anovar.c
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/**********************************************************************/
/* */
/* FILE: anovar.c */
/* WRITTEN BY: Jonathan G. Fiscus */
/* DATE: April 14 1989 */
/* NATIONAL INSTITUTE OF STANDARDS AND TECHNOLOGY */
/* SPEECH RECOGNITION GROUP */
/* */
/* USAGE: This uses the rank structure to perform */
/* a Friedman two-way analysis of variance */
/* by ranks and generates a report. */
/* */
/* SOURCE:Applied Non Parametric Statistics by Daniel */
/* */
/**********************************************************************/
#include "sctk.h"
#define FRI_TITLE "Friedman Two-way Analysis of Variance by Ranks"
#define RANK_TITLEA "COMPARISON MATRIX: Comparing All Systems"
#define RANK_TITLEB "COMPARISON MATRIX: Comparing All Speakers"
#define RANK_TITLE_1 "Using a Multiple Comparison Test"
#define ADJUST_THRESH 0.50000
#define MULTI_COMP_ALPHA 0.05
static int analyze_rank_sum(RANK *, int, int, double *, int, int, FILE *);
static void print_result_of_analyze_rank_sum(int, double, double, char *,FILE *);
static double dsum_sqr(double *, int);
static double calc_adjust_for_trt(RANK *);
static double calc_adjust_for_blks(RANK *);
static void do_multi_comp_for_anovar(int, int, char **, double *, double *, char *, int *, int **, int, FILE *);
static void calc_stat_ranks(int, int, int **, double*);
static double calc_comp_value(int, int);
static void print_ANOVAR_comp_matrix(int, int **, char **, char *, int *, FILE *);
/****************************************************************/
/* main procedure to perform a two-way analysis of variance by*/
/* ranks. first the sum of the treatment and block ranks */
/* are summed then if there is a difference between at least */
/* one of the blocks or treatments, then a multiple comparison*/
/* is performed */
/****************************************************************/
void compute_anovar(RANK *rank, int verbose, int report, int ***out_sys_winner, char *outroot, int feedback, double ***out_conf)
{
double *sum_trt_rank, *sum_blk_rank;
char pad[FULL_SCREEN];
int i,j, **trt_winner, **blk_winner;
double **conf;
FILE *fp = stdout;
if (report || verbose){
char *f = rsprintf("%s.anovar",outroot);
if ((fp=(strcmp(outroot,"-") == 0) ? stdout : fopen(f,"w")) ==
(FILE *)0){
fprintf(stderr,"Warning: Open of %s for write failed. "
"Using stdout instead.\n",f);
fp = stdout;
} else
if (feedback >= 1) printf(" Output written to '%s'\n",f);
}
alloc_2dimZ(conf,rank->n_trt,rank->n_trt,double,0.0);
alloc_2dimZ(trt_winner,rank->n_trt,rank->n_trt,int,NO_DIFF);
alloc_2dimZ(blk_winner,rank->n_blk,rank->n_blk,int,NO_DIFF);
*out_sys_winner = trt_winner;
*out_conf = conf;
alloc_singZ(sum_trt_rank,rnk_trt(rank),double,0.0);
alloc_singZ(sum_blk_rank,rnk_blks(rank),double,0.0);
/* sum the ranks */
for (i=0;i<rnk_blks(rank);i++)
for (j=0;j<rnk_trt(rank);j++){
sum_trt_rank[j] += Vrnk_t_rank(rank,i,j);
sum_blk_rank[i] += Vrnk_b_rank(rank,i,j);
}
if (verbose){
set_pad(pad,FRI_TITLE, FULL_SCREEN);
