Initial commit - R verification tests.

git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@141520 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Phil Steitz 2004-12-10 05:47:17 +00:00
parent 562b3a0b12
commit 786fc945fb
10 changed files with 1064 additions and 0 deletions

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# Copyright 2004 The Apache Software Foundation
#
# Licensed 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.
#
#------------------------------------------------------------------------------
INTRODUCTION
The purpose of the R programs included in this directory is to validate
the target values used in jakarta commons math unit tests. Success running the
R and commons-math tests on a platform (OS and R version) means that R and
commons-math give results for the test cases that are close in value. The
tests include configurable tolerance levels; but care must be taken in changing
these, since in most cases the pre-set tolerance is close to the number of
decimal digits used in expressing the expected values (both here and in the
corresponding commons-math unit tests).
Of course it is always possible that both R and commons-math give incorrect
values for test cases, so these tests should not be interpreted as definitive
in any absolute sense. The value of developing and running the tests is really
to generate questions (and answers!) when the two systems give different
results.
Contributions of additional test cases (both R and Junit code) or just
R programs to validate commons-math tests that are not covered here would be
greatly appreciated.
SETUP
0) Download and install R. You can get R here
http://www.r-project.org/
Follow the install instructions and make sure that you can launch R from this
(i.e., either explitly add R to your OS path or let the install package do it
for you).
1) Launch R from this directory and type
> source("testAll")
to an R prompt. This should produce output to the console similar to this:
Binomial test cases
Density test n = 10, p = 0.7...........................................SUCCEEDED
Distribution test n = 10, p = 0.7......................................SUCCEEDED
Inverse Distribution test n = 10, p = 0.7..............................SUCCEEDED
Density test n = 5, p = 0..............................................SUCCEEDED
Distribution test n = 5, p = 0.........................................SUCCEEDED
Density test n = 5, p = 1..............................................SUCCEEDED
Distribution test n = 5, p = 1.........................................SUCCEEDED
--------------------------------------------------------------------------------
Normal test cases
Distribution test mu = 2.1, sigma = 1.4................................SUCCEEDED
Distribution test mu = 2.1, sigma = 1.4................................SUCCEEDED
Distribution test mu = 0, sigma = 1....................................SUCCEEDED
Distribution test mu = 0, sigma = 0.1..................................SUCCEEDED
--------------------------------------------------------------------------------
...
<more test reports>
WORKING WITH THE TESTS
The R distribution comes with online manuals that you can view by launching
a browser instance and then entering
> help.start()
at an R prompt. Poking about in the test case files and the online docs should
bring you up to speed fairly quickly. Here are some basic things to get
you started. I should note at this point that I by no means an expert R
programmer, so some things may not be implemented in the the nicest way.
Comments / suggestions for improvement are welcome!
All of the test cases use some basic functions and global constants (screen
width and success / failure strings) defined in "testFunctions." The
R "source" function is used to "import" these functions into each of the test
programs. The "testAll" program pulls together and executes all of the
individual test programs. You can execute any one of them by just entering
> source(<program-name>).
The "assertEquals" function in the testFunctions file mimics the similarly
named function used by Junit:
assertEquals <- function(expected, observed, tol, message) {
if(any(abs(expected - observed) > tol)) {
cat("FAILURE: ",message,"\n")
cat("EXPECTED: ",expected,"\n")
cat("OBSERVED: ",observed,"\n")
return(0)
} else {
return(1)
}
}
The <expected> and <observed> arguments can be scalar values, vectors or
matrices. If the arguments are vectors or matrices, corresponding entries
are compared.
The standard pattern used throughout the tests looks like this (from
binomialTestCases):
Start by defining a "verification function" -- in this example a function to
verify computation of binomial probabilities. The <points> argument is a vector
of integer values to feed into the density function, <expected> is a vector of
the computed probabilies from the commons-math Junit tests, <n> and <p> are
parameters of the distribution and <tol> is the error tolerance of the test.
