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/*
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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The ASF licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.apache.commons.math4.stat;
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import org.apache.commons.math4.TestUtils;
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import org.apache.commons.math4.exception.MathIllegalArgumentException;
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import org.apache.commons.math4.exception.NullArgumentException;
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import org.apache.commons.math4.stat.descriptive.DescriptiveStatistics;
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import org.apache.commons.math4.util.FastMath;
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import org.apache.commons.numbers.core.Precision;
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import org.junit.Assert;
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import org.junit.Test;
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/**
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* Test cases for the {@link StatUtils} class.
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*/
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public final class StatUtilsTest {
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private static final double ONE = 1;
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private static final float TWO = 2;
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private static final int THREE = 3;
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private static final double MEAN = 2;
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private static final double SUMSQ = 18;
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private static final double SUM = 8;
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private static final double VAR = 0.666666666666666666667;
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private static final double MIN = 1;
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private static final double MAX = 3;
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private static final double TOLERANCE = 10E-15;
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private static final double NAN = Double.NaN;
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/** test stats */
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@Test
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public void testStats() {
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double[] values = new double[] { ONE, TWO, TWO, THREE };
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Assert.assertEquals("sum", SUM, StatUtils.sum(values), TOLERANCE);
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Assert.assertEquals("sumsq", SUMSQ, StatUtils.sumSq(values), TOLERANCE);
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Assert.assertEquals("var", VAR, StatUtils.variance(values), TOLERANCE);
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Assert.assertEquals("var with mean", VAR, StatUtils.variance(values, MEAN), TOLERANCE);
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Assert.assertEquals("mean", MEAN, StatUtils.mean(values), TOLERANCE);
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Assert.assertEquals("min", MIN, StatUtils.min(values), TOLERANCE);
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Assert.assertEquals("max", MAX, StatUtils.max(values), TOLERANCE);
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}
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@Test
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public void testN0andN1Conditions() {
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double[] values = new double[0];
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Assert.assertTrue(
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"Mean of n = 0 set should be NaN",
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Double.isNaN(StatUtils.mean(values)));
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Assert.assertTrue(
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"Variance of n = 0 set should be NaN",
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Double.isNaN(StatUtils.variance(values)));
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values = new double[] { ONE };
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Assert.assertTrue(
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"Mean of n = 1 set should be value of single item n1",
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StatUtils.mean(values) == ONE);
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Assert.assertTrue(
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"Variance of n = 1 set should be zero",
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StatUtils.variance(values) == 0);
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}
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@Test
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public void testArrayIndexConditions() {
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double[] values = { 1.0, 2.0, 3.0, 4.0 };
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Assert.assertEquals(
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"Sum not expected",
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5.0,
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StatUtils.sum(values, 1, 2),
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Double.MIN_VALUE);
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Assert.assertEquals(
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"Sum not expected",
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3.0,
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StatUtils.sum(values, 0, 2),
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Double.MIN_VALUE);
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Assert.assertEquals(
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"Sum not expected",
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7.0,
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StatUtils.sum(values, 2, 2),
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Double.MIN_VALUE);
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try {
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StatUtils.sum(values, 2, 3);
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Assert.fail("Expected RuntimeException");
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} catch (RuntimeException e) {
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// expected
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}
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try {
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StatUtils.sum(values, -1, 2);
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Assert.fail("Expected RuntimeException");
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} catch (RuntimeException e) {
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// expected
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}
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}
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@Test
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public void testSumSq() {
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double[] x = null;
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// test null
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try {
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StatUtils.sumSq(x);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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try {
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StatUtils.sumSq(x, 0, 4);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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// test empty
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x = new double[] {};
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TestUtils.assertEquals(0, StatUtils.sumSq(x), TOLERANCE);
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TestUtils.assertEquals(0, StatUtils.sumSq(x, 0, 0), TOLERANCE);
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// test one
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x = new double[] {TWO};
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TestUtils.assertEquals(4, StatUtils.sumSq(x), TOLERANCE);
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TestUtils.assertEquals(4, StatUtils.sumSq(x, 0, 1), TOLERANCE);
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// test many
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x = new double[] {ONE, TWO, TWO, THREE};
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TestUtils.assertEquals(18, StatUtils.sumSq(x), TOLERANCE);
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TestUtils.assertEquals(8, StatUtils.sumSq(x, 1, 2), TOLERANCE);
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}
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@Test
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public void testProduct() {
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double[] x = null;
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// test null
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try {
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StatUtils.product(x);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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try {
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StatUtils.product(x, 0, 4);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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// test empty