fprintf(fp,"\n\n\n%s%s\n",pad,FRI_TITLE);
fprintf(fp,"%s----------------------------------------------\n\n",pad);
set_pad_cent_n(pad,SCREEN_WIDTH, FULL_SCREEN);
fprintf(fp,"%s\tHo: Testing the hypothesis that all recognizers are the same",
pad);
}
/* if at least one difference, do multiple comparison */
if (analyze_rank_sum(rank,rnk_trt(rank),rnk_blks(rank),
sum_trt_rank,
FOR_TREATMENTS,verbose,fp) == TEST_DIFF)
clear_2dim(trt_winner,rank->n_trt,rank->n_trt,NO_DIFF);
do_multi_comp_for_anovar(rnk_trt(rank),rnk_blks(rank),
rnk_t_name(rank),sum_trt_rank,
ovr_t_rank(rank),RANK_TITLEA,
srt_t_rank(rank),trt_winner,verbose,fp);
if (verbose) form_feed(fp);
if (verbose){
set_pad(pad,FRI_TITLE, FULL_SCREEN);
fprintf(fp,"\n\n\n%s%s\n",pad,FRI_TITLE);
fprintf(fp,"%s----------------------------------------------\n\n",pad);
set_pad_cent_n(pad,SCREEN_WIDTH, FULL_SCREEN);
fprintf(fp,"%s\tHo: Testing the hypothesis that all speakers are the same",
pad);
}
/* if at least one difference, do multiple comparison */
if (analyze_rank_sum(rank,rnk_blks(rank),rnk_trt(rank),sum_blk_rank,
FOR_BLOCKS,verbose,fp) == TEST_DIFF)
clear_2dim(blk_winner,rank->n_blk,rank->n_blk,NO_DIFF);
do_multi_comp_for_anovar(rnk_blks(rank),rnk_trt(rank),
rnk_b_name(rank),sum_blk_rank,
ovr_b_rank(rank),RANK_TITLEB,
srt_b_rank(rank),blk_winner, verbose,fp);
if (verbose && (fp == stdout)) form_feed(fp);
free_2dimarr(blk_winner,rank->n_blk,int);
free_singarr(sum_trt_rank,double);
free_singarr(sum_blk_rank,double);
if (fp != stdout) fclose(fp);
}
/*****************************************************************/
/* X2_r formula: */
/* k */
/* 12 --. 2 */
/* ------- * \ R - 3b(t+1) */
/* bt(t+1) / j */
/* --' */
/* j = 1 */
/* */
/* b = num_blk */
/* t = num_trt */
/* R = Sum of the ranks for that column */
/* */
/* this is the initial test to see if the treatment or ranks */
/* are different */
/*****************************************************************/
static int analyze_rank_sum(RANK *rank, int trt_num, int blk_num, double *sum_arr, int orient, int verbose,FILE *fp)
{
int df;
double X2_r, adjust;
char *subject_blk = "speaker";
char *subject_trt = "recognition system";
/* calculate the test statistic */
df = trt_num - 2; /* #trt is one based so subtract 2 */
/* make sure df isn't negative */;
if (df < 0) df = 0;
/* make sure df isn't greater than MAX_DF */
if (df > MAX_DF) df = MAX_DF;
X2_r = (12.00000 /
(double)(blk_num*trt_num*(trt_num+1))) *
(dsum_sqr(sum_arr,trt_num)) -
3.00000 * (double)blk_num * (double)(trt_num+1);
if (orient == FOR_TREATMENTS)
adjust = calc_adjust_for_trt(rank);
else
adjust = calc_adjust_for_blks(rank);
/* if two identical systems are entered, adjust will be 0.0 and core*/
/* dump. this avoids this */
if (adjust == 0.0)
X2_r = 0.0;
else
X2_r /= adjust;
if (verbose)
if (orient == FOR_TREATMENTS)
print_result_of_analyze_rank_sum(df, X2_r, adjust, subject_trt,fp); else
print_result_of_analyze_rank_sum(df, X2_r, adjust, subject_blk,fp);
/* return the result */
if (X2_r > X2.df[df].level[GEN_X2_PER])
return(TEST_DIFF);
