public void testNaNs() { SimpleRegression regression = new SimpleRegression(); assertTrue("intercept not NaN", Double.isNaN(regression.getIntercept())); assertTrue("slope not NaN", Double.isNaN(regression.getSlope())); assertTrue("slope std err not NaN", Double.isNaN(regression.getSlopeStdErr())); assertTrue("intercept std err not NaN", Double.isNaN(regression.getInterceptStdErr())); assertTrue("MSE not NaN", Double.isNaN(regression.getMeanSquareError())); assertTrue("e not NaN", Double.isNaN(regression.getR())); assertTrue("r-square not NaN", Double.isNaN(regression.getRSquare())); assertTrue("RSS not NaN", Double.isNaN(regression.getRegressionSumSquares())); assertTrue("SSE not NaN", Double.isNaN(regression.getSumSquaredErrors())); assertTrue("SSTO not NaN", Double.isNaN(regression.getTotalSumSquares())); assertTrue("predict not NaN", Double.isNaN(regression.predict(0))); regression.addData(1, 2); regression.addData(1, 3); // No x variation, so these should still blow... assertTrue("intercept not NaN", Double.isNaN(regression.getIntercept())); assertTrue("slope not NaN", Double.isNaN(regression.getSlope())); assertTrue("slope std err not NaN", Double.isNaN(regression.getSlopeStdErr())); assertTrue("intercept std err not NaN", Double.isNaN(regression.getInterceptStdErr())); assertTrue("MSE not NaN", Double.isNaN(regression.getMeanSquareError())); assertTrue("e not NaN", Double.isNaN(regression.getR())); assertTrue("r-square not NaN", Double.isNaN(regression.getRSquare())); assertTrue("RSS not NaN", Double.isNaN(regression.getRegressionSumSquares())); assertTrue("SSE not NaN", Double.isNaN(regression.getSumSquaredErrors())); assertTrue("predict not NaN", Double.isNaN(regression.predict(0))); // but SSTO should be OK assertTrue("SSTO NaN", !Double.isNaN(regression.getTotalSumSquares())); regression = new SimpleRegression(); regression.addData(1, 2); regression.addData(3, 3); // All should be OK except MSE, s(b0), s(b1) which need one more df assertTrue("interceptNaN", !Double.isNaN(regression.getIntercept())); assertTrue("slope NaN", !Double.isNaN(regression.getSlope())); assertTrue("slope std err not NaN", Double.isNaN(regression.getSlopeStdErr())); assertTrue("intercept std err not NaN", Double.isNaN(regression.getInterceptStdErr())); assertTrue("MSE not NaN", Double.isNaN(regression.getMeanSquareError())); assertTrue("r NaN", !Double.isNaN(regression.getR())); assertTrue("r-square NaN", !Double.isNaN(regression.getRSquare())); assertTrue("RSS NaN", !Double.isNaN(regression.getRegressionSumSquares())); assertTrue("SSE NaN", !Double.isNaN(regression.getSumSquaredErrors())); assertTrue("SSTO NaN", !Double.isNaN(regression.getTotalSumSquares())); assertTrue("predict NaN", !Double.isNaN(regression.predict(0))); regression.addData(1, 4); // MSE, MSE, s(b0), s(b1) should all be OK now assertTrue("MSE NaN", !Double.isNaN(regression.getMeanSquareError())); assertTrue("slope std err NaN", !Double.isNaN(regression.getSlopeStdErr())); assertTrue("intercept std err NaN", !Double.isNaN(regression.getInterceptStdErr())); }