The function computes the probabilities using R and compares the values that
R produces with those in the <expected> vector.
verifyDensity <- function(points, expected, n, p, tol) {
rDensityValues <- rep(0, length(points))
i <- 0
for (point in points) {
i <- i + 1
rDensityValues[i] <- dbinom(point, n, p, log = FALSE)
}
output <- c("Density test n = ", n, ", p = ", p)
if (assertEquals(expected,rDensityValues,tol,"Density Values")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
}
The displayPadded function just displays its first and second arguments with
enough dots in between to make the whole string WIDTH characters long. It is
defined in testFunctions.
Then call this function with different parameters corresponding to the different
Junit test cases:
size <- 10.0
probability <- 0.70
densityPoints <- c(-1,0,1,2,3,4,5,6,7,8,9,10,11)
densityValues <- c(0, 0.0000, 0.0001, 0.0014, 0.0090, 0.0368, 0.1029,
0.2001, 0.2668, 0.2335, 0.1211, 0.0282, 0)
...
verifyDensity(densityPoints, densityValues, size, probability, tol)
If the values computed by R match the target values in densityValues, this will
produce one line of output to the console:
Density test n = 10, p = 0.7...........................................SUCCEEDED
If you modify the value of tol set at the top of binomialTestCases to make the
test more sensitive than the number of digits specified in the densityValues
vector, it will fail, producing the following output, showing the failure and
the expected and observed values:
FAILURE: Density Values
EXPECTED: 0 0 1e-04 0.0014 0.009 0.0368 0.1029 0.2001 0.2668 0.2335 0.1211 /
0.0282 0
OBSERVED: 0 5.9049e-06 0.000137781 0.0014467005 0.009001692 0.036756909 /
0.1029193452 0.200120949 0.266827932 0.2334744405 0.121060821 0.0282475249 0
Density test n = 10, p = 0.7..............................................FAILED

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# Copyright 2004 The Apache Software Foundation
#
# Licensed 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.
#
#------------------------------------------------------------------------------
# R source file to validate Binomial distribution tests in
# org.apache.commons.math.distribution.BinomialDistributionTest
#
# To run the test, install R, put this file and testFunctions
# into the same directory, launch R from this directory and then enter
# source("<name-of-this-file>")
#
# R functions used
# dbinom(x, size, prob, log = FALSE) <- density
# pbinom(q, size, prob, lower.tail = TRUE, log.p = FALSE) <- distribution
# qbinom(p, size, prob, lower.tail = TRUE, log.p = FALSE) <- quantiles
#------------------------------------------------------------------------------
tol <- 1E-4 # error tolerance for tests
#------------------------------------------------------------------------------
# Function definitions
source("testFunctions") # utility test functions
# function to verify density computations
verifyDensity <- function(points, expected, n, p, tol) {
rDensityValues <- rep(0, length(points))
i <- 0
for (point in points) {
i <- i + 1
rDensityValues[i] <- dbinom(point, n, p, log = FALSE)
}
output <- c("Density test n = ", n, ", p = ", p)
if (assertEquals(expected,rDensityValues,tol,"Density Values")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
}
# function to verify distribution computations
verifyDistribution <- function(points, expected, n, p, tol) {
rDistValues <- rep(0, length(points))
i <- 0
for (point in points) {
i <- i + 1
rDistValues[i] <- pbinom(point, n, p, log = FALSE)
}
output <- c("Distribution test n = ", n, ", p = ", p)
if (assertEquals(expected,rDistValues,tol,"Distribution Values")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
}
#--------------------------------------------------------------------------
cat("Binomial test cases\n")
size <- 10.0
probability <- 0.70
densityPoints <- c(-1,0,1,2,3,4,5,6,7,8,9,10,11)
densityValues <- c(0, 0.0000, 0.0001, 0.0014, 0.0090, 0.0368, 0.1029,
0.2001, 0.2668, 0.2335, 0.1211, 0.0282, 0)
distributionValues <- c(0, 0.0000, 0.0001, 0.0016, 0.0106, 0.0473,
0.1503, 0.3504, 0.6172, 0.8507, 0.9718, 1, 1)
inverseCumPoints <- c( 0.001, 0.010, 0.025, 0.050, 0.100, 0.999,
0.990, 0.975, 0.950, 0.900)
inverseCumValues <- c(1, 2, 3, 4, 4, 9, 9, 9, 8, 8)
verifyDensity(densityPoints,densityValues,size,probability,tol)
verifyDistribution(densityPoints, distributionValues, size, probability, tol)
