public void linearDataExtrapolatesLinearValues()
{
double[] data = new double[100];
for (int i = 0; (i < data.Length); i++)
{
data[i] = ((0.25 * i) * -1);
}
var builder = new InterpolatorBuilder();
for (int degree = 1; (degree < 3); degree++)
{
builder.Width = 7;
builder.Degree = degree;
LoessInterpolator loess = builder.interpolate(data);
double y = loess.smoothOnePoint(-100, 0, (data.Length - 1));
Assert.True(y != 0);
Assert.Equal(((0.25 * -100) * -1), y, 5);
y = loess.smoothOnePoint(1000, 0, (data.Length - 1));
Assert.True(y != 0);
Assert.Equal(((0.25 * 1000) * -1), y, 5);
//
}
}
public void widthMustBeSet()
{
var builder = new InterpolatorBuilder();
var exception = Assert.Throws <Exception>(() => builder.interpolate(new double[2000]));
Assert.Equal("LoessInterpolator.Builder: Width must be set", exception.Message);
}
public void dataMustBeNonNull()
{
var builder = new InterpolatorBuilder();
// var loess = builder.interpolate(null);
var exception = Assert.Throws <Exception>(() => builder.interpolate(null));
Assert.Equal("LoessInterpolator.Builder: Width must be set", exception.Message);
}
public void constantDataGivesConstantValuesAtNodes()
{
double[] data = this.createConstantDataArray();
for (int degree = 0; (degree < 3); degree++)
{
var loessB = new InterpolatorBuilder();
loessB.Width = 7;
loessB.Degree = degree;
var it = loessB.interpolate(data);
//
this.checkFitToData(data, it, 5);
}
}
public void linearDataReturnsDataOnLine2()
{
double[] data = this.createLinearDataArray();
//LoessInterpolator.Builder builder = new LoessInterpolator.Builder();
var loessB = new InterpolatorBuilder();
for (int degree = 1; (degree < 3); degree++)
{
//.setWidth(5000).setDegree(degree)
loessB.Width = 5000;
loessB.Degree = degree;
LoessInterpolator loess = loessB.interpolate(data);
this.checkFitToData(data, loess, 5);
}
}
public void quadraticDataReturnsDataOnParabolaWithQuadraticInterpolation()
{
double[] data = this.createQuadraticDataArray();
var builder = new InterpolatorBuilder();
builder.Width = 500000;
builder.Degree = 2;
var loess = builder.interpolate(data);
for (int i = -100; i < data.Length + 100; i++)
{
double y = loess.smoothOnePoint(i, 0, (data.Length - 1));
Assert.True(y != 0);
Assert.Equal(((3.7 - (0.25 * i)) + (0.7 * (i * i))), y, 5);
}
}
public void linearDataReturnsDataOnLine()
{
double[] data = this.createLinearDataArray();
// LoessInterpolator loess = (new LoessInterpolator.Builder() + setWidth(5).interpolate(data));
var loessB = new InterpolatorBuilder();
loessB.Width = 5;
var it = loessB.interpolate(data);
for (int i = 0; (i < data.Length); i++)
{
double y = it.smoothOnePoint(i, Math.Max(0, (i - 2)), Math.Min((i + 2), (data.Length - 1)));
Assert.True(y != 0);
Assert.Equal(data[i], y, 5);
}
}
public void constantDataGivesConstantInterpolatedResults()
{
double[] data = this.createConstantDataArray();
for (int degree = 0; (degree < 3); degree++)
{
var loessB = new InterpolatorBuilder();
loessB.Width = 7;
loessB.Degree = degree;
var it = loessB.interpolate(data);
for (int i = 0; (i < 99); i++)
{
double x = (i + 0.5);
Double y = it.smoothOnePoint(x, 0, (data.Length - 1));
Assert.True(y != 0);
Assert.Equal(data[i], y, 5);
}
}
}
public void constantDataExtrapolatesConstantValues()
{
double[] data = this.createConstantDataArray();
for (int degree = 0; (degree < 3); degree++)
{
//
var loessB = new InterpolatorBuilder();
loessB.Width = 7;
loessB.Degree = degree;
