lazarus-ccr/applications/lazstats/source/forms/analysis/comparisons/ttestunit.pas

unit TTestUnit;

{$mode objfpc}{$H+}

interface

uses
  Classes, SysUtils, Forms, Controls, Graphics, Dialogs,
  ExtCtrls, StdCtrls, Buttons,
  MainUnit, Globals, BasicStatsReportFormUnit;

type

  { TTtestForm }

  TTtestForm = class(TBasicStatsReportForm)
    Bevel3: TBevel;
    Bevel4: TBevel;
    Bevel5: TBevel;
    TailCombo: TComboBox;
    GroupCodeGroup: TGroupBox;
    GroupCodeChk: TCheckBox;
    Grp1CodeEdit: TEdit;
    Grp2CodeEdit: TEdit;
    GrpCodeLabel1: TLabel;
    GrpCodeLabel2: TLabel;
    GrpIn: TBitBtn;
    GrpOut: TBitBtn;
    Label2: TLabel;
    Notebook: TNotebook;
    Page1: TPage;
    Page2: TPage;
    Cor12Label: TLabel;
    Cor12Edit: TEdit;
    CIntervalEdit: TEdit;
    GrpEdit: TEdit;
    Label1: TLabel;
    Var1In: TBitBtn;
    Var1Out: TBitBtn;
    Var2Edit: TEdit;
    Var1Edit: TEdit;
    Var1Label: TLabel;
    GrpLabel: TLabel;
    Var2Label: TLabel;
    VarList: TListBox;
    SelVarLabel: TLabel;
    N2Edit: TEdit;
    N1Edit: TEdit;
    SampSize2Label: TLabel;
    SampSize1Label: TLabel;
    SD2Edit: TEdit;
    SD1Edit: TEdit;
    SD2Label: TLabel;
    SD1Label: TLabel;
    Mean2Edit: TEdit;
    Mean1Edit: TEdit;
    Mean2Label: TLabel;
    Mean1Label: TLabel;
    DataEntryGroup: TRadioGroup;
    DepIndepGroup: TRadioGroup;
    Var2In: TBitBtn;
    Var2Out: TBitBtn;
    procedure GroupCodeChkChange(Sender: TObject);
    procedure DataEntryGroupClick(Sender: TObject);
    procedure DepIndepGroupClick(Sender: TObject);
    procedure GrpInClick(Sender: TObject);
    procedure GrpOutClick(Sender: TObject);
    procedure Var1InClick(Sender: TObject);
    procedure Var1OutClick(Sender: TObject);
    procedure Var2InClick(Sender: TObject);
    procedure Var2OutClick(Sender: TObject);
    procedure VarListDblClick(Sender: TObject);
    procedure VarListSelectionChange(Sender: TObject; {%H-}User: boolean);

  private
    independent: boolean;
    griddata: boolean;

    function Eval_DependentGridData(out AMean1, AMean2, AVariance1, AVariance2,
      AStdDev1, AStdDev2, ACovar12, r12: Double; out ANumCases1, ANumCases2: Integer): Boolean;

    function Eval_IndependentGridData(out AMean1, AMean2, AVariance1, AVariance2,
      AStdDev1, AStdDev2: Double; out ANumCases1, ANumCases2: Integer;
      out ALabel1Str, ALabel2Str: String): Boolean;

  protected
    procedure AdjustConstraints; override;
    procedure Compute; override;
    procedure UpdateBtnStates; override;
    function Validate(out AMsg: String; out AControl: TWinControl): Boolean; override;

  public
    constructor Create(AOwner: TComponent); override;
    procedure Reset; override;
  end; 

var
  TtestForm: TTtestForm;


implementation

{$R *.lfm}

uses
  Math,
  Utils, MathUnit, MatrixUnit, GridProcs;


{ TTtestForm }

constructor TTtestForm.Create(AOwner: TComponent);
begin
  inherited;
  CIntervalEdit.Text := FormatFloat('0.0', DEFAULT_CONFIDENCE_LEVEL_PERCENT);
end;


procedure TTtestForm.AdjustConstraints;
begin
  inherited;