else
return(NO_DIFF);
}
/*****************************************************************/
/* print to stdout the results of the rank_sum test */
/*****************************************************************/
static void print_result_of_analyze_rank_sum(int df, double X2_r, double adjust, char *subject, FILE *fp)
{
char pad[FULL_SCREEN];
int i;
set_pad_cent_n(pad,SCREEN_WIDTH, FULL_SCREEN);
fprintf(fp,"\n\n\n%s%35sReject if\n",pad,"");
fprintf(fp,"%s%26sX2_r > X2 of %s %s (%2.3f)\n", pad, "",
X2_pct_str(GEN_X2_PER),
X2_df_str(df),
X2_score(df,GEN_X2_PER));
fprintf(fp,"\n");
fprintf(fp,"%s%26sadjustment = %2.3f\n",pad,"",adjust);
fprintf(fp,"%s%30s X2_r = %2.3f\n",pad,"",X2_r);
if (adjust < ADJUST_THRESH){
fprintf(fp,"\n\n%s\t\t*** Warning: ties adjustment may have severely\n",
pad);
fprintf(fp,"%s\t\t exagerated the X2_r value\n\n",pad);
}
fprintf(fp,"%sANALYSIS:\n%s--------\n",pad,pad);
if (X2_r > X2_score(df,GEN_X2_PER)){
fprintf(fp,"%s\tThe test statistic X2_r shows, with %s confidence, that at\n"
,pad,X2.neg_per_str[GEN_X2_PER]),
fprintf(fp,"%s\tleast one %s is significantly different.\n",pad,subject);
fprintf(fp,"\n");
fprintf(fp,"%s\tFurther, the probablity of there being a difference is\n",
pad);
for (i=GEN_X2_PER;i<MAX_X2_PER;i++)
if (X2_r < X2_score(df,i+1))
break;
if (i==MAX_X2_PER)
fprintf(fp,"%s\tgreater that %s.\n",pad,X2_neg_pct_str(i));
else
fprintf(fp,"%s\tbetween %s to %s.\n",pad,X2_neg_pct_str(i),
X2_neg_pct_str(i+1));
fprintf(fp,"\n\n");
}
else{
fprintf(fp,"%s\tThe test statistic X2_r shows that at the %s confidence\n"
,pad,X2_neg_pct_str(GEN_X2_PER)),
fprintf(fp,"%s\tinterval, the %ss are not significantly\n",pad,subject);
fprintf(fp,"%s\tdifferent.\n\n",pad);
fprintf(fp,"%s\tFurther, the probablity of there being a difference is\n"
,pad);
for (i=GEN_X2_PER;i>MIN_X2_PER;i--)
if (X2_r > X2_score(df,i-1))
break;
if (i==MIN_X2_PER)
fprintf(fp,"%s\tless than %s.\n",pad,X2_neg_pct_str(i));
else
fprintf(fp,"%s\tbetween %s to %s.\n",pad,X2_neg_pct_str(i-1),
X2_neg_pct_str(i));
fprintf(fp,"\n\n");
}
}
/********************************************************************/
/* return the doubleing point value of the sum of the squares */
/********************************************************************/
static double dsum_sqr(double *arr, int len)
{
int i;
double tot=0.000000;
for (i=0;i<len;i++)
tot += (arr[i]*arr[i]);
return(tot);
}
/********************************************************************/
/* Ties adjustments */
/* b */
/* --. */
/* 1 - \ T */
/* / i */
/* --' */
/* ----------- */
/* 2 */
/* bt(t -1) */
/* */
/* 3 */
/* T = Sum t - Sum t where t = num ties in ith block */
/* i i i */
/* */
/* to adjust for ties, the test statistic must be taken down */
/* by a certain factor, this function returns it */
/********************************************************************/
static double calc_adjust_for_trt(RANK *rank)
{
double *sort_arr;
int sort_num, *sort_count, i, j, sum_T=0;
alloc_singarr(sort_arr,rnk_trt(rank),double);
alloc_singarr(sort_count,rnk_trt(rank),int);
