Package org.drip.validation.evidence

Class Ensemble

java.lang.Object
org.drip.validation.evidence.Ensemble
All Implemented Interfaces:
NativePITGenerator
public class Ensemble
extends java.lang.Object
implements NativePITGenerator
Ensemble contains the Ensemble Collection of Statistical Samples and their Test Statistic Evaluators.

  • Bhattacharya, B., and D. Habtzghi (2002): Median of the p-value under the Alternate Hypothesis American Statistician 56 (3) 202-206
  • Head, M. L., L. Holman, R, Lanfear, A. T. Kahn, and M. D. Jennions (2015): The Extent and Consequences of p-Hacking in Science PLoS Biology 13 (3) e1002106
  • Wasserstein, R. L., and N. A. Lazar (2016): The ASA’s Statement on p-values: Context, Process, and Purpose American Statistician 70 (2) 129-133
  • Wetzels, R., D. Matzke, M. D. Lee, J. N. Rouder, G, J, Iverson, and E. J. Wagenmakers (2011): Statistical Evidence in Experimental Psychology: An Empirical Comparison using 855 t-Tests Perspectives in Psychological Science 6 (3) 291-298
  • Wikipedia (2019): p-value https://en.wikipedia.org/wiki/P-value




Author:
Lakshmi Krishnamurthy

  • Constructor Details

    • Ensemble

      public Ensemble​(Sample[] sampleArray, TestStatisticEvaluator[] testStatisticEvaluatorArray) throws java.lang.Exception
      Ensemble Constructor
      Parameters:
      sampleArray - Array of the Statistical Hypothesis Samples
      testStatisticEvaluatorArray - Array of the Test Statistic Evaluators
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • evaluatedSampleTestStatistic

      public double[][] evaluatedSampleTestStatistic()
      Retrieve the Computed Ensemble Test Statistics
      Returns:
      The Computed Ensemble Test Statistics

    • sampleArray

      public Sample[] sampleArray()
      Retrieve the Array of the Statistical Hypothesis Samples
      Returns:
      The Array of the Statistical Hypothesis Samples

    • testStatisticEvaluatorArray

      public TestStatisticEvaluator[] testStatisticEvaluatorArray()
      Retrieve the Array of the Test Statistic Evaluators
      Returns:
      The Array of the Test Statistic Evaluators

    • probabilityIntegralTransformArray

      public ProbabilityIntegralTransform[] probabilityIntegralTransformArray()
      Retrieve the Array of Probability Integral Transforms, one for each Test Statistic
      Returns:
      The Array of Probability Integral Transforms

    • significanceTest

      public ProbabilityIntegralTransformTest[] significanceTest()
      Construct the Test Statistic Based Significance Test Hypothesis Array
      Returns:
      The Test Statistic Based Significance Test Hypothesis Array

    • tTest

      public TTestOutcome[] tTest​(double testStatistic)
      Compute the Array of t-Test Results
      Parameters:
      testStatistic - The Test Statistic
      Returns:
      The Array of t-Test Results

    • statisticalTest

      public StatisticalTestOutcome[] statisticalTest​(double testStatistic, SignificanceTestSetting pTestSetting)
      Compute the Array of Statistical Test Outcomes
      Parameters:
      testStatistic - The Realized Test Statistic
      pTestSetting - The P-Test Setting
      Returns:
      The Array of Statistical Test Outcomes

    • nativeProbabilityIntegralTransform

      public ProbabilityIntegralTransform nativeProbabilityIntegralTransform()
      Description copied from interface: NativePITGenerator
      Generate the PIT over the Sample Instance Realizations
      Specified by:
      nativeProbabilityIntegralTransform in interface NativePITGenerator
      Returns:
      PIT over the Sample Instance Realizations