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Fixed bugged test (pr #31860), added more R certified tests 

git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@141476 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Phil Steitz 2004-10-24 06:30:01 +00:00
parent c1bf641db0
commit b8dafee10a
1 changed files with 31 additions and 14 deletions
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45
src/test/org/apache/commons/math/stat/regression/SimpleRegressionTest.java
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@ -23,7 +23,7 @@ import junit.framework.TestSuite;
/**
* Test cases for the TestStatistic class.
*
* @version $Revision: 1.1 $ $Date: 2004/10/08 05:08:20 $
* @version $Revision: 1.2 $ $Date: 2004/10/24 06:30:01 $
*/
public final class SimpleRegressionTest extends TestCase {
@ -60,11 +60,13 @@ public final class SimpleRegressionTest extends TestCase {
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 @@ public final class SimpleRegressionTest extends TestCase {
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 @@ public final class SimpleRegressionTest extends TestCase {
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 final class SimpleRegressionTest extends TestCase {
}
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",