Author: luc
Date: Mon Feb 26 14:22:53 2007
New Revision: 512039
URL: http://svn.apache.org/viewvc?view=rev&rev=512039
Log:
added support for generation and analysis of random vectors
Added:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/GaussianRandomGenerator.java
- copied, changed from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/GaussianRandomGenerator.java
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/NormalizedRandomGenerator.java
- copied, changed from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/NormalizedRandomGenerator.java
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/NotPositiveDefiniteMatrixException.java
- copied, changed from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/NotPositiveDefiniteMatrixException.java
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/RandomVectorGenerator.java
- copied, changed from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/RandomVectorGenerator.java
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/UncorrelatedRandomVectorGenerator.java
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/UniformRandomGenerator.java
- copied, changed from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/UniformRandomGenerator.java
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/descriptive/moment/VectorialCovariance.java
(with props)
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/descriptive/moment/VectorialMean.java
(with props)
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/GaussianRandomGeneratorTest.java
- copied, changed from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/GaussianRandomGeneratorTest.java
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/UncorrelatedRandomVectorGeneratorTest.java
- copied, changed from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/UncorrelatedRandomVectorGeneratorTest.java
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/UniformRandomGeneratorTest.java
- copied, changed from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/UniformRandomGeneratorTest.java
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/descriptive/moment/VectorialCovarianceTest.java
(with props)
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/descriptive/moment/VectorialMeanTest.java
(with props)
Removed:
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/CorrelatedRandomVectorGenerator.java
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/GaussianRandomGenerator.java
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/NormalizedRandomGenerator.java
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/NotPositiveDefiniteMatrixException.java
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/RandomVectorGenerator.java
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/UncorrelatedRandomVectorGenerator.java
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/UniformRandomGenerator.java
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/CorrelatedRandomVectorGeneratorTest.java
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/GaussianRandomGeneratorTest.java
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/UncorrelatedRandomVectorGeneratorTest.java
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/UniformRandomGeneratorTest.java
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/VectorialSampleStatisticsTest.java
Copied:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/GaussianRandomGenerator.java
(from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/GaussianRandomGenerator.java)
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/GaussianRandomGenerator.java?view=diff&rev=512039&p1=jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/GaussianRandomGenerator.java&r1=511516&p2=jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/GaussianRandomGenerator.java&r2=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/GaussianRandomGenerator.java
(original)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/GaussianRandomGenerator.java
Mon Feb 26 14:22:53 2007
@@ -15,55 +15,31 @@
// specific language governing permissions and limitations
// under the License.
-package org.spaceroots.mantissa.random;
-
-import java.util.Random;
-
-/** This class is a gaussian normalized random generator
- * for scalars.
-
- * <p>This class is a simple interface adaptor around the [EMAIL PROTECTED]
- * java.util.Random#nextGaussian nextGaussian} method.</p>
-
- * @version $Id: GaussianRandomGenerator.java 1705 2006-09-17 19:57:39Z luc $
- * @author L. Maisonobe
+package org.apache.commons.math.random;
+/** This class is a gaussian normalized random generator for scalars.
+ * <p>This class is a simple wrapper around the [EMAIL PROTECTED]
+ * RandomGenerator#nextGaussian} method.</p>
+ * @version $Revision:$ $Date$
*/
-public class GaussianRandomGenerator
- implements NormalizedRandomGenerator {
-
- /** Create a new generator.
- * The seed of the generator is related to the current time.
- */
- public GaussianRandomGenerator() {
- generator = new Random();
- }
-
- /** Creates a new random number generator using a single int seed.
- * @param seed the initial seed (32 bits integer)
- */
- public GaussianRandomGenerator(int seed) {
- generator = new Random(seed);
- }
-
- /** Create a new generator initialized with a single long seed.
- * @param seed seed for the generator (64 bits integer)
- */
- public GaussianRandomGenerator(long seed) {
- generator = new Random(seed);
- }
-
- /** Generate a random scalar with null mean and unit standard deviation.
- * @return a random scalar with null mean and unit standard deviation
- */
- public double nextDouble() {
- return generator.nextGaussian();
- }
+public class GaussianRandomGenerator implements NormalizedRandomGenerator {
- /** Underlying generator. */
- private Random generator;
+ /** Create a new generator.
+ * @param generator underlying random generator to use
+ */
+ public GaussianRandomGenerator(RandomGenerator generator) {
+ this.generator = generator;
+ }
+
+ /** Generate a random scalar with null mean and unit standard deviation.
+ * @return a random scalar with null mean and unit standard deviation
+ */
+ public double nextNormalizedDouble() {
+ return generator.nextGaussian();
+ }
- private static final long serialVersionUID = 5504568059866195697L;
+ /** Underlying generator. */
+ private RandomGenerator generator;
}
Copied:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/NormalizedRandomGenerator.java
(from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/NormalizedRandomGenerator.java)
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/NormalizedRandomGenerator.java?view=diff&rev=512039&p1=jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/NormalizedRandomGenerator.java&r1=511516&p2=jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/NormalizedRandomGenerator.java&r2=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/NormalizedRandomGenerator.java
(original)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/NormalizedRandomGenerator.java
Mon Feb 26 14:22:53 2007
@@ -15,26 +15,22 @@
// specific language governing permissions and limitations
// under the License.