  ParamsPanel.Constraints.MinWidth := Max(
    DataEntryGroup.Width + DepIndepGroup.BorderSpacing.Left + DepIndepGroup.Width,
    4*CloseBtn.Width + 3*CloseBtn.BorderSpacing.Left
  );
  ParamsPanel.Constraints.MinHeight :=  DataEntryGroup.Height +
    TailCombo.BorderSpacing.Top + TailCombo.Height +
    CIntervalEdit.BorderSpacing.Top + CIntervalEdit.Height + CIntervalEdit.BorderSpacing.Bottom +
    Bevel3.Height + Bevel3.BorderSpacing.Bottom +
    GrpIn.Top + GroupCodeGroup.Height +
    ButtonBevel.Height + CloseBtn.BorderSpacing.Top + CloseBtn.Height;
end;

	
procedure TTtestForm.Compute;
var
  mean1, mean2, Dif, stddev1, stddev2, r12, stderr1, stderr2: double;
  tequal, tunequal, cov12, lowci, hici, F, Fp, df1, df2: double;
  tprobability: double;
  variance1, variance2, pooled, sedif, df, ConfInt, tconfint: double;
  nCases1, nCases2: integer;
  label1Str, label2Str: string;
  lReport: TStrings;
begin
  ConfInt := (100.0 - StrToFloat(CIntervalEdit.Text)) / 2.0 ;
  ConfInt := (100.0 - ConfInt) / 100.0; // one tail

  if griddata then
  begin
    // Read and analyze data from grid
    if independent then
    begin
      if not Eval_IndependentGridData(
               mean1, mean2, variance1, variance2, stddev1, stddev2,
               nCases1, nCases2, Label1Str, Label2Str)
      then
        exit;
    end else
    begin
      if not Eval_DependentGridData(
               mean1, mean2, variance1, variance2, stddev1, stddev2,
               cov12, r12, nCases1, nCases2)
      then
        exit;
    end;
  end else
  begin
    // Read data from form
    mean1 := StrToFloat(mean1Edit.Text);
    mean2 := StrToFloat(mean2Edit.Text);
    stddev1 := StrToFloat(SD1Edit.Text);
    stddev2 := StrToFloat(SD2Edit.Text);
    ncases1 := round(StrToFloat(N1Edit.Text));
    ncases2 := round(StrToFloat(N2Edit.Text));
    variance1 := stddev1 * stddev1;
    variance2 := stddev2 * stddev2;
    Label1Str := 'Group 1';
    Label2Str := 'Group 2';
    if not independent then
    begin
      r12 := StrToFloat(Cor12Edit.Text);
      cov12 := r12 * stddev1 * stddev2;
    end;
  end;
  dif := mean1 - mean2;

  // Initialize output form
  lReport := TStringList.Create;
  try
    lReport.Add('COMPARISON OF TWO MEANS');
    lReport.Add('');

    // Calculate pooled and independent t and z values and test statistic
    if independent then
    begin
      stderr1 := sqrt(variance1 / ncases1);
      Stderr2 := sqrt(variance2 / ncases2);
      lReport.Add('Variable    Mean    Variance  Std.Dev.  S.E.Mean  N');
      lReport.Add('%-10s%8.2f  %8.2f  %8.2f  %8.2f  %d', [Label1Str, mean1, variance1, stddev1, stderr1, ncases1]);
      lReport.Add('%-10s%8.2f  %8.2f  %8.2f  %8.2f  %d', [Label2Str, mean2, variance2, stddev2, stderr2, ncases2]);
      lReport.Add('');

      pooled := ((ncases1-1) * variance1) + ((ncases2-1) * variance2);
      pooled := pooled / (ncases1 + ncases2 - 2);
      pooled := pooled * ( 1.0 / ncases1 + 1.0 / ncases2);
      sedif := sqrt(pooled);
      tequal := dif / sedif;
      df := ncases1 + ncases2 - 2;
      tprobability := ProbT(tequal, df);
      if TailCombo.ItemIndex = 1 then tprobability := 0.5 * tprobability;
      lReport.Add('Assuming equal variances, t = %.3f with probability = %.4f and %.0f degrees of freedom', [
        tequal, tprobability, df
      ]);
      lReport.Add('Difference = %.2f and Standard Error of difference = %.2f', [dif, sedif]);

      tconfint := inverset(ConfInt,df);
      lowci := dif - tconfint * sedif;
      hici := dif + tconfint * sedif;
      lReport.Add('Confidence interval = (%.2f ... %.2f)', [lowci, hici]);
      lReport.Add('');

