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17 package org.apache.commons.math4.legacy.stat.regression;
18
19 import java.util.Random;
20
21 import org.apache.commons.math4.legacy.exception.MathIllegalArgumentException;
22 import org.apache.commons.math4.legacy.exception.OutOfRangeException;
23 import org.apache.commons.rng.UniformRandomProvider;
24 import org.apache.commons.rng.simple.RandomSource;
25 import org.apache.commons.math4.core.jdkmath.JdkMath;
26 import org.junit.Assert;
27 import org.junit.Test;
28
29
30
31
32
33
34
35 public final class SimpleRegressionTest {
36
37
38
39
40
41
42 private double[][] data = { { 0.1, 0.2 }, {338.8, 337.4 }, {118.1, 118.2 },
43 {888.0, 884.6 }, {9.2, 10.1 }, {228.1, 226.5 }, {668.5, 666.3 }, {998.5, 996.3 },
44 {449.1, 448.6 }, {778.9, 777.0 }, {559.2, 558.2 }, {0.3, 0.4 }, {0.1, 0.6 }, {778.1, 775.5 },
45 {668.8, 666.9 }, {339.3, 338.0 }, {448.9, 447.5 }, {10.8, 11.6 }, {557.7, 556.0 },
46 {228.3, 228.1 }, {998.0, 995.8 }, {888.8, 887.6 }, {119.6, 120.2 }, {0.3, 0.3 },
47 {0.6, 0.3 }, {557.6, 556.8 }, {339.3, 339.1 }, {888.0, 887.2 }, {998.5, 999.0 },
48 {778.9, 779.0 }, {10.2, 11.1 }, {117.6, 118.3 }, {228.9, 229.2 }, {668.4, 669.1 },
49 {449.2, 448.9 }, {0.2, 0.5 }
50 };
51
52
53
54
55
56 private double[][] corrData = { { 101.0, 99.2 }, {100.1, 99.0 }, {100.0, 100.0 },
57 {90.6, 111.6 }, {86.5, 122.2 }, {89.7, 117.6 }, {90.6, 121.1 }, {82.8, 136.0 },
58 {70.1, 154.2 }, {65.4, 153.6 }, {61.3, 158.5 }, {62.5, 140.6 }, {63.6, 136.2 },
59 {52.6, 168.0 }, {59.7, 154.3 }, {59.5, 149.0 }, {61.3, 165.5 }
60 };
61
62
63
64
65
66 private double[][] infData = { { 15.6, 5.2 }, {26.8, 6.1 }, {37.8, 8.7 }, {36.4, 8.5 },
67 {35.5, 8.8 }, {18.6, 4.9 }, {15.3, 4.5 }, {7.9, 2.5 }, {0.0, 1.1 }
68 };
69
70
71
72
73 private double[][] removeSingle = {infData[1]};
74 private double[][] removeMultiple = { infData[1], infData[2] };
75 private double removeX = infData[0][0];
76 private double removeY = infData[0][1];
77
78
79
80
81
82 private double[][] infData2 = { { 1, 1 }, {2, 0 }, {3, 5 }, {4, 2 },
83 {5, -1 }, {6, 12 }
84 };
85
86
87
88
89
90 private double[][] noint1 = {
91 {130.0,60.0},
92 {131.0,61.0},
93 {132.0,62.0},
94 {133.0,63.0},
95 {134.0,64.0},
96 {135.0,65.0},
97 {136.0,66.0},
98 {137.0,67.0},
99 {138.0,68.0},
100 {139.0,69.0},
101 {140.0,70.0}
102 };
103
104
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106
107
108 private double[][] noint2 = {
109 {3.0,4},
110 {4,5},
111 {4,6}
112 };
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118
119
120 @Test
121 public void testAppend() {
122 check(false);
123 check(true);
124 }
125
126
127
128
129
130
131
132
133 private void check(boolean includeIntercept) {
134 final int sets = 2;
135 final UniformRandomProvider rand = RandomSource.ISAAC.create(10L);
136 final SimpleRegression whole = new SimpleRegression(includeIntercept);
137 final SimpleRegression parts = new SimpleRegression(includeIntercept);
138
139 for (int s = 0; s < sets; s++) {
140 final double coef = rand.nextDouble();
141 final SimpleRegression sub = new SimpleRegression(includeIntercept);
142 for (int i = 0; i < 5; i++) {
143 final double x = rand.nextDouble();
144 final double y = x * coef + rand.nextDouble();
145 sub.addData(x, y);
146 whole.addData(x, y);
147 }
148 parts.append(sub);
149 Assert.assertTrue(equals(parts, whole, 1E-6));
150 }
151 }
152
153
154
155
156
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158
159
160
161
162 private boolean equals(SimpleRegression model1, SimpleRegression model2, double tol) {