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 testNorris() { SimpleRegression regression = new SimpleRegression(); for (int i = 0; i < data.length; i++) { regression.addData(data[i][1], data[i][0]); } // Tests against certified values from // http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Norris.dat assertEquals("slope", 1.00211681802045, regression.getSlope(), 10E-12); assertEquals("slope std err", 0.429796848199937E-03, regression.getSlopeStdErr(), 10E-12); assertEquals("number of observations", 36, regression.getN()); assertEquals("intercept", -0.262323073774029, regression.getIntercept(), 10E-12); assertEquals("std err intercept", 0.232818234301152, regression.getInterceptStdErr(), 10E-12); assertEquals("r-square", 0.999993745883712, regression.getRSquare(), 10E-12); assertEquals("SSR", 4255954.13232369, regression.getRegressionSumSquares(), 10E-9); assertEquals("MSE", 0.782864662630069, regression.getMeanSquareError(), 10E-10); assertEquals("SSE", 26.6173985294224, regression.getSumSquaredErrors(), 10E-9); // ------------ End certified data tests assertEquals("predict(0)", -0.262323073774029, regression.predict(0), 10E-12); assertEquals("predict(1)", 1.00211681802045 - 0.262323073774029, regression.predict(1), 10E-12); }
public Double getAlpha() { return reg.getSlope(); }
public static void calcCharts() throws Exception { // alle Dateien einlesen im obigen Ordner File[] files = new File(folderIN).listFiles(); int i = 0; Messreihe[] RQs = new Messreihe[zINTER]; Messreihe[] RISs = new Messreihe[zINTER]; Vector<Messreihe>[] vRISs = new Vector[zINTER]; Vector<Messreihe>[] vFITDATA = new Vector[zINTER]; ReturnIntervallStatistik[] ris = new ReturnIntervallStatistik[zINTER]; // 58 files and 9 sections ... double tTEST_DATA[][][] = new double[files.length][zINTER][5]; // 0=RQs, 1=m 2=RR 3=FEHLENDE-m 4=FEHLENDE-RR for (int ii = 0; ii < zINTER; ii++) { ris[ii] = new ReturnIntervallStatistik(pScale, pBinning); // ris[ii].scaleY_LN = sLN; // ris[ii].scaleY_LOG = sLOG; RQs[ii] = new Messreihe("RQ_" + ii); RISs[ii] = new Messreihe("RIS_" + ii); vRISs[ii] = new Vector<Messreihe>(); vFITDATA[ii] = new Vector<Messreihe>(); } Vector<Messreihe> all = new Vector<Messreihe>(); double linFitMIN; double linFitMAX; for (File f : files) { if (f.getName().endsWith(".txt")) { DecimalFormat nf = new DecimalFormat("0.0000000"); Messreihe data = MessreihenLoader.getLoader().loadMessreihe(new File(folderIN + f.getName())); Messreihe[] parts = data.split(zL, zINTER); int j = 0; // r ist die Messreihe mit den normalen Daten for (Messreihe r : parts) { double vRQ = r.getAvarage(); // System.out.print( "file -> " + i + " part -> " + j + "\t" + nf.format( vRQ ) + "\t" ); // System.out.print( r.toString() ); tTEST_DATA[i][j][0] = vRQ; vRISs[j].add(r); RQs[j].addValue(vRQ); ReturnIntervallStatistik rr = new ReturnIntervallStatistik(pScale, pBinning); rr.doScale_by_Rq = scaleRQ; // rr.scaleY_LN = sLN; // rr.scaleY_LOG = sLOG; rr.setRQ(vRQ); rr.addDistData(r.getYValues()); if (scaleRQ) { linFitMIN = linFit_MIN * vRQ; linFitMAX = linFit_MAX * vRQ; // System.out.println( "( " + linFit_MIN + ", " + linFit_MAX + ") "); } else { linFitMIN = linFit_MIN; linFitMAX = linFit_MAX; // System.out.println( "( " + linFitMIN + ", " + linFitMAX + ") "); } ; // hier sollten nun die Daten für jede Reihe da sein ... /** Problem: in den einzelnen Reihen kann man nicht sinnvoll den Anstieg bestimmen !!! */ Messreihe toFit = rr.mrHaeufigkeit.shrinkX(linFit_MIN, linFit_MAX); SimpleRegression reg; try { reg = toFit.linFit(linFit_MIN, linFit_MAX); double slope = reg.getSlope(); double RR = reg.getRSquare(); // System.out.println("m=" + slope + " \tRR=" + RR); tTEST_DATA[i][j][1] = slope; tTEST_DATA[i][j][2] = RR; all.add(toFit); } catch (Exception