CovarianceTest (Commons Math 3.2 Test API)

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org.apache.commons.math3.stat.correlation
Class CovarianceTest

java.lang.Object
  org.apache.commons.math3.stat.correlation.CovarianceTest

public class CovarianceTest
extends Object
extends Object

Field Summary
`protected double[]`	`longleyData`
`protected double[]`	`swissData`

Constructor Summary
`CovarianceTest()`

Method Summary
`protected RealMatrix`	`createRealMatrix(double[] data, int nRows, int nCols)`
`void`	`testConsistency()` Verify that diagonal entries are consistent with Variance computation and matrix matches column-by-column covariances
`void`	`testConstant()` Constant column
`void`	`testInsufficientData()` Insufficient data
`void`	`testLongly()` Test Longley dataset against R.
`void`	`testOneColumn()` One column
`void`	`testSwissFertility()` Test R Swiss fertility dataset against R.

Methods inherited from class java.lang.Object
`clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

Field Detail

longleyData

protected final double[] longleyData

swissData

protected final double[] swissData

Constructor Detail

CovarianceTest

public CovarianceTest()

Method Detail

testLongly

public void testLongly()

Test Longley dataset against R. Data Source: J. Longley (1967) "An Appraisal of Least Squares Programs for the Electronic Computer from the Point of View of the User" Journal of the American Statistical Association, vol. 62. September, pp. 819-841. Data are from NIST: http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Longley.dat

testSwissFertility

public void testSwissFertility()

Test R Swiss fertility dataset against R. Data Source: R datasets package

testConstant

public void testConstant()

Constant column

testOneColumn

public void testOneColumn()

One column

testInsufficientData

public void testInsufficientData()

Insufficient data

testConsistency

public void testConsistency()

Verify that diagonal entries are consistent with Variance computation and matrix matches column-by-column covariances

createRealMatrix

protected RealMatrix createRealMatrix(double[] data,
                                      int nRows,
                                      int nCols)