/* find the ties ans sum Ti */
for (i=0;i<rnk_blks(rank);i++){
for (j=0;j<rnk_trt(rank); j++){
sort_arr[j]=0.0;
sort_count[j]=0;
}
for (j=0;j<rnk_trt(rank); j++){
sort_num = 0;
while ((sort_arr[sort_num] != 0.0) &&
(Vrnk_t_rank(rank,i,j) != sort_arr[sort_num]))
sort_num++;
sort_arr[sort_num] = Vrnk_t_rank(rank,i,j);
sort_count[sort_num]++;
}
for (j=0;j<rnk_trt(rank); j++)
if (sort_count[j] > 0)
sum_T += (sort_count[j] * sort_count[j] * sort_count[j])
- sort_count[j];
}
free_singarr(sort_arr,double);
free_singarr(sort_count,int);
/* return the adjustment number */
return( 1.000000 - (sum_T/
(double)(rnk_blks(rank)*
rnk_trt(rank)*
((rnk_trt(rank) * rnk_trt(rank)) - 1))));
}
/********************************************************************/
/* see calc_adjust_for_trt but substitute B for t */
/********************************************************************/
static double calc_adjust_for_blks(RANK *rank)
{
double *sort_arr;
int sort_num, *sort_count, i, j, sum_T=0;
alloc_singarr(sort_arr,rnk_blks(rank),double);
alloc_singarr(sort_count,rnk_blks(rank),int);
/* find the ties ans sum Ti */
for (i=0;i<rnk_trt(rank);i++){
for (j=0;j<rnk_blks(rank); j++){
sort_arr[j]=0.0;
sort_count[j]=0;
}
for (j=0;j<rnk_blks(rank); j++){
sort_num = 0;
while ((sort_arr[sort_num] != 0.0) &&
(Vrnk_b_rank(rank,j,i) != sort_arr[sort_num]))
sort_num++;
sort_arr[sort_num] = Vrnk_b_rank(rank,j,i);
sort_count[sort_num]++;
}
for (j=0;j<rnk_trt(rank); j++)
if (sort_count[j] > 0)
sum_T += (sort_count[j] * sort_count[j] * sort_count[j])
- sort_count[j];
}
free_singarr(sort_arr,double);
free_singarr(sort_count,int);
/* return the adjustment number */
return( 1.000000 - (sum_T/
(double)(rnk_trt(rank)*
rnk_blks(rank)*
((rnk_blks(rank) * rnk_blks(rank)) - 1))));
}
/********************************************************************/
/* for the treatments, calculate and do the MULTIPLE comparison */
/* print everything out if requested */
/********************************************************************/
static void do_multi_comp_for_anovar(int trt_num, int blk_num, char **trt_names, double *sum_arr, double *ovr_rank_arr, char *title, int *srt_ptr, int **stat_sum, int verbose, FILE *fp)
{
calc_stat_ranks(trt_num,blk_num,stat_sum,sum_arr);
if (verbose)
print_ANOVAR_comp_matrix(trt_num,stat_sum,trt_names,title,srt_ptr,fp);
}
/*********************************************************************/
/* Multiple comparison test to rank the systems */
/* ________ */
/* / bt(t+1) */
/* | R - R | >= z / -------- */
/* j i V 6 */
/* */
/* R = the Sum of the nth column ranks */
/* z = Z score the alpha = 0.05 */
/* ---- */
/* t(t-1) */
/* */
/* go through all possible comparisons and rank the treatments for */
/* according to the number of treatments beaten or beaten by */
/* */
/*********************************************************************/
static void calc_stat_ranks(int trt_num, int blk_num, int **stat_sum, double *sum_arr)
{
int comp1, comp2, result;
double Zcomp_value, compare_value;