163 if (model1.getN() != model2.getN()) {
164 return false;
165 }
166 if (JdkMath.abs(model1.getIntercept() - model2.getIntercept()) > tol) {
167 return false;
168 }
169 if (JdkMath.abs(model1.getInterceptStdErr() - model2.getInterceptStdErr()) > tol) {
170 return false;
171 }
172 if (JdkMath.abs(model1.getMeanSquareError() - model2.getMeanSquareError()) > tol) {
173 return false;
174 }
175 if (JdkMath.abs(model1.getR() - model2.getR()) > tol) {
176 return false;
177 }
178 if (JdkMath.abs(model1.getRegressionSumSquares() - model2.getRegressionSumSquares()) > tol) {
179 return false;
180 }
181 if (JdkMath.abs(model1.getRSquare() - model2.getRSquare()) > tol) {
182 return false;
183 }
184 if (JdkMath.abs(model1.getSignificance() - model2.getSignificance()) > tol) {
185 return false;
186 }
187 if (JdkMath.abs(model1.getSlope() - model2.getSlope()) > tol) {
188 return false;
189 }
190 if (JdkMath.abs(model1.getSlopeConfidenceInterval() - model2.getSlopeConfidenceInterval()) > tol) {
191 return false;
192 }
193 if (JdkMath.abs(model1.getSlopeStdErr() - model2.getSlopeStdErr()) > tol) {
194 return false;
195 }
196 if (JdkMath.abs(model1.getSumOfCrossProducts() - model2.getSumOfCrossProducts()) > tol) {
197 return false;
198 }
199 if (JdkMath.abs(model1.getSumSquaredErrors() - model2.getSumSquaredErrors()) > tol) {
200 return false;
201 }
202 if (JdkMath.abs(model1.getTotalSumSquares() - model2.getTotalSumSquares()) > tol) {
203 return false;
204 }
205 if (JdkMath.abs(model1.getXSumSquares() - model2.getXSumSquares()) > tol) {
206 return false;
207 }
208 return true;
209 }
210
211 @Test
212 public void testRegressIfaceMethod(){
213 final SimpleRegression regression = new SimpleRegression(true);
214 final UpdatingMultipleLinearRegression iface = regression;
215 final SimpleRegression regressionNoint = new SimpleRegression( false );
216 final SimpleRegression regressionIntOnly= new SimpleRegression( false );
217 for (int i = 0; i < data.length; i++) {
218 iface.addObservation( new double[]{data[i][1]}, data[i][0]);
219 regressionNoint.addData(data[i][1], data[i][0]);
220 regressionIntOnly.addData(1.0, data[i][0]);
221 }
222
223
224 final RegressionResults fullReg = iface.regress( );
225 Assert.assertNotNull(fullReg);
226 Assert.assertEquals("intercept", regression.getIntercept(), fullReg.getParameterEstimate(0), 1.0e-16);
227 Assert.assertEquals("intercept std err",regression.getInterceptStdErr(), fullReg.getStdErrorOfEstimate(0),1.0E-16);
228 Assert.assertEquals("slope", regression.getSlope(), fullReg.getParameterEstimate(1), 1.0e-16);
229 Assert.assertEquals("slope std err",regression.getSlopeStdErr(), fullReg.getStdErrorOfEstimate(1),1.0E-16);
230 Assert.assertEquals("number of observations",regression.getN(), fullReg.getN());
231 Assert.assertEquals("r-square",regression.getRSquare(), fullReg.getRSquared(), 1.0E-16);
232 Assert.assertEquals("SSR", regression.getRegressionSumSquares(), fullReg.getRegressionSumSquares() ,1.0E-16);
233 Assert.assertEquals("MSE", regression.getMeanSquareError(), fullReg.getMeanSquareError() ,1.0E-16);
234 Assert.assertEquals("SSE", regression.getSumSquaredErrors(), fullReg.getErrorSumSquares() ,1.0E-16);
235
236
237 final RegressionResults noInt = iface.regress( new int[]{1} );
238 Assert.assertNotNull(noInt);
239 Assert.assertEquals("slope", regressionNoint.getSlope(), noInt.getParameterEstimate(0), 1.0e-12);
240 Assert.assertEquals("slope std err",regressionNoint.getSlopeStdErr(), noInt.getStdErrorOfEstimate(0),1.0E-16);