-package org.spaceroots.mantissa.random;
-
-import java.io.Serializable;
+package org.apache.commons.math.random;
/** This interface represent a normalized random generator for
* scalars.
- * Normalized generator should provide null mean and unit standard
- * deviation scalars.
- * @version $Id: NormalizedRandomGenerator.java 1705 2006-09-17 19:57:39Z luc $
- * @author L. Maisonobe
+ * Normalized generator provide null mean and unit standard deviation scalars.
+ * @version $Revision:$ $Date$
*/
-public interface NormalizedRandomGenerator extends Serializable {
+public interface NormalizedRandomGenerator {
/** Generate a random scalar with null mean and unit standard deviation.
* <p>This method does <strong>not</strong> specify the shape of the
* distribution, it is the implementing class that provides it. The
* only contract here is to generate numbers with null mean and unit
* standard deviation.</p>
- * @return a random scalar
+ * @return a random scalar with null mean and unit standard deviation
*/
- public double nextDouble();
+ public double nextNormalizedDouble();
}
Copied:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/NotPositiveDefiniteMatrixException.java
(from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/NotPositiveDefiniteMatrixException.java)
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/NotPositiveDefiniteMatrixException.java?view=diff&rev=512039&p1=jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/NotPositiveDefiniteMatrixException.java&r1=511516&p2=jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/NotPositiveDefiniteMatrixException.java&r2=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/NotPositiveDefiniteMatrixException.java
(original)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/NotPositiveDefiniteMatrixException.java
Mon Feb 26 14:22:53 2007
@@ -15,36 +15,25 @@
// specific language governing permissions and limitations
// under the License.
-package org.spaceroots.mantissa.random;
+package org.apache.commons.math.random;
-import org.spaceroots.mantissa.MantissaException;
+import org.apache.commons.math.MathException;
/** This class represents exceptions thrown by the correlated random
* vector generator.
-
- * @version $Id: NotPositiveDefiniteMatrixException.java 1705 2006-09-17
19:57:39Z luc $
- * @author L. Maisonobe
-
+ * @version $Revision:$ $Date$
*/
-public class NotPositiveDefiniteMatrixException
- extends MantissaException {
-
- /** Simple constructor.
- * build an exception with a default message.
- */
- public NotPositiveDefiniteMatrixException() {
- super("not positive definite matrix");
- }
+public class NotPositiveDefiniteMatrixException extends MathException {
- /** Simple constructor.
- * build an exception with the specified message.
- * @param message message to use to build the exception
- */
- public NotPositiveDefiniteMatrixException(String message) {
- super(message);
- }
+ /** Serializable version identifier */
+ private static final long serialVersionUID = 4122929125438624648L;
- private static final long serialVersionUID = -6801349873804445905L;
+ /** Simple constructor.
+ * build an exception with a default message.
+ */
+ public NotPositiveDefiniteMatrixException() {
+ super("not positive definite matrix", new Object[0]);
+ }
}
Copied:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/RandomVectorGenerator.java
(from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/RandomVectorGenerator.java)
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/RandomVectorGenerator.java?view=diff&rev=512039&p1=jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/RandomVectorGenerator.java&r1=511516&p2=jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/RandomVectorGenerator.java&r2=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/RandomVectorGenerator.java
(original)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/RandomVectorGenerator.java
Mon Feb 26 14:22:53 2007
@@ -15,7 +15,7 @@
// specific language governing permissions and limitations
// under the License.
-package org.spaceroots.mantissa.random;
+package org.apache.commons.math.random;
/** This interface represent a random generator for whole vectors.
@@ -27,10 +27,7 @@
public interface RandomVectorGenerator {
/** Generate a random vector.
- * @return a random vector as an array of double. The generator
- * <em>will</em> reuse the same array for each call, in order to
- * save the allocation time, so the user should keep a copy by
- * himself if he needs so.
+ * @return a random vector as an array of double.
*/
public double[] nextVector();
Added:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/UncorrelatedRandomVectorGenerator.java
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/UncorrelatedRandomVectorGenerator.java?view=auto&rev=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/UncorrelatedRandomVectorGenerator.java
(added)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/UncorrelatedRandomVectorGenerator.java
Mon Feb 26 14:22:53 2007
@@ -0,0 +1,86 @@
+// Licensed to the Apache Software Foundation (ASF) under one
+// or more contributor license agreements. See the NOTICE file
+// distributed with this work for additional information
+// regarding copyright ownership. The ASF licenses this file
+// to you under the Apache License, Version 2.0 (the
+// "License"); you may not use this file except in compliance
+// with the License. You may obtain a copy of the License at
+//
+// http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing,
+// software distributed under the License is distributed on an
+// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+// KIND, either express or implied. See the License for the
+// specific language governing permissions and limitations
+// under the License.
+
+package org.apache.commons.math.random;
+
+import java.util.Arrays;
+
+/** This class allows to generate random vectors with uncorrelated components.
+ * @version $Id:$
+ */
+
+public class UncorrelatedRandomVectorGenerator
+ implements RandomVectorGenerator {
+
+ /** Simple constructor.