i <- 0
rInverseCumValues <- rep(0,length(inverseCumPoints))
for (point in inverseCumPoints) {
i <- i + 1
rInverseCumValues[i] <- qbinom(point, size, probability, log = FALSE)
}
output <- c("Inverse Distribution test n = ", size, ", p = ", probability)
# R defines quantiles from the right, need to subtract one
if (assertEquals(inverseCumValues, rInverseCumValues-1, tol,
"Inverse Dist Values")) {
displayPadded(output, SUCCEEDED, 80)
} else {
displayPadded(output, FAILED, 80)
}
# Degenerate cases
size <- 5
probability <- 0.0
densityPoints <- c(-1, 0, 1, 10, 11)
densityValues <- c(0, 1, 0, 0, 0)
distributionPoints <- c(-1, 0, 1, 5, 10)
distributionValues <- c(0, 1, 1, 1, 1)
verifyDensity(densityPoints,densityValues,size,probability,tol)
verifyDistribution(distributionPoints,distributionValues,size,probability,tol)
size <- 5
probability <- 1.0
densityPoints <- c(-1, 0, 1, 2, 5, 10)
densityValues <- c(0, 0, 0, 0, 1, 0)
distributionPoints <- c(-1, 0, 1, 2, 5, 10)
distributionValues <- c(0, 0, 0, 0, 1, 1)
verifyDensity(densityPoints,densityValues,size,probability,tol)
verifyDistribution(distributionPoints,distributionValues,size,probability,tol)
displayDashes(WIDTH)

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# Copyright 2004 The Apache Software Foundation
#
# Licensed 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.
#
#------------------------------------------------------------------------------
# R source file to validate ChiSquare tests in
# org.apache.commons.math.stat.inference.ChiSquareTestTest
#
# To run the test, install R, put this file and testFunctions
# into the same directory, launch R from this directory and then enter
# source("<name-of-this-file>")
#
# R functions used
#chisq.test(x, y = NULL, correct = TRUE,
# p = rep(1/length(x), length(x)),
# simulate.p.value = FALSE, B = 2000)
#------------------------------------------------------------------------------
tol <- 1E-9 # error tolerance for tests
#------------------------------------------------------------------------------
# Function definitions
source("testFunctions") # utility test functions
verifyTable <- function(counts, expectedP, expectedStat, tol, desc) {
results <- chisq.test(counts)
if (assertEquals(expectedP, results$p.value, tol, "p-value")) {
displayPadded(c(desc," p-value test"), SUCCEEDED, WIDTH)
} else {
displayPadded(c(desc, " p-value test"), FAILED, WIDTH)
}
if (assertEquals(expectedStat, results$statistic, tol,
"ChiSquare Statistic")) {
displayPadded(c(desc, " chi-square statistic test"), SUCCEEDED, WIDTH)
} else {
displayPadded(c(desc, " chi-square statistic test"), FAILED, WIDTH)
}
}
verifyHomogeneity <- function(obs, exp, expectedP, expectedStat,
tol, desc) {
chi <- sum((obs - exp)^2/exp)
p <- 1 - pchisq(sum((obs - exp)^2/exp), length(obs) - 1)
if (assertEquals(expectedP, p, tol, "p-value")) {
displayPadded(c(desc, " p-value test"), SUCCEEDED, WIDTH)
} else {
displayPadded(c(desc, " p-value test"), FAILED, WIDTH)
}
if (assertEquals(expectedStat, chi, tol,
"ChiSquare Statistic")) {
displayPadded(c(desc, " chi-square statistic test"), SUCCEEDED, WIDTH)
} else {
displayPadded(c(desc, " chi-square statistic test"), FAILED, WIDTH)
}
}
cat("ChiSquareTest test cases\n")
observed <- c(10, 9, 11)
expected <- c(10, 10, 10)
verifyHomogeneity(observed, expected, 0.904837418036, 0.2, tol,
"testChiSquare1")
observed <- c(500, 623, 72, 70, 31)
expected <- c(485, 541, 82, 61, 37)
verifyHomogeneity(observed, expected, 0.002512096, 16.4131070362, tol,
"testChiSquare2")
observed <- c(2372383, 584222, 257170, 17750155, 7903832, 489265,
209628, 393899)
expected <- c(3389119.5, 649136.6, 285745.4, 25357364.76, 11291189.78,
543628.0, 232921.0, 437665.75)
verifyHomogeneity(observed, expected, 0, 3624883.342907764, tol,
"testChiSquareLargeTestStatistic")
counts <- matrix(c(40, 22, 43, 91, 21, 28, 60, 10, 22), nc = 3);
verifyTable(counts, 0.000144751460134, 22.709027688, tol,
"testChiSquareIndependence1")
counts <- matrix(c(10, 15, 30, 40, 60, 90), nc = 3);
verifyTable(counts, 0.918987499852, 0.168965517241, tol,
"testChiSquareIndependence2")
counts <- matrix(c(40, 0, 4, 91, 1, 2, 60, 2, 0), nc = 3);
verifyTable(counts, 0.0462835770603, 9.67444662263, tol,
"testChiSquareZeroCount")
displayDashes(WIDTH)

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# Copyright 2004 The Apache Software Foundation
