lazarus-ccr/applications/lazstats/source/forms/analysis/nonparametric/runstestunit.pas

// File for testing: RunTest.laz, use VAR1

unit RunsTestUnit;

{$mode objfpc}{$H+}

interface

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

type

  { TRunsTestForm }

  TRunsTestForm = class(TBasicStatsReportForm)
    Bevel1: TBevel;
    Bevel2: TBevel;
    InBtn: TBitBtn;
    OutBtn: TBitBtn;
    TestVarEdit: TEdit;
    Label1: TLabel;
    Label2: TLabel;
    VarList: TListBox;
    procedure InBtnClick(Sender: TObject);
    procedure OutBtnClick(Sender: TObject);
    procedure VarListDblClick(Sender: TObject);
    procedure VarListSelectionChange(Sender: TObject; {%H-}User: boolean);
  private

  protected
    procedure AdjustConstraints; override;
    procedure Compute; override;
    procedure UpdateBtnStates; override;
  public
    { public declarations }
    procedure Reset; override;
  end; 

var
  RunsTestForm: TRunsTestForm;


implementation

{$R *.lfm}

uses
  Math,
  Utils, GridProcs, MatrixUnit;


{ TRunsTestForm }

procedure TRunsTestForm.AdjustConstraints;
begin
  inherited;

  ParamsPanel.Constraints.MinWidth := 4*CloseBtn.Width + 3*CloseBtn.BorderSpacing.Left;
  ParamsPanel.Constraints.MinHeight := OutBtn.Top + OutBtn.Height +
    ButtonBevel.Height + CloseBtn.BorderSpacing.Top + CloseBtn.Height;
end;


procedure TRunsTestForm.Compute;
var
  a, i, col, N, N1, N2, NLess, Nmore, R: integer;
  mean, expMean, SD1, SD2, SD3, SD4, SD, z1, z2, z, t, p1, p: double;
  values: DblDyneVec = nil;
  lReport: TStrings;
begin
  N := 0;
  N1 := 0;
  N2 := 0;
  Nless := 0;
  Nmore := 0;
  R := 1;
  Mean := 0.0;

  col := GetVariableIndex(OS3MainFrm.DataGrid, TestVarEdit.Text);
  if col = -1 then
  begin
    ErrorMsg('No variable was selected.');
    exit;
  end;

  values := CollectVecValues(OS3MainFrm.DataGrid, col);
  N := Length(Values);

  if N <= 10 then
  begin
    ErrorMsg('Insufficient data. You must have at least 11 values.');
    Values := nil;
    exit;
  end;

  mean := VecMean(values);

  // run through each value and compare with the mean
  for i := 0 to N-1 do
  begin  // check and discard the ties with the mean
    if Mean <> Values[i] then
    begin // check if it is greater than the mean
      if Values[i] > mean then
      begin
        N1 := N1 + 1;
        a := i;
        while a > 0 do
        begin
          a := a - 1;
          if values[a] <> mean then break;
        end;
        if values[a] < mean then
        begin
          R := R + 1;
          nLess := nLess + 1;
        end;
      end
      else // check to see if it is less than the mean
      if Values[i] < Mean then
      begin
        N2 := N2 + 1;
        a := i;
        while a > 0 do
        begin
          a := a - 1;
          if values[a] <> mean then break;
        end;
        if values[a] > mean then
        begin
          R := R + 1;
          nMore := nMore + 1;
        end;
      end;
    end;
  end;

  // Compute the expected mean and variance of R
  expMean := 1.0 + ((2 * N1 * N2) / (N1 + N2)); // mean mu
  SD1 := 2 * N1 * N2 * (2 * N1 * N2 - N1 - N2);
  SD2 := power((N1 + N2), 2);
  SD3 := N1 + N2 - 1;
  SD4 := SD1 / (SD2 * SD3); // standard deviation "sigma"
  SD := sqrt(SD4);

  // calculating P Value
  z1 := (R - expMean) / SD;
  z2 := abs(z1);
  z := z2;
  if z > 0 then
    t := z
  else
    t := -z;
  p1 := power(
          (1 + t * (0.049867347 + t * (0.0211410061 + t * (0.0032776283 +
            t * (0.0000380036 + t * (0.0000488906 + t * (0.000005383))))))),
          -16
        );
  p := 1.0 - p1 / 2.0;
  if z > 0.0 then
    p := 1.0 - p
  else
    p := 1.0 - (1.0 - p);

  // show results
  lReport := TStringList.Create;
  try
    lReport.Add('RUNS TEST FOR RANDOMNESS');
    lReport.Add('');
    lReport.Add('Variable: %22s',             [TestVarEdit.Text]);
    lReport.Add('');
    lReport.Add('Mean:               %12.3f', [mean]);
    lReport.Add('Standard deviation: %12.3f', [SD]);
    lReport.Add('N values > mean:    %12d',   [N1]);
    lReport.Add('N values < mean:    %12d',   [N2]);
    lReport.Add('Number of runs:     %12d',   [R]);
    lReport.Add('Test statistic:     %12.3f', [z]);
    lReport.Add('Probability:        %12.3f', [p]);
    lReport.Add('');
    lReport.Add('Conclusion:');

    // determine the conclusion
    if p < 0.01 then
      lReport.Add('Very strong evidence against randomness (trend or seasonality')
    else if (p < 0.05) and (p >= 0.01) then
      lReport.Add('Moderate evidence against randomness')
    else if (p < 0.10) and (p >= 0.05) then
      lReport.Add('Suggestive evidence against normality')
    else if p >= 0.10 then
      lReport.Add('Little or no real evidence against randomness')
    else
      lReport.Add('Strong evidence against randomness (trend or seasonality exists)');;

    FReportFrame.DisplayReport(lReport);
  finally
    lReport.Free;
  end;
end;


procedure TRunsTestForm.InBtnClick(Sender: TObject);
var
  index: integer;
begin
  index := VarList.ItemIndex;
  if (index > -1) and (TestVarEdit.Text = '') then
  begin
    TestVarEdit.Text := VarList.Items[index];
    VarList.Items.Delete(index);
    UpdateBtnStates;
  end;
end;


procedure TRunsTestForm.OutBtnClick(Sender: TObject);
begin
  if TestVarEdit.Text <> '' then
  begin
    VarList.Items.Add(TestVarEdit.Text);
    TestVarEdit.Text := '';
    UpdateBtnStates;
  end;
end;


procedure TRunsTestForm.Reset;
var
  i: integer;
begin
  inherited;

  TestVarEdit.Clear;
  VarList.Clear;
  for i := 1 to NoVariables do
    VarList.Items.Add(OS3MainFrm.DataGrid.Cells[i,0]);
  UpdateBtnStates;
end;


procedure TRunsTestForm.UpdateBtnStates;
begin
  inherited;
  InBtn.Enabled := AnySelected(VarList) and (TestVarEdit.Text = '');
  OutBtn.Enabled := TestVarEdit.Text <> '';
end;


procedure TRunsTestForm.VarListDblClick(Sender: TObject);
var
  index: Integer;
begin
  index := VarList.ItemIndex;
  if (index > -1) then begin
    if (TestVarEdit.Text <> '') then
      VarList.Items.Add(TestVarEdit.Text);
    TestVarEdit.Text := VarList.Items[index];
    VarList.Items.Delete(index);
    UpdateBtnStates;
  end;
end;


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

end.