+ * <p>Build an uncorrelated random vector generator from
+ * its mean and standard deviation vectors.</p>
+ * @param mean expected mean values for each component
+ * @param standardDeviation standard deviation for each component
+ * @param generator underlying generator for uncorrelated normalized
+ * components
+ */
+ public UncorrelatedRandomVectorGenerator(double[] mean,
+ double[] standardDeviation,
+ NormalizedRandomGenerator
generator) {
+ if (mean.length != standardDeviation.length) {
+ throw new IllegalArgumentException("dimension mismatch");
+ }
+ this.mean = (double[]) mean.clone();
+ this.standardDeviation = (double[]) standardDeviation.clone();
+ this.generator = generator;
+ }
+
+ /** Simple constructor.
+ * <p>Build a null mean random and unit standard deviation
+ * uncorrelated vector generator</p>
+ * @param dimension dimension of the vectors to generate
+ * @param generator underlying generator for uncorrelated normalized
+ * components
+ */
+ public UncorrelatedRandomVectorGenerator(int dimension,
+ NormalizedRandomGenerator
generator) {
+ mean = new double[dimension];
+ standardDeviation = new double[dimension];
+ Arrays.fill(standardDeviation, 1.0);
+ this.generator = generator;
+ }
+
+ /** Generate a correlated random vector.
+ * @return a random vector as a newly built array of double
+ */
+ public double[] nextVector() {
+
+ double[] random = new double[mean.length];
+ for (int i = 0; i < random.length; ++i) {
+ random[i] = mean[i] + standardDeviation[i] *
generator.nextNormalizedDouble();
+ }
+
+ return random;
+
+ }
+
+ /** Mean vector. */
+ private double[] mean;
+
+ /** Standard deviation vector. */
+ private double[] standardDeviation;
+
+ /** Underlying scalar generator. */
+ private NormalizedRandomGenerator generator;
+
+}
Copied:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/UniformRandomGenerator.java
(from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/UniformRandomGenerator.java)
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/UniformRandomGenerator.java?view=diff&rev=512039&p1=jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/UniformRandomGenerator.java&r1=511516&p2=jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/UniformRandomGenerator.java&r2=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/mantissa/src/org/spaceroots/mantissa/random/UniformRandomGenerator.java
(original)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/random/UniformRandomGenerator.java
Mon Feb 26 14:22:53 2007
@@ -15,62 +15,36 @@
// specific language governing permissions and limitations
// under the License.
-package org.spaceroots.mantissa.random;
-
-import java.util.Random;
+package org.apache.commons.math.random;
/** This class implements a normalized uniform random generator.
-
- * <p>Since this is a normalized random generator, it has a null mean
+ * <p>Since it is a normalized random generator, it has a null mean
* and a unit standard deviation. Being also a uniform
- * generator, it produces numbers in the range [-sqrt(3) ;
- * sqrt(3)].</p>
-
- * @version $Id: UniformRandomGenerator.java 1705 2006-09-17 19:57:39Z luc $
- * @author L. Maisonobe
-
+ * generator, it produces numbers in the range [-&sqrt;(3) ; +&sqrt;(3)].</p>
+ * @version $Revision:$ $Date$
*/
-public class UniformRandomGenerator
- implements NormalizedRandomGenerator {
-
- /** Create a new generator.
- * The seed of the generator is related to the current time.
- */
- public UniformRandomGenerator() {
- generator = new Random();
- }
-
- /** Creates a new random number generator using a single int seed.
- * @param seed the initial seed (32 bits integer)
- */
- public UniformRandomGenerator(int seed) {
- generator = new Random(seed);
- }
-
- /** Create a new generator initialized with a single long seed.
- * @param seed seed for the generator (64 bits integer)
- */
- public UniformRandomGenerator(long seed) {
- generator = new Random(seed);
- }
-
- /** Generate a random scalar with null mean and unit standard deviation.
- * <p>The number generated is uniformly distributed between -sqrt(3)
- * and sqrt(3).</p>
- * @return a random scalar with null mean and unit standard deviation
- */
- public double nextDouble() {
- return TWOSQRT3 * generator.nextDouble() - SQRT3;
- }
-
- /** Underlying generator. */
- private Random generator;
+public class UniformRandomGenerator implements NormalizedRandomGenerator {
- private static final double SQRT3 = Math.sqrt(3.0);
+ /** Create a new generator.
+ * @param generator underlying random generator to use
+ */
+ public UniformRandomGenerator(RandomGenerator generator) {
+ this.generator = generator;
+ }
+
+ /** Generate a random scalar with null mean and unit standard deviation.