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x = new double[] {};
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TestUtils.assertEquals(1, StatUtils.product(x), TOLERANCE);
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TestUtils.assertEquals(1, StatUtils.product(x, 0, 0), TOLERANCE);
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// test one
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x = new double[] {TWO};
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TestUtils.assertEquals(TWO, StatUtils.product(x), TOLERANCE);
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TestUtils.assertEquals(TWO, StatUtils.product(x, 0, 1), TOLERANCE);
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// test many
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x = new double[] {ONE, TWO, TWO, THREE};
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TestUtils.assertEquals(12, StatUtils.product(x), TOLERANCE);
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TestUtils.assertEquals(4, StatUtils.product(x, 1, 2), TOLERANCE);
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}
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@Test
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public void testSumLog() {
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double[] x = null;
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// test null
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try {
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StatUtils.sumLog(x);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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try {
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StatUtils.sumLog(x, 0, 4);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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// test empty
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x = new double[] {};
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TestUtils.assertEquals(0, StatUtils.sumLog(x), TOLERANCE);
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TestUtils.assertEquals(0, StatUtils.sumLog(x, 0, 0), TOLERANCE);
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// test one
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x = new double[] {TWO};
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TestUtils.assertEquals(FastMath.log(TWO), StatUtils.sumLog(x), TOLERANCE);
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TestUtils.assertEquals(FastMath.log(TWO), StatUtils.sumLog(x, 0, 1), TOLERANCE);
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// test many
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x = new double[] {ONE, TWO, TWO, THREE};
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TestUtils.assertEquals(FastMath.log(ONE) + 2.0 * FastMath.log(TWO) + FastMath.log(THREE), StatUtils.sumLog(x), TOLERANCE);
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TestUtils.assertEquals(2.0 * FastMath.log(TWO), StatUtils.sumLog(x, 1, 2), TOLERANCE);
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}
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@Test
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public void testMean() {
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double[] x = null;
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try {
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StatUtils.mean(x, 0, 4);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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// test empty
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x = new double[] {};
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TestUtils.assertEquals(Double.NaN, StatUtils.mean(x, 0, 0), TOLERANCE);
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// test one
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x = new double[] {TWO};
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TestUtils.assertEquals(TWO, StatUtils.mean(x, 0, 1), TOLERANCE);
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// test many
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x = new double[] {ONE, TWO, TWO, THREE};
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TestUtils.assertEquals(2.5, StatUtils.mean(x, 2, 2), TOLERANCE);
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}
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@Test
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public void testVariance() {
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double[] x = null;
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try {
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StatUtils.variance(x, 0, 4);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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// test empty
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x = new double[] {};
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TestUtils.assertEquals(Double.NaN, StatUtils.variance(x, 0, 0), TOLERANCE);
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// test one
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x = new double[] {TWO};
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TestUtils.assertEquals(0.0, StatUtils.variance(x, 0, 1), TOLERANCE);
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// test many
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x = new double[] {ONE, TWO, TWO, THREE};
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TestUtils.assertEquals(0.5, StatUtils.variance(x, 2, 2), TOLERANCE);
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// test precomputed mean
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x = new double[] {ONE, TWO, TWO, THREE};
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TestUtils.assertEquals(0.5, StatUtils.variance(x,2.5, 2, 2), TOLERANCE);
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}
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@Test
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public void testPopulationVariance() {
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double[] x = null;
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try {
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StatUtils.variance(x, 0, 4);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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// test empty
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x = new double[] {};
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TestUtils.assertEquals(Double.NaN, StatUtils.populationVariance(x, 0, 0), TOLERANCE);
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// test one
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x = new double[] {TWO};
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TestUtils.assertEquals(0.0, StatUtils.populationVariance(x, 0, 1), TOLERANCE);
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// test many
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x = new double[] {ONE, TWO, TWO, THREE};
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TestUtils.assertEquals(0.25, StatUtils.populationVariance(x, 0, 2), TOLERANCE);
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// test precomputed mean
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x = new double[] {ONE, TWO, TWO, THREE};
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TestUtils.assertEquals(0.25, StatUtils.populationVariance(x, 2.5, 2, 2), TOLERANCE);
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}
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@Test
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public void testMax() {
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double[] x = null;
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try {
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StatUtils.max(x, 0, 4);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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// test empty
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x = new double[] {};
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TestUtils.assertEquals(Double.NaN, StatUtils.max(x, 0, 0), TOLERANCE);
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// test one
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x = new double[] {TWO};
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TestUtils.assertEquals(TWO, StatUtils.max(x, 0, 1), TOLERANCE);
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// test many
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x = new double[] {ONE, TWO, TWO, THREE};
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TestUtils.assertEquals(THREE, StatUtils.max(x, 1, 3), TOLERANCE);
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// test first nan is ignored
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x = new double[] {NAN, TWO, THREE};
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TestUtils.assertEquals(THREE, StatUtils.max(x), TOLERANCE);
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// test middle nan is ignored
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x = new double[] {ONE, NAN, THREE};
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TestUtils.assertEquals(THREE, StatUtils.max(x), TOLERANCE);
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// test last nan is ignored
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x = new double[] {ONE, TWO, NAN};
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TestUtils.assertEquals(TWO, StatUtils.max(x), TOLERANCE);
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// test all nan returns nan
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x = new double[] {NAN, NAN, NAN};
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TestUtils.assertEquals(NAN, StatUtils.max(x), TOLERANCE);
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}