#
# Licensed 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.
#
#------------------------------------------------------------------------------
# R source file to validate exponential distribution tests in
# org.apache.commons.math.distribution.ExponentialDistributionTest
#
# To run the test, install R, put this file and testFunctions
# into the same directory, launch R from this directory and then enter
# source("<name-of-this-file>")
#
# R functions used
# pexp(q, rate = 1, lower.tail = TRUE, log.p = FALSE) <- distribution
# qexp(p, rate = 1, lower.tail = TRUE, log.p = FALSE) <- quantiles
#------------------------------------------------------------------------------
tol <- 1E-7
# Function definitions
source("testFunctions") # utility test functions
# function to verify distribution computations
verifyDistribution <- function(points, expected, mean, tol) {
rDistValues <- rep(0, length(points))
i <- 0
for (point in points) {
i <- i + 1
rDistValues[i] <- pexp(point, 1/mean)
}
output <- c("Distribution test mean = ", mean)
if (assertEquals(expected, rDistValues, tol, "Distribution Values")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
}
#--------------------------------------------------------------------------
cat("Exponential test cases\n")
mean <- 5
distributionValues <- c(0, 0, 0.001, 0.01, 0.025, 0.05, 0.1, 0.999,
0.990, 0.975, 0.950, 0.900)
distributionPoints <- c(-2, 0, 0.005002502, 0.05025168, 0.1265890, 0.2564665, 0.5268026,
34.53878, 23.02585, 18.44440, 14.97866, 11.51293)
verifyDistribution(distributionPoints, distributionValues, mean, tol)
output <- "Probability test P(.25 < X < .75)"
if (assertEquals(0.0905214, pexp(.75, 1/mean) - pexp(.25, 1/mean), tol, "Probability value")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
displayDashes(WIDTH)

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# Copyright 2004 The Apache Software Foundation
#
# Licensed 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.
#
#------------------------------------------------------------------------------
# R source file to validate Hypergeometric distribution tests in
# org.apache.commons.math.distribution.HypergeometricDistributionTest
#
# To run the test, install R, put this file and testFunctions
# into the same directory, launch R from this directory and then enter
# source("<name-of-this-file>")
#
# R functions used
# dhyper(x, m, n, k, log = FALSE) <- density
# phyper(q, m, n, k, lower.tail = TRUE, log.p = FALSE) <- distribution
# qhyper(p, m, n, k, lower.tail = TRUE, log.p = FALSE) <- quantiles
#------------------------------------------------------------------------------
tol <- 1E-6 # error tolerance for tests
#------------------------------------------------------------------------------
# Function definitions
source("testFunctions") # utility test functions
# function to verify density computations
verifyDensity <- function(points, expected, good, bad, selected, tol) {
rDensityValues <- rep(0, length(points))
i <- 0
