cvs commit: jakarta-commons/math/src/test/org/apache/commons/math/stat/regression SimpleRegressionTest.java
psteitz 2004/12/09 21:18:16
Modified:math/src/test/org/apache/commons/math/stat/inference
ChiSquareTestTest.java
math/src/test/org/apache/commons/math/stat/regression
SimpleRegressionTest.java
Log:
Increased precision of target values used in tests.
Revision ChangesPath
1.5 +9 -7
jakarta-commons/math/src/test/org/apache/commons/math/stat/inference/ChiSquareTestTest.java
Index: ChiSquareTestTest.java
===
RCS file:
/home/cvs/jakarta-commons/math/src/test/org/apache/commons/math/stat/inference/ChiSquareTestTest.java,v
retrieving revision 1.4
retrieving revision 1.5
diff -u -r1.4 -r1.5
--- ChiSquareTestTest.java4 Dec 2004 20:52:43 - 1.4
+++ ChiSquareTestTest.java10 Dec 2004 05:18:16 - 1.5
@@ -47,16 +47,16 @@
// Target values computed using R version 1.8.1
// Some assembly required ;-)
// Use sum((obs - exp)^2/exp) for the chi-square statistic and
-// 1 - pchisq(sum((obs - exp)^2/exp), obs.length - 1) for the
p-value
+// 1 - pchisq(sum((obs - exp)^2/exp), length(obs) - 1) for the
p-value
long[] observed = {10, 9, 11};
double[] expected = {10, 10, 10};
assertEquals(chi-square statistic, 0.2,
testStatistic.chiSquare(expected, observed), 10E-12);
-assertEquals(chi-square p-value, 0.9048374,
testStatistic.chiSquareTest(expected, observed), 1E-7);
+assertEquals(chi-square p-value, 0.904837418036,
testStatistic.chiSquareTest(expected, observed), 1E-10);
long[] observed1 = { 500, 623, 72, 70, 31 };
double[] expected1 = { 485, 541, 82, 61, 37 };
-assertEquals( chi-square test statistic, 16.41311,
testStatistic.chiSquare(expected1, observed1), 1E-5);
+assertEquals( chi-square test statistic, 16.4131070362,
testStatistic.chiSquare(expected1, observed1), 1E-10);
assertEquals(chi-square p-value, 0.002512096,
testStatistic.chiSquareTest(expected1, observed1), 1E-9);
assertTrue(chi-square test reject,
testStatistic.chiSquareTest(expected1, observed1, 0.003));
assertTrue(chi-square test accept,
!testStatistic.chiSquareTest(expected1, observed1, 0.002));
@@ -114,13 +114,13 @@
long[][] counts = { {40, 22, 43}, {91, 21, 28}, {60, 10, 22}};
assertEquals( chi-square test statistic, 22.709027688,
testStatistic.chiSquare(counts), 1E-9);
-assertEquals(chi-square p-value, 0.0001448,
testStatistic.chiSquareTest(counts), 1E-7);
+assertEquals(chi-square p-value, 0.000144751460134,
testStatistic.chiSquareTest(counts), 1E-9);
assertTrue(chi-square test reject,
testStatistic.chiSquareTest(counts, 0.0002));
assertTrue(chi-square test accept,
!testStatistic.chiSquareTest(counts, 0.0001));
long[][] counts2 = {{10, 15}, {30, 40}, {60, 90} };
-assertEquals( chi-square test statistic, 0.169,
testStatistic.chiSquare(counts2), 1E-3);
-assertEquals(chi-square p-value, 0.919,
testStatistic.chiSquareTest(counts2), 1E-3);
+assertEquals( chi-square test statistic, 0.168965517241,
testStatistic.chiSquare(counts2), 1E-9);
+assertEquals(chi-square p-value,0.918987499852,
testStatistic.chiSquareTest(counts2), 1E-9);
assertTrue(chi-square test accept,
!testStatistic.chiSquareTest(counts2, 0.1));
// ragged input array
@@ -179,6 +179,8 @@
new org.apache.commons.math.stat.inference.ChiSquareTestImpl();
double cst = csti.chiSquareTest(exp, obs);
assertEquals(chi-square p-value, 0.0, cst, 1E-3);
+assertEquals( chi-square test statistic,
+3624883.342907764, testStatistic.chiSquare(exp, obs), 1E-9);
}
/** Contingency table containing zeros - PR # 32531 */
1.4 +4 -4
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 1.3
retrieving revision 1.4
diff -u -r1.3 -r1.4
--- SimpleRegressionTest.java 24 Oct 2004 21:47:16 - 1.3
+++ SimpleRegressionTest.java 10 Dec 2004 05:18:16 - 1.4
@@ -117,7 +117,7 @@
regression.addData(corrData);
assertEquals(number of observations, 17, regression.getN());
assertEquals(r-square, .896123, regression.getRSquare(), 10E-6);
-assertEquals(r, -.946638, regression.getR(), 10E-6);
+assertEquals(r, -0.94663767742, regression.getR(),
cvs commit: jakarta-commons/math/src/test/org/apache/commons/math/stat/regression SimpleRegressionTest.java
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 ChangesPath
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 - 1.1
+++ SimpleRegressionTest.java 24 Oct 2004 06:30:01 - 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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cvs commit: jakarta-commons/math/src/test/org/apache/commons/math/stat/regression SimpleRegressionTest.java
psteitz 2004/10/24 14:47:16
Modified:math/src/test/org/apache/commons/math/stat/regression
SimpleRegressionTest.java
Log:
Fixed test compile bug introduced in last commit.
Revision ChangesPath
1.3 +2 -2
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 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- SimpleRegressionTest.java 24 Oct 2004 06:30:01 - 1.2
+++ SimpleRegressionTest.java 24 Oct 2004 21:47:16 - 1.3
@@ -193,7 +193,7 @@
public void testInference() throws Exception {
//-- verified against R, version 1.8.1 -
// infData
-regression = new SimpleRegression();
+SimpleRegression regression = new SimpleRegression();
regression.addData(infData);
assertEquals(slope std err, 0.011448491,
regression.getSlopeStdErr(), 1E-10);
-
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