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Add ddof to PowerDivergenceTest and ChisqTest to allow changes to degrees of freedom #288

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Add ddof to PowerDivergenceTest and ChisqTest to allow changes to degrees of freedom #288

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185948d
Added an optional ddof parameter to PowerDivergenceTest and ChisqTest.
sprague252 Mar 2, 2023
983b55c
Updated docstrings for PowerDivergenceTest and ChisqTest with info on…
sprague252 Mar 2, 2023
14da9cc
Added test for ChisquareTest with ddof=2
sprague252 Mar 2, 2023
e988d51
Rewrapped all lines in power_divergence.jl that were over 92 characte…
sprague252 Mar 13, 2023
1e293eb
Moved comment on ddof in power_divergence.jl to a better location.
sprague252 Mar 13, 2023
1a0fd6b
Changed ddof from Int64 to Integer in all function definitions in pow…
sprague252 Mar 13, 2023
54673b0
Found one more line in power-divergence.jl that needed rewrapping.
sprague252 Mar 13, 2023
7e5d547
Fixed incorrect lin break in power_divergence.jl
sprague252 Mar 13, 2023
a78f608
Added a test of PowerDivergence with ddof=2. It passed.
sprague252 Mar 13, 2023
7bba907
Fixed incorrect line break in power_divergence.jl.
sprague252 Mar 13, 2023
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45 changes: 25 additions & 20 deletions src/power_divergence.jl
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Expand Up @@ -237,14 +237,17 @@ end
# Under regularity conditions, their asymptotic distributions are all the same (Drost 1989)
# Chi-squared null approximation works best for lambda near 2/3
"""
PowerDivergenceTest(x[, y]; lambda = 1.0, theta0 = ones(length(x))/length(x))
PowerDivergenceTest(x[, y]; lambda = 1.0, theta0 = ones(length(x))/length(x), ddof = 0)

Perform a Power Divergence test.

If `y` is not given and `x` is a matrix with one row or column, or `x` is a vector, then
a goodness-of-fit test is performed (`x` is treated as a one-dimensional contingency
table). In this case, the hypothesis tested is whether the population probabilities equal
those in `theta0`, or are all equal if `theta0` is not given.
those in `theta0`, or are all equal if `theta0` is not given. The `ddof` parameter is the
"delta degrees of freedom" adjustment to the number of degrees of freedom used for
calculation of p-values. The number of degrees of freedom is decreased by `ddof`.
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If `x` is a matrix with at least two rows and columns, it is taken as a two-dimensional
contingency table. Otherwise, `x` and `y` must be vectors of the same length. The contingency
Expand Down Expand Up @@ -284,7 +287,7 @@ Implements: [`pvalue`](@ref), [`confint(::PowerDivergenceTest)`](@ref)

* Agresti, Alan. Categorical Data Analysis, 3rd Edition. Wiley, 2013.
"""
function PowerDivergenceTest(x::AbstractMatrix{T}; lambda::U=1.0, theta0::Vector{U} = ones(length(x))/length(x)) where {T<:Integer,U<:AbstractFloat}
function PowerDivergenceTest(x::AbstractMatrix{T}; lambda::U=1.0, theta0::Vector{U} = ones(length(x))/length(x), ddof::Int64=0) where {T<:Integer,U<:AbstractFloat}
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nrows, ncols = size(x)
n = sum(x)
Expand All @@ -297,13 +300,13 @@ function PowerDivergenceTest(x::AbstractMatrix{T}; lambda::U=1.0, theta0::Vector
if nrows > 1 && ncols > 1
rowsums = sum(x, dims=2)
colsums = sum(x, dims=1)
df = (nrows - 1) * (ncols - 1)
df = (nrows - 1) * (ncols - 1) - ddof
thetahat = x ./ n
xhat = rowsums * colsums / n
theta0 = xhat / n
V = Float64[(colsums[j]/n) * (rowsums[i]/n) * (1 - rowsums[i]/n) * (n - colsums[j]) for i in 1:nrows, j in 1:ncols]
elseif nrows == 1 || ncols == 1
df = length(x) - 1
df = length(x) - 1 - ddof
xhat = reshape(n * theta0, size(x))
thetahat = x / n
V = reshape(n .* theta0 .* (1 .- theta0), size(x))
Expand Down Expand Up @@ -337,18 +340,18 @@ end
#convenience functions

