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a/pysatl_criterion/multiple_testing/abstract_multiple_testing.py b/pysatl_criterion/multiple_testing/abstract_multiple_testing.py index 22829eb..86d4bec 100644 --- a/pysatl_criterion/multiple_testing/abstract_multiple_testing.py +++ b/pysatl_criterion/multiple_testing/abstract_multiple_testing.py @@ -1,28 +1,37 @@ from abc import ABC, abstractmethod - - class AbstractMultipleTesting(ABC): @staticmethod - @abstractmethod - def test(p_values: list[float], threshold: float) -> tuple[list[bool], list[float]]: + def _validate_p_values(p_values: list[float]) -> None: + """ + Validate that all p-values are in [0,1] range. + :param p_values: List of p-values for hypothesis testing + """ + if not all(0 <= x <= 1 for x in p_values): + raise ValueError("All p-values must be in range [0,1].") + + @classmethod + def test(cls, p_values: list[float], threshold: float = 0.05) -> tuple[list[bool], list[float]]: """ Perform multiple testing correction and return both rejection decisions and adjusted p-values. :param p_values: List of raw p-values for hypothesis testing :param threshold: Significance level for controlling FWER (Family-Wise Error Rate) - or FDR (False Discovery Rate) + or FDR (False Discovery Rate) (default is 0.05) :return: Tuple containing: - Boolean list indicating rejected hypotheses (True where rejected) - List of adjusted p-values after multiple testing correction """ - raise NotImplementedError("Method is not implemented") + cls._validate_p_values(p_values) + p_values_adjusted = cls.adjust(p_values) + rejected = [p_value < threshold for p_value in p_values_adjusted] + return rejected, p_values_adjusted - @staticmethod + @classmethod @abstractmethod - def adjust(p_values: list[float]) -> list[float]: + def adjust(cls, p_values: list[float]) -> list[float]: """ Compute adjusted p-values for multiple testing correction. :param p_values: List of raw p-values for hypothesis testing - :return: List of adjusted p-values after multiple testing correction + :return: List of adjusted p-values after multiple testing correction """ raise NotImplementedError("Method is not implemented") diff --git a/pysatl_criterion/multiple_testing/fdr.py b/pysatl_criterion/multiple_testing/fdr.py index e69de29..1be912d 100644 --- a/pysatl_criterion/multiple_testing/fdr.py +++ b/pysatl_criterion/multiple_testing/fdr.py @@ -0,0 +1,54 @@ +from .abstract_multiple_testing import AbstractMultipleTesting +import math + +class BenjaminiYekutieli(AbstractMultipleTesting): + """ + Adjust p-values using Benjamini-Yekutieli correction for controlling FDR. + + This method controls the false discovery rate (FDR) under arbitrary dependence. + It uses a harmonic series correction factor. + + Steps: + 1. Compute harmonic factor c = Σ(1/i) for i=1 to n + 2. Sort p-values and calculate adjusted values: p_adjusted[i] = p[i] * n * c / rank + 3. Enforce monotonicity using step-up procedure + + Parameters + ---------- + p_values : list[float] + List of raw p-values between 0 and 1 + + Returns + ------- + list[float] + Adjusted p-values in original order + """ + + @classmethod + def adjust(cls, p_values: list[float]) -> list[float]: + n = len(p_values) + if n == 0: + return [] + + if n > 10000: + c = math.log(n) + 0.5772156649015328606065120900824024310421 + else: + c = sum(1.0 / i for i in range(1, n + 1)) + + sorted_indices = sorted(range(n), key=lambda i: p_values[i]) + adjusted = [0.0] * n + + for i, idx in enumerate(sorted_indices): + rank = i + 1 + adjusted_value = p_values[idx] * n * c / rank + adjusted[idx] = min(1.0, adjusted_value) + + current_min = adjusted[sorted_indices[-1]] + for i in range(n - 2, -1, -1): + idx = sorted_indices[i] + if adjusted[idx] > current_min: + adjusted[idx] = current_min + else: + current_min = adjusted[idx] + + return adjusted \ No newline at end of file diff --git a/pysatl_criterion/multiple_testing/fwer.py b/pysatl_criterion/multiple_testing/fwer.py index e69de29..bd5f8a2 100644 --- a/pysatl_criterion/multiple_testing/fwer.py +++ b/pysatl_criterion/multiple_testing/fwer.py @@ -0,0 +1,65 @@ +from .abstract_multiple_testing import AbstractMultipleTesting + +class Holm(AbstractMultipleTesting): + """ + Adjust p-values using the Holm-Bonferroni method for multiple testing correction. + + This method controls the family-wise error rate (FWER) and is more powerful than + the standard Bonferroni correction. It uses a step-down procedure. + + Steps: + 1. Sort p-values and keep original indices + 2. Calculate adjusted p-values: p_adjusted[i] = p[i] * (n - i) + 3. Enforce monotonicity using step-up procedure + + Parameters + ---------- + p_values : list[float] + List of raw p-values between 0 and 1 + + Returns + ------- + list[float] + Adjusted p-values in original order + """ + + @classmethod + def adjust(cls, p_values: list[float]) -> list[float]: + n = len(p_values) + if n == 0: + return [] + + sorted_indices = sorted(range(n), key=lambda i: p_values[i]) + adjusted = [0.0] * n + + for i, idx in enumerate(sorted_indices): + adjusted_value = p_values[idx] * (n - i) + adjusted[idx] = min(1.0, adjusted_value) + + for i in range(n - 2, -1, -1): + if adjusted[sorted_indices[i]] > adjusted[sorted_indices[i + 1]]: + adjusted[sorted_indices[i]] = adjusted[sorted_indices[i + 1]] + + return adjusted + + +class SidakHolm(AbstractMultipleTesting): + @classmethod + def adjust(cls, p_values: list[float]) -> list[float]: + """ + Adjust p-values using the Šidák correction for multiple hypothesis testing. + + Parameters + ---------- + p_values : list[float] + List of raw p-values for hypothesis testing. Must be in range [0, 1]. + + Returns + ------- + list[float] + List of adjusted p-values, each in range [0, 1]. + """ + n = len(p_values) + if n == 0: + return [] + return [min(1.0, 1 - (1 - p) ** n) for p in p_values] \ No newline at end of file diff --git a/tests/multiple_testing/test_fdr.py b/tests/multiple_testing/test_fdr.py index e69de29..2b5bf73 100644 --- a/tests/multiple_testing/test_fdr.py +++ b/tests/multiple_testing/test_fdr.py @@ -0,0 +1,50 @@ +import pytest +from pysatl_criterion.multiple_testing.fdr import BenjaminiYekutieli + +def test_benjamini_yekutieli_complex(): + p_values = [0.001, 0.002, 0.01, 0.03, 0.04, 0.1, 0.15, 0.2, 0.25, 0.5] + alpha = 0.05 + + rejected, _ = BenjaminiYekutieli.test(p_values, alpha) + + assert rejected == [True, True, False, False, False, False, False, False, False, False] + + +def test_benjamini_yekutieli_adjust_complex(): + p_values = [0.001, 0.005, 0.05, 0.1, 0.15] + adjusted = BenjaminiYekutieli.adjust(p_values) + + n = 5 + c = sum(1.0 / i for i in range(1, n + 1)) + sorted_p = sorted(p_values) + expected = [ + min(1.0, sorted_p[0] * n * c / 1), + min(1.0, sorted_p[1] * n * c / 2), + min(1.0, sorted_p[2] * n * c / 3), + min(1.0, sorted_p[3] * n * c / 4), + min(1.0, sorted_p[4] * n * c / 5) + ] + + for i in range(n - 2, -1, -1): + if expected[i] > expected[i + 1]: + expected[i] = expected[i + 1] + + assert adjusted == pytest.approx(expected, abs=1e-4) + + +def test_benjamini_yekutieli_edge_cases(): + p_values = [0.00001, 0.99999] + rejected, _ = BenjaminiYekutieli.test(p_values, 0.05) + assert rejected == [True, False] + + +def test_benjamini_yekutieli_large_input(): + import numpy as np + np.random.seed(42) + p_values = np.random.rand(1000).tolist() + + rejected, adjusted = BenjaminiYekutieli.test(p_values, 0.05) + + assert len(rejected) == 1000 + assert len(adjusted) == 1000 + assert all(0 <= p <= 1 for p in adjusted) \ No newline at end of file diff --git a/tests/multiple_testing/test_fwer.py b/tests/multiple_testing/test_fwer.py index e69de29..c5eed2b 100644 --- a/tests/multiple_testing/test_fwer.py +++ b/tests/multiple_testing/test_fwer.py @@ -0,0 +1,85 @@ +import pytest +from pysatl_criterion.multiple_testing.fwer import Holm, SidakHolm + +def test_holm_correction(): + p_values = [0.04, 0.001, 0.7, 0.02] + alpha = 0.05 + + rejected, adjusted = Holm.test(p_values, alpha) + + expected_adjusted = [0.08, 0.004, 0.7, 0.06] + + assert rejected == [False, True, False, False] + assert adjusted == pytest.approx(expected_adjusted, abs=1e-3) + + +def test_holm_adjust(): + p_values = [0.01, 0.04, 0.03] + + expected = [0.03, 0.04, 0.04] + + adjusted = Holm.adjust(p_values) + assert adjusted == pytest.approx(expected, abs=1e-3) + + +def test_holm_with_early_stop(): + p_values = [0.1, 0.2, 0.3] + alpha = 0.05 + + rejected, adjusted = Holm.test(p_values, alpha) + + expected_adjusted = [0.3, 0.3, 0.3] + + assert rejected == [False, False, False] + assert adjusted == pytest.approx(expected_adjusted, abs=1e-3) + + +def test_holm_all_rejected(): + p_values = [0.001, 0.002, 0.003] + alpha = 0.05 + + rejected, adjusted = Holm.test(p_values, alpha) + + expected_adjusted = [0.003, 0.003, 0.003] + + assert rejected == [True, True, True] + assert adjusted == pytest.approx(expected_adjusted, abs=1e-3) + + +def test_sidak_correction(): + p_values = [0.01, 0.02, 0.1] + alpha = 0.05 + + rejected, adjusted = SidakHolm.test(p_values, alpha) + + assert rejected == [True, False, False] + + expected = [ + 1 - (1 - 0.01) ** 3, + 1 - (1 - 0.02) ** 3, + 1 - (1 - 0.1) ** 3 + ] + assert adjusted == pytest.approx(expected, abs=1e-10) + + +def test_sidak_edge_cases(): + p_values = [0.0, 0.0, 0.0] + rejected, adjusted = SidakHolm.test(p_values, 0.05001) + assert adjusted == [0.0, 0.0, 0.0] + assert all(rejected) + + p_values = [1.0, 1.0, 1.0] + rejected, adjusted = SidakHolm.test(p_values, 0.05001) + assert adjusted == [1.0, 1.0, 1.0] + assert not any(rejected) + + p_values = [0.05] + rejected, adjusted = SidakHolm.test(p_values, 0.05001) + assert adjusted == pytest.approx([0.05], abs=1e-10) + assert rejected == [True] + + p_values = [0.05, 0.1, 0.15] + n = len(p_values) + expected = [1 - (1 - p) ** n for p in p_values] + rejected, adjusted = SidakHolm.test(p_values, 0.05001) + assert adjusted == pytest.approx(expected, abs=1e-10) \ No newline at end of file