public void CorrelationTest()
{
// http://www.solvemymath.com/online_math_calculator/statistics/descriptive/correlation.php
double[,] matrix = new double[, ]
{
{ 4.0, 2.0, 0.60 },
{ 4.2, 2.1, 0.59 },
{ 3.9, 2.0, 0.58 },
{ 4.3, 2.1, 0.62 },
{ 4.1, 2.2, 0.63 }
};
double[,] expected = new double[, ]
{
{ 1.000000, 0.5669467, 0.533745 },
{ 0.566946, 1.0000000, 0.778127 },
{ 0.533745, 0.7781271, 1.000000 }
};
double[,] actual = Tools.Correlation(matrix);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.001));
}
public void ExtendTest()
{
int[,] summary =
{
{ 1, 4, 5 },
{ 2, 1, 3 },
};
int[] group = summary.GetColumn(0);
int[] positives = summary.GetColumn(1);
int[] negatives = summary.GetColumn(2);
int[][] expected =
{
new int[] { 1, 1 },
new int[] { 1, 1 },
new int[] { 1, 1 },
new int[] { 1, 1 },
new int[] { 1, 0 },
new int[] { 1, 0 },
new int[] { 1, 0 },
new int[] { 1, 0 },
new int[] { 1, 0 },
new int[] { 2, 1 },
new int[] { 2, 0 },
new int[] { 2, 0 },
new int[] { 2, 0 },
};
int[][] actual;
actual = Tools.Expand(group, positives, negatives);
Assert.IsTrue(Matrix.IsEqual(expected, actual));
}
public void VarianceTest8()
{
double[,] matrix =
{
{ 4.0, 2.0, 0.60 },
{ 4.2, 2.1, 0.59 },
{ 3.9, 2.0, 0.58 },
{ 4.3, 2.1, 0.62 },
{ 4.1, 2.2, 0.63 }
};
double[] weights = { 0.9, 0.9, 0.9, 0.9, 0.9 };
double[] expected =
{
Tools.WeightedVariance(matrix.GetColumn(0), weights),
Tools.WeightedVariance(matrix.GetColumn(1), weights),
Tools.WeightedVariance(matrix.GetColumn(2), weights),
};
double[] actual = Tools.WeightedVariance(matrix, weights);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-10));
}
public void CovarianceTest()
{
double[,] matrix = new double[, ]
{
{ 4.0, 2.0, 0.60 },
{ 4.2, 2.1, 0.59 },
{ 3.9, 2.0, 0.58 },
{ 4.3, 2.1, 0.62 },
{ 4.1, 2.2, 0.63 }
};
double[,] expected = new double[, ]
{
{ 0.02500, 0.00750, 0.00175 },
{ 0.00750, 0.00700, 0.00135 },
{ 0.00175, 0.00135, 0.00043 },
};
double[,] actual = Tools.Covariance(matrix);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.0001));
actual = Tools.Covariance(matrix, 0);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.0001));
matrix = matrix.Transpose();
actual = Tools.Covariance(matrix, 1);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.0001));
}
public void CovarianceTest6()
{
double[][] matrix = new double[, ]
{
{ 4.0, 2.0, 0.60 },
{ 4.2, 2.1, 0.59 },
{ 3.9, 2.0, 0.58 },
{ 4.3, 2.1, 0.62 },
{ 4.1, 2.2, 0.63 }
}.ToArray();
double[,] expected = new double[, ]
{
{ 0.02500, 0.00750, 0.00175 },
{ 0.00750, 0.00700, 0.00135 },
{ 0.00175, 0.00135, 0.00043 },
};
double[] weights = { 1, 1, 1, 1, 1 };
double[,] actual = Tools.WeightedCovariance(matrix, weights, 0);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.0001));
matrix = matrix.Transpose();
actual = Tools.WeightedCovariance(matrix, weights, 1);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.0001));
}
public void EntropyTest()
{
{
int[] values = { 0, 1 };