241 Assert.assertEquals("number of observations",regressionNoint.getN(), noInt.getN());
242 Assert.assertEquals("r-square",regressionNoint.getRSquare(), noInt.getRSquared(), 1.0E-16);
243 Assert.assertEquals("SSR", regressionNoint.getRegressionSumSquares(), noInt.getRegressionSumSquares() ,1.0E-8);
244 Assert.assertEquals("MSE", regressionNoint.getMeanSquareError(), noInt.getMeanSquareError() ,1.0E-16);
245 Assert.assertEquals("SSE", regressionNoint.getSumSquaredErrors(), noInt.getErrorSumSquares() ,1.0E-16);
246
247 final RegressionResults onlyInt = iface.regress( new int[]{0} );
248 Assert.assertNotNull(onlyInt);
249 Assert.assertEquals("slope", regressionIntOnly.getSlope(), onlyInt.getParameterEstimate(0), 1.0e-12);
250 Assert.assertEquals("slope std err",regressionIntOnly.getSlopeStdErr(), onlyInt.getStdErrorOfEstimate(0),1.0E-12);
251 Assert.assertEquals("number of observations",regressionIntOnly.getN(), onlyInt.getN());
252 Assert.assertEquals("r-square",regressionIntOnly.getRSquare(), onlyInt.getRSquared(), 1.0E-14);
253 Assert.assertEquals("SSE", regressionIntOnly.getSumSquaredErrors(), onlyInt.getErrorSumSquares() ,1.0E-8);
254 Assert.assertEquals("SSR", regressionIntOnly.getRegressionSumSquares(), onlyInt.getRegressionSumSquares() ,1.0E-8);
255 Assert.assertEquals("MSE", regressionIntOnly.getMeanSquareError(), onlyInt.getMeanSquareError() ,1.0E-8);
256 }
257
258
259
260
261 @Test
262 public void testRegressExceptions() {
263
264 final SimpleRegression noIntRegression = new SimpleRegression(false);
265 noIntRegression.addData(noint2[0][1], noint2[0][0]);
266 noIntRegression.addData(noint2[1][1], noint2[1][0]);
267 noIntRegression.addData(noint2[2][1], noint2[2][0]);
268 try {
269 noIntRegression.regress(null);
270 Assert.fail("Expecting MathIllegalArgumentException for null array");
271 } catch (MathIllegalArgumentException ex) {
272
273 }
274 try {
275 noIntRegression.regress(new int[] {});
276 Assert.fail("Expecting MathIllegalArgumentException for empty array");
277 } catch (MathIllegalArgumentException ex) {
278
279 }
280 try {
281 noIntRegression.regress(new int[] {0, 1});
282 Assert.fail("Expecting ModelSpecificationException - too many regressors");
283 } catch (ModelSpecificationException ex) {
284
285 }
286 try {
287 noIntRegression.regress(new int[] {1});
288 Assert.fail("Expecting OutOfRangeException - invalid regression");
289 } catch (OutOfRangeException ex) {
290
291 }
292
293
294 final SimpleRegression regression = new SimpleRegression(true);
295 regression.addData(noint2[0][1], noint2[0][0]);
296 regression.addData(noint2[1][1], noint2[1][0]);
297 regression.addData(noint2[2][1], noint2[2][0]);
298 try {
299 regression.regress(null);
300 Assert.fail("Expecting MathIllegalArgumentException for null array");
301 } catch (MathIllegalArgumentException ex) {
302
303 }
304 try {
305 regression.regress(new int[] {});
306 Assert.fail("Expecting MathIllegalArgumentException for empty array");
307 } catch (MathIllegalArgumentException ex) {
308
309 }
310 try {
311 regression.regress(new int[] {0, 1, 2});
312 Assert.fail("Expecting ModelSpecificationException - too many regressors");
313 } catch (ModelSpecificationException ex) {
314
315 }
316 try {
317 regression.regress(new int[] {1,0});
318 Assert.fail("Expecting ModelSpecificationException - invalid regression");
319 } catch (ModelSpecificationException ex) {
320
321 }
322 try {
323 regression.regress(new int[] {3,4});
324 Assert.fail("Expecting OutOfRangeException");
