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Implement Fisher's Exact Test #20

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RenatoGeh opened this issue Jan 11, 2019 · 0 comments
Open

Implement Fisher's Exact Test #20

RenatoGeh opened this issue Jan 11, 2019 · 0 comments

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@RenatoGeh
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RenatoGeh commented Jan 11, 2019

Fisher's exact test is a contingency table variable independence test ideal for small sized datasets. GoSPN currently implements Pearson's Chi-Square test and the G-test, both of which provide approximations that are quite bad on smaller sample sizes. Since LearnSPN recursively splits data at each step downsizing samples potentially in an exponential rate, an exact test is preferred.

There are, as of yet (and as far as I know), no implementation of the Fisher exact test for the general mxn contingency table in Go, C or C++. I have found implementations in R and Python, though I'm not sure the latter is correctly implemented (we should definitely implement unit tests here).

The test itself should be placed at utils/indep/fisher.go, and its unit test under utils/indep/fisher_test.go.

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