+ * <p>The number generated is uniformly distributed between -&sqrt;(3)
+ * and +&sqrt;(3).</p>
+ * @return a random scalar with null mean and unit standard deviation
+ */
+ public double nextNormalizedDouble() {
+ return SQRT3 * (2 * generator.nextDouble() - 1.0);
+ }
- private static final double TWOSQRT3 = 2.0 * Math.sqrt(3.0);
+ /** Underlying generator. */
+ private RandomGenerator generator;
- private static final long serialVersionUID = -6913329325753217654L;
+ private static final double SQRT3 = Math.sqrt(3.0);
}
Added:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/descriptive/moment/VectorialCovariance.java
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/descriptive/moment/VectorialCovariance.java?view=auto&rev=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/descriptive/moment/VectorialCovariance.java
(added)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/descriptive/moment/VectorialCovariance.java
Mon Feb 26 14:22:53 2007
@@ -0,0 +1,105 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.stat.descriptive.moment;
+
+import java.io.Serializable;
+
+import org.apache.commons.math.DimensionMismatchException;
+import org.apache.commons.math.linear.RealMatrix;
+import org.apache.commons.math.linear.RealMatrixImpl;
+
+/**
+ * Returns the covariance matrix of the available vectors.
+ * @version $Revision:$
+ */
+public class VectorialCovariance implements Serializable {
+
+ /** Serializable version identifier */
+ private static final long serialVersionUID = 4118372414238930270L;
+
+ /** Sums for each component. */
+ private double[] sums;
+
+ /** Sums of products for each component. */
+ private double[] productsSums;
+
+ /** Number of vectors in the sample. */
+ private long n;
+
+ /** Constructs a VectorialMean.
+ * @param dimension vectors dimension
+ */
+ public VectorialCovariance(int dimension) {
+ sums = new double[dimension];
+ productsSums = new double[dimension * (dimension + 1) / 2];
+ n = 0;
+ }
+
+ /**
+ * Add a new vector to the sample.
+ * @param vector vector to add
+ * @exception DimensionMismatchException if the vector does not have the
right dimension
+ */
+ public void increment(double[] v) throws DimensionMismatchException {
+ if (v.length != sums.length) {
+ throw new DimensionMismatchException(v.length, sums.length);
+ }
+ int k = 0;
+ for (int i = 0; i < v.length; ++i) {
+ sums[i] += v[i];
+ for (int j = 0; j <= i; ++j) {
+ productsSums[k++] += v[i] * v[j];
+ }
+ }
+ n++;
+ }
+
+ /**
+ * Get the covariance matrix.
+ * @return covariance matrix
+ */
+ public RealMatrix getResult() {
+
+ int dimension = sums.length;
+ RealMatrixImpl result = new RealMatrixImpl(dimension, dimension);
+
+ if (n > 1) {
+ double[][] resultData = result.getDataRef();
+ double c = 1.0 / (n * (n - 1));
+ int k = 0;
+ for (int i = 0; i < dimension; ++i) {
+ for (int j = 0; j <= i; ++j) {
+ double e = c * (n * productsSums[k++] - sums[i] * sums[j]);
+ resultData[i][j] = e;
+ resultData[j][i] = e;
+ }
+ }
+ }
+
+ return result;
+
+ }
+
+ /**
+ * Get the number of vectors in the sample.
+ * @return number of vectors in the sample
+ */
+ public long getN() {
+ return n;
+ }
+
+}
\ No newline at end of file
Propchange:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/descriptive/moment/VectorialCovariance.java
------------------------------------------------------------------------------
svn:eol-style = native
Added:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/descriptive/moment/VectorialMean.java
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/descriptive/moment/VectorialMean.java?view=auto&rev=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/descriptive/moment/VectorialMean.java
(added)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/descriptive/moment/VectorialMean.java
Mon Feb 26 14:22:53 2007
@@ -0,0 +1,79 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.stat.descriptive.moment;
+
+import java.io.Serializable;
+
+import org.apache.commons.math.DimensionMismatchException;
+
+/**
+ * Returns the arithmetic mean of the available vectors.
+ * @version $Revision:$
+ */
+public class VectorialMean implements Serializable {
+
+ /** Serializable version identifier */
+ private static final long serialVersionUID = 8223009086481006892L;
+
+ /** Means for each component. */
+ private Mean[] means;
+
+ /** Constructs a VectorialMean.
+ * @param dimension vectors dimension
+ */
+ public VectorialMean(int dimension) {
+ means = new Mean[dimension];
+ for (int i = 0; i < dimension; ++i) {
+ means[i] = new Mean();
+ }
+ }
+
+ /**
+ * Add a new vector to the sample.
+ * @param vector vector to add
+ * @exception DimensionMismatchException if the vector does not have the
right dimension
+ */
+ public void increment(double[] v) throws DimensionMismatchException {
+ if (v.length != means.length) {
+ throw new DimensionMismatchException(v.length, means.length);
+ }
+ for (int i = 0; i < v.length; ++i) {
+ means[i].increment(v[i]);
+ }
+ }
+
+ /**
+ * Get the mean vector.
+ * @return mean vector
+ */
+ public double[] getResult() {
+ double[] result = new double[means.length];
+ for (int i = 0; i < result.length; ++i) {
+ result[i] = means[i].getResult();
+ }
+ return result;
+ }
+
+ /**
+ * Get the number of vectors in the sample.