ex) { // Logger.getLogger(RISAnalyse3.class.getName()).log(Level.SEVERE, null, ex); } vFITDATA[j].add(rr.mrHaeufigkeit); try { ris[j].add(rr); } catch (Exception ex) { Logger.getLogger(RISAnalyse3.class.getName()).log(Level.SEVERE, null, ex); } j++; } i++; } } if (showRAWData) { for (int i3 = 0; i3 < zINTER; i3++) { MultiChart.openAndStore( vRISs[i3], label + " Intervall: " + i3 + " - scale=" + pScale + ", binning=" + pBinning, "r", "P(r)", false, folderOUT, label + "_P(r)", getParameterSet()); } } System.out.print(folderOUT); Messreihe rq = new Messreihe("Rq(i)"); Messreihe rqSIGMA = new Messreihe("sigma(Rq(i))"); Vector<Messreihe> chart2Data = new Vector<Messreihe>(); chart2Data.add(rq); chart2Data.add(rqSIGMA); Vector<Messreihe> vMR = new Vector<Messreihe>(); // für alle Intervalle des Files ... for (int d = 0; d < zINTER; d++) { try { ris[d].calcMessreihen(); } catch (Exception ex) { Logger.getLogger(RISAnalyse3.class.getName()).log(Level.SEVERE, null, ex); } RISs[d] = ris[d].mrHaeufigkeit; // System.out.println( "(b)\n" + ris[d].toString() ); ris[d].mrVerteilung.setLabel("Int_" + (d + 1)); vMR.add(ris[d].mrVerteilung); RQs[d].calcAverage(); rq.addValuePair((double) d, RQs[d].getAvarage()); rqSIGMA.addValuePair((double) d, RQs[d].getStddev()); } rq.normalize(); rqSIGMA.normalize(); // auf VMR nun den Fit ANWENDEN ... Messreihe fitData1 = new Messreihe(); fitData1.setLabel("m"); Messreihe fitData2 = new Messreihe(); fitData2.setLabel("RR"); Vector<Messreihe> vFITS = new Vector<Messreihe>(); SimpleRegression reg2; int c = 0; for (Messreihe mr : vMR) { try { reg2 = mr.linFit(linFit_MIN, linFit_MAX); double slope = reg2.getSlope(); double RR = reg2.getRSquare(); fitData1.addValuePair(c, slope); fitData2.addValuePair(c, RR); System.out.println("\tm=" + slope + " \tRR=" + RR); c++; } catch (Exception ex) { } } ; fitData1.normalize(); fitData2.normalize(); vFITS.add(fitData1); vFITS.add(fitData2); if (showRAWRIS) { for (int i3 = 0; i3 < zINTER; i3++) { MultiChart.openAndStore( vFITDATA[i3], "vFIT " + label + " Intervall: " + i3 + " - scale=" + pScale + ", binning=" + pBinning, "r", "P(r)", false, folderOUT, label + "_P(r)", getParameterSet()); } } String labelX = "r/Rq"; String labelY = "P(r)*Rq"; if (!scaleRQ) { labelX = "r"; labelY = "P(r)"; } if (sLOG) { labelY = "log(" + labelY + ")"; } if (sLN) { labelY = "ln(" + labelY + ")"; } if (showCharts) { MultiChart.openAndStore( vMR, label + " - scale=" + pScale + ", binning=" + pBinning, labelX, labelY, true, folderOUT, label + "_P(r)", getParameterSet()); MultiChart.openAndStore( vFITS, "FIT " + label + " - scale=" + pScale + ", binning=" + pBinning, "i", "m(i) RR(i)", true, folderOUT, label + "_m(i)_RR(i)", getParameterSet()); MultiChart.openAndStore( chart2Data, label + " - Rq(i)", "i", "<Rq>, <sigma(Rq)>", true, folderOUT, label + "_Rq(i)", getParameterSet()); MultiChart.open( all, "ALL " + label + " - scale=" + pScale + ", binning=" + pBinning, "x", "y", false, getParameterSet()); } MesswertTabelle tab1 = new MesswertTabelle(); tab1.setHeader(getParameterSet()); tab1.setLabel(label + "_P(r)"); tab1.setMessReihen(vMR); tab1.writeToFile(new File(folderOUT + File.separator + tab1.getLabel() + ".dat")); MesswertTabelle tab6 = new MesswertTabelle(); tab6.setHeader(getParameterSet()); tab6.setLabel(label + "_m(i)_RR(i)"); tab6.setMessReihen(vFITS); tab6.writeToFile( new File(folderOUT + File.separator + "out" + File.separator + tab6.getLabel() + ".dat")); MesswertTabelle tab2 = new