for (point in points) {
i <- i + 1
rDensityValues[i] <- dhyper(point, good, bad, selected)
}
output <- c("Density test good = ", good, ", bad = ", bad,
", selected = ",selected)
if (assertEquals(expected,rDensityValues,tol,"Density Values")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
}
# function to verify distribution computations
verifyDistribution <- function(points, expected, good, bad, selected, tol) {
rDistValues <- rep(0, length(points))
i <- 0
for (point in points) {
i <- i + 1
rDistValues[i] <- phyper(point, good, bad, selected)
}
output <- c("Distribution test good = ", good, ", bad = ",
bad, ", selected = ",selected)
if (assertEquals(expected,rDistValues,tol,"Distribution Values")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
}
#--------------------------------------------------------------------------
cat("Hypergeometric test cases\n")
good <- 5
bad <- 5
selected <- 5
densityPoints <- c(-1, 0, 1, 2, 3, 4, 5, 10)
densityValues <- c(0, 0.003968, 0.099206, 0.396825, 0.396825, 0.099206,
0.003968, 0)
distributionValues <- c(0, .003968, .103175, .50000, .896825, .996032,
1.00000, 1)
#Eliminate p=1 case because it will mess up adjustement below
inverseCumPoints <- c(0, 0.001, 0.010, 0.025, 0.050, 0.100, 0.999,
0.990, 0.975, 0.950, 0.900)
inverseCumValues <- c(-1, -1, 0, 0, 0, 0, 4, 3, 3, 3, 3)
verifyDensity(densityPoints, densityValues, good, bad, selected, tol)
verifyDistribution(densityPoints, distributionValues, good, bad, selected, tol)
i <- 0
rInverseCumValues <- rep(0,length(inverseCumPoints))
for (point in inverseCumPoints) {
i <- i + 1
rInverseCumValues[i] <- qhyper(point, good, bad, selected)
}
output <- c("Inverse Distribution test good = ", good, ", bad = ", bad,
", selected = ", selected)
# R defines quantiles from the right, need to subtract one
if (assertEquals(inverseCumValues, rInverseCumValues-1, tol,
"Inverse Dist Values")) {
displayPadded(output, SUCCEEDED, 80)
} else {
displayPadded(output, FAILED, 80)
}
# Degenerate cases
good <- 5
bad <- 0
selected <- 3
densityPoints <- c(-1, 0, 1, 3, 10)
densityValues <- c(0, 0, 0, 1, 0)
distributionValues <- c(0, 0, 0, 1, 1)
verifyDensity(densityPoints, densityValues, good, bad, selected, tol)
verifyDistribution(densityPoints, distributionValues, good, bad, selected, tol)
good <- 0
bad <- 5
selected <- 3
densityPoints <- c(-1, 0, 1, 3, 10)
densityValues <- c(0, 1, 0, 0, 0)
distributionValues <- c(0, 1, 1, 1, 1)
verifyDensity(densityPoints, densityValues, good, bad, selected, tol)
verifyDistribution(densityPoints, distributionValues, good, bad, selected, tol)
good <- 3
bad <- 2
selected <- 5
densityPoints <- c(-1, 0, 1, 3, 10)
densityValues <- c(0, 0, 0, 1, 0)
distributionValues <- c(0, 0, 0, 1, 1)
verifyDensity(densityPoints, densityValues, good, bad, selected, tol)
verifyDistribution(densityPoints, distributionValues, good, bad, selected, tol)
displayDashes(WIDTH)

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# Copyright 2004 The Apache Software Foundation
