86} 9 {4.60 5.43 5.96 6.35 6.66 6.91 7.13 7.33 7.49} 10 {4.48 5.27 5.77 6.14 6.43 6.67 6.87 7.05 7.21} 11 {4.39 5.15 5.62 5.97 6.25 6.48 6.67 6.84 6.99} 12 {4.32 5.05 5.50 5.84 6.10 6.32 6.51 6.67 6.81} 13 {4.26 4.96 5.40 5.73 5.98 6.19 6.37 6.53 6.67} 14 {4.21 4.89 5.32 5.63 5.88 6.08 6.26 6.41 6.54} 15 {4.17 4.84 5.25 5.56 5.80 5.99 6.16 6.31 6.44} 16 {4.13 4.79 5.19 5.49 5.72 5.92 6.08 6.22 6.35} 17 {4.10 4.74 5.14 5.43 5.66 5.85 6.01 6.15 6.27} 18 {4.07 4.70 5.09 5.38 5.60 5.79 5.94 6.08 6.20} 19 {4.05 4.67 5.05 5.33 5.55 5.73 5.89 6.02 6.14} 20 {4.02 4.64 5.02 5.29 5.51 5.69 5.84 5.97 6.09} 24 {3.96 4.55 4.91 5.17 5.37 5.54 5.69 5.81 5.92} 30 {3.89 4.45 4.80 5.05 5.24 5.40 5.54 5.65 5.76} 40 {3.82 4.37 4.70 4.93 5.11 5.26 5.39 5.50 5.60} 60 {3.76 4.28 4.59 4.82 4.99 5.13 5.25 5.36 5.45} 120 {3.70 4.20 4.50 4.71 4.87 5.01 5.12 5.21 5.30} inf {3.64 4.12 4.40 4.60 4.76 4.88 4.99 5.08 5.16}} #From: http://davidmlane.com/hyperstat/table_Dunnett.html #Dunnett Table #Number of Groups Including Control Group #dfe alpha = 0.05 # 2 3 4 5 6 7 8 9 10 set dunnett_table_05 { 5 {2.57 3.03 3.29 3.48 3.62 3.73 3.82 3.9 3.97} 6 {2.45 2.86 3.1 3.26 3.39 3.49 3.57 3.64 3.71} 7 {2.36 2.75 2.97 3.12 3.24 3.33 3.41 3.47 3.53} 8 {2.31 2.67 2.88 3.02 3.13 3.22 3.29 3.35 3.41} 9 {2.26 2.61 2.81 2.95 3.05 3.14 3.2 3.26 3.32} 10 {2.23 2.57 2.76 2.89 2.99 3.07 3.14 3.19 3.24} 11 {2.2 2.53 2.72 2.84 2.94 3.02 3.08 3.14 3.19} 12 {2.18 2.5 2.68 2.81 2.9 2.98 3.04 3.09 3.14} 13 {2.16 2.48 2.65 2.78 2.87 2.94 3 3.06 3.1} 14 {2.14 2.46 2.63 2.75 2.84 2.91 2.97 3.02 3.07} 15 {2.13 2.44 2.61 2.73 2.82 2.89 2.95 3 3.04} 16 {2.12 2.42 2.59 2.71 2.8 2.87 2.92 2.97 3.02} 17 {2.11 2.41 2.58 2.69 2.78 2.85 2.9 2.95 3} 18 {2.1 2.4 2.56 2.68 2.76 2.83 2.89 2.94 2.98} 19 {2.09 2.39 2.55 2.66 2.75 2.81 2.87 2.92 2.96} 20 {2.09 2.38 2.54 2.65 2.73 2.8 2.86 2.9 2.95} 24 {2.06 2.35 2.51 2.61 2.7 2.76 2.81 2.86 2.9} 30 {2.04 2.32 2.47 2.58 2.66 2.72 2.77 2.82 2.86} 40 {2.02 2.29 2.44 2.54 2.62 2.68 2.73 2.77 2.81} 60 {2 2.27 2.41 2.51 2.58 2.64 2.69 2.73 2.77}} set dunnett_table_01 { 5 {4.03 4.63 4.98 5.22 5.41 5.56 5.69 5.8 5.89} 6 {3.71 4.21 4.51 4.71 4.87 5 5.1 5.2 5.28} 7 {3.5 3.95 4.21 4.39 4.53 4.64 4.74 4.82 4.89} 8 {3.36 3.77 4 4.17 4.29 4.4 4.48 4.56 4.62} 9 {3.25 3.63 3.85 4.01 4.12 4.22 4.3 4.37 4.43} 10 {3.17 3.53 3.74 3.88 3.99 4.08 4.16 4.22 4.28} 11 {3.11 3.45 3.65 3.79 3.89 3.98 4.05 4.11 4.16} 12 {3.05 3.39 3.58 3.71 3.81 3.89 3.96 4.02 4.07} 13 {3.01 3.33 3.52 3.65 3.74 3.82 3.89 3.94 3.99} 14 {2.98 3.29 3.47 3.59 3.69 3.76 3.83 3.88 3.93} 15 {2.95 3.25 3.43 3.55 3.64 3.71 3.78 3.83 3.88} 16 {2.92 3.22 3.39 3.51 3.6 3.67 3.73 3.78 3.83} 17 {2.9 3.19 3.36 3.47 3.56 3.63 3.69 3.74 3.79} 18 {2.88 3.17 3.33 3.44 