325 } catch (OutOfRangeException ex) {
326
327 }
328 try {
329 regression.regress(new int[] {0,2});
330 Assert.fail("Expecting OutOfRangeException");
331 } catch (OutOfRangeException ex) {
332
333 }
334 try {
335 regression.regress(new int[] {2});
336 Assert.fail("Expecting OutOfRangeException");
337 } catch (OutOfRangeException ex) {
338
339 }
340 }
341
342 @Test
343 public void testNoInterceot_noint2(){
344 SimpleRegression regression = new SimpleRegression(false);
345 regression.addData(noint2[0][1], noint2[0][0]);
346 regression.addData(noint2[1][1], noint2[1][0]);
347 regression.addData(noint2[2][1], noint2[2][0]);
348 Assert.assertEquals("intercept", 0, regression.getIntercept(), 0);
349 Assert.assertEquals("slope", 0.727272727272727,
350 regression.getSlope(), 10E-12);
351 Assert.assertEquals("slope std err", 0.420827318078432E-01,
352 regression.getSlopeStdErr(),10E-12);
353 Assert.assertEquals("number of observations", 3, regression.getN());
354 Assert.assertEquals("r-square", 0.993348115299335,
355 regression.getRSquare(), 10E-12);
356 Assert.assertEquals("SSR", 40.7272727272727,
357 regression.getRegressionSumSquares(), 10E-9);
358 Assert.assertEquals("MSE", 0.136363636363636,
359 regression.getMeanSquareError(), 10E-10);
360 Assert.assertEquals("SSE", 0.272727272727273,
361 regression.getSumSquaredErrors(),10E-9);
362 }
363
364 @Test
365 public void testNoIntercept_noint1(){
366 SimpleRegression regression = new SimpleRegression(false);
367 for (int i = 0; i < noint1.length; i++) {
368 regression.addData(noint1[i][1], noint1[i][0]);
369 }
370 Assert.assertEquals("intercept", 0, regression.getIntercept(), 0);
371 Assert.assertEquals("slope", 2.07438016528926, regression.getSlope(), 10E-12);
372 Assert.assertEquals("slope std err", 0.165289256198347E-01,
373 regression.getSlopeStdErr(),10E-12);
374 Assert.assertEquals("number of observations", 11, regression.getN());
375 Assert.assertEquals("r-square", 0.999365492298663,
376 regression.getRSquare(), 10E-12);
377 Assert.assertEquals("SSR", 200457.727272727,
378 regression.getRegressionSumSquares(), 10E-9);
379 Assert.assertEquals("MSE", 12.7272727272727,
380 regression.getMeanSquareError(), 10E-10);
381 Assert.assertEquals("SSE", 127.272727272727,
382 regression.getSumSquaredErrors(),10E-9);
383 }
384
385 @Test
386 public void testNorris() {
387 SimpleRegression regression = new SimpleRegression();
388 for (int i = 0; i < data.length; i++) {
389 regression.addData(data[i][1], data[i][0]);
390 }
391
392
393 Assert.assertEquals("slope", 1.00211681802045, regression.getSlope(), 10E-12);
394 Assert.assertEquals("slope std err", 0.429796848199937E-03,
395 regression.getSlopeStdErr(),10E-12);
396 Assert.assertEquals("number of observations", 36, regression.getN());
397 Assert.assertEquals( "intercept", -0.262323073774029,
398 regression.getIntercept(),10E-12);
399 Assert.assertEquals("std err intercept", 0.232818234301152,
400 regression.getInterceptStdErr(),10E-12);
401 Assert.assertEquals("r-square", 0.999993745883712,
402 regression.getRSquare(), 10E-12);
403 Assert.assertEquals("SSR", 4255954.13232369,
404 regression.getRegressionSumSquares(), 10E-9);
405 Assert.assertEquals("MSE", 0.782864662630069,
406 regression.getMeanSquareError(), 10E-10);
407 Assert.assertEquals("SSE", 26.6173985294224,
408 regression.getSumSquaredErrors(),10E-9);
409
410
411 Assert.assertEquals( "predict(0)", -0.262323073774029,
412 regression.predict(0), 10E-12);
413 Assert.assertEquals("predict(1)", 1.00211681802045 - 0.262323073774029,
