Goodness-Of-Fit Tests in Visual Basic QuickStart Sample
Illustrates how to test for goodness-of-fit using classes in the Numerics.NET.Statistics.Tests namespace in Visual Basic.
View this sample in: C# F# IronPython
Option Infer On
Imports System.Data
Imports Numerics.NET.Statistics
Imports Numerics.NET.Statistics.Tests
Imports Numerics.NET.Statistics.Distributions
Imports Numerics.NET
' Illustrates the Chi Square, Kolmogorov-Smirnov and Anderson-Darling
' tests for goodness-of-fit.
Module GoodnessOfFitTests
Sub Main()
' The license is verified at runtime. We're using
' a 30 day trial key here. For more information, see
' https://numerics.net/trial-key
Numerics.NET.License.Verify("64542-18980-57619-62268")
' This QuickStart Sample illustrates the wide variety of goodness-of-fit
' tests available.
'
' Chi-square Test
'
Console.WriteLine("Chi-square test.")
' The Chi-square test is the simplest of the goodness-of-fit tests.
' The results follow a binomial distribution with 3 trials (rolls of the dice):
Dim sixesDistribution As BinomialDistribution = New BinomialDistribution(3, 1 / 6.0)
' First, create a histogram with the expected results.
Dim expected = sixesDistribution.GetExpectedHistogram(100)
' And a histogram with the actual results
Dim actual = Vector.Create(New Double() {51, 35, 12, 2})
Dim chiSquare As New ChiSquareGoodnessOfFitTest(actual, expected)
' We can obtan the value of the test statistic through the Statistic property,
' and the corresponding P-value through the Probability property:
Console.WriteLine($"Test statistic: {chiSquare.Statistic:F4}")
Console.WriteLine($"P-value: {chiSquare.PValue:F4}")
' We can now print the test results:
Console.WriteLine("Reject null hypothesis? {0}",
If(chiSquare.Reject(), "yes", "no"))
'
' One-sample Kolmogorov-Smirnov Test
'
Console.WriteLine(Environment.NewLine + "One-sample Kolmogorov-Smirnov Test")
' We will investigate a sample of 25 random numbers from a lognormal distribution
' and investigate how well it matches a similar looking Weibull distribution.
' We first create the two distributions:
Dim logNormal As LognormalDistribution = New LognormalDistribution(-0.5, 0.8)
Dim weibull As New WeibullDistribution(2, 1)
' Then we generate the samples from the lognormal distribution:
Dim logNormalSample = logNormal.Sample(25)
' Finally, we construct the Kolmogorov-Smirnov test:
Dim ksTest As New OneSampleKolmogorovSmirnovTest(logNormalSample, weibull)
' We can obtan the value of the test statistic through the Statistic property,
' and the corresponding P-value through the Probability property:
Console.WriteLine($"Test statistic: {ksTest.Statistic:F4}")
Console.WriteLine($"P-value: {ksTest.PValue:F4}")
' We can now print the test results:
Console.WriteLine("Reject null hypothesis? {0}",
If(ksTest.Reject(), "yes", "no"))
'
' Two-sample Kolmogorov-Smirnov Test
'
Console.WriteLine(Environment.NewLine + "Two-sample Kolmogorov-Smirnov Test")
' We once again investigate the similarity between a lognormal and
' a Weibull distribution. However, this time, we use 25 random
' samples from each distribution.
' We already have the lognormal samples.
' Generate the samples from the Weibull distribution:
Dim weibullSample = weibull.Sample(25)
' Finally, we construct the Kolmogorov-Smirnov test:
Dim ksTest2 As TwoSampleKolmogorovSmirnovTest =
New TwoSampleKolmogorovSmirnovTest(logNormalSample, weibullSample)
' We can obtan the value of the test statistic through the Statistic property,
' and the corresponding P-value through the Probability property:
Console.WriteLine($"Test statistic: {ksTest2.Statistic:F4}")
Console.WriteLine($"P-value: {ksTest2.PValue:F4}")
' We can now print the test results:
Console.WriteLine("Reject null hypothesis? {0}",
If(ksTest2.Reject(), "yes", "no"))
'
' Anderson-Darling Test
'
Console.WriteLine(Environment.NewLine + "Anderson-Darling Test")
' The Anderson-Darling is defined for a small number of
' distributions. Currently, only the normal distribution
' is supported.
' We will investigate the distribution of the strength
' of polished airplane windows. The data comes from
' Fuller, e.al. (NIST, 1993) and represents the pressure
' (in psi).
' First, create a numerical variable:
Dim strength = Vector.Create(New Double() _
{18.83, 20.8, 21.657, 23.03, 23.23, 24.05,
24.321, 25.5, 25.52, 25.8, 26.69, 26.77,
26.78, 27.05, 27.67, 29.9, 31.11, 33.2,
33.73, 33.76, 33.89, 34.76, 35.75, 35.91,
36.98, 37.08, 37.09, 39.58, 44.045, 45.29,
45.381})
' Let's print some summary statistics:
Console.WriteLine($"Number of observations: {strength.Length}")
Console.WriteLine($"Mean: {strength.Mean:F3}")
Console.WriteLine($"Standard deviation: {strength.StandardDeviation:F3}")
' The most refined test of normality is the Anderson-Darling test.
Dim adTest As AndersonDarlingTest =
New AndersonDarlingTest(strength, 30.81, 7.38)
' We can obtan the value of the test statistic through the Statistic property,
' and the corresponding P-value through the Probability property:
Console.WriteLine($"Test statistic: {adTest.Statistic:F4}")
Console.WriteLine($"P-value: {adTest.PValue:F4}")
' We can now print the test results:
Console.WriteLine("Reject null hypothesis? {0}",
If(adTest.Reject(), "yes", "no"))
Console.WriteLine("Press Enter key to continue.")
Console.ReadLine()
End Sub
End Module