Example #1
0
  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);
  }
Example #2
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);
  }
Example #3
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
    }
  }
Example #4
0
 // 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);
 }