Implemented matrices comparison function in chi square

Cargo.toml

@@ -6,7 +6,7 @@ edition = "2021"
 # See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
 
 [dependencies]
-ndarray = {version="*", features=["approx-0_5"]}
+ndarray = {version="*", features=["approx"]}
 thiserror = "*"
 rand = "*"
 bimap = "*"

src/structure_learning/hypothesis_test.rs

@@ -1,6 +1,7 @@
 use ndarray::Array2;
 use ndarray::Array3;
 use ndarray::Axis;
+use statrs::distribution::{ChiSquared, ContinuousCDF};
 
 use crate::network;
 use crate::parameter_learning;
@@ -24,7 +25,7 @@ pub trait HypothesisTest {
 
 
 pub struct ChiSquare {
-    pub alpha: f64,
+    alpha: f64,
 }
 
 pub struct F {
@@ -32,6 +33,11 @@ pub struct F {
 }
 
 impl ChiSquare {
+    pub fn new( alpha: f64) -> ChiSquare {
+        ChiSquare {
+            alpha
+        }
+    }
     pub fn compare_matrices(
         &self, i: usize,
         M1: &Array3<usize>,
@@ -42,6 +48,7 @@ impl ChiSquare {
         // A constraint-based algorithm for the structural learning of
         // continuous-time Bayesian networks.
         // International Journal of Approximate Reasoning, 138, pp.105-122.
+        // Also: https://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/chi2samp.htm
         //
         // M  = M            M  = M
         //  1    xx'|s        2    xx'|y,s
@@ -70,17 +77,26 @@ impl ChiSquare {
             K.into_shape((n, 1)).unwrap()
         };
         let L = 1.0 / &K;
-        //        =====
-        //         \       K . M  - L . M
+        //        =====                   2
+        //         \      (K . M  - L . M)
         //          \           2        1
         //          /      ---------------
         //         /           M  + M
         //        =====         2    1
         //     x'ϵVal /X \
         //            \ i/
-        let X_2 = (( K * &M2 - L * &M1 ).mapv(|a| a.powi(2)) / (&M2 + &M1)).sum_axis(Axis(1));
+        let mut X_2 = ( &K * &M2 - &L * &M1 ).mapv(|a| a.powi(2)) / (&M2 + &M1);
+        println!("M1: {:?}", M1);
+        println!("M2: {:?}", M2);
+        println!("L*M1: {:?}", (L * &M1));
+        println!("K*M2: {:?}", (K * &M2));
         println!("X_2: {:?}", X_2);
-        true
+        X_2.diag_mut().fill(0.0);
+        let X_2 = X_2.sum_axis(Axis(1));
+        let n = ChiSquared::new((X_2.dim() - 1) as f64).unwrap();
+        println!("CHI^2: {:?}", n);
+        println!("CHI^2 CDF: {:?}", X_2.mapv(|x| n.cdf(x)));
+        X_2.into_iter().all(|x| n.cdf(x) < (1.0 - self.alpha))
     }
 }
 

tests/structure_learning.rs

@@ -321,20 +321,70 @@ pub fn learn_mixed_discrete_net_3_nodes_hill_climbing_bic_1_parent_constraint()
 pub fn chi_square_compare_matrices () {
     let i: usize = 1;
     let M1 = arr3(&[
-       [[ 1,  2,  3],
-        [ 4,  5,  6]],
-       [[ 22,  12,  90],
-        [3, 20, 40]],
-        [[ 1,  2,  3],
-        [ 4,  5,  6]],
-       [[ 7,  8,  9],
-        [10, 11, 12]]
+       [[ 0,  2,  3],
+        [ 4,  0,  6],
+        [ 7,  8,  0]],
+       [[0, 12,  90],
+        [ 3, 0,  40],
+        [ 6, 40,  0]],
+       [[ 0,  2,  3],
+        [ 4,  0,  6],
+        [ 44, 66, 0]]
     ]);
-    let j: usize = 1;
-    let M2 = arr3(&[[[ 1,  2,  3],     // -- 2 rows  \_
-        [ 4,  5,  6]],
-       [[ 7,  8,  9],
-        [10, 11, 12]]]);
-    let chi_sq = ChiSquare {alpha: 0.5};
-    chi_sq.compare_matrices( i, &M1, j, &M2);
+    let j: usize = 0;
+    let M2 = arr3(&[
+       [[ 0,  200,  300],
+        [ 400,  0,  600],
+        [  700, 800,  0]]
+    ]);
+    let chi_sq = ChiSquare::new(0.1);
+    assert!(!chi_sq.compare_matrices( i, &M1, j, &M2));
+}
+
+#[test]
+pub fn chi_square_compare_matrices_2 () {
+    let i: usize = 1;
+    let M1 = arr3(&[
+       [[ 0,  2,  3],
+        [ 4,  0,  6],
+        [ 7,  8,  0]],
+       [[0, 20,  30],
+        [ 40, 0,  60],
+        [ 70, 80,  0]],
+       [[ 0,  2,  3],
+        [ 4,  0,  6],
+        [ 44, 66, 0]]
+    ]);
+    let j: usize = 0;
+    let M2 = arr3(&[
+       [[ 0,  200,  300],
+        [ 400,  0,  600],
+        [  700, 800,  0]]
+    ]);
+    let chi_sq = ChiSquare::new(0.1);
+    assert!(chi_sq.compare_matrices( i, &M1, j, &M2));
+}
+
+#[test]
+pub fn chi_square_compare_matrices_3 () {
+    let i: usize = 1;
+    let M1 = arr3(&[
+       [[ 0,  2,  3],
+        [ 4,  0,  6],
+        [ 7,  8,  0]],
+       [[0, 21,  31],
+        [ 41, 0,  59],
+        [ 71, 79,  0]],
+       [[ 0,  2,  3],
+        [ 4,  0,  6],
+        [ 44, 66, 0]]
+    ]);
+    let j: usize = 0;
+    let M2 = arr3(&[
+       [[ 0,  200,  300],
+        [ 400,  0,  600],
+        [  700, 800,  0]]
+    ]);
+    let chi_sq = ChiSquare::new(0.1);
+    assert!(chi_sq.compare_matrices( i, &M1, j, &M2));
 }