      // now for unequal variances
      sedif := sqrt((variance1 / ncases1) + (variance2 / ncases2));
      tunequal := dif / sedif;
      df := sqr((variance1 / ncases1) + (variance2 / ncases2));
      df := df / (sqr(variance1 / ncases1) / (ncases1 - 1) + sqr(variance2 / ncases2) / (ncases2 - 1) );
      tprobability := ProbT(tequal, df);
      if TailCombo.ItemIndex = 1 then tprobability := 0.5 * tprobability;
      lReport.Add('Assuming unequal variances, t = %.3f with probability = %.4f and %.0f degrees of freedom', [
        tunequal, tprobability, df
      ]);
      lReport.Add('Difference = %.2f and Standard Error of difference = %.2f', [dif, sedif]);

      tconfint := inverset(ConfInt,df);
      lowci := dif - tconfint * sedif;
      hici := dif + tconfint * sedif;
      lReport.Add('Confidence interval = (%.2f ... %.2f)', [lowci, hici]);
      lReport.Add('');

      df1 := ncases1 - 1;
      df2 := ncases2 - 1;
      if variance1 > variance2 then
      begin
        F := variance1 / variance2;
        Fp := ProbF(F, df1, df2);
      end else
      begin
        F := variance2 / variance1;
        Fp := ProbF(F, df2, df1);
      end;
      lReport.Add('F test for equal variances = %.3f, Probability = %.4f', [F, fp]);
     end
    else
    // dependent t test
    begin
      stderr1 := sqrt(variance1 / ncases1);
      Stderr2 := sqrt(variance2 / ncases2);
      lReport.Add('Variable    Mean    Variance  Std.Dev.  S.E.Mean  N');
      lReport.Add('%-10s%8.2f  %8.2f  %8.2f  %8.2f  %d', [Label1Str, mean1, variance1, stddev1, stderr1, ncases1]);
      lReport.Add('%-10s%8.2f  %8.2f  %8.2f  %8.2f  %d', [Label2Str, mean2, variance2, stddev2, stderr2, ncases2]);
      lReport.Add('');
      sedif := variance1 + variance2 - (2.0 * cov12);
      sedif := sqrt(sedif / ncases1);
      tequal := Dif / sedif;
      df := ncases1 - 1;
      tprobability := probt(tequal,df);
      lReport.Add('Assuming dependent samples, t = %.3f with probability = %.4f and %.0f degrees of freedom', [
        tequal, tprobability, df
      ]);
      lReport.Add('Correlation between %s and %s = %.3f', [Label1Str, Label2Str, r12]);
      lReport.Add('Difference = %.2f and Standard Error of difference = %.2f', [dif, sedif]);

      tconfint := inverset(ConfInt,df);
      lowci := dif - tconfint * sedif;
      hici := dif + tconfint * sedif;
      lReport.Add('Confidence interval = (%.2f ... %.2f)', [lowci, hici]);

      tequal := variance1 - variance2;
      tequal := tequal / sqrt( (4 * variance1 * variance2)/(ncases1 - 2) * (1.0 - sqr(r12)) );
      df := ncases1 - 2;
      tprobability := probt(tequal,df);
      lReport.Add('t for test of equal variances = %.3f with probability = %.4f', [tequal, tprobability]);
    end;

    FReportFrame.DisplayReport(lReport);

  finally
    lReport.Free;
  end;
end;


procedure TTtestForm.DataEntryGroupClick(Sender: TObject);
var
  index: integer;
begin
  index := DataEntryGroup.ItemIndex;
  Notebook.PageIndex := index;
  gridData := (index = 1);
  if index = 1 then
  begin
    if DepIndepGroup.ItemIndex = 1 then
      Var2Edit.Visible := true
    else
      Var2Edit.Visible := false;
  end;

  GroupCodeChk.Visible := independent;
  GroupCodeGroup.Visible := independent;