414 regression.predict(1), 10E-12);
415 }
416
417 @Test
418 public void testCorr() {
419 SimpleRegression regression = new SimpleRegression();
420 regression.addData(corrData);
421 Assert.assertEquals("number of observations", 17, regression.getN());
422 Assert.assertEquals("r-square", .896123, regression.getRSquare(), 10E-6);
423 Assert.assertEquals("r", -0.94663767742, regression.getR(), 1E-10);
424 }
425
426 @Test
427 public void testNaNs() {
428 SimpleRegression regression = new SimpleRegression();
429 Assert.assertTrue("intercept not NaN", Double.isNaN(regression.getIntercept()));
430 Assert.assertTrue("slope not NaN", Double.isNaN(regression.getSlope()));
431 Assert.assertTrue("slope std err not NaN", Double.isNaN(regression.getSlopeStdErr()));
432 Assert.assertTrue("intercept std err not NaN", Double.isNaN(regression.getInterceptStdErr()));
433 Assert.assertTrue("MSE not NaN", Double.isNaN(regression.getMeanSquareError()));
434 Assert.assertTrue("e not NaN", Double.isNaN(regression.getR()));
435 Assert.assertTrue("r-square not NaN", Double.isNaN(regression.getRSquare()));
436 Assert.assertTrue( "RSS not NaN", Double.isNaN(regression.getRegressionSumSquares()));
437 Assert.assertTrue("SSE not NaN",Double.isNaN(regression.getSumSquaredErrors()));
438 Assert.assertTrue("SSTO not NaN", Double.isNaN(regression.getTotalSumSquares()));
439 Assert.assertTrue("predict not NaN", Double.isNaN(regression.predict(0)));
440
441 regression.addData(1, 2);
442 regression.addData(1, 3);
443
444
445 Assert.assertTrue("intercept not NaN", Double.isNaN(regression.getIntercept()));
446 Assert.assertTrue("slope not NaN", Double.isNaN(regression.getSlope()));
447 Assert.assertTrue("slope std err not NaN", Double.isNaN(regression.getSlopeStdErr()));
448 Assert.assertTrue("intercept std err not NaN", Double.isNaN(regression.getInterceptStdErr()));
449 Assert.assertTrue("MSE not NaN", Double.isNaN(regression.getMeanSquareError()));
450 Assert.assertTrue("e not NaN", Double.isNaN(regression.getR()));
451 Assert.assertTrue("r-square not NaN", Double.isNaN(regression.getRSquare()));
452 Assert.assertTrue("RSS not NaN", Double.isNaN(regression.getRegressionSumSquares()));
453 Assert.assertTrue("SSE not NaN", Double.isNaN(regression.getSumSquaredErrors()));
454 Assert.assertTrue("predict not NaN", Double.isNaN(regression.predict(0)));
455
456
457 Assert.assertFalse("SSTO NaN", Double.isNaN(regression.getTotalSumSquares()));
458
459 regression = new SimpleRegression();
460
461 regression.addData(1, 2);
462 regression.addData(3, 3);
463
464
465 Assert.assertFalse("interceptNaN", Double.isNaN(regression.getIntercept()));
466 Assert.assertFalse("slope NaN", Double.isNaN(regression.getSlope()));
467 Assert.assertTrue("slope std err not NaN", Double.isNaN(regression.getSlopeStdErr()));
468 Assert.assertTrue("intercept std err not NaN", Double.isNaN(regression.getInterceptStdErr()));
469 Assert.assertTrue("MSE not NaN", Double.isNaN(regression.getMeanSquareError()));
470 Assert.assertFalse("r NaN", Double.isNaN(regression.getR()));
471 Assert.assertFalse("r-square NaN", Double.isNaN(regression.getRSquare()));
472 Assert.assertFalse("RSS NaN", Double.isNaN(regression.getRegressionSumSquares()));
473 Assert.assertFalse("SSE NaN", Double.isNaN(regression.getSumSquaredErrors()));
474 Assert.assertFalse("SSTO NaN", Double.isNaN(regression.getTotalSumSquares()));
475 Assert.assertFalse("predict NaN", Double.isNaN(regression.predict(0)));
476
477 regression.addData(1, 4);
478
479