3.53 3.6 3.66 3.71 3.75} 19 {2.86 3.15 3.31 3.42 3.5 3.57 3.63 3.68 3.72} 20 {2.85 3.13 3.29 3.4 3.48 3.55 3.6 3.65 3.69} 24 {2.8 3.07 3.22 3.32 3.4 3.47 3.52 3.57 3.61} 30 {2.75 3.01 3.15 3.25 3.33 3.39 3.44 3.49 3.52} 40 {2.7 2.95 3.09 3.19 3.26 3.32 3.37 3.41 3.44} 60 {2.66 2.9 3.03 3.12 3.19 3.25 3.29 3.33 3.37}} } # # Simple test code # if { [info exists ::argv0] && ([file tail [info script]] == [file tail $::argv0]) } { |
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Changes to modules/math/statistics.test.
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1059 1060 1061 1062 1063 1064 1065 1066 1067 | ::math::statistics::test-anova-F 0.05 {6 8 4 5 3 4} {8 12 9 11 6 8} {13 9 11 8 7 12} } -result 0 test "anova-one-way-1.2" "ANOVA test from Wikipedia - using nested list" -body { ::math::statistics::test-anova-F 0.05 {{6 8 4 5 3 4} {8 12 9 11 6 8} {13 9 11 8 7 12}} } -result 0 # End of test cases testsuiteCleanup | > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > | 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 | ::math::statistics::test-anova-F 0.05 {6 8 4 5 3 4} {8 12 9 11 6 8} {13 9 11 8 7 12} } -result 0 test "anova-one-way-1.2" "ANOVA test from Wikipedia - using nested list" -body { ::math::statistics::test-anova-F 0.05 {{6 8 4 5 3 4} {8 12 9 11 6 8} {13 9 11 8 7 12}} } -result 0 # # Data from http://www.itl.nist.gov/div898/handbook/prc/section4/prc436.htm#example1 # See also http://www.itl.nist.gov/div898/handbook/prc/section4/prc471.htm # Caveat: the calculation produces slightly different confidence intervals. I checked whether # I got the calculation of the pooled variance right against the example appearing on Wikipedia # (https://en.wikipedia.org/wiki/Pooled_variance) and that seems okay. # No idea where the numerical difference is coming from. # test "Tukey-range-test-1.1" "Tukey range test" -body { set data { Group 1 {6.9 5.4 5.8 4.6 4.0} Group 2 {8.3 6.8 7.8 9.2 6.5} Group 3 {8.0 10.5 8.1 6.9 9.3} Group 4 {5.8 3.8 6.1 5.6 6.2} } set groupData {} foreach {dummy label d} $data { lappend groupData $d } set tukeyRange [::math::statistics::test-Tukey-range 0.05 $groupData] set indications {} foreach t $tukeyRange { lappend indications [lindex $t 2] } set indications } -result {1 1 0 0 0 1} # # Data from https://en.wikipedia.org/wiki/Dunnett's_test # Note that the Wikipedia uses t = 2.94, whereas it should have been 2.88 # test "Dunnet-test-1.1" "Dunnett test" -body { set control {55 47 48} set data {{55 64 64} {55 49 52} {50 44 41}} set dunnett [::math::statistics::test-Dunnett 0.05 $control $data] set indications {} foreach t $dunnett { lappend indications [lindex $t 0] } set indications } -result {1 0 0} # End of test cases testsuiteCleanup |