  Var2Label.Visible := Var2Edit.Visible;
  Var2In.Visible := Var2Edit.Visible;
  Var2Out.Visible := Var2Edit.Visible;

  GrpEdit.Visible := not Var2Edit.Visible;
  GrpLabel.Visible := GrpEdit.Visible;
  GrpIn.Visible := GrpEdit.Visible;
  GrpOut.Visible := GrpEdit.Visible;
end;


procedure TTtestForm.DepIndepGroupClick(Sender: TObject);
begin
  independent := (DepIndepGroup.ItemIndex = 0);

  GrpEdit.Visible := independent;
  GrpLabel.Visible := independent;
  GrpIn.Visible := independent;
  GrpOut.Visible := independent;

  GroupCodeChk.Visible := independent;
  GroupCodeGroup.Visible := independent;

  Var2Label.Visible := not independent;
  Var2Edit.Visible := not independent;
  Var2In.Visible := not independent;
  Var2Out.Visible := not independent;

  Cor12Edit.Visible := not independent;
  Cor12Label.Visible := not independent;
end;


function TtTestForm.Eval_DependentGridData(out AMean1, AMean2,
  AVariance1, AVariance2, AStdDev1, AStdDev2, ACovar12, r12: Double;
  out ANumCases1, ANumCases2: Integer): Boolean;
var
  colNoSelected: IntDyneVec = nil;
  values1: DblDyneVec = nil;
  values2: DblDyneVec = nil;
begin
  SetLength(colNoSelected, 2);
  colNoSelected[0] := GetVariableIndex(OS3MainFrm.DataGrid, Var1Edit.Text);
  colNoSelected[1] := GetVariableIndex(OS3MainFrm.DataGrid, Var2Edit.Text);

  values1 := CollectVecValues(OS3MainFrm.DataGrid, colNoSelected[0], colNoSelected);
  values2 := CollectVecValues(OS3MainFrm.DataGrid, colNoSelected[1], colNoSelected);

  ANumCases1 := Length(values1);
  ANumCases2 := Length(values2);

  if ANumCases1 <> ANumCases2 then
  begin
    ErrorMsg('Both variables must have the same count of cases.');
    Result := false;
    exit;
  end;

  if ANumCases1 < 2 then
  begin
    ErrorMsg('There must be at least two cases.');
    Result := false;
    exit;
  end;

  VecMeanVarStdDev(values1, AMean1, AVariance1, AStdDev1);
  VecMeanVarStdDev(values2, AMean2, AVariance2, AStdDev2);

  ACovar12 := (values1 - AMean1) * (values2 - AMean2) / (ANumCases1-1);
  r12 := ACovar12 / (AStdDev1 * AStdDev2);

  Result := true;
end;


function TtTestForm.Eval_IndependentGridData(out AMean1, AMean2,
  AVariance1, AVariance2, AStdDev1, AStdDev2: Double;
  out ANumCases1, ANumCases2: Integer; out ALabel1Str, ALabel2Str: String): Boolean;
var
  colNoSelected: IntDyneVec = nil;
  values1: DblDyneVec = nil;
  values2: DblDyneVec = nil;
  grp1, grp2: Integer;
  minf, maxf: Double;

begin
  SetLength(colNoSelected, 2);
  colNoSelected[0] := GetVariableIndex(OS3MainFrm.DataGrid, Var1Edit.Text);
  colNoSelected[1] := GetVariableIndex(OS3MainFrm.DataGrid, GrpEdit.Text);

  if GroupCodeChk.Checked then
  begin
    grp1 := StrToInt(Grp1CodeEdit.Text);
    grp2 := StrToInt(Grp2CodeEdit.Text);
  end else
  begin
    GetMinMax(OS3MainFrm.DataGrid, colNoSelected[1], colNoSelected, minf, maxf);
    grp1 := round(minf);
    grp2 := round(maxf);
  end;

  // Values in group with code given by grp1
  values1 := CollectFilteredVecValues(OS3MainFrm.DataGrid, colNoSelected[0], colNoSelected[1], grp1, colNoSelected);
  // Values in group with code given by grp2
  values2 := CollectFilteredVecValues(OS3MainFrm.DataGrid, colNoSelected[0], colNoSelected[1], grp2, colNoSelected);