480 Assert.assertFalse("MSE NaN", Double.isNaN(regression.getMeanSquareError()));
481 Assert.assertFalse("slope std err NaN", Double.isNaN(regression.getSlopeStdErr()));
482 Assert.assertFalse("intercept std err NaN", Double.isNaN(regression.getInterceptStdErr()));
483 }
484
485 @Test
486 public void testClear() {
487 SimpleRegression regression = new SimpleRegression();
488 regression.addData(corrData);
489 Assert.assertEquals("number of observations", 17, regression.getN());
490 regression.clear();
491 Assert.assertEquals("number of observations", 0, regression.getN());
492 regression.addData(corrData);
493 Assert.assertEquals("r-square", .896123, regression.getRSquare(), 10E-6);
494 regression.addData(data);
495 Assert.assertEquals("number of observations", 53, regression.getN());
496 }
497
498 @Test
499 public void testInference() {
500
501
502 SimpleRegression regression = new SimpleRegression();
503 regression.addData(infData);
504 Assert.assertEquals("slope std err", 0.011448491,
505 regression.getSlopeStdErr(), 1E-10);
506 Assert.assertEquals("std err intercept", 0.286036932,
507 regression.getInterceptStdErr(),1E-8);
508 Assert.assertEquals("significance", 4.596e-07,
509 regression.getSignificance(),1E-8);
510 Assert.assertEquals("slope conf interval half-width", 0.0270713794287,
511 regression.getSlopeConfidenceInterval(),1E-8);
512
513 regression = new SimpleRegression();
514 regression.addData(infData2);
515 Assert.assertEquals("slope std err", 1.07260253,
516 regression.getSlopeStdErr(), 1E-8);
517 Assert.assertEquals("std err intercept",4.17718672,
518 regression.getInterceptStdErr(),1E-8);
519 Assert.assertEquals("significance", 0.261829133982,
520 regression.getSignificance(),1E-11);
521 Assert.assertEquals("slope conf interval half-width", 2.97802204827,
522 regression.getSlopeConfidenceInterval(),1E-8);
523
524
525
526 Assert.assertTrue("tighter means wider",
527 regression.getSlopeConfidenceInterval() < regression.getSlopeConfidenceInterval(0.01));
528
529 try {
530 regression.getSlopeConfidenceInterval(1);
531 Assert.fail("expecting MathIllegalArgumentException for alpha = 1");
532 } catch (MathIllegalArgumentException ex) {
533
534 }
535 }
536
537 @Test
538 public void testPerfect() {
539 SimpleRegression regression = new SimpleRegression();
540 int n = 100;
541 for (int i = 0; i < n; i++) {
542 regression.addData(((double) i) / (n - 1), i);
543 }
544 Assert.assertEquals(0.0, regression.getSignificance(), 1.0e-5);
545 Assert.assertTrue(regression.getSlope() > 0.0);
546 Assert.assertTrue(regression.getSumSquaredErrors() >= 0.0);
547 }
548
549 @Test
550 public void testPerfect2() {
551 SimpleRegression regression = new SimpleRegression();
552 regression.addData(0, 0);
553 regression.addData(1, 1);
554 regression.addData(2, 2);
555 Assert.assertEquals(0.0, regression.getSlopeStdErr(), 0.0);
556 Assert.assertEquals(0.0, regression.getSignificance(), Double.MIN_VALUE);
557 Assert.assertEquals(1, regression.getRSquare(), Double.MIN_VALUE);
558 }
559
560 @Test
561 public void testPerfectNegative() {
562 SimpleRegression regression = new SimpleRegression();
563 int n = 100;
564 for (int i = 0; i < n; i++) {
565 regression.addData(- ((double) i) / (n - 1), i);
566 }
567
568 Assert.assertEquals(0.0, regression.getSignificance(), 1.0e-5);
569 Assert.assertTrue(regression.getSlope() < 0.0);
570 }
571
572 @Test
573 public void testRandom() {
574 SimpleRegression regression = new SimpleRegression();
575 Random random = new Random(1);
576 int n = 100;
577 for (int i = 0; i < n; i++) {
