OLSMultipleLinearRegressionTest (Commons Math 3.2 Test API)

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org.apache.commons.math3.stat.regression
Class OLSMultipleLinearRegressionTest

java.lang.Object
  org.apache.commons.math3.stat.regression.MultipleLinearRegressionAbstractTest
      org.apache.commons.math3.stat.regression.OLSMultipleLinearRegressionTest

public class OLSMultipleLinearRegressionTest
extends MultipleLinearRegressionAbstractTest
extends MultipleLinearRegressionAbstractTest

Field Summary

Fields inherited from class org.apache.commons.math3.stat.regression.MultipleLinearRegressionAbstractTest
`regression`

Constructor Summary
`OLSMultipleLinearRegressionTest()`

Method Summary
`void`	`cannotAddSampleDataWithSizeMismatch()`
`protected void`	`checkVarianceConsistency(OLSMultipleLinearRegression model)` Verifies that calculateYVariance and calculateResidualVariance return consistent values with direct variance computation from Y, residuals, respectively.
`protected OLSMultipleLinearRegression`	`createRegression()`
`protected int`	`getNumberOfRegressors()`
`protected int`	`getSampleSize()`
`void`	`setUp()`
`void`	`testHat()` Test hat matrix computation
`void`	`testLongly()` Test Longley dataset against certified values provided by NIST.
`void`	`testNewSample2()` Verifies that setting X and Y separately has the same effect as newSample(X,Y).
`void`	`testNewSampleDataXNull()`
`void`	`testNewSampleDataYNull()`
`void`	`testPerfectFit()`
`void`	`testSwissFertility()` Test R Swiss fertility dataset against R.
`void`	`testWampler1()`
`void`	`testWampler2()`
`void`	`testWampler3()`
`void`	`testWampler4()`
`void`	`testYVariance()` test calculateYVariance

Methods inherited from class org.apache.commons.math3.stat.regression.MultipleLinearRegressionAbstractTest
`canEstimateRegressandVariance, canEstimateRegressionParameters, canEstimateRegressionParametersVariance, canEstimateResiduals, testNewSample, testNewSampleInsufficientData, testNewSampleInvalidData, testNewSampleNullData, testXSampleDataNull, testYSampleDataNull`

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

Constructor Detail

OLSMultipleLinearRegressionTest

public OLSMultipleLinearRegressionTest()

Method Detail

setUp

public void setUp()

Overrides:: setUp in class MultipleLinearRegressionAbstractTest

createRegression

protected OLSMultipleLinearRegression createRegression()

Specified by:: createRegression in class MultipleLinearRegressionAbstractTest

getNumberOfRegressors

protected int getNumberOfRegressors()

Specified by:: getNumberOfRegressors in class MultipleLinearRegressionAbstractTest

getSampleSize

protected int getSampleSize()

Specified by:: getSampleSize in class MultipleLinearRegressionAbstractTest

cannotAddSampleDataWithSizeMismatch

public void cannotAddSampleDataWithSizeMismatch()

testPerfectFit

public void testPerfectFit()

testLongly

public void testLongly()

Test Longley dataset against certified values provided by NIST. 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. Certified values (and 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

testHat

public void testHat()

Test hat matrix computation

testYVariance

public void testYVariance()

test calculateYVariance

checkVarianceConsistency

protected void checkVarianceConsistency(OLSMultipleLinearRegression model)

Verifies that calculateYVariance and calculateResidualVariance return consistent values with direct variance computation from Y, residuals, respectively.

testNewSample2

public void testNewSample2()

Verifies that setting X and Y separately has the same effect as newSample(X,Y).

testNewSampleDataYNull

public void testNewSampleDataYNull()

testNewSampleDataXNull

public void testNewSampleDataXNull()

testWampler1

public void testWampler1()

testWampler2

public void testWampler2()

testWampler3

public void testWampler3()

testWampler4

public void testWampler4()