1  #region License Information


2  /* HeuristicLab


3  * Copyright (C) 20022011 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


8  * it under the terms of the GNU General Public License as published by


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 


22  using System;


23  using System.Collections.Generic;


24  using System.Linq;


25  using HeuristicLab.Problems.DataAnalysis;


26  using Microsoft.VisualStudio.TestTools.UnitTesting;


27  namespace 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++) {


75  calculator.Add(xs[i]);


76  }


77  double mean = calculator.Mean;


78  double variance = calculator.Variance;


79 


80  Assert.AreEqual(mean_alglib, mean, 1E6 * scale);


81  Assert.AreEqual(variance_alglib, variance, 1E6 * 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++) {


107  r2Calculator.Add(xs[i], ys[i]);


108  }


109  double r2 = r2Calculator.RSquared;


110 


111  Assert.AreEqual(r2_alglib, r2, 1E6 * Math.Max(c1Scale, c2Scale));


112  }


113  }


114  }


115  }


116  }


117  }