double sqr_root;
/* calculate the comparison value for the confidence interval */
Zcomp_value = calc_comp_value(trt_num,blk_num);
sqr_root = sqrt(blk_num * trt_num * (trt_num - 1) / 6.000000);
compare_value = (double)Zcomp_value * (double)sqr_root;
/* go through the comparison and build an array to rank */
for (comp1=0; comp1 <(trt_num-1); comp1++)
for (comp2=comp1+1; comp2<(trt_num); comp2++){
if (fabs(sum_arr[comp1] - sum_arr[comp2]) >= compare_value)
if (sum_arr[comp1] > sum_arr[comp2])
result = 1;
else
result = -1;
else
result = 0;
stat_sum[comp1][comp2] += result;
stat_sum[comp2][comp1] += result * (-1);
}
}
/*********************************************************************/
/* Given the alpha, find the closest approximate Z index to that */
/* percentage */
/*********************************************************************/
static double calc_comp_value(int trt_num, int blk_num)
{
double Z_area;
int i;
Z_area = MULTI_COMP_ALPHA / (double)(trt_num * (trt_num-1));
if (Z_area < Z_exter(Z1tail,MAX_Z_PER))
return(Z_score(Z1tail,MAX_Z_PER));
for (i=MAX_Z_PER+1; i< MIN_Z_PER ; i++)
if (Z_area < Z_exter(Z1tail,i))
return(Z_score(Z1tail,i));
return(Z_score(Z1tail,MIN_Z_PER));
}
static void print_ANOVAR_comp_matrix(int trt_num, int **stat_sum, char **trt_names, char *title, int *srt_ptr, FILE *fp)
{
char pad[FULL_SCREEN],name_format[50],*hyphens="--------------------";
char *spaces=" ";
int t, t2;
int max_trt_name_len=4, hy_l=20;
set_pad(pad,title, FULL_SCREEN);
fprintf(fp,"\n\n%s%s\n",pad,title);
set_pad(pad,RANK_TITLE_1, FULL_SCREEN);
fprintf(fp,"%s%s\n\n\n\n",pad,RANK_TITLE_1);
for (t=0; t<trt_num; t++)
if (max_trt_name_len < strlen(trt_names[t]))
max_trt_name_len = strlen(trt_names[t]);
set_pad_cent_n(pad,(trt_num+1) * (max_trt_name_len+2+1), FULL_SCREEN);
sprintf(name_format,"| %%-%ds ",max_trt_name_len);
/* first line */
fprintf(fp,"%s|%s",pad,(hyphens+(hy_l-(max_trt_name_len+2))));
for (t=0; t<trt_num; t++)
fprintf(fp,"%s",(hyphens+(hy_l-(max_trt_name_len+3))));
fprintf(fp,"|\n");
/* systems on top */
fprintf(fp,"%s|%s",pad,(spaces+(hy_l-(max_trt_name_len+2))));
for (t=0; t<trt_num; t++)
fprintf(fp,name_format,trt_names[srt_ptr[t]]);
fprintf(fp,"|\n");
/* separation line */
fprintf(fp,"%s|%s+",pad,(hyphens+(hy_l-(max_trt_name_len+2))));
for (t=0; t<trt_num-1; t++)
fprintf(fp,"%s",(hyphens+(hy_l-(max_trt_name_len+3))));
fprintf(fp,"%s|\n",(hyphens+(hy_l-(max_trt_name_len+2))));
/* systems */
for (t=0; t<trt_num; t++){
fprintf(fp,"%s",pad);
fprintf(fp,name_format,trt_names[srt_ptr[t]]);
for (t2=0; t2<trt_num; t2++){
if (t < t2)
switch (stat_sum[srt_ptr[t]][srt_ptr[t2]]) {
case -1: fprintf(fp,name_format,trt_names[srt_ptr[t]]);
break;
case 1: fprintf(fp,name_format,trt_names[srt_ptr[t2]]);
break;
default: fprintf(fp,name_format,"same");
break;
}
else
fprintf(fp,name_format,"");
}
fprintf(fp,"|\n");
}
/* last line */
fprintf(fp,"%s|%s",pad,(hyphens+(hy_l-(max_trt_name_len+2))));
for (t=0; t<trt_num; t++)
fprintf(fp,"%s",(hyphens+(hy_l-(max_trt_name_len+3))));
fprintf(fp,"|\n");
}