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Accord.Statistics.Testing Namespace

Contains 34+ statistical hypothesis tests, including one way and two-way ANOVA tests, non-parametric tests such as the Kolmogorov-Smirnov test and the Sign Test for the Median, contingency table tests such as the Kappa test, including variations for multiple tables, as well as the Bhapkar and Bowker tests; and the more traditional Chi-Square, Z, F , T and Wald tests.
Classes
  ClassDescription
Public classAndersonDarlingTest
One-sample Anderson-Darling (AD) test.
Public classAnovaSourceCollection
ANOVA's result table.
Public classAnovaVariationSource
Source of variation in an ANOVA experiment.
Public classAverageKappaTest
Kappa Test for multiple contingency tables.
Public classBartlettTest
Bartlett's test for equality of variances.
Public classBhapkarTest
Bhapkar test of homogeneity for contingency tables.
Public classCode exampleBinomialTest
Binomial test.
Public classBowkerTest
Bowker test of symmetry for contingency tables.
Public classCode exampleChiSquareTest
Two-Sample (Goodness-of-fit) Chi-Square Test (Upper Tail)
Public classFisherExactTest
Fisher's exact test for contingency tables.
Public classCode exampleFTest
Snedecor's F-Test.
Public classGrubbTest
Grubb's Test for Outliers (for approximately Normal distributions).
Public classHypothesisTestTDistribution
Base class for Hypothesis Tests.
Public classKappaTest
Kappa Test for agreement in contingency tables.
Public classCode exampleKolmogorovSmirnovTest
One-sample Kolmogorov-Smirnov (KS) test.
Public classLeveneTest
Levene's test for equality of variances.
Public classCode exampleLillieforsTest
One sample Lilliefors' corrected Kolmogorov-Smirnov (KS) test.
Public classCode exampleMannWhitneyWilcoxonTest
Mann-Whitney-Wilcoxon test for unpaired samples.
Public classMcNemarTest
McNemar test of homogeneity for 2 x 2 contingency tables.
Public classCode exampleMultinomialTest
Multinomial test (approximated).
Public classCode exampleOneWayAnova
One-way Analysis of Variance (ANOVA).
Public classCode examplePairedTTest
T-Test for two paired samples.
Public classReceiverOperatingCurveTest
Hypothesis test for a single ROC curve.
Public classShapiroWilkTest
Shapiro-Wilk test for normality.
Public classCode exampleSignTest
Sign test for the median.
Public classStuartMaxwellTest
Stuart-Maxwell test of homogeneity for K x K contingency tables.
Public classCode exampleTTest
One-sample Student's T test.
Public classTwoAverageKappaTest
Kappa test for the average of two groups of contingency tables.
Public classTwoMatrixKappaTest
Kappa Test for two contingency tables.
Public classTwoProportionZTest
Z-Test for two sample proportions.
Public classTwoReceiverOperatingCurveTest
Hypothesis test for two Receiver-Operating Characteristic (ROC) curve areas (ROC-AUC).
Public classCode exampleTwoSampleKolmogorovSmirnovTest
Two-sample Kolmogorov-Smirnov (KS) test.
Public classTwoSampleSignTest
Sign test for two paired samples.
Public classTwoSampleTTest
Two-sample Student's T test.
Public classTwoSampleWilcoxonSignedRankTest
Wilcoxon signed-rank test for paired samples.
Public classTwoSampleZTest
Two sample Z-Test.
Public classTwoWayAnova
Two-way Analysis of Variance.
Public classTwoWayAnovaVariationSources
Variation sources associated with two-way ANOVA.
Public classWaldTest
Wald's Test using the Normal distribution.
Public classCode exampleWilcoxonSignedRankTest
Wilcoxon signed-rank test for the median.
Public classWilcoxonTest
Base class for Wilcoxon's W tests.
Public classCode exampleZTest
One-sample Z-Test (location test).
Interfaces
  InterfaceDescription
Public interfaceIAnova
Common interface for analyses of variance.
Public interfaceIHypothesisTest
Common interface for Hypothesis tests depending on a statistical distribution.
Public interfaceIHypothesisTestTDistribution
Common interface for Hypothesis tests depending on a statistical distribution.
Enumerations
  EnumerationDescription
Public enumerationDistributionTail
Hypothesis type
Public enumerationGrubbTestHypothesis
Hypothesis for the one-sample Grubb's test.
Public enumerationKolmogorovSmirnovTestHypothesis
Public enumerationLeveneTestMethod
Levene test computation methods.
Public enumerationOneSampleHypothesis
Common test Hypothesis for one sample tests, such as ZTest and TTest.
Public enumerationTwoSampleHypothesis
Common test Hypothesis for two sample tests, such as TwoSampleZTest and TwoSampleTTest.
Public enumerationTwoSampleKolmogorovSmirnovTestHypothesis
Test hypothesis for the two-sample Kolmogorov-Smirnov tests.
Public enumerationTwoWayAnovaModel
Two-way ANOVA model types.
Remarks

This namespace contains a suite of parametric and non-parametric hypothesis tests. Every test in this library implements the IHypothesisTest interface, which defines a few key methods and properties to assert whether an statistical hypothesis can be supported or not. Every hypothesis test is associated with an statistic distribution which can in turn be queried, inspected and computed as any other distribution in the Accord.Statistics.Distributionsnamespace.

By default, tests are created using a 0.05 significance level , which in the framework is referred as the test's size. P-Values are also ready to be inspected by checking a test's P-Value property.

Furthermore, several tests in this namespace also support power analysis. The power analysis of a test can be used to suggest an optimal number of samples which have to be obtained in order to achieve a more interpretable or useful result while doing hypothesis testing. Power analyses implement the IPowerAnalysis interface, and analyses are available for the one sample Z, and T tests, as well as their two sample versions.

Some useful parametric tests are the BinomialTest, ChiSquareTest, FTest, MultinomialTest, TTest, WaldTest and ZTest. Useful non-parametric tests include the KolmogorovSmirnovTest, SignTest, WilcoxonSignedRankTest and the WilcoxonTest.

Tests are also available for two or more samples. In this case, we can find two sample variants for the PairedTTest, TwoProportionZTest, TwoSampleKolmogorovSmirnovTest, TwoSampleSignTest, TwoSampleTTest, TwoSampleWilcoxonSignedRankTest, TwoSampleZTest, as well as the MannWhitneyWilcoxonTest for unpaired samples. For multiple samples we can find the OneWayAnova and TwoWayAnova, as well as the LeveneTest and BartlettTest.

Finally, the namespace also includes several tests for contingency tables. Those tests include Kappa test for inter-rater agreement and its variants, such as the AverageKappaTest, TwoAverageKappaTest and TwoMatrixKappaTest. Other tests include BhapkarTest, McNemarTest, ReceiverOperatingCurveTest, StuartMaxwellTest, and the TwoReceiverOperatingCurveTest.

The namespace class diagram is shown below.

Please note that class diagrams for each of the inner namespaces are also available within their own documentation pages.

See Also