  ANumCases1 := Length(values1);
  ANumCases2 := Length(values2);
  if ANumCases1 <> ANumCases2 then
  begin
    ErrorMsg('Both variables must have the same count of cases.');
    Result := false;
    exit;
  end;

  if ANumCases1 < 2 then begin
    ErrorMsg('There must be at least 2 cases.');
    Result := false;
    exit;
  end;

  VecMeanVarStdDev(values1, AMean1, AVariance1, AStdDev1);
  VecMeanVarStdDev(values2, AMean2, AVariance2, AStdDev2);

  ALabel1Str := format('Group %d', [grp1]);
  ALabel2Str := format('Group %d', [grp2]);

  Result := true;
end;


procedure TTtestForm.GroupCodeChkChange(Sender: TObject);
begin
  Grp1CodeEdit.Enabled := GroupCodeChk.Checked;
  Grp2CodeEdit.Enabled := GroupCodeChk.Checked;
  GrpCodeLabel1.Enabled := GroupCodeChk.Checked;
  GrpCodeLabel2.Enabled := GroupCodeChk.Checked;
end;


procedure TTtestForm.GrpInClick(Sender: TObject);
var
  index: Integer;
begin
  index := VarList.ItemIndex;
  if (index > -1) and (GrpEdit.Text = '') then
  begin
    GrpEdit.Text := VarList.Items[index];
    VarList.Items.Delete(index);
    UpdateBtnStates;
  end;
end;


procedure TTtestForm.GrpOutClick(Sender: TObject);
begin
  if GrpEdit.Text <> '' then
  begin
    VarList.Items.Add(GrpEdit.Text);
    GrpEdit.Text := '';
    UpdateBtnStates;
  end;
end;


procedure TTtestForm.Reset;
var
  i: integer;
begin
  inherited;
  DataEntryGroup.ItemIndex := 0;
   DepIndepGroup.ItemIndex := 0;
   Notebook.PageIndex := DataEntryGroup.ItemIndex;
   independent := true;
   griddata := false;

   VarList.Clear;
   for i := 1 to NoVariables do
     VarList.Items.Add(OS3MainFrm.DataGrid.Cells[i,0]);
   Var1Edit.Clear;
   Var2Edit.Clear;
   Mean1Edit.Clear;
   Mean2Edit.Clear;
   SD1Edit.Clear;
   SD2Edit.Clear;
   N1Edit.Clear;
   N2Edit.Clear;
   Cor12Edit.Clear;
   GroupCodeChk.Checked := false;
   GrpEdit.Clear;
   Grp1CodeEdit.Clear;
   Grp2CodeEdit.Clear;

   DepIndepGroupClick(nil);

   UpdateBtnStates;
end;


procedure TTtestForm.UpdateBtnStates;
begin
  inherited UpdateBtnStates;

  Var1In.Enabled := (Var1Edit.Text = '') and (VarList.ItemIndex > -1);
  Var2In.Enabled := (Var2Edit.Text = '') and (VarList.ItemIndex > -1);
  GrpIn.Enabled := (GrpEdit.Text = '') and (VarList.ItemIndex > -1);

  Var1Out.Enabled := Var1Edit.Text <> '';
  Var2Out.Enabled := Var2Edit.Text <> '';
  GrpOut.Enabled := GrpEdit.Text <> '';
end;