MesswertTabelle(); tab2.setHeader(getParameterSet()); tab2.setLabel(label + "_Rq(i)"); tab2.setMessReihen(chart2Data); tab2.writeToFile(new File(folderOUT + File.separator + tab2.getLabel() + ".dat")); String fn = folderOUT + "/tTests_" + label + ".xls"; String fnTEMPL = folderOUT + "/tTests.xls"; HSSFWorkbook wb = null; HSSFSheet[] sheets = new HSSFSheet[3]; File f2 = new File(fn); File f1 = new File(fnTEMPL); // Lesen der bestehenden Tabelle FileInputStream fis = null; try { // // Create a FileInputStream that will be use to read the excel file. // fis = new FileInputStream(fn); // // Create an excel workbook from the file system. // wb = new HSSFWorkbook(fis); // // Get the first sheet on the workbook. // } catch (Exception ex) { ex.printStackTrace(); System.err.println(">>> " + ex.getMessage()); System.out.println("> Erzeuge neue XLS Datei ... "); wb = new HSSFWorkbook(); sheets[0] = wb.createSheet("R_q"); sheets[1] = wb.createSheet("m"); sheets[2] = wb.createSheet("RR"); } Messreihe[] mrRESULTS = new Messreihe[5]; try { sheets[0] = wb.getSheet("R_q"); sheets[1] = wb.getSheet("m"); sheets[2] = wb.getSheet("RR"); // zur Sammlung der Mittelwerte für die Resultate ... mrRESULTS[0] = new Messreihe("<R_q>"); mrRESULTS[1] = new Messreihe("<m>"); mrRESULTS[2] = new Messreihe("<RR>"); mrRESULTS[3] = new Messreihe("{m}"); mrRESULTS[4] = new Messreihe("{RR}"); // SCHRANKE für auszulassende Werte double epsilon = 1e-6; // ANZAHL der Reihen for (int i2 = 1; i2 < files.length; i2++) { // ANZAHL der INTERVALLE for (int j2 = 0; j2 < zINTER; j2++) { // ANZAHL der MESSSGRÖSSEN for (int k2 = 0; k2 < 3; k2++) { HSSFRow row = sheets[k2].getRow(i2); if (row == null) row = sheets[k2].createRow(i2); row.createCell(1).setCellValue(i2); double value = tTEST_DATA[i2][j2][k2]; if (!Double.isNaN(value)) { if (value > epsilon) { row.createCell(j2 + 1).setCellValue(value); } } else { row.createCell(j2 + 1).setCellValue(""); } // System.out.println( i2 +"\t" + j2 + "\t" + k2 + "\t" + tTEST_DATA[i2][j2][k2]); } } } // MW für alle Spalten berechnen ... für drei Messwerte ... for (int x = 0; x < 3; x++) { double eps = 1e-3; double anz = 0.0; double summe = 0.0; int counterNAN_values = 0; // ANZAHL der INTERVALLE for (int j2 = 0; j2 < zINTER; j2++) { // ANZAHL der Reihen for (int i2 = 1; i2 < files.length; i2++) { double value = tTEST_DATA[i2][j2][x]; double RR = tTEST_DATA[i2][j2][2]; if (!Double.isNaN(value)) { // if ( value > eps ) { // Variante 1 // if ( RR > 0.75) { // Variante 2 summe = summe + value; anz++; // } } else { counterNAN_values++; } } double mw = summe / anz; mrRESULTS[x].addValuePair(j2, mw); if (x > 0) mrRESULTS[x + 2].addValuePair(j2, counterNAN_values); anz = 0.0; summe = 0.0; counterNAN_values = 0; } } mrRESULTS[3].normalize(); mrRESULTS[4].normalize(); Vector<Messreihe> v = new Vector<Messreihe>(); v.add(mrRESULTS[0]); v.add(mrRESULTS[1]); v.add(mrRESULTS[2]); v.add(mrRESULTS[3]); v.add(mrRESULTS[4]); if (showCharts) { MultiChart.openAndStore( v, label + " - scale=" + pScale + ", binning=" + pBinning, "i", "f(i)", true, folderOUT, label + "_chart3", getParameterSet()); } FileOutputStream fout2 = new FileOutputStream(f2.getAbsolutePath()); wb.write(fout2); fout2.close(); String[] titles = {"P(r)", "Rq(i)", "chart3", "m(i)_RR(i)"}; report.createResultlinePNG(label, titles, getParameterSetHTML()); System.out.println("[READY] " + label + ""); } catch (Exception ex) { ex.printStackTrace(); } }