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Fix chi-square test conditions #482

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merged 8 commits into from
May 23, 2023
Merged

Fix chi-square test conditions #482

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a17e28b
add population stability index function
May 11, 2023
65d81a3
add population stability index function
May 11, 2023
269c6d9
correct style issues
May 11, 2023
0892108
refactor psi formula
May 11, 2023
dcb9647
update imports
May 11, 2023
158bd7c
add population stability index function
May 11, 2023
56b32d9
correct style issues
May 11, 2023
94d9265
rebase with remote repository
May 23, 2023
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2 changes: 1 addition & 1 deletion src/main/scala/com/amazon/deequ/analyzers/Distance.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -155,7 +155,7 @@ object Distance {
sample.map(e => (e._1, e._2.toDouble)), expectedNorm, absThresholdYates, percThresholdYates, absThresholdCochran)

// If less than 2 categories remain we cannot conduct the test
if (regroupedSample.keySet.size < chisquareMinDimension) {
if (regroupedExpected.keySet.size < chisquareMinDimension) {
Double.NaN
} else {
// run chi-square test and return statistics or p-value
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28 changes: 28 additions & 0 deletions src/test/scala/com/amazon/deequ/KLL/KLLDistanceTest.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -54,6 +54,7 @@ class KLLDistanceTest extends WordSpec with SparkContextSpec
assert(distance == 0.06015037593984962)
}


"Categorial distance should compute correct linf_robust" in {
val sample1 = scala.collection.mutable.Map(
"a" -> 10L, "b" -> 20L, "c" -> 25L, "d" -> 10L, "e" -> 5L)
Expand Down Expand Up @@ -183,6 +184,33 @@ class KLLDistanceTest extends WordSpec with SparkContextSpec
assert(distance.isNaN)
}

"Categorial chi-square distance when number of expected categories below minimum" in {
val sample = scala.collection.mutable.Map(
"a" -> 10L, "b" -> 20L)
val expected = scala.collection.mutable.Map(
"b" -> 20L)
val distance = Distance.categoricalDistance(sample, expected, method = ChisquareMethod())
assert(distance.equals(Double.NaN))
}

"Categorial chi-square distance when categories do not match" in {
val sample = scala.collection.mutable.Map(
"a" -> 15L, "b" -> 20L)
val expected = scala.collection.mutable.Map(
"c" -> 20L, "d" -> 20L)
val distance = Distance.categoricalDistance(sample, expected, method = ChisquareMethod())
assert(distance.equals(Double.NaN))
}

"Categorial chi-square distance when number of sample categories is below minimum" in {
val sample = scala.collection.mutable.Map(
"a" -> 30L)
val expected = scala.collection.mutable.Map(
"a" -> 20L, "b" -> 20L)
val distance = Distance.categoricalDistance(sample, expected, method = ChisquareMethod())
assert(distance == 4.3204630539861455E-8)
}

"Population Stability Index (PSI) test with deciles " in {

val expected: List[BucketValue] = List(BucketValue(1.0, 1.05, 428), BucketValue(1.05, 1.1, 425),
Expand Down