#
# Licensed 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.
#
#------------------------------------------------------------------------------
# R source file to validate Normal distribution tests in
# org.apache.commons.math.distribution.NormalDistributionTest
#
# To run the test, install R, put this file and testFunctions
# into the same directory, launch R from this directory and then enter
# source("<name-of-this-file>")
#
# R functions used
# pnorm(q, mean=0, sd=1, lower.tail = TRUE, log.p = FALSE) <-- distribution
#-----------------------------------------------------------------------------
tol <- 1E-7
# Function definitions
source("testFunctions") # utility test functions
# function to verify distribution computations
verifyDistribution <- function(points, expected, mu, sigma, tol) {
rDistValues <- rep(0, length(points))
i <- 0
for (point in points) {
i <- i + 1
rDistValues[i] <- pnorm(point, mu, sigma, log = FALSE)
}
output <- c("Distribution test mu = ",mu,", sigma = ", sigma)
if (assertEquals(expected, rDistValues, tol, "Distribution Values")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
}
#--------------------------------------------------------------------------
cat("Normal test cases\n")
mu <- 2.1
sigma <- 1.4
distributionValues <- c(0.001, 0.01, 0.025, 0.05, 0.1, 0.999,
0.990, 0.975, 0.950, 0.900)
distributionPoints <- c(-2.226325, -1.156887, -0.6439496, -0.2027951,
0.3058278, 6.426325, 5.356887, 4.84395, 4.402795, 3.894172)
verifyDistribution(distributionPoints, distributionValues, mu, sigma, tol)
distributionValues <- c(0.02275013, 0.1586553, 0.5, 0.8413447,
0.9772499, 0.9986501, 0.9999683, 0.9999997)
distributionPoints <- c(mu - 2 *sigma, mu - sigma, mu, mu + sigma,
mu + 2 * sigma, mu + 3 * sigma, mu + 4 * sigma,
mu + 5 * sigma)
verifyDistribution(distributionPoints, distributionValues, mu, sigma, tol)
mu <- 0
sigma <- 1
distributionPoints <- c(mu - 2 *sigma, mu - sigma, mu, mu + sigma,
mu + 2 * sigma, mu + 3 * sigma, mu + 4 * sigma,
mu + 5 * sigma)
verifyDistribution(distributionPoints, distributionValues, mu, sigma, tol)
mu <- 0
sigma <- 0.1
distributionPoints <- c(mu - 2 *sigma, mu - sigma, mu, mu + sigma,
mu + 2 * sigma, mu + 3 * sigma, mu + 4 * sigma,
mu + 5 * sigma)
verifyDistribution(distributionPoints, distributionValues, mu, sigma, tol)
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# Copyright 2004 The Apache Software Foundation
#
# Licensed 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.
#
#------------------------------------------------------------------------------
# R source file to validate Poisson distribution tests in
# org.apache.commons.math.distribution.PoissonDistributionTest
#
# To run the test, install R, put this file and testFunctions
# into the same directory, launch R from this directory and then enter
# source("<name-of-this-file>")
#
# R functions used
# dpois(x, lambda, log = FALSE) <-- density
# ppois(q, lambda, lower.tail = TRUE, log.p = FALSE) <-- distribution
# pnorm(q, mean=0, sd=1, lower.tail = TRUE, log.p = FALSE) <-- normal dist.
#------------------------------------------------------------------------------
tol <- 1E-10
#------------------------------------------------------------------------------
# Function definitions
source("testFunctions") # utility test functions
# function to verify density computations
verifyDensity <- function(points, expected, lambda, tol) {
rDensityValues <- rep(0, length(points))
i <- 0
for (point in points) {
i <- i + 1
rDensityValues[i] <- dpois(point, lambda, log = FALSE)
}
output <- c("Density test lambda = ", lambda)
if (assertEquals(expected, rDensityValues, tol, "Density Values")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
}
# function to verify distribution computations
verifyDistribution <- function(points, expected, lambda, tol) {
rDistValues <- rep(0, length(points))
i <- 0
for (point in points) {
i <- i + 1
rDistValues[i] <- ppois(point, lambda, log = FALSE)
}
output <- c("Distribution test lambda = ", lambda)
if (assertEquals(expected, rDistValues, tol, "Distribution Values")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
}
# function to verify normal approximation
verifyNormalApproximation <- function(expected, lambda, lower, upper, tol) {
rValue <- pnorm(upper, mean=lambda, sd=sqrt(lambda), lower.tail = TRUE,
log.p = FALSE) -
pnorm(lower, mean=lambda, sd=sqrt(lambda), lower.tail = TRUE,
log.p = FALSE)
output <- c("Normal approx. test lambda = ", lambda, " upper = ",
upper, " lower = ", lower)
if (assertEquals(expected, rValue, tol, "Distribution Values")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
}
cat("Poisson distribution test cases\n")
# stock tests
lambda <- 4.0
densityPoints <- c(-1,0,1,2,3,4,5,10,20)
densityValues <- c(0, 0.0183156388887, 0.073262555555, 0.14652511111,
0.195366814813, 0.195366814813, 0.156293451851,
0.00529247667642, 8.27746364655e-09)
verifyDensity(densityPoints, densityValues, lambda, tol)
distributionPoints <- c(-1, 0, 1, 2, 3, 4, 5, 10, 20)
distributionValues <- c(0, 0.0183156388887, 0.0915781944437, 0.238103305554,
0.433470120367, 0.62883693518, 0.78513038703,
0.99716023388, 0.999999998077)
verifyDistribution(distributionPoints, distributionValues, lambda, tol)
# normal approximation tests
lambda <- 100
verifyNormalApproximation(0.706281887248, lambda, 89.5, 110.5, tol)
lambda <- 10000
verifyNormalApproximation(0.820070051552, lambda, 9899.5, 10200.5, tol)
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# Copyright 2004 The Apache Software Foundation