+ * @return number of vectors in the sample
+ */
+ public long getN() {
+ return (means.length == 0) ? 0 : means[0].getN();
+ }
+
+}
\ No newline at end of file
Propchange:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/descriptive/moment/VectorialMean.java
------------------------------------------------------------------------------
svn:eol-style = native
Copied:
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/GaussianRandomGeneratorTest.java
(from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/GaussianRandomGeneratorTest.java)
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/GaussianRandomGeneratorTest.java?view=diff&rev=512039&p1=jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/GaussianRandomGeneratorTest.java&r1=511516&p2=jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/GaussianRandomGeneratorTest.java&r2=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/GaussianRandomGeneratorTest.java
(original)
+++
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/GaussianRandomGeneratorTest.java
Mon Feb 26 14:22:53 2007
@@ -1,43 +1,47 @@
-// Licensed to the Apache Software Foundation (ASF) under one
-// or more contributor license agreements. See the NOTICE file
-// distributed with this work for additional information
-// regarding copyright ownership. The ASF licenses this file
-// to you under the Apache License, Version 2.0 (the
-// "License"); you may not use this file except in compliance
-// with the License. You may obtain a copy of the License at
-//
-// http://www.apache.org/licenses/LICENSE-2.0
-//
-// Unless required by applicable law or agreed to in writing,
-// software distributed under the License is distributed on an
-// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
-// KIND, either express or implied. See the License for the
-// specific language governing permissions and limitations
-// under the License.
+//Licensed to the Apache Software Foundation (ASF) under one
+//or more contributor license agreements. See the NOTICE file
+//distributed with this work for additional information
+//regarding copyright ownership. The ASF licenses this file
+//to you under the Apache License, Version 2.0 (the
+//"License"); you may not use this file except in compliance
+//with the License. You may obtain a copy of the License at
+
+//http://www.apache.org/licenses/LICENSE-2.0
+
+//Unless required by applicable law or agreed to in writing,
+//software distributed under the License is distributed on an
+//"AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+//KIND, either express or implied. See the License for the
+//specific language governing permissions and limitations
+//under the License.
-package org.spaceroots.mantissa.random;
+package org.apache.commons.math.random;
+
+import org.apache.commons.math.stat.StatUtils;
import junit.framework.*;
public class GaussianRandomGeneratorTest
- extends TestCase {
+extends TestCase {
+
+ public GaussianRandomGeneratorTest(String name) {
+ super(name);
+ }
+
+ public void testMeanAndStandardDeviation() {
+ RandomGenerator rg = new JDKRandomGenerator();
+ rg.setSeed(17399225432l);
+ GaussianRandomGenerator generator = new GaussianRandomGenerator(rg);
+ double[] sample = new double[10000];
+ for (int i = 0; i < sample.length; ++i) {
+ sample[i] = generator.nextNormalizedDouble();
+ }
+ assertEquals(0.0, StatUtils.mean(sample), 0.012);
+ assertEquals(1.0, StatUtils.variance(sample), 0.01);
+ }
- public GaussianRandomGeneratorTest(String name) {
- super(name);
- }
-
- public void testMeanAndStandardDeviation() {
- GaussianRandomGenerator generator = new
GaussianRandomGenerator(17399225432l);
- ScalarSampleStatistics sample = new ScalarSampleStatistics();
- for (int i = 0; i < 10000; ++i) {
- sample.add(generator.nextDouble());
+ public static Test suite() {
+ return new TestSuite(GaussianRandomGeneratorTest.class);
}
- assertEquals(0.0, sample.getMean(), 0.012);
- assertEquals(1.0, sample.getStandardDeviation(), 0.01);
- }
-
- public static Test suite() {
- return new TestSuite(GaussianRandomGeneratorTest.class);
- }
}
Copied:
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/UncorrelatedRandomVectorGeneratorTest.java
(from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/UncorrelatedRandomVectorGeneratorTest.java)
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/UncorrelatedRandomVectorGeneratorTest.java?view=diff&rev=512039&p1=jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/UncorrelatedRandomVectorGeneratorTest.java&r1=511516&p2=jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/UncorrelatedRandomVectorGeneratorTest.java&r2=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/UncorrelatedRandomVectorGeneratorTest.java
(original)
+++
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/UncorrelatedRandomVectorGeneratorTest.java
Mon Feb 26 14:22:53 2007
@@ -1,78 +1,86 @@
-// Licensed to the Apache Software Foundation (ASF) under one
-// or more contributor license agreements. See the NOTICE file
-// distributed with this work for additional information
-// regarding copyright ownership. The ASF licenses this file
-// to you under the Apache License, Version 2.0 (the
-// "License"); you may not use this file except in compliance
-// with the License. You may obtain a copy of the License at
-//
-// http://www.apache.org/licenses/LICENSE-2.0
-//
-// Unless required by applicable law or agreed to in writing,
-// software distributed under the License is distributed on an
-// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
-// KIND, either express or implied. See the License for the
-// specific language governing permissions and limitations
-// under the License.
-
-package org.spaceroots.mantissa.random;
-
-import org.spaceroots.mantissa.linalg.SymetricalMatrix;
+//Licensed to the Apache Software Foundation (ASF) under one
+//or more contributor license agreements. See the NOTICE file
+//distributed with this work for additional information
+//regarding copyright ownership. The ASF licenses this file
+//to you under the Apache License, Version 2.0 (the
+//"License"); you may not use this file except in compliance
+//with the License. You may obtain a copy of the License at
+
+//http://www.apache.org/licenses/LICENSE-2.0
+
+//Unless required by applicable law or agreed to in writing,
+//software distributed under the License is distributed on an
+//"AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+//KIND, either express or implied. See the License for the
+//specific language governing permissions and limitations
+//under the License.
