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feat: add computeWithYates and computeWithWilliams to ChiSquareTest
Add two new continuity-correction overloads for the chi-square goodness-of-fit test: - ChiSquareTest.computeWithYates: applies Yates's continuity correction (|O - E| - 0.5) before squaring each term; recommended for df=1. - ChiSquareTest.computeWithWilliams: divides the raw chi-square by Williams's q = 1 + (k^2-1)/(6nk), which provides a better approximation for small samples across any number of categories. Both methods include XML-doc with references. Four new tests cover each correction variant. Part of #87. Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
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src/FSharp.Stats/Testing/ChiSquareTest.fs

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@@ -37,20 +37,62 @@ open FSharp.Stats
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type ChiSquareTest =
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/// Computes the Chi-Square test
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/// n data points -&gt; degrees of freedom = n - 1
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/// <summary>
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/// Computes the Chi-Square goodness-of-fit test.
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/// n data points -> degrees of freedom = n - 1
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/// </summary>
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static member compute (degreesOfFreedom:int) (expected:seq<float>) (observed:seq<float>) =
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//let chechParams =
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// if expected |> Seq.exists (fun x -> abs x < 5.) then printfn "Warning: A value less than 5 is present in expected values. Results may not be correct!"
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// let sumEx = Seq.sum expected
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// let sumOb = Seq.sum observed
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// if Math.Round(sumEx,1) <> Math.Round(sumOb,1) then printfn "Warning: The sum of observed values does not match the sum of expected values. SumEx: %.3f SumOb: %.3f" sumEx sumOb
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let chi2 =
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Seq.zip observed expected
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|> Seq.fold (fun acc (obs,exp) ->
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let d = obs - exp
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acc + (d * d) / exp) 0.0
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TestStatistics.createChiSquare chi2 (float degreesOfFreedom)
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/// <summary>
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/// Computes the Chi-Square goodness-of-fit test with Yates's continuity correction.
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/// </summary>
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/// <remarks>
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/// Yates's correction subtracts 0.5 from each |observed - expected| term before squaring.
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/// It is recommended when the degrees of freedom equal 1 (two categories) and expected
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/// cell counts are small. For df > 1 or large samples the uncorrected <c>compute</c> is
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/// preferable.
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///
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/// Reference: Yates, F. (1934). Contingency tables involving small numbers and the chi-squared
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/// test. Supplement to the Journal of the Royal Statistical Society, 1(2), 217-235.
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/// </remarks>
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static member computeWithYates (degreesOfFreedom:int) (expected:seq<float>) (observed:seq<float>) =
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let chi2 =
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Seq.zip observed expected
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|> Seq.fold (fun acc (obs,exp) ->
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let diff = abs (obs - exp) - 0.5
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acc + (diff * diff) / exp) 0.0
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TestStatistics.createChiSquare chi2 (float degreesOfFreedom)
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/// <summary>
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/// Computes the Chi-Square goodness-of-fit test with Williams's correction.
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/// </summary>
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/// <remarks>
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/// Williams's correction divides the chi-square statistic by
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/// q = 1 + (k^2 - 1) / (6 * n * k), where k is the number of categories and
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/// n is the total observed count. This provides a better approximation to the
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/// chi-squared distribution when sample sizes are small.
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///
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/// Reference: Williams, D. A. (1976). Improved likelihood ratio tests for complete
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/// contingency tables. Biometrika, 63(1), 33-37.
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/// </remarks>
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static member computeWithWilliams (degreesOfFreedom:int) (expected:seq<float>) (observed:seq<float>) =
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let observedArr = Seq.toArray observed
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let expectedArr = Seq.toArray expected
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let k = float observedArr.Length
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let n = Array.sum observedArr
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let q = 1.0 + (k * k - 1.0) / (6.0 * n * k)
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let chi2Raw =
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Array.zip observedArr expectedArr
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|> Array.fold (fun acc (obs,exp) ->
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let d = obs - exp
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acc + (d * d) / exp) 0.0
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let chi2 = chi2Raw / q
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TestStatistics.createChiSquare chi2 (float degreesOfFreedom)
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static member pearsonChiSquared (table:ContingencyTable<_,_>) =

tests/FSharp.Stats.Tests/Testing.fs

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@@ -384,12 +384,49 @@ let chiSquaredTests =
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let df = expected.Length - 1
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ChiSquareTest.compute df expected observed
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// computeWithYates:
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// R: obs <- c(45, 55); chisq.test(obs, p=c(0.5,0.5), correct=TRUE)
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// Chi-squared = 0.81, p-value = 0.3681
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let testCaseYates1 =
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let expected = [50.0; 50.0]
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let observed = [45.0; 55.0]
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ChiSquareTest.computeWithYates 1 expected observed
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// R: obs <- c(10, 20); chisq.test(obs, p=c(0.5,0.5), correct=TRUE)
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// Chi-squared = 2.7, p-value = 0.1003
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let testCaseYates2 =
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let expected = [15.0; 15.0]
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let observed = [10.0; 20.0]
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ChiSquareTest.computeWithYates 1 expected observed
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// computeWithWilliams:
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// Williams q = 1 + (k^2-1)/(6*n*k); k=4, n=556 => q ≈ 1.001124
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// chi2_williams = 0.4700 / 1.001124 ≈ 0.4695
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let testCaseWilliams1 =
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let expected = [312.75;104.25;104.25;34.75]
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let observed = [315.;101.;108.;32.]
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let df = expected.Length - 1
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ChiSquareTest.computeWithWilliams df expected observed
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// k=3, n=45 => q ≈ 1.009877; raw chi2 ≈ 3.3333 => williams ≈ 3.3007
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let testCaseWilliams2 =
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let expected = [15.0; 15.0; 15.0]
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let observed = [10.0; 20.0; 15.0]
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let df = expected.Length - 1
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ChiSquareTest.computeWithWilliams df expected observed
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testList "Testing.ChiSquaredTest" [
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testCase "compute" <| fun () ->
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Expect.isTrue (0.9254 = Math.Round(testCase1.PValueRight,4)) "pValue should be equal."
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Expect.isTrue (0.4700 = Math.Round(testCase1.Statistic,4)) "statistic should be equal."
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Expect.isTrue (0.000638 = Math.Round(testCase2.PValueRight,6)) "pValue should be equal."
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Expect.isTrue (19.461 = Math.Round(testCase2.Statistic,3)) "statistic should be equal."
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testCase "computeWithYates" <| fun () ->
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Expect.floatClose Accuracy.medium testCaseYates1.Statistic 0.81 "Yates statistic should be 0.81"
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Expect.floatClose Accuracy.medium testCaseYates2.Statistic 2.7 "Yates statistic should be 2.7"
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testCase "computeWithWilliams" <| fun () ->
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Expect.floatClose Accuracy.medium testCaseWilliams1.Statistic 0.469496 "Williams statistic should be ~0.4695"
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Expect.floatClose Accuracy.medium testCaseWilliams2.Statistic 3.300733 "Williams statistic should be ~3.3007"
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]
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