#
# Licensed 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.
#
#-----------------------------------------------------------------------
# R source file to validate Binomial distribution tests in
# org.apache.commons.math.stat.regression.SimpleRegressionTest
#
# To run the test, install R, put this file and testFunctions
# into the same directory, launch R from this directory and then enter
# source("<name-of-this-file>")
#
# Output will be written to a file named "regTestResults"
# in the directory from which R was launched
#
#------------------------------------------------------------------------------
tol <- 1E-8
#------------------------------------------------------------------------------
# Function definitions
source("testFunctions") # utility test functions
#------------------------------------------------------------------------------
# infData example
cat("Regresssion test cases\n")
x <- c(15.6, 26.8,37.8,36.4,35.5,18.6,15.3,7.9,0.0)
y <- c(5.2, 6.1, 8.7, 8.5, 8.8, 4.9, 4.5, 2.5, 1.1)
model<-lm(y~x)
coef <- coefficients(summary(model))
intercept <- coef[1, 1]
interceptStd <- coef[1, 2]
slope <- coef[2, 1]
slopeStd <- coef[2, 2]
significance <- coef[2, 4]
output <- "InfData std error test"
if (assertEquals(0.011448491, slopeStd, tol, "Slope Standard Error") &&
assertEquals(0.286036932, interceptStd, tol, "Intercept Standard Error")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
output <- "InfData significance test"
if (assertEquals(4.596e-07, significance, tol, "Significance")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
output <- "InfData conf interval test"
ci<-confint(model)
# ci[1,1] = lower 2.5% bound for intercept, ci[1,2] = upper 97.5% for intercept
# ci[2,1] = lower 2.5% bound for slope, ci[2,2] = upper 97.5% for slope
halfWidth <- ci[2,2] - slope
if (assertEquals(0.0270713794287, halfWidth, tol,
"Slope conf. interval half-width")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
#------------------------------------------------------------------------------
# Norris dataset from NIST examples
y <- c(0.1, 338.8, 118.1, 888.0, 9.2, 228.1, 668.5, 998.5, 449.1, 778.9, 559.2,
0.3, 0.1, 778.1, 668.8, 339.3, 448.9, 10.8, 557.7, 228.3, 998.0, 888.8, 119.6,
0.3, 0.6, 557.6, 339.3, 888.0, 998.5, 778.9, 10.2, 117.6, 228.9, 668.4, 449.2,
0.2)
x <- c(0.2, 337.4, 118.2, 884.6, 10.1, 226.5, 666.3, 996.3, 448.6, 777.0, 558.2,
0.4, 0.6, 775.5, 666.9, 338.0, 447.5, 11.6, 556.0, 228.1, 995.8, 887.6, 120.2,
0.3, 0.3, 556.8, 339.1, 887.2, 999.0, 779.0, 11.1, 118.3, 229.2, 669.1, 448.9,
0.5)
model<-lm(y~x)
coef <- coefficients(summary(model))
intercept <- coef[1, 1]
interceptStd <- coef[1, 2]
slope <- coef[2, 1]
slopeStd <- coef[2, 2]
output <- "Norris std error test"
if (assertEquals(0.429796848199937E-03, slopeStd, tol, "Slope Standard Error")
&& assertEquals(0.232818234301152, interceptStd, tol,
"Intercept Standard Error")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
#------------------------------------------------------------------------------
# infData2 -- bad fit example
#
x <- c(1,2,3,4,5,6)
y <- c(1,0,5,2,-1,12)
model<-lm(y~x)
coef <- coefficients(summary(model))
intercept <- coef[1, 1]
interceptStd <- coef[1, 2]
slope <- coef[2, 1]
slopeStd <- coef[2, 2]
significance <- coef[2, 4]
output <- "InfData2 std error test"
if (assertEquals(1.07260253, slopeStd, tol, "Slope Standard Error") &&
assertEquals(4.17718672, interceptStd, tol, "Intercept Standard Error")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
output <- "InfData2 significance test"
if (assertEquals(0.261829133982, significance, tol, "Significance")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
output <- "InfData2 conf interval test"
ci<-confint(model)
# ci[1,1] = lower 2.5% bound for intercept, ci[1,2] = upper 97.5% for intercept
# ci[2,1] = lower 2.5% bound for slope, ci[2,2] = upper 97.5% for slope
halfWidth <- ci[2,2] - slope
if (assertEquals(2.97802204827, halfWidth, tol,
