Package pulse.search.statistics

Class NormalityTest

java.lang.Object

pulse.util.UpwardsNavigable

pulse.util.Group

pulse.util.Accessible

pulse.util.PropertyHolder

pulse.search.statistics.Statistic

pulse.search.statistics.ResidualStatistic

pulse.search.statistics.NormalityTest

All Implemented Interfaces:

Serializable, Descriptive, Reflexive

Direct Known Subclasses:

AndersonDarlingTest, EmptyTest, KSTest, RSquaredTest

public abstract class NormalityTest
extends ResidualStatistic

A normality test is invoked after a task finishes, to validate its result. It may be used as an acceptance criterion for tasks. For the test to pass, the model residuals need be distributed according to a (0, σ) normal distribution, where σ is the variance of the model residuals. As this is the pre-requisite for optimisers based on the ordinary least-square statistic, the normality test can also be used to estimate if a fit 'failed' or 'succeeded' in describing the data. The test consists in testing the relation , where the critical value is determined based on a given level of significance.

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field	Description
protected static double	significance

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	NormalityTest()

Method Summary

Modifier and Type	Method	Description
static String	getSelectedTestDescriptor()
NumericProperty	getStatistic()
static NumericProperty	getStatisticalSignifiance()
void	set(NumericPropertyKeyword type, NumericProperty property)	An abstract method, which must be overriden to gain access over setting the values of all relevant (selected by the programmer) NumericProperties in subclasses of Accessible.
static void	setSelectedTestDescriptor(String selectedTestDescriptor)
void	setStatistic(NumericProperty statistic)
static void	setStatisticalSignificance(NumericProperty alpha)
abstract boolean	test(GeneralTask task)

Methods inherited from class pulse.search.statistics.ResidualStatistic

calculateResiduals, calculateResiduals, calculateResiduals, equals, getResiduals, getTimeSequence, hashCode, residualsArray

Methods inherited from class pulse.search.statistics.Statistic

evaluate

Methods inherited from class pulse.util.PropertyHolder

addListener, areDetailsHidden, data, describe, firePropertyChanged, getDescriptor, getListeners, getPrefix, ignoreSiblings, initListeners, isListedNumericType, isListedParameter, listedKeywords, listedTypes, numericData, parameterListChanged, removeListeners, setPrefix, updateProperties, updateProperty

Methods inherited from class pulse.util.Accessible

accessibleChildren, genericProperties, genericProperty, numericProperties, numericProperty, property, update, update

Methods inherited from class pulse.util.Group

access, children, contents, getSimpleName, subgroups

Methods inherited from class pulse.util.UpwardsNavigable

addHierarchyListener, getHierarchyListeners, getParent, identify, removeHierarchyListener, removeHierarchyListeners, setParent, specificAncestor, tellParent

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait

Field Detail

significance

protected static double significance

Constructor Detail

NormalityTest

protected NormalityTest()

Method Detail

getStatisticalSignifiance

public static NumericProperty getStatisticalSignifiance()

setStatisticalSignificance

public static void setStatisticalSignificance(NumericProperty alpha)

test

public abstract boolean test(GeneralTask task)

getStatistic

public NumericProperty getStatistic()

Overrides:

getStatistic in class ResidualStatistic

setStatistic

public void setStatistic(NumericProperty statistic)

Overrides:

setStatistic in class ResidualStatistic

set

public void set(NumericPropertyKeyword type,
                NumericProperty property)

Description copied from class: Accessible

An abstract method, which must be overriden to gain access over setting the values of all relevant (selected by the programmer) NumericProperties in subclasses of Accessible. Typically this involves a switch statement that goes through the different options for the type and invokes different set(...) methods to update the matching NumericProperty with property.

Overrides:

set in class ResidualStatistic

Parameters:

type - the type, which must be equal by definition to property.getType().

property - the property, which contains new information.

getSelectedTestDescriptor

public static String getSelectedTestDescriptor()

setSelectedTestDescriptor

public static void setSelectedTestDescriptor(String selectedTestDescriptor)