+
+package org.apache.commons.math.random;
+
+import org.apache.commons.math.DimensionMismatchException;
+import org.apache.commons.math.linear.RealMatrix;
+import org.apache.commons.math.stat.descriptive.moment.VectorialCovariance;
+import org.apache.commons.math.stat.descriptive.moment.VectorialMean;
import junit.framework.*;
public class UncorrelatedRandomVectorGeneratorTest
- extends TestCase {
+extends TestCase {
- public UncorrelatedRandomVectorGeneratorTest(String name) {
- super(name);
- mean = null;
- standardDeviation = null;
- generator = null;
- }
-
- public void testMeanAndCorrelation() {
-
- VectorialSampleStatistics sample = new VectorialSampleStatistics();
- for (int i = 0; i < 10000; ++i) {
- sample.add(generator.nextVector());
+ public UncorrelatedRandomVectorGeneratorTest(String name) {
+ super(name);
+ mean = null;
+ standardDeviation = null;
+ generator = null;
}
- double[] estimatedMean = sample.getMean();
- double scale;
- SymetricalMatrix estimatedCorrelation = sample.getCovarianceMatrix(null);
- for (int i = 0; i < estimatedMean.length; ++i) {
- assertEquals(mean[i], estimatedMean[i], 0.07);
- for (int j = 0; j < i; ++j) {
- scale = standardDeviation[i] * standardDeviation[j];
- assertEquals(0, estimatedCorrelation.getElement(i, j) / scale, 0.03);
- }
- scale = standardDeviation[i] * standardDeviation[i];
- assertEquals(1, estimatedCorrelation.getElement(i, i) / scale, 0.025);
+ public void testMeanAndCorrelation() throws DimensionMismatchException {
+
+ VectorialMean meanStat = new VectorialMean(mean.length);
+ VectorialCovariance covStat = new VectorialCovariance(mean.length);
+ for (int i = 0; i < 10000; ++i) {
+ double[] v = generator.nextVector();
+ meanStat.increment(v);
+ covStat.increment(v);
+ }
+
+ double[] estimatedMean = meanStat.getResult();
+ double scale;
+ RealMatrix estimatedCorrelation = covStat.getResult();
+ for (int i = 0; i < estimatedMean.length; ++i) {
+ assertEquals(mean[i], estimatedMean[i], 0.07);
+ for (int j = 0; j < i; ++j) {
+ scale = standardDeviation[i] * standardDeviation[j];
+ assertEquals(0, estimatedCorrelation.getEntry(i, j) / scale,
0.03);
+ }
+ scale = standardDeviation[i] * standardDeviation[i];
+ assertEquals(1, estimatedCorrelation.getEntry(i, i) / scale,
0.025);
+ }
+
}
- }
+ public void setUp() {
+ mean = new double[] {0.0, 1.0, -3.0, 2.3};
+ standardDeviation = new double[] {1.0, 2.0, 10.0, 0.1};
+ RandomGenerator rg = new JDKRandomGenerator();
+ rg.setSeed(17399225432l);
+ generator =
+ new UncorrelatedRandomVectorGenerator(mean, standardDeviation,
+ new GaussianRandomGenerator(rg));
+ }
+
+ public void tearDown() {
+ mean = null;
+ standardDeviation = null;
+ generator = null;
+ }
+
+ public static Test suite() {
+ return new TestSuite(UncorrelatedRandomVectorGeneratorTest.class);
+ }
- public void setUp() {
- mean = new double[] {0.0, 1.0, -3.0, 2.3};
- standardDeviation = new double[] {1.0, 2.0, 10.0, 0.1};
- generator =
- new UncorrelatedRandomVectorGenerator(mean, standardDeviation,
- new
GaussianRandomGenerator(17399225432l));
- }
-
- public void tearDown() {
- mean = null;
- standardDeviation = null;
- generator = null;
- }
-
- public static Test suite() {
- return new TestSuite(UncorrelatedRandomVectorGeneratorTest.class);
- }
-
- private double[] mean;
- private double[] standardDeviation;
- private UncorrelatedRandomVectorGenerator generator;
+ private double[] mean;
+ private double[] standardDeviation;
+ private UncorrelatedRandomVectorGenerator generator;
}
Copied:
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/UniformRandomGeneratorTest.java
(from r511516,
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/UniformRandomGeneratorTest.java)
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/UniformRandomGeneratorTest.java?view=diff&rev=512039&p1=jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/UniformRandomGeneratorTest.java&r1=511516&p2=jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/UniformRandomGeneratorTest.java&r2=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/mantissa/tests-src/org/spaceroots/mantissa/random/UniformRandomGeneratorTest.java
(original)
+++
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/random/UniformRandomGeneratorTest.java
Mon Feb 26 14:22:53 2007
@@ -1,43 +1,47 @@
-// Licensed to the Apache Software Foundation (ASF) under one
-// or more contributor license agreements. See the NOTICE file
-// distributed with this work for additional information
-// regarding copyright ownership. The ASF licenses this file
-// to you under the Apache License, Version 2.0 (the
-// "License"); you may not use this file except in compliance
-// with the License. You may obtain a copy of the License at
-//
-// http://www.apache.org/licenses/LICENSE-2.0
-//
-// Unless required by applicable law or agreed to in writing,
-// software distributed under the License is distributed on an
-// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
-// KIND, either express or implied. See the License for the
-// specific language governing permissions and limitations
-// under the License.
