PearsonsCorrelationTest (Commons Math 3.2 Test API)

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

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

Direct Known Subclasses:: SpearmansRankCorrelationTest

public class PearsonsCorrelationTest
extends Object
extends Object

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

Constructor Summary
`PearsonsCorrelationTest()`

Method Summary
`protected RealMatrix`	`createLowerTriangularRealMatrix(double[] data, int dimension)`
`protected RealMatrix`	`createRealMatrix(double[] data, int nRows, int nCols)`
`protected void`	`fillUpper(RealMatrix matrix, double diagonalValue)`
`void`	`testConsistency()`
`void`	`testConstant()` Constant column
`void`	`testCovarianceConsistency()` Verify that creating correlation from covariance gives same results as direct computation from the original matrix
`void`	`testInsufficientData()` Insufficient data
`void`	`testLongly()` Test Longley dataset against R.
`void`	`testPValueNearZero()` Test p-value near 0.
`void`	`testStdErrorConsistency()` Verify that direct t-tests using standard error estimates are consistent with reported p-values
`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

PearsonsCorrelationTest

public PearsonsCorrelationTest()

Method Detail

testLongly

public void testLongly()

Test Longley dataset against R.

testSwissFertility

public void testSwissFertility()

Test R Swiss fertility dataset against R.

testPValueNearZero

public void testPValueNearZero()

Test p-value near 0. JIRA: MATH-371

testConstant

public void testConstant()

Constant column

testInsufficientData

public void testInsufficientData()

Insufficient data

testStdErrorConsistency

public void testStdErrorConsistency()

Verify that direct t-tests using standard error estimates are consistent with reported p-values

testCovarianceConsistency

public void testCovarianceConsistency()

Verify that creating correlation from covariance gives same results as direct computation from the original matrix

testConsistency

public void testConsistency()

createRealMatrix

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

createLowerTriangularRealMatrix

protected RealMatrix createLowerTriangularRealMatrix(double[] data,
                                                     int dimension)

fillUpper

protected void fillUpper(RealMatrix matrix,
                         double diagonalValue)