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Merge branch 'MATH-1477__chee' 

Closes #104.
This commit is contained in:
Gilles Sadowski 2019-04-10 03:10:43 +02:00
parent 286ab7c6dd f09514bf20
commit 8694f8478b
3 changed files with 40 additions and 10 deletions
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3
src/changes/changes.xml
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@ -54,6 +54,9 @@ If the output is not quite correct, check for invisible trailing spaces!
</release>
<release version="4.0" date="XXXX-XX-XX" description="">
<action dev="erans" type="add" issue="MATH-1477" due-to="Chee Sing Lee">
"MillerUpdatingRegression": Fixed "ArrayIndexOutOfBounds" exception.
</action>
<action dev="erans" type="fix" issue="MATH-1463">
"IntegerSequence.incrementor": Throw "NoSuchElementException" from "next" method.
</action>

2
src/main/java/org/apache/commons/math4/stat/regression/MillerUpdatingRegression.java
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@ -1063,7 +1063,7 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
}
boolean needsReorder = false;
for (int i = 0; i < this.nvars; i++) {
for (int i = 0; i < series.length; i++) {
if (this.vorder[i] != series[i]) {
needsReorder = true;
break;

45
src/test/java/org/apache/commons/math4/stat/regression/MillerUpdatingRegressionTest.java
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@ -1051,19 +1051,27 @@ public class MillerUpdatingRegressionTest {
}
@Test
public void testSubsetRegression() {
MillerUpdatingRegression instance = new MillerUpdatingRegression(3, true);
MillerUpdatingRegression redRegression = new MillerUpdatingRegression(2, true);
private void subsetRegression(int i_exclude, boolean constant){
int[] indices = new int[2];
int j = 0;
for (int i = 0; i < 3; i++){
if (i != i_exclude){
indices[j] = i;
j++;
}
}
int i0 = indices[0];
int i1 = indices[1];
MillerUpdatingRegression instance = new MillerUpdatingRegression(3, constant);
MillerUpdatingRegression redRegression = new MillerUpdatingRegression(2, constant);
double[][] x = new double[airdata[0].length][];
double[][] xReduced = new double[airdata[0].length][];
double[] y = new double[airdata[0].length];
for (int i = 0; i < airdata[0].length; i++) {
x[i] = new double[3];
x[i][0] = FastMath.log(airdata[3][i]);
x[i][1] = FastMath.log(airdata[4][i]);
x[i][2] = airdata[5][i];
x[i][i0] = FastMath.log(airdata[3][i]);
x[i][i1] = FastMath.log(airdata[4][i]);
x[i][i_exclude] = airdata[5][i];
xReduced[i] = new double[2];
xReduced[i][0] = FastMath.log(airdata[3][i]);
@ -1075,7 +1083,17 @@ public class MillerUpdatingRegressionTest {
instance.addObservations(x, y);
redRegression.addObservations(xReduced, y);
RegressionResults resultsInstance = instance.regress( new int[]{0,1,2} );
int includedIndices[];
if (constant){
includedIndices = new int[3];
includedIndices[0] = 0;
includedIndices[1] = i0 + 1;
includedIndices[2] = i1 + 1;
} else {
includedIndices = indices;
}
RegressionResults resultsInstance = instance.regress( includedIndices );
RegressionResults resultsReduced = redRegression.regress();
TestUtils.assertEquals(resultsInstance.getParameterEstimates(), resultsReduced.getParameterEstimates(), 1.0e-12);
@ -1083,4 +1101,13 @@ public class MillerUpdatingRegressionTest {
}
@Test
public void testSubsetRegression() {
for (int i=0; i < 3; i++){
subsetRegression(i, true);
subsetRegression(i, false);
}
}
}