public void testRandom() throws Exception {
SimpleRegression regression = new SimpleRegression();
Random random = new Random(1);
int n = 100;
for (int i = 0; i < n; i++) {
regression.addData(((double) i) / (n - 1), random.nextDouble());
}
assertTrue(0.0 < regression.getSignificance() && regression.getSignificance() < 1.0);
}
public void testPerfectNegative() throws Exception {
SimpleRegression regression = new SimpleRegression();
int n = 100;
for (int i = 0; i < n; i++) {
regression.addData(-((double) i) / (n - 1), i);
}
assertEquals(0.0, regression.getSignificance(), 1.0e-5);
assertTrue(regression.getSlope() < 0.0);
}
public void testInference() throws Exception {
// ---------- verified against R, version 1.8.1 -----
// infData
SimpleRegression regression = new SimpleRegression();
regression.addData(infData);
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("slope std err", 1.07260253, regression.getSlopeStdErr(), 1E-8);
assertEquals("std err intercept", 4.17718672, regression.getInterceptStdErr(), 1E-8);
assertEquals("significance", 0.261829133982, regression.getSignificance(), 1E-11);
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",
regression.getSlopeConfidenceInterval() < regression.getSlopeConfidenceInterval(0.01));
try {
regression.getSlopeConfidenceInterval(1);
fail("expecting IllegalArgumentException for alpha = 1");
} catch (IllegalArgumentException ex) {
// ignored
}
}
// Test remove multiple observations
public void testRemoveMultiple() throws Exception {
// Create regression with inference data then remove to test
SimpleRegression regression = new SimpleRegression();
regression.addData(infData);
regression.removeData(removeMultiple);
regression.addData(removeMultiple);
// Use the inference assertions to make sure that everything worked
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);
}