HistogramTestOutcome.java

package org.drip.validation.hypothesis;

/*
 * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
 */

/*!
 * Copyright (C) 2020 Lakshmi Krishnamurthy
 * Copyright (C) 2019 Lakshmi Krishnamurthy
 * 
 *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
 *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
 *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
 *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
 *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
 *      and computational support.
 *  
 *      https://lakshmidrip.github.io/DROP/
 *  
 *  DROP is composed of three modules:
 *  
 *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
 *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
 *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
 * 
 *  DROP Product Core implements libraries for the following:
 *  - Fixed Income Analytics
 *  - Loan Analytics
 *  - Transaction Cost Analytics
 * 
 *  DROP Portfolio Core implements libraries for the following:
 *  - Asset Allocation Analytics
 *  - Asset Liability Management Analytics
 *  - Capital Estimation Analytics
 *  - Exposure Analytics
 *  - Margin Analytics
 *  - XVA Analytics
 * 
 *  DROP Computational Core implements libraries for the following:
 *  - Algorithm Support
 *  - Computation Support
 *  - Function Analysis
 *  - Model Validation
 *  - Numerical Analysis
 *  - Numerical Optimizer
 *  - Spline Builder
 *  - Statistical Learning
 * 
 *  Documentation for DROP is Spread Over:
 * 
 *  - Main                     => https://lakshmidrip.github.io/DROP/
 *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
 *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
 *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
 *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
 *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
 *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
 *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
 *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
 *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
 *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
 * 
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *      you may not use this file except in compliance with the License.
 *   
 *  You may obtain a copy of the License at
 *      http://www.apache.org/licenses/LICENSE-2.0
 *  
 *  Unless required by applicable law or agreed to in writing, software
 *      distributed under the License is distributed on an "AS IS" BASIS,
 *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  
 *  See the License for the specific language governing permissions and
 *      limitations under the License.
 */

/**
 * <i>HistogramTestOutcome</i> contains the p-value Cumulative and Incremental Histograms across the Test
 * Statistic.
 *
 *  <br><br>
 *  <ul>
 *      <li>
 *          Bhattacharya, B., and D. Habtzghi (2002): Median of the p-value under the Alternate Hypothesis
 *              American Statistician 56 (3) 202-206
 *      </li>
 *      <li>
 *          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
 *      </li>
 *      <li>
 *          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
 *      </li>
 *      <li>
 *          Wikipedia (2018): Probability Integral Transform
 *              https://en.wikipedia.org/wiki/Probability_integral_transform
 *      </li>
 *      <li>
 *          Wikipedia (2019): p-value https://en.wikipedia.org/wiki/P-value
 *      </li>
 *  </ul>
 *
 *  <br><br>
 *  <ul>
 *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
 *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ModelValidationAnalyticsLibrary.md">Model Validation Analytics Library</a></li>
 *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/validation/README.md">Risk Factor and Hypothesis Validation, Evidence Processing, and Model Testing</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/validation/hypothesis/README.md">Statistical Hypothesis Validation Test Suite</a></li>
 *  </ul>
 * <br><br>
 *
 * @author Lakshmi Krishnamurthy
 */

public class HistogramTestOutcome
{
    private double[] _testStatisticArray = null;
    private double[] _pValueCumulativeArray = null;
    private double[] _pValueIncrementalArray = null;
    private double _thresholdTestStatistic = java.lang.Double.NaN;

    /**
     * HistogramTestOutcome Constructor
     * 
     * @param testStatisticArray Array of Test Statistics
     * @param pValueCumulativeArray Array of Cumulative p-Values
     * @param pValueIncrementalArray Array of Incremental p-Values
     * @param thresholdTestStatistic The Threshold Test Statistic
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public HistogramTestOutcome (
        final double[] testStatisticArray,
        final double[] pValueCumulativeArray,
        final double[] pValueIncrementalArray,
        final double thresholdTestStatistic)
        throws java.lang.Exception
    {
        if (null == (_testStatisticArray = testStatisticArray) ||
            null == (_pValueCumulativeArray = pValueCumulativeArray) ||
            null == (_pValueIncrementalArray = pValueIncrementalArray) ||
            !org.drip.numerical.common.NumberUtil.IsValid (_thresholdTestStatistic = thresholdTestStatistic))
        {
            throw new java.lang.Exception ("HistogramTestOutcome Constructor => Invalid Inputs");
        }

        int count = _testStatisticArray.length;

        if (0 == count ||
            count != _pValueCumulativeArray.length ||
            count != _pValueIncrementalArray.length ||
            !org.drip.numerical.common.NumberUtil.IsValid (_testStatisticArray) ||
            !org.drip.numerical.common.NumberUtil.IsValid (_pValueCumulativeArray) ||
            !org.drip.numerical.common.NumberUtil.IsValid (_pValueIncrementalArray))
        {
            throw new java.lang.Exception ("HistogramTestOutcome Constructor => Invalid Inputs");
        }
    }

    /**
     * Retrieve the Array of Test Statistics
     * 
     * @return The Array of Test Statistics
     */

    public double[] testStatisticArray()
    {
        return _testStatisticArray;
    }

    /**
     * Retrieve the Array of Cumulative p-Values
     * 
     * @return The Array of Cumulative p-Values
     */

    public double[] pValueCumulativeArray()
    {
        return _pValueCumulativeArray;
    }

    /**
     * Retrieve the Array of Incremental p-Values
     * 
     * @return The Array of Incremental p-Values
     */

    public double[] pValueIncrementalArray()
    {
        return _pValueIncrementalArray;
    }

    /**
     * Retrieve the Threshold Test Statistic
     * 
     * @return The Threshold Test Statistic
     */

    public double thresholdTestStatistic()
    {
        return _thresholdTestStatistic;
    }
}