int classes = 2;
double expected = 1;
double actual = Tools.Entropy(values, classes);
Assert.AreEqual(expected, actual);
}
{
int[] values = { 0, 0 };
int classes = 2;
double expected = 0;
double actual = Tools.Entropy(values, classes);
Assert.AreEqual(expected, actual);
}
{
int[] values = { 1, 1 };
int classes = 2;
double expected = 0;
double actual = Tools.Entropy(values, classes);
Assert.AreEqual(expected, actual);
}
}
public void ExtendTest2()
{
int[][] data =
{
new int[] { 0, 2, 4 },
new int[] { 1, 1, 2 },
};
int labelColumn = 0;
int positiveColumn = 1;
int negativeColumn = 2;
int[][] expected =
{
// For label 0
new int[] { 0, 1 }, // Two positive cases
new int[] { 0, 1 },
new int[] { 0, 0 }, // Four negative cases
new int[] { 0, 0 },
new int[] { 0, 0 },
new int[] { 0, 0 },
// For label 1
new int[] { 1, 1 }, // One positive case
new int[] { 1, 0 }, // Three negative cases
new int[] { 1, 0 },
};
int[][] actual = Tools.Expand(data, labelColumn, positiveColumn, negativeColumn);
Assert.IsTrue(expected.IsEqual(actual));
}
public void KurtosisTest2()
{
double[][] matrix =
{
new double[] { 1987 },
new double[] { 1987 },
new double[] { 1991 },
new double[] { 1992 },
new double[] { 1992 },
new double[] { 1992 },
new double[] { 1992 },
new double[] { 1993 },
new double[] { 1994 },
new double[] { 1994 },
new double[] { 1995 },
};
double expected = 0.4466489;
{
double[] actual = Tools.Kurtosis(matrix);
Assert.AreEqual(expected, actual[0], 1e-7);
}
{
double actual = Tools.Kurtosis(matrix.GetColumn(0));
Assert.AreEqual(expected, actual, 1e-7);
}
}
public void SkewnessTest2()
{
double[][] matrix =
{
new double[] { 180 },
new double[] { 182 },
new double[] { 169 },
new double[] { 175 },
new double[] { 178 },
new double[] { 189 },
new double[] { 174 },
new double[] { 174 },
new double[] { 171 },
new double[] { 168 }
};
double expected = 0.77771377;
{
double[] actual = Tools.Skewness(matrix);
Assert.AreEqual(expected, actual[0], 1e-7);
}
{
double actual = Tools.Skewness(matrix.GetColumn(0));
Assert.AreEqual(expected, actual, 1e-7);
}
}
public void GroupTest()
{
int[][] data =
{
new int[] { 1, 1 },
new int[] { 1, 1 },
new int[] { 1, 1 },
new int[] { 1, 1 },
new int[] { 1, 0 },
new int[] { 1, 0 },
new int[] { 1, 0 },
new int[] { 1, 0 },
new int[] { 1, 0 },
new int[] { 2, 1 },
new int[] { 2, 0 },
new int[] { 2, 0 },
new int[] { 2, 0 },
};
int[][] expected =
{
new int[] { 1, 4, 5 },
new int[] { 2, 1, 3 },
};
int[][] actual;
actual = Tools.Group(data, 0, 1);
Assert.IsTrue(Matrix.IsEqual(expected, actual));
}
public void SimplsComputeTest()
{
double[,] inputs;
double[,] outputs;
var pls = CreateWineExample(out inputs, out outputs);
MultivariateLinearRegression regression = pls.CreateRegression();
// test factor proportions
double[] expectedX = { 0.86, 0.12, 0.00, 0.86 };
double[] actualX = pls.Predictors.FactorProportions;
Assert.IsTrue(expectedX.IsEqual(actualX, 0.01));
double[] expectedY = { 0.67, 0.13, 0.17, 0.00 };