+//Licensed to the Apache Software Foundation (ASF) under one
+//or more contributor license agreements. See the NOTICE file
+//distributed with this work for additional information
+//regarding copyright ownership. The ASF licenses this file
+//to you under the Apache License, Version 2.0 (the
+//"License"); you may not use this file except in compliance
+//with the License. You may obtain a copy of the License at
+
+//http://www.apache.org/licenses/LICENSE-2.0
+
+//Unless required by applicable law or agreed to in writing,
+//software distributed under the License is distributed on an
+//"AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+//KIND, either express or implied. See the License for the
+//specific language governing permissions and limitations
+//under the License.
-package org.spaceroots.mantissa.random;
+package org.apache.commons.math.random;
+
+import org.apache.commons.math.stat.StatUtils;
import junit.framework.*;
public class UniformRandomGeneratorTest
- extends TestCase {
+extends TestCase {
+
+ public UniformRandomGeneratorTest(String name) {
+ super(name);
+ }
+
+ public void testMeanAndStandardDeviation() {
+ RandomGenerator rg = new JDKRandomGenerator();
+ rg.setSeed(17399225432l);
+ UniformRandomGenerator generator = new UniformRandomGenerator(rg);
+ double[] sample = new double[10000];
+ for (int i = 0; i < sample.length; ++i) {
+ sample[i] = generator.nextNormalizedDouble();
+ }
+ assertEquals(0.0, StatUtils.mean(sample), 0.07);
+ assertEquals(1.0, StatUtils.variance(sample), 0.02);
+ }
- public UniformRandomGeneratorTest(String name) {
- super(name);
- }
-
- public void testMeanAndStandardDeviation() {
- UniformRandomGenerator generator = new
UniformRandomGenerator(17399225432l);
- ScalarSampleStatistics sample = new ScalarSampleStatistics();
- for (int i = 0; i < 1000; ++i) {
- sample.add(generator.nextDouble());
+ public static Test suite() {
+ return new TestSuite(UniformRandomGeneratorTest.class);
}
- assertEquals(0.0, sample.getMean(), 0.07);
- assertEquals(1.0, sample.getStandardDeviation(), 0.02);
- }
-
- public static Test suite() {
- return new TestSuite(UniformRandomGeneratorTest.class);
- }
}
Added:
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/descriptive/moment/VectorialCovarianceTest.java
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/descriptive/moment/VectorialCovarianceTest.java?view=auto&rev=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/descriptive/moment/VectorialCovarianceTest.java
(added)
+++
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/descriptive/moment/VectorialCovarianceTest.java
Mon Feb 26 14:22:53 2007
@@ -0,0 +1,101 @@
+//Licensed to the Apache Software Foundation (ASF) under one
+//or more contributor license agreements. See the NOTICE file
+//distributed with this work for additional information
+//regarding copyright ownership. The ASF licenses this file
+//to you under the Apache License, Version 2.0 (the
+//"License"); you may not use this file except in compliance
+//with the License. You may obtain a copy of the License at
+
+//http://www.apache.org/licenses/LICENSE-2.0
+
+//Unless required by applicable law or agreed to in writing,
+//software distributed under the License is distributed on an
+//"AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+//KIND, either express or implied. See the License for the
+//specific language governing permissions and limitations
+//under the License.