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@Test
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public void testMin() {
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double[] x = null;
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try {
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StatUtils.min(x, 0, 4);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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// test empty
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x = new double[] {};
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TestUtils.assertEquals(Double.NaN, StatUtils.min(x, 0, 0), TOLERANCE);
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// test one
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x = new double[] {TWO};
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TestUtils.assertEquals(TWO, StatUtils.min(x, 0, 1), TOLERANCE);
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// test many
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x = new double[] {ONE, TWO, TWO, THREE};
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TestUtils.assertEquals(TWO, StatUtils.min(x, 1, 3), TOLERANCE);
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// test first nan is ignored
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x = new double[] {NAN, TWO, THREE};
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TestUtils.assertEquals(TWO, StatUtils.min(x), TOLERANCE);
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// test middle nan is ignored
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x = new double[] {ONE, NAN, THREE};
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TestUtils.assertEquals(ONE, StatUtils.min(x), TOLERANCE);
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// test last nan is ignored
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x = new double[] {ONE, TWO, NAN};
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TestUtils.assertEquals(ONE, StatUtils.min(x), TOLERANCE);
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// test all nan returns nan
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x = new double[] {NAN, NAN, NAN};
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TestUtils.assertEquals(NAN, StatUtils.min(x), TOLERANCE);
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}
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@Test
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public void testPercentile() {
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double[] x = null;
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// test null
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try {
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StatUtils.percentile(x, .25);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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try {
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StatUtils.percentile(x, 0, 4, 0.25);
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Assert.fail("null is not a valid data array.");
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} catch (NullArgumentException ex) {
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// success
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}
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// test empty
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x = new double[] {};
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TestUtils.assertEquals(Double.NaN, StatUtils.percentile(x, 25), TOLERANCE);
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TestUtils.assertEquals(Double.NaN, StatUtils.percentile(x, 0, 0, 25), TOLERANCE);
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// test one
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x = new double[] {TWO};
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TestUtils.assertEquals(TWO, StatUtils.percentile(x, 25), TOLERANCE);
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TestUtils.assertEquals(TWO, StatUtils.percentile(x, 0, 1, 25), TOLERANCE);
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// test many
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x = new double[] {ONE, TWO, TWO, THREE};
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TestUtils.assertEquals(2.5, StatUtils.percentile(x, 70), TOLERANCE);
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TestUtils.assertEquals(2.5, StatUtils.percentile(x, 1, 3, 62.5), TOLERANCE);
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}
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@Test
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public void testDifferenceStats() {
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double sample1[] = {1d, 2d, 3d, 4d};
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double sample2[] = {1d, 3d, 4d, 2d};
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double diff[] = {0d, -1d, -1d, 2d};
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double small[] = {1d, 4d};
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double meanDifference = StatUtils.meanDifference(sample1, sample2);
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Assert.assertEquals(StatUtils.sumDifference(sample1, sample2), StatUtils.sum(diff), TOLERANCE);
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Assert.assertEquals(meanDifference, StatUtils.mean(diff), TOLERANCE);
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Assert.assertEquals(StatUtils.varianceDifference(sample1, sample2, meanDifference),
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StatUtils.variance(diff), TOLERANCE);
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try {
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StatUtils.meanDifference(sample1, small);
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Assert.fail("Expecting MathIllegalArgumentException");
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} catch (MathIllegalArgumentException ex) {
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// expected
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}
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try {
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StatUtils.varianceDifference(sample1, small, meanDifference);
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Assert.fail("Expecting MathIllegalArgumentException");
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} catch (MathIllegalArgumentException ex) {
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// expected
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}
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try {
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double[] single = {1.0};
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StatUtils.varianceDifference(single, single, meanDifference);
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Assert.fail("Expecting MathIllegalArgumentException");
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} catch (MathIllegalArgumentException ex) {
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// expected
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||||
}
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||||
}
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@Test
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public void testGeometricMean() {
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double[] test = null;
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try {
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StatUtils.geometricMean(test);
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Assert.fail("Expecting NullArgumentException");
|
||||
} catch (NullArgumentException ex) {
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||||
// expected
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||||
}
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test = new double[] {2, 4, 6, 8};
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Assert.assertEquals(FastMath.exp(0.25d * StatUtils.sumLog(test)),
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StatUtils.geometricMean(test), Double.MIN_VALUE);
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Assert.assertEquals(FastMath.exp(0.5 * StatUtils.sumLog(test, 0, 2)),
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StatUtils.geometricMean(test, 0, 2), Double.MIN_VALUE);
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}
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||||
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|
||||
/**
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* Run the test with the values 50 and 100 and assume standardized values
|
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*/
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|
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@Test
|
||||
public void testNormalize1() {
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double sample[] = { 50, 100 };
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double expectedSample[] = { -25 / FastMath.sqrt(1250), 25 / FastMath.sqrt(1250) };
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double[] out = StatUtils.normalize(sample);
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for (int i = 0; i < out.length; i++) {
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Assert.assertTrue(Precision.equals(out[i], expectedSample[i], 1));
|
||||
}
|
||||
|
||||
}
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||||
|
||||
/**
|
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* Run with 77 random values, assuming that the outcome has a mean of 0 and a standard deviation of 1 with a
|
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* precision of 1E-10.
