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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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43
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. * 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 { public final class SimpleRegressionTest extends TestCase {
@ -62,9 +62,11 @@ public final class SimpleRegressionTest extends TestCase {
}; };
/* /*
* 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) { public SimpleRegressionTest(String name) {
super(name); super(name);
@ -84,6 +86,8 @@ public final class SimpleRegressionTest extends TestCase {
for (int i = 0; i < data.length; i++) { for (int i = 0; i < data.length; i++) {
regression.addData(data[i][1], data[i][0]); 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", 1.00211681802045, regression.getSlope(), 10E-12);
assertEquals("slope std err", 0.429796848199937E-03, assertEquals("slope std err", 0.429796848199937E-03,
regression.getSlopeStdErr(),10E-12); regression.getSlopeStdErr(),10E-12);
@ -100,6 +104,8 @@ public final class SimpleRegressionTest extends TestCase {
regression.getMeanSquareError(), 10E-10); regression.getMeanSquareError(), 10E-10);
assertEquals("SSE", 26.6173985294224, assertEquals("SSE", 26.6173985294224,
regression.getSumSquaredErrors(),10E-9); regression.getSumSquaredErrors(),10E-9);
// ------------ End certified data tests
assertEquals( "predict(0)", -0.262323073774029, assertEquals( "predict(0)", -0.262323073774029,
regression.predict(0), 10E-12); regression.predict(0), 10E-12);
assertEquals("predict(1)", 1.00211681802045 - 0.262323073774029, assertEquals("predict(1)", 1.00211681802045 - 0.262323073774029,
@ -185,19 +191,30 @@ public final class SimpleRegressionTest extends TestCase {
} }
public void testInference() throws Exception { public void testInference() throws Exception {
//---------- verified against R, version 1.8.1 -----
SimpleRegression regression = new SimpleRegression(); // infData
regression = new SimpleRegression();
regression.addData(infData); regression.addData(infData);
assertEquals("slope std err", 0.011448491,
assertEquals("slope confidence interval", 0.0271, regression.getSlopeStdErr(), 1E-10);
regression.getSlopeConfidenceInterval(), 0.0001); assertEquals("std err intercept", 0.286036932,
assertEquals("slope std err",0.01146, regression.getInterceptStdErr(),1E-8);
regression.getSlopeStdErr(), 0.0001); 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 = new SimpleRegression();
regression.addData(infData2); regression.addData(infData2);
assertEquals("significance",0.023331, assertEquals("slope std err", 1.07260253,
regression.getSignificance(),0.0001); 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 //FIXME: get a real example to test against with alpha = .01
assertTrue("tighter means wider", assertTrue("tighter means wider",