578 regression.addData(((double) i) / (n - 1), random.nextDouble());
579 }
580
581 Assert.assertTrue( 0.0 < regression.getSignificance()
582 && regression.getSignificance() < 1.0);
583 }
584
585
586
587 @Test
588 public void testSSENonNegative() {
589 double[] y = { 8915.102, 8919.302, 8923.502 };
590 double[] x = { 1.107178495E2, 1.107264895E2, 1.107351295E2 };
591 SimpleRegression reg = new SimpleRegression();
592 for (int i = 0; i < x.length; i++) {
593 reg.addData(x[i], y[i]);
594 }
595 Assert.assertTrue(reg.getSumSquaredErrors() >= 0.0);
596 }
597
598
599 @Test
600 public void testRemoveXY() {
601
602 SimpleRegression regression = new SimpleRegression();
603 regression.addData(infData);
604 regression.removeData(removeX, removeY);
605 regression.addData(removeX, removeY);
606
607 Assert.assertEquals("slope std err", 0.011448491,
608 regression.getSlopeStdErr(), 1E-10);
609 Assert.assertEquals("std err intercept", 0.286036932,
610 regression.getInterceptStdErr(),1E-8);
611 Assert.assertEquals("significance", 4.596e-07,
612 regression.getSignificance(),1E-8);
613 Assert.assertEquals("slope conf interval half-width", 0.0270713794287,
614 regression.getSlopeConfidenceInterval(),1E-8);
615 }
616
617
618
619 @Test
620 public void testRemoveSingle() {
621
622 SimpleRegression regression = new SimpleRegression();
623 regression.addData(infData);
624 regression.removeData(removeSingle);
625 regression.addData(removeSingle);
626
627 Assert.assertEquals("slope std err", 0.011448491,
628 regression.getSlopeStdErr(), 1E-10);
629 Assert.assertEquals("std err intercept", 0.286036932,
630 regression.getInterceptStdErr(),1E-8);
631 Assert.assertEquals("significance", 4.596e-07,
632 regression.getSignificance(),1E-8);
633 Assert.assertEquals("slope conf interval half-width", 0.0270713794287,
634 regression.getSlopeConfidenceInterval(),1E-8);
635 }
636
637
638 @Test
639 public void testRemoveMultiple() {
640
641 SimpleRegression regression = new SimpleRegression();
642 regression.addData(infData);
643 regression.removeData(removeMultiple);
644 regression.addData(removeMultiple);
645
646 Assert.assertEquals("slope std err", 0.011448491,
647 regression.getSlopeStdErr(), 1E-10);
648 Assert.assertEquals("std err intercept", 0.286036932,
649 regression.getInterceptStdErr(),1E-8);
650 Assert.assertEquals("significance", 4.596e-07,
651 regression.getSignificance(),1E-8);
652 Assert.assertEquals("slope conf interval half-width", 0.0270713794287,
653 regression.getSlopeConfidenceInterval(),1E-8);
654 }
655
656
657 @Test
658 public void testRemoveObsFromEmpty() {
659 SimpleRegression regression = new SimpleRegression();
660 regression.removeData(removeX, removeY);
661 Assert.assertEquals(regression.getN(), 0);
662 }
663
664
665 @Test
666 public void testRemoveObsFromSingle() {
667 SimpleRegression regression = new SimpleRegression();
668 regression.addData(removeX, removeY);
669 regression.removeData(removeX, removeY);
670 Assert.assertEquals(regression.getN(), 0);
671 }
672
673
674 @Test
675 public void testRemoveMultipleToEmpty() {
676 SimpleRegression regression = new SimpleRegression();
677 regression.addData(removeMultiple);
678 regression.removeData(removeMultiple);
679 Assert.assertEquals(regression.getN(), 0);
680 }
681
682
683 @Test
684 public void testRemoveMultiplePastEmpty() {
685 SimpleRegression regression = new SimpleRegression();
686 regression.addData(removeX, removeY);
687 regression.removeData(removeMultiple);
688 Assert.assertEquals(regression.getN(), 0);
689 }
690 }