|
||||
*/
|
||||
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@Test
|
||||
public void testNormalize2() {
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// create an sample with 77 values
|
||||
int length = 77;
|
||||
double sample[] = new double[length];
|
||||
for (int i = 0; i < length; i++) {
|
||||
sample[i] = FastMath.random();
|
||||
}
|
||||
// normalize this sample
|
||||
double standardizedSample[] = StatUtils.normalize(sample);
|
||||
|
||||
DescriptiveStatistics stats = new DescriptiveStatistics();
|
||||
// Add the data from the array
|
||||
for (int i = 0; i < length; i++) {
|
||||
stats.addValue(standardizedSample[i]);
|
||||
}
|
||||
// the calculations do have a limited precision
|
||||
double distance = 1E-10;
|
||||
// check the mean an standard deviation
|
||||
Assert.assertEquals(0.0, stats.getMean(), distance);
|
||||
Assert.assertEquals(1.0, stats.getStandardDeviation(), distance);
|
||||
|
||||
}
|
||||
|
||||
@Test
|
||||
public void testMode() {
|
||||
final double[] singleMode = {0, 1, 0, 2, 7, 11, 12};
|
||||
final double[] modeSingle = StatUtils.mode(singleMode);
|
||||
Assert.assertEquals(0, modeSingle[0], Double.MIN_VALUE);
|
||||
Assert.assertEquals(1, modeSingle.length);
|
||||
|
||||
final double[] twoMode = {0, 1, 2, 0, 2, 3, 7, 11};
|
||||
final double[] modeDouble = StatUtils.mode(twoMode);
|
||||
Assert.assertEquals(0, modeDouble[0], Double.MIN_VALUE);
|
||||
Assert.assertEquals(2, modeDouble[1], Double.MIN_VALUE);
|
||||
Assert.assertEquals(2, modeDouble.length);
|
||||
|
||||
final double[] nanInfested = {0, 0, 0, Double.NaN, Double.NaN, Double.NaN, Double.NaN, 2, 2, 2, 3, 5};
|
||||
final double[] modeNan = StatUtils.mode(nanInfested);
|
||||
Assert.assertEquals(0, modeNan[0], Double.MIN_VALUE);
|
||||
Assert.assertEquals(2, modeNan[1], Double.MIN_VALUE);
|
||||
Assert.assertEquals(2, modeNan.length);
|
||||
|
||||
final double[] infInfested = {0, 0, Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY,
|
||||
Double.NEGATIVE_INFINITY, Double.NEGATIVE_INFINITY, 2, 2, 3, 5};
|
||||
final double[] modeInf = StatUtils.mode(infInfested);
|
||||
Assert.assertEquals(Double.NEGATIVE_INFINITY, modeInf[0], Double.MIN_VALUE);
|
||||
Assert.assertEquals(0, modeInf[1], Double.MIN_VALUE);
|
||||
Assert.assertEquals(2, modeInf[2], Double.MIN_VALUE);
|
||||
Assert.assertEquals(Double.POSITIVE_INFINITY, modeInf[3], Double.MIN_VALUE);
|
||||
Assert.assertEquals(4, modeInf.length);
|
||||
|
||||
final double[] noData = {};
|
||||
final double[] modeNodata = StatUtils.mode(noData);
|
||||
Assert.assertEquals(0, modeNodata.length);
|
||||
|
||||
final double[] nansOnly = {Double.NaN, Double.NaN};
|
||||
final double[] modeNansOnly = StatUtils.mode(nansOnly);
|
||||
Assert.assertEquals(0, modeNansOnly.length);
|
||||
|
||||
final double[] nullArray = null;
|
||||
try {
|
||||
StatUtils.mode(nullArray);
|
||||
Assert.fail("Expecting NullArgumentException");
|
||||
} catch (NullArgumentException ex) {
|
||||
// Expected
|
||||
}
|
||||
}
|
||||
|
||||
}
|
Loading…
Reference in New Issue