psteitz 2004/10/23 23:30:01
Modified: math/src/test/org/apache/commons/math/stat/regression
SimpleRegressionTest.java
Log:
Fixed bugged test (pr #31860), added more R certified tests
Revision Changes Path
1.2 +31 -14
jakarta-commons/math/src/test/org/apache/commons/math/stat/regression/SimpleRegressionTest.java
Index: SimpleRegressionTest.java
===================================================================
RCS file:
/home/cvs/jakarta-commons/math/src/test/org/apache/commons/math/stat/regression/SimpleRegressionTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -u -r1.1 -r1.2
--- SimpleRegressionTest.java 8 Oct 2004 05:08:20 -0000 1.1
+++ SimpleRegressionTest.java 24 Oct 2004 06:30:01 -0000 1.2
@@ -60,11 +60,13 @@
private double[][] infData = { { 15.6, 5.2 }, {26.8, 6.1 }, {37.8, 8.7 },
{36.4, 8.5 },
{35.5, 8.8 }, {18.6, 4.9 }, {15.3, 4.5 }, {7.9, 2.5 }, {0.0, 1.1 }
};
-
+
/*
- * From http://www.xycoon.com/simple_linear_regression.htm
+ * Data with bad linear fit
*/
- private double[][] infData2 = { { 1, 3 }, {2, 5 }, {3, 7 }, {4, 14 }, {5, 11 }};
+ private double[][] infData2 = { { 1, 1 }, {2, 0 }, {3, 5 }, {4, 2 },
+ {5, -1 }, {6, 12 }
+ };
public SimpleRegressionTest(String name) {
super(name);
@@ -84,6 +86,8 @@
for (int i = 0; i < data.length; i++) {
regression.addData(data[i][1], data[i][0]);
}
+ // Tests against certified values from
+ // http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Norris.dat
assertEquals("slope", 1.00211681802045, regression.getSlope(), 10E-12);
assertEquals("slope std err", 0.429796848199937E-03,
regression.getSlopeStdErr(),10E-12);
@@ -100,6 +104,8 @@
regression.getMeanSquareError(), 10E-10);
assertEquals("SSE", 26.6173985294224,
regression.getSumSquaredErrors(),10E-9);
+ // ------------ End certified data tests
+
assertEquals( "predict(0)", -0.262323073774029,
regression.predict(0), 10E-12);
assertEquals("predict(1)", 1.00211681802045 - 0.262323073774029,
@@ -185,19 +191,30 @@
}
public void testInference() throws Exception {
-
- SimpleRegression regression = new SimpleRegression();
+ //---------- verified against R, version 1.8.1 -----
+ // infData
+ regression = new SimpleRegression();
regression.addData(infData);
-
- assertEquals("slope confidence interval", 0.0271,
- regression.getSlopeConfidenceInterval(), 0.0001);
- assertEquals("slope std err",0.01146,
- regression.getSlopeStdErr(), 0.0001);
-
+ assertEquals("slope std err", 0.011448491,
+ regression.getSlopeStdErr(), 1E-10);
+ assertEquals("std err intercept", 0.286036932,
+ regression.getInterceptStdErr(),1E-8);
+ assertEquals("significance", 4.596e-07,
+ regression.getSignificance(),1E-8);
+ assertEquals("slope conf interval half-width", 0.0270713794287,
+ regression.getSlopeConfidenceInterval(),1E-8);
+ // infData2
regression = new SimpleRegression();
regression.addData(infData2);
- assertEquals("significance",0.023331,
- regression.getSignificance(),0.0001);
+ assertEquals("slope std err", 1.07260253,
+ regression.getSlopeStdErr(), 1E-8);
+ assertEquals("std err intercept",4.17718672,
+ regression.getInterceptStdErr(),1E-8);
+ assertEquals("significance", 0.26183,
+ regression.getSignificance(),1E-5);
+ assertEquals("slope conf interval half-width", 2.97802204827,
+ regression.getSlopeConfidenceInterval(),1E-8);
+ //------------- End R-verified tests -------------------------------
//FIXME: get a real example to test against with alpha = .01
assertTrue("tighter means wider",
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