"Slope conf. interval half-width")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
#------------------------------------------------------------------------------
# Correlation example
x <- c(101.0, 100.1, 100.0, 90.6, 86.5, 89.7, 90.6, 82.8, 70.1, 65.4,
61.3, 62.5, 63.6, 52.6, 59.7, 59.5, 61.3)
y <- c(99.2, 99.0, 100.0, 111.6, 122.2, 117.6, 121.1, 136.0, 154.2, 153.6,
158.5, 140.6, 136.2, 168.0, 154.3, 149.0, 165.5)
output <- "Correlation test"
if (assertEquals(-0.94663767742, cor(x,y, method="pearson"), tol,
"Correlation coefficient")) {
displayPadded(output, SUCCEEDED, WIDTH)
} else {
displayPadded(output, FAILED, WIDTH)
}
displayDashes(WIDTH)

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# Copyright 2004 The Apache Software Foundation
#
# Licensed 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.
#
#------------------------------------------------------------------------------
# R source file to run all commons-math R verification tests
#
# To run the test, install R, put this file and all other o.a.c.math R
# verification tests and the testfunctions utilities file into the same
# directory, launch R from this directory and then enter
# source("<name-of-this-file>")
#
# To redirect output to a file, uncomment the following line, substituting
# another file path if you like (default behavior is to write the file to the
# current directory).
#
# sink("testResults")
#------------------------------------------------------------------------------
# distribution
source("binomialTestCases")
source("normalTestCases")
source("poissonTestCases")
source("hypergeometricTestCases")
source("exponentialTestCases")
# regression
source("regressionTestCases")
# inference
source("chiSquareTestCases")
#------------------------------------------------------------------------------
# if output has been diverted, change it back
if (sink.number()) {
sink()
}

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# Copyright 2004 The Apache Software Foundation
#
# Licensed 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.
#
#------------------------------------------------------------------------------
#
# Utility functions used in R comparison tests.
#
#------------------------------------------------------------------------------
# Global constants
#------------------------------------------------------------------------------
WIDTH <- 80 # screen size constant for display functions
SUCCEEDED <- "SUCCEEDED"
FAILED <- "FAILED"
options(digits=12) # display 12 digits throughout
#------------------------------------------------------------------------------
# Comparison functions
#------------------------------------------------------------------------------
# Tests to see if <expected> and <observed> are within <tol> of
# one another in the sup norm.
#
# Returns 1 if no pair of corresponding entries differs by more than abs;
# otherwise displays <message> and returns 0.
# Works for both vectors and scalar values.
#
assertEquals <- function(expected, observed, tol, message) {
if(any(abs(expected - observed) > tol)) {
cat("FAILURE: ",message,"\n")
cat("EXPECTED: ",expected,"\n")
cat("OBSERVED: ",observed,"\n")
return(0)
} else {
return(1)
}
}
#------------------------------------------------------------------------------
# Display functions
#------------------------------------------------------------------------------
# Displays n-col dashed line.
#
displayDashes <- function(n) {
cat(rep("-",n),"\n",sep='')
return(1)
}
#------------------------------------------------------------------------------
# Displays <start>......<end> with enough dots in between to make <n> cols,
# followed by a new line character. Blows up if <start><end> is longer than
# <n> cols by itself.
#
# Expects <start> and <end> to be strings (character vectors).
#
displayPadded <- function(start, end, n) {
len = sum(nchar(start)) + sum(nchar(end))
cat(start, rep(".", n - len), end, "\n",sep='')
return(1)
}