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# source:trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/Tests/StatisticCalculatorsTest.cs@5944

Last change on this file since 5944 was 5944, checked in by mkommend, 13 years ago

#1418: Added unit tests for the Problems.DataAnalysis-3.4 project.

File size: 4.3 KB
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2/* HeuristicLab
3 * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections.Generic;
24using System.Linq;
25using HeuristicLab.Problems.DataAnalysis;
26using Microsoft.VisualStudio.TestTools.UnitTesting;
27namespace HeuristicLab.Problems.DataAnalysis_3_4.Tests {
28
29  [TestClass()]
30  public class StatisticCalculatorsTest {
31    private double[,] testData = new double[,] {
32     {5,1,1,1,2,1,3,1,1,2},
33     {5,4,4,5,7,10,3,2,1,2},
34     {3,1,1,1,2,2,3,1,1,2},
35     {6,8,8,1,3,4,3,7,1,2},
36     {4,1,1,3,2,1,3,1,1,2},
37     {8,10,10,8,7,10,9,7,1,4},
38     {1,1,1,1,2,10,3,1,1,2},
39     {2,1,2,1,2,1,3,1,1,2},
40     {2,1,1,1,2,1,1,1,5,2},
41     {4,2,1,1,2,1,2,1,1,2},
42     {1,1,1,1,1,1,3,1,1,2},
43     {2,1,1,1,2,1,2,1,1,2},
44     {5,3,3,3,2,3,4,4,1,4},
45     {8,7,5,10,7,9,5,5,4,4},
46     {7,4,6,4,6,1,4,3,1,4},
47     {4,1,1,1,2,1,2,1,1,2},
48     {4,1,1,1,2,1,3,1,1,2},
49     {10,7,7,6,4,10,4,1,2,4},
50     {6,1,1,1,2,1,3,1,1,2},
51     {7,3,2,10,5,10,5,4,4,4},
52     {10,5,5,3,6,7,7,10,1,4}
53      };
54
55    [TestMethod]
56    public void CalculateMeanAndVarianceTest() {
57      System.Random random = new System.Random(31415);
58
59      int n = testData.GetLength(0);
60      int cols = testData.GetLength(1);
61      {
62        for (int col = 0; col < cols; col++) {
63          double scale = random.NextDouble() * 1E7;
64          IEnumerable<double> x = from rows in Enumerable.Range(0, n)
65                                  select testData[rows, col] * scale;
66          double[] xs = x.ToArray();
67          double mean_alglib, variance_alglib;
68          mean_alglib = variance_alglib = 0.0;
69          double tmp = 0;
70
71          alglib.samplemoments(xs, n, out  mean_alglib, out variance_alglib, out tmp, out tmp);
72
73          var calculator = new OnlineMeanAndVarianceCalculator();
74          for (int i = 0; i < n; i++) {
76          }
77          double mean = calculator.Mean;
78          double variance = calculator.Variance;
79
80          Assert.AreEqual(mean_alglib, mean, 1E-6 * scale);
81          Assert.AreEqual(variance_alglib, variance, 1E-6 * scale);
82        }
83      }
84    }
85
86    [TestMethod]
87    public void CalculatePearsonsRSquaredTest() {
88      System.Random random = new System.Random(31415);
89      int n = testData.GetLength(0);
90      int cols = testData.GetLength(1);
91      for (int c1 = 0; c1 < cols; c1++) {
92        for (int c2 = c1 + 1; c2 < cols; c2++) {
93          {
94            double c1Scale = random.NextDouble() * 1E7;
95            double c2Scale = random.NextDouble() * 1E7;
96            IEnumerable<double> x = from rows in Enumerable.Range(0, n)
97                                    select testData[rows, c1] * c1Scale;
98            IEnumerable<double> y = from rows in Enumerable.Range(0, n)
99                                    select testData[rows, c2] * c2Scale;
100            double[] xs = x.ToArray();
101            double[] ys = y.ToArray();
102            double r2_alglib = alglib.pearsoncorrelation(xs, ys, n);
103            r2_alglib *= r2_alglib;
104
105            var r2Calculator = new OnlinePearsonsRSquaredCalculator();
106            for (int i = 0; i < n; i++) {