double[] actualY = pls.Dependents.FactorProportions;
Assert.IsTrue(expectedY.IsEqual(actualY, 0.01));
// Test Properties
double[,] weights = pls.Weights;
double[,] actual = pls.Predictors.Result;
double[,] X0 = (double[, ])pls.Source.Clone(); Tools.Center(X0, inPlace: true);
double[,] Y0 = (double[, ])pls.Output.Clone(); Tools.Center(Y0, inPlace: true);
// XSCORES = X0*W
double[,] expected = X0.Multiply(weights);
Assert.IsTrue(expected.IsEqual(actual, 0.01));
}
public void ModeTest1()
{
double[] values = { 3, 3, 1, 4 };
double expected = 3;
double actual = Tools.Mode(values);
Assert.AreEqual(expected, actual);
}
public void MeanTest3()
{
double[] values = { -5, 0.2, 2 };
double expected = -0.93333333333333324;
double actual = Tools.Mean(values);
Assert.AreEqual(expected, actual);
}
public void ModeTest4()
{
int[] values = { 2, 5, 1, 6, 4, 1, 2, 6, 2, 6, 8, 2, 6, 2, 2 };
int expected = 2;
int actual = Tools.Mode(values);
Assert.AreEqual(expected, actual);
}
public void SkewnessTest()
{
double[] values = { 3.4, 7.1, 1.5, 8.6, 4.9 };
double expected = -0.00861496080010664;
double actual = Tools.Skewness(values, false);
Assert.AreEqual(expected, actual);
}
public void StandardDeviationTest2()
{
double[] values = { -5, 0.2, 2 };
double expected = 3.6350149013908224;
double actual = Tools.StandardDeviation(values);
Assert.AreEqual(expected, actual);
}
public void KurtosisTest()
{
double[] values = { 3.4, 7.1, 1.5, 8.6, 4.9 };
double expected = 1.6572340828415202; // definition used by STATA
double actual = Tools.Kurtosis(values, false) + 3;
Assert.AreEqual(expected, actual);
}
public void QuartileTest2()
{
double[] values = new double[] { 1, 3, 3, 4, 5, 6, 6, 7, 8, 8 };
double q1, q3, actual;
actual = Tools.Quartiles(values, out q1, out q3, false);
Assert.AreEqual(3, q1);
Assert.AreEqual(5.5, actual);
Assert.AreEqual(7, q3);
}
public void QuartileTest1()
{
double[] values = new double[] { 3, 4, 8 };
double q1, q3, actual;
actual = Tools.Quartiles(values, out q1, out q3, false);
Assert.AreEqual(3, q1);
Assert.AreEqual(4, actual);
Assert.AreEqual(8, q3);
}
public void QuartileTest3()
{
double[] values = new double[] { 102, 104, 105, 107, 108, 109, 110, 112, 115, 116, 118 };
double q1, q3, actual;
actual = Tools.Quartiles(values, out q1, out q3, false);
Assert.AreEqual(105, q1);
Assert.AreEqual(109, actual);
Assert.AreEqual(115, q3);
}
public void CovarianceTest4()
{
double[] u = { -2, 1, 5 };
double[] v = { 7, 1, 6 };
double expected = -0.8333;
double actual = Tools.Covariance(u, v);
Assert.AreEqual(expected, actual, 0.0001);
}
public void ShuffleTest()
{
int[] array = { 1, 2, 3, 4, 5, 6, 7, 8, 9, 0 };
Tools.Shuffle(array);
for (int i = 0; i < 10; i++)
{
Assert.IsTrue(array.Contains(i));
}
}
/// <summary>
/// Gets the Silverman's rule. estimative of the smoothing parameter.
/// This is the default smoothing rule applied used when estimating
/// <see cref="MultivariateEmpiricalDistribution"/>s.
