[4122] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2010 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System;
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| 23 | using System.Collections.Generic;
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| 24 | using System.Linq;
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| 25 | using HeuristicLab.Problems.DataAnalysis.Evaluators;
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[4722] | 26 | using Microsoft.VisualStudio.TestTools.UnitTesting;
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[4122] | 27 | namespace HeuristicLab.Problems.DataAnalysis.Tests {
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| 28 |
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| 29 | [TestClass()]
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| 30 | public class StatisticCalculatorsTest {
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| 31 | private double[,] testData = new double[,] {
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| 32 | {5,1,1,1,2,1,3,1,1,2},
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| 33 | {5,4,4,5,7,10,3,2,1,2},
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| 34 | {3,1,1,1,2,2,3,1,1,2},
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| 35 | {6,8,8,1,3,4,3,7,1,2},
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| 36 | {4,1,1,3,2,1,3,1,1,2},
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| 37 | {8,10,10,8,7,10,9,7,1,4},
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| 38 | {1,1,1,1,2,10,3,1,1,2},
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| 39 | {2,1,2,1,2,1,3,1,1,2},
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| 40 | {2,1,1,1,2,1,1,1,5,2},
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| 41 | {4,2,1,1,2,1,2,1,1,2},
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| 42 | {1,1,1,1,1,1,3,1,1,2},
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| 43 | {2,1,1,1,2,1,2,1,1,2},
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| 44 | {5,3,3,3,2,3,4,4,1,4},
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| 45 | {8,7,5,10,7,9,5,5,4,4},
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| 46 | {7,4,6,4,6,1,4,3,1,4},
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| 47 | {4,1,1,1,2,1,2,1,1,2},
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| 48 | {4,1,1,1,2,1,3,1,1,2},
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| 49 | {10,7,7,6,4,10,4,1,2,4},
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| 50 | {6,1,1,1,2,1,3,1,1,2},
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| 51 | {7,3,2,10,5,10,5,4,4,4},
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| 52 | {10,5,5,3,6,7,7,10,1,4}
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| 53 | };
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| 54 |
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[4477] | 55 | [TestMethod]
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[4122] | 56 | public void CalculateMeanAndVarianceTest() {
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| 57 | System.Random random = new System.Random(31415);
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| 58 |
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| 59 | int n = testData.GetLength(0);
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| 60 | int cols = testData.GetLength(1);
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| 61 | {
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| 62 | for (int col = 0; col < cols; col++) {
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| 63 | double scale = random.NextDouble() * 1E7;
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| 64 | IEnumerable<double> x = from rows in Enumerable.Range(0, n)
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| 65 | select testData[rows, col] * scale;
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| 66 | double[] xs = x.ToArray();
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| 67 | double mean_alglib, variance_alglib;
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| 68 | mean_alglib = variance_alglib = 0.0;
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| 69 | double tmp = 0;
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| 70 |
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| 71 | alglib.descriptivestatistics.calculatemoments(ref xs, n, ref mean_alglib, ref variance_alglib, ref tmp, ref tmp);
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| 72 |
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| 73 | var calculator = new OnlineMeanAndVarianceCalculator();
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| 74 | for (int i = 0; i < n; i++) {
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| 75 | calculator.Add(xs[i]);
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| 76 | }
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| 77 | double mean = calculator.Mean;
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| 78 | double variance = calculator.Variance;
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| 79 |
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| 80 | Assert.AreEqual(mean_alglib, mean, 1E-6 * scale);
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| 81 | Assert.AreEqual(variance_alglib, variance, 1E-6 * scale);
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| 82 | }
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| 83 | }
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| 84 | }
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| 85 |
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[4477] | 86 | [TestMethod]
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[4122] | 87 | public void CalculatePearsonsRSquaredTest() {
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| 88 | System.Random random = new System.Random(31415);
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| 89 | int n = testData.GetLength(0);
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| 90 | int cols = testData.GetLength(1);
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| 91 | for (int c1 = 0; c1 < cols; c1++) {
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| 92 | for (int c2 = c1 + 1; c2 < cols; c2++) {
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| 93 | {
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| 94 | double c1Scale = random.NextDouble() * 1E7;
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| 95 | double c2Scale = random.NextDouble() * 1E7;
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| 96 | IEnumerable<double> x = from rows in Enumerable.Range(0, n)
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| 97 | select testData[rows, c1] * c1Scale;
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| 98 | IEnumerable<double> y = from rows in Enumerable.Range(0, n)
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| 99 | select testData[rows, c2] * c2Scale;
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| 100 | double[] xs = x.ToArray();
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| 101 | double[] ys = y.ToArray();
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| 102 | double r2_alglib = alglib.correlation.pearsoncorrelation(ref xs, ref ys, n);
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| 103 | r2_alglib *= r2_alglib;
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| 104 |
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| 105 | var r2Calculator = new OnlinePearsonsRSquaredEvaluator();
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| 106 | for (int i = 0; i < n; i++) {
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| 107 | r2Calculator.Add(xs[i], ys[i]);
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| 108 | }
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| 109 | double r2 = r2Calculator.RSquared;
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| 110 |
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| 111 | Assert.AreEqual(r2_alglib, r2, 1E-6 * Math.Max(c1Scale, c2Scale));
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| 112 | }
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| 113 | }
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| 114 | }
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| 115 | }
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| 116 | }
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| 117 | }
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