#PDT
function PowerDivergenceTest(x::AbstractVector{T}, y::AbstractVector{T}, levels::Levels{T}; lambda::U=1.0) where {T<:Integer,U<:AbstractFloat}
function PowerDivergenceTest(x::AbstractVector{T}, y::AbstractVector{T}, levels::Levels{T}; lambda::U=1.0, ddof::Int64=0) where {T<:Integer,U<:AbstractFloat}
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d = counts(x, y, levels)
PowerDivergenceTest(d, lambda=lambda)
PowerDivergenceTest(d, lambda=lambda, ddof=ddof)
end

function PowerDivergenceTest(x::AbstractVector{T}, y::AbstractVector{T}, k::T; lambda::U=1.0) where {T<:Integer,U<:AbstractFloat}
function PowerDivergenceTest(x::AbstractVector{T}, y::AbstractVector{T}, k::T; lambda::U=1.0, ddof::Int64=0) where {T<:Integer,U<:AbstractFloat}
d = counts(x, y, k)
PowerDivergenceTest(d, lambda=lambda)
PowerDivergenceTest(d, lambda=lambda, ddof=ddof)
end

PowerDivergenceTest(x::AbstractVector{T}; lambda::U=1.0, theta0::Vector{U} = ones(length(x))/length(x)) where {T<:Integer,U<:AbstractFloat} =
PowerDivergenceTest(reshape(x, length(x), 1), lambda=lambda, theta0=theta0)
PowerDivergenceTest(x::AbstractVector{T}; lambda::U=1.0, theta0::Vector{U} = ones(length(x))/length(x), ddof::Int64=0) where {T<:Integer,U<:AbstractFloat} =
PowerDivergenceTest(reshape(x, length(x), 1), lambda=lambda, theta0=theta0, ddof=ddof)

#ChisqTest
"""
Expand All @@ -360,7 +363,9 @@ with ``λ = 1``).
If `y` is not given and `x` is a matrix with one row or column, or `x` is a vector, then
a goodness-of-fit test is performed (`x` is treated as a one-dimensional contingency
table). In this case, the hypothesis tested is whether the population probabilities equal
those in `theta0`, or are all equal if `theta0` is not given.
those in `theta0`, or are all equal if `theta0` is not given. The `ddof` parameter is the
"delta degrees of freedom" adjustment to the number of degrees of freedom used for
calculation of p-values. The number of degrees of freedom is decreased by `ddof`.

If `x` is a matrix with at least two rows and columns, it is taken as a two-dimensional
contingency table. Otherwise, `x` and `y` must be vectors of the same length. The contingency
Expand All @@ -373,22 +378,22 @@ Note that the entries of `x` (and `y` if provided) must be non-negative integers

Implements: [`pvalue`](@ref), [`confint`](@ref)
"""
function ChisqTest(x::AbstractMatrix{T}) where T<:Integer
PowerDivergenceTest(x, lambda=1.0)
function ChisqTest(x::AbstractMatrix{T}; ddof::Int64=0) where T<:Integer
PowerDivergenceTest(x, lambda=1.0, ddof=ddof)
end

function ChisqTest(x::AbstractVector{T}, y::AbstractVector{T}, levels::Levels{T}) where T<:Integer
function ChisqTest(x::AbstractVector{T}, y::AbstractVector{T}, levels::Levels{T}; ddof::Int64=0) where T<:Integer
d = counts(x, y, levels)
PowerDivergenceTest(d, lambda=1.0)
PowerDivergenceTest(d, lambda=1.0, ddof=ddof)
end

function ChisqTest(x::AbstractVector{T}, y::AbstractVector{T}, k::T) where T<:Integer
function ChisqTest(x::AbstractVector{T}, y::AbstractVector{T}, k::T; ddof::Int64=0) where T<:Integer
d = counts(x, y, k)
PowerDivergenceTest(d, lambda=1.0)
PowerDivergenceTest(d, lambda=1.0, ddof=ddof)
end

ChisqTest(x::AbstractVector{T}, theta0::Vector{U} = ones(length(x))/length(x)) where {T<:Integer,U<:AbstractFloat} =
PowerDivergenceTest(reshape(x, length(x), 1), lambda=1.0, theta0=theta0)
ChisqTest(x::AbstractVector{T}, theta0::Vector{U} = ones(length(x))/length(x); ddof::Int64=0) where {T<:Integer,U<:AbstractFloat} =
PowerDivergenceTest(reshape(x, length(x), 1), lambda=1.0, theta0=theta0, ddof=ddof)

#MultinomialLRTest
"""
Expand Down
6 changes: 6 additions & 0 deletions test/power_divergence.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -198,4 +198,10 @@ MultinomialLRTest(x,y,(1:3,1:3))
d = [113997 1031298
334453 37471]
PowerDivergenceTest(d)

# Test ddof for the ChisqTest
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x = [8,10,16,6]
probs = [0.15865525393145702, 0.341344746068543, 0.34134474606854304, 0.15865525393145702]
m = ChisqTest(x, probs, ddof=2)
@test pvalue(m) ≈ 0.17603510054227095
end