function TTtestForm.Validate(out AMsg: String; out AControl: TWinControl): Boolean;
var
  n: Integer;
  x: Double;
begin
  Result := false;
  AControl := nil;
  AMsg := '';
  if Notebook.PageIndex = 0 then
  begin
    if (Mean1Edit.Text = '') or not TryStrToFloat(Mean1Edit.Text, x) then
    begin
      AControl := Mean1Edit;
      AMsg := 'Invalid input for the mean of sample 1';
      exit;
    end;
    if (SD1Edit.Text = '') or not TryStrToFloat(SD1Edit.Text, x) or (x <= 0) then
    begin
      AControl := SD1Edit;
      AMsg := 'Invald input for the standard deviation of sample 1';
      exit;
    end;
    if (N1Edit.Text = '') or not TryStrToInt(N1Edit.Text, n) or (n <= 0) then
    begin
      AControl := N1Edit;
      AMsg := 'Invald input for the size of sample 1';
      exit;
    end;
    if (Mean2Edit.Text = '') or not TryStrToFloat(Mean2Edit.Text, x) then
    begin
      AControl := Mean2Edit;
      AMsg := 'Invalid input for the mean of sample 2';
      exit;
    end;
    if (SD2Edit.Text = '') or not TryStrToFloat(SD2Edit.Text, x) or (x <= 0) then
    begin
      AControl := SD2Edit;
      AMsg := 'Invald input for the standard deviation of sample 2';
      exit;
    end;
    if (N2Edit.Text = '') or not TryStrToInt(N2Edit.Text, n) or (n <= 0) then
    begin
      AControl := N2Edit;
      AMsg := 'Invald input for the size of sample 2';
      exit;
    end;
  end else
  if Notebook.PageIndex = 1 then
  begin
    if (Var1Edit.Text = '')  then
    begin
      AControl := Var1Edit;
      AMsg := 'Variable 1 not specified.';
      exit;
    end;
    if Var2Edit.Visible and (Var2Edit.Text = '') then
    begin
      AControl := Var2Edit;
      AMsg := 'Variable 2 not specified.';
      exit;
    end;
    if GrpEdit.Visible and (GrpEdit.Text = '') then
    begin
      AControl := GrpEdit;
      AMsg := 'Group variable not specified.';
      exit;
    end;
    if GroupCodeChk.Checked then
    begin
      if Grp1CodeEdit.Visible and
        ((Grp1CodeEdit.Text = '') or not TryStrToInt(Grp1CodeEdit.Text, n)) then
      begin
        AControl := Grp1CodeEdit;
        AMsg := 'Code for group 1 missing.';
        exit;
      end;
      if Grp2CodeEdit.Visible and
        ((Grp2CodeEdit.Text = '') or not TryStrToInt(Grp2CodeEdit.Text, n))then
      begin
        AControl := Grp2CodeEdit;
        AMsg := 'Code for group 2 missing.';
        exit;
      end;
    end;
  end;
  Result := true;
end;


procedure TTtestForm.Var1InClick(Sender: TObject);
var
  index: Integer;
begin
  index := VarList.ItemIndex;
  if (index > -1) and (Var1Edit.Text = '') then
  begin
    Var1Edit.Text := VarList.Items[index];
    VarList.Items.Delete(index);
    UpdateBtnStates;
  end;
end;

procedure TTtestForm.Var1OutClick(Sender: TObject);
begin
  if Var1Edit.Text <> '' then
  begin
    VarList.Items.Add(Var1Edit.Text);
    Var1Edit.Text := '';
    UpdateBtnStates;
  end;
end;


procedure TTtestForm.Var2InClick(Sender: TObject);
var
  index: Integer;
begin
  index := VarList.ItemIndex;
  if (index > -1) and (Var2Edit.Text = '') then
  begin
    Var2Edit.Text := VarList.Items[index];
    VarList.Items.Delete(index);
    UpdateBtnStates;
  end;
end;


procedure TTtestForm.Var2OutClick(Sender: TObject);
begin
  if Var2Edit.Text <> '' then
  begin
    VarList.Items.Add(Var2Edit.Text);
    Var2Edit.Text := '';
    UpdateBtnStates;
  end;
end;


procedure TTtestForm.VarListDblClick(Sender: TObject);
var
  index: integer;
  s: String;
begin
  index := VarList.ItemIndex;
  if index > -1 then
  begin
    s := VarList.Items[index];
    if Var1Edit.Text = '' then
    begin
      Var1Edit.Text := s;
      VarList.Items.Delete(index);
    end else
    if independent then
    begin
      if GrpEdit.Text = '' then
      begin
        GrpEdit.Text := s;
        VarList.Items.Delete(index);
      end;
    end else
    begin
      if Var2Edit.Text = '' then
      begin
        Var2Edit.Text := s;
        VarList.Items.Delete(index);
      end;
    end;
    UpdateBtnStates;
  end;
end;


procedure TTtestForm.VarListSelectionChange(Sender: TObject; User: boolean);
begin
  UpdateBtnStates;
end;


end.