/// </summary>
///
/// <remarks>
/// This method is described on Wikipedia, at
/// http://en.wikipedia.org/wiki/Multivariate_kernel_density_estimation
/// </remarks>
///
/// <param name="observations">The observations for the empirical distribution.</param>
/// <param name="weights">The number of times each sample should be repeated.</param>
///
/// <returns>An estimative of the smoothing parameter.</returns>
///
public static double[,] SilvermanRule(double[][] observations, int[] weights)
{
// Silverman's rule
// - http://en.wikipedia.org/wiki/Multivariate_kernel_density_estimation
double[] sigma = Tools.WeightedStandardDeviation(observations, weights);
double d = sigma.Length;
double n = weights.Sum();
return(silverman(sigma, d, n));
}
public void ModeTest()
{
double[,] matrix =
{
{ 3, 3, 1, 4 },
{ 0, 1, 1, 1 },
{ 0, 1, 2, 4 },
};
double[] expected = { 0, 1, 1, 4 };
double[] actual = Tools.Mode(matrix);
Assert.IsTrue(expected.IsEqual(actual));
}
public void MeanTest4()
{
double[,] matrix =
{
{ 2, -1.0, 5 },
{ 7, 0.5, 9 },
};
double[] sums = Matrix.Sum(matrix);
Assert.IsTrue(sums.IsEqual(9.0, -0.5, 14.0));
double[] expected = { 4.5000, -0.2500, 7.0000 };
double[] actual = Tools.Mean(matrix, sums);
Assert.IsTrue(expected.IsEqual(actual));
}
public void MedianTest1()
{
double[] values;
double expected;
double actual;
values = new double[] { -5, 0.2, 2, 5, -0.7 };
expected = 0.2;
actual = Tools.Median(values, false);
Assert.AreEqual(expected, actual);
values = new double[] { -5, 0.2, 2, 5 };
expected = 1.1;
actual = Tools.Median(values, false);
Assert.AreEqual(expected, actual);
}
public void PooledVarianceTest()
{
double[][] samples =
{
new double[] { 31, 30, 29 },
new double[] { 42, 41,40, 39 },
new double[] { 31,28 },
new double[] { 23, 22,21, 19, 18 },
new double[] { 21, 20,19, 18, 17 },
};
double expected = 2.7642857142857147;
double actual = Tools.PooledVariance(samples);
Assert.AreEqual(expected, actual);
}
public void PooledStandardDeviationTest()
{
double[][] samples =
{
new double[] { 31, 30, 29 },
new double[] { 42, 41,40, 39 },
new double[] { 31,28 },
new double[] { 23, 22,21, 19, 18 },
new double[] { 21, 20,19, 18, 17 },
};
double expected = System.Math.Sqrt(2.7642857142857147);
double actual = Tools.PooledStandardDeviation(samples);
Assert.AreEqual(expected, actual);
}
public void ModeTest3()
{
double[][] matrix =
{
new double[] { 6, 4, 9 },
new double[] { 3, 1, 3 },
new double[] { 1, 3, 8 },
new double[] { 1, 5, 4 },
new double[] { 7, 4, 1 },
new double[] { 4, 4, 3 },
};
double[] expected = { 1, 4, 3 };
double[] actual = Tools.Mode(matrix);
Assert.AreEqual(expected[0], actual[0]);
Assert.AreEqual(expected[1], actual[1]);
Assert.AreEqual(expected[2], actual[2]);
}
public void ProportionsTest()
{
int[,] summary =
{
{ 1, 4, 5 },
{ 2, 1, 3 },
};
double[,] probabilities =
{
{ 1, 4.0 / (4 + 5) },
{ 2, 1.0 / (1 + 3) },
};
int[] positives = summary.GetColumn(1);
int[] negatives = summary.GetColumn(2);
double[] expected = probabilities.GetColumn(1);
double[] actual;
actual = Tools.Proportions(positives, negatives);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.000000001));
}