+
+package org.apache.commons.math.stat.descriptive.moment;
+
+import org.apache.commons.math.DimensionMismatchException;
+import org.apache.commons.math.linear.RealMatrix;
+
+import junit.framework.Test;
+import junit.framework.TestCase;
+import junit.framework.TestSuite;
+
+public class VectorialCovarianceTest
+extends TestCase {
+
+ public VectorialCovarianceTest(String name) {
+ super(name);
+ points = null;
+ }
+
+ public void testMismatch() {
+ try {
+ new VectorialCovariance(8).increment(new double[5]);
+ fail("an exception should have been thrown");
+ } catch (DimensionMismatchException dme) {
+ assertEquals(5, dme.getDimension1());
+ assertEquals(8, dme.getDimension2());
+ } catch (Exception e) {
+ fail("wrong exception type caught: " + e.getClass().getName());
+ }
+ }
+
+ public void testSimplistic() throws DimensionMismatchException {
+ VectorialCovariance stat = new VectorialCovariance(2);
+ stat.increment(new double[] {-1.0, 1.0});
+ stat.increment(new double[] { 1.0, -1.0});
+ RealMatrix c = stat.getResult();
+ assertEquals( 2.0, c.getEntry(0, 0), 1.0e-12);
+ assertEquals(-2.0, c.getEntry(1, 0), 1.0e-12);
+ assertEquals( 2.0, c.getEntry(1, 1), 1.0e-12);
+ }
+
+ public void testBasicStats() throws DimensionMismatchException {
+
+ VectorialCovariance stat = new VectorialCovariance(points[0].length);
+ for (int i = 0; i < points.length; ++i) {
+ stat.increment(points[i]);
+ }
+
+ assertEquals(points.length, stat.getN());
+
+ RealMatrix c = stat.getResult();
+ double[][] refC = new double[][] {
+ { 8.0470, -1.9195, -3.4445},
+ {-1.9195, 1.0470, 3.2795},
+ {-3.4445, 3.2795, 12.2070}
+ };
+
+ for (int i = 0; i < c.getRowDimension(); ++i) {
+ for (int j = 0; j <= i; ++j) {
+ assertEquals(refC[i][j], c.getEntry(i, j), 1.0e-12);
+ }
+ }
+
+ }
+
+ public void setUp() {
+ points = new double[][] {
+ { 1.2, 2.3, 4.5},
+ {-0.7, 2.3, 5.0},
+ { 3.1, 0.0, -3.1},
+ { 6.0, 1.2, 4.2},
+ {-0.7, 2.3, 5.0}
+ };
+ }
+
+ public void tearDown() {
+ points = null;
+ }
+
+ public static Test suite() {
+ return new TestSuite(VectorialCovarianceTest.class);
+ }
+
+ private double [][] points;
+
+}
Propchange:
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/descriptive/moment/VectorialCovarianceTest.java
------------------------------------------------------------------------------
svn:eol-style = native
Added:
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/descriptive/moment/VectorialMeanTest.java
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/descriptive/moment/VectorialMeanTest.java?view=auto&rev=512039
==============================================================================
---
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/descriptive/moment/VectorialMeanTest.java
(added)
+++
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/descriptive/moment/VectorialMeanTest.java
Mon Feb 26 14:22:53 2007
@@ -0,0 +1,93 @@
+//Licensed to the Apache Software Foundation (ASF) under one
+//or more contributor license agreements. See the NOTICE file
+//distributed with this work for additional information
+//regarding copyright ownership. The ASF licenses this file
+//to you under the Apache License, Version 2.0 (the
+//"License"); you may not use this file except in compliance
+//with the License. You may obtain a copy of the License at
+
+//http://www.apache.org/licenses/LICENSE-2.0
+
+//Unless required by applicable law or agreed to in writing,
+//software distributed under the License is distributed on an
+//"AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+//KIND, either express or implied. See the License for the
+//specific language governing permissions and limitations
+//under the License.
+
+package org.apache.commons.math.stat.descriptive.moment;
+
+import org.apache.commons.math.DimensionMismatchException;
+
+import junit.framework.Test;
+import junit.framework.TestCase;
+import junit.framework.TestSuite;
+
+public class VectorialMeanTest
+extends TestCase {
+
+ public VectorialMeanTest(String name) {
+ super(name);
+ points = null;
+ }
+
+ public void testMismatch() {
+ try {
+ new VectorialMean(8).increment(new double[5]);
+ fail("an exception should have been thrown");
+ } catch (DimensionMismatchException dme) {
+ assertEquals(5, dme.getDimension1());
+ assertEquals(8, dme.getDimension2());
+ } catch (Exception e) {
+ fail("wrong exception type caught: " + e.getClass().getName());
+ }
+ }
+
+ public void testSimplistic() throws DimensionMismatchException {
+ VectorialMean stat = new VectorialMean(2);
+ stat.increment(new double[] {-1.0, 1.0});
+ stat.increment(new double[] { 1.0, -1.0});
+ double[] mean = stat.getResult();
+ assertEquals(0.0, mean[0], 1.0e-12);
+ assertEquals(0.0, mean[1], 1.0e-12);
+ }
+
+ public void testBasicStats() throws DimensionMismatchException {
+
+ VectorialMean stat = new VectorialMean(points[0].length);
+ for (int i = 0; i < points.length; ++i) {
+ stat.increment(points[i]);
+ }
+
+ assertEquals(points.length, stat.getN());
+
+ double[] mean = stat.getResult();
+ double[] refMean = new double[] { 1.78, 1.62, 3.12};
+
+ for (int i = 0; i < mean.length; ++i) {
+ assertEquals(refMean[i], mean[i], 1.0e-12);
+ }
+
+ }
+
+ public void setUp() {
+ points = new double[][] {
+ { 1.2, 2.3, 4.5},
+ {-0.7, 2.3, 5.0},
+ { 3.1, 0.0, -3.1},
+ { 6.0, 1.2, 4.2},
+ {-0.7, 2.3, 5.0}
+ };
+ }
+
+ public void tearDown() {
+ points = null;
+ }
+
+ public static Test suite() {
+ return new TestSuite(VectorialMeanTest.class);
+ }
+
+ private double [][] points;
+
+}
Propchange:
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/descriptive/moment/VectorialMeanTest.java
------------------------------------------------------------------------------
svn:eol-style = native
---------------------------------------------------------------------
To unsubscribe, e-mail: [EMAIL PROTECTED]
For additional commands, e-mail: [EMAIL PROTECTED]