var it = loessB.interpolate(data);
double y = it.smoothOnePoint(-100, 0, (data.Length - 1));
Assert.True(y != 0);
Assert.Equal(data[0], y, 5);
y = it.smoothOnePoint(1000, 0, (data.Length - 1));
Assert.True(y != 0);
Assert.Equal(data[0], y, 5);
}
}
public void quadraticSmoothingWithLargeWidthGivesQuadraticFit()
{
// Half-period of sine plus noise, generated in Python with
//
// >>> x = np.arange(0, 100)
// >>> y = 100 * np.sin(x * np.pi / 100.0)
// >>> y = y + 20*np.random.randn(100)
//
// Quadratic fit:
//
// >>> np.polyfit(x, y, 2)
// array([-0.042576513162, 4.318963328925, -9.80856523083 ])
double[] data = new double[] {
-10.073853166025,
-47.578434834077,
9.969567309914,
13.607475640614,
26.336724862687,
20.24315196619,
8.522203731921,
40.879813612701,
20.348936031958,
34.851420490978,
23.004883874872,
54.308938782219,
15.829781536312,
48.719668671254,
8.119311766507,
1.318458454996,
47.063368648646,
53.312795063592,
83.823883969792,
59.110160316898,
77.957952679217,
27.187112586324,
58.265304568637,
58.51100724642,
66.008865742665,
72.672400306629,
81.552532336694,
49.790263630259,
97.490016206155,
100.088531750104,
67.022085750862,
101.72944638112,
76.523955444828,
109.879122870237,
103.156426935471,
97.440990018768,
96.326853943821,
100.002052764625,
97.901908920881,
81.907764661345,
104.608286357414,
70.096952411082,
87.900737922771,
123.466069349253,
86.36343272932,
96.898061547722,
105.2409423246,
84.473529980995,
87.589406762096,
107.145948743204,
103.924243272493,
86.327435697654,
122.078243981121,
82.664603304996,
90.610134349843,
94.333055790992,
130.280210790056,
106.70486524105,
76.506903917192,
81.412062643472,
93.910953769154,
106.832729589699,
115.642049987031,
84.975670522389,
97.761576968675,
111.855362368863,
72.717525044868,
81.957250239574,
61.808571079313,
70.85792217601,
40.898527454521,
97.782149960766,
97.913155063949,
101.714088071105,
86.227528826015,
67.255531559075,
80.13052355131,
74.988502831106,
96.560985475347,
65.285104731415,
62.127365337288,
28.616465130641,
82.768020843782,
52.291991098773,
64.194294668567,
38.225290216514,
20.662635351816,
26.091102513734,
24.5632772509,
23.281240785751,
23.800117109909,
52.816749904647,
33.332347686135,
28.2914005902,
14.683404049683,
53.212854193497,
1.829566520138,
18.404833513506,
-9.019769796879,
9.006983482915
};
var builder = new InterpolatorBuilder();
builder.Width = 500000;
builder.Degree = 2;
var loess = builder.interpolate(data);
for (int i = 0; (i < data.Length); i++)
{
Double y = loess.smoothOnePoint(i, 0, (data.Length - 1));
Assert.True(y != 0);
double y0 = (((0.042576513162
* (i * i))
* -1)
+ ((4.318963328925 * i)
- 9.80856523083));
Assert.Equal(y0, y, 5);
}
}
public void smoothingWithLargeWidthGivesLinearRegressionFit()
{
// 100 point sample of linear data plus noise generated in Python with
//
// x = np.arange(0, 100)
// y = 10.0 * x + 100.0*np.random.randn(100)
double[] scatter100 = new double[] {
45.0641826945,
69.6998783993,
9.81903951235,
-75.4079441854,
53.7430205615,
12.1359388898,
84.972441255,
194.467452805,
182.276035711,
128.161856616,
147.021732433,
-40.6773185264,
41.1575417261,
111.04115761,
75.0179056538,
278.946359666,
93.3453251262,
103.779785975,
252.750915429,
252.636103208,
457.859165335,
143.021758047,
79.343240193,
280.969547174,
35.650257308,
157.656673765,
29.6984404613,
141.980264706,
263.465758806,
346.309482972,
330.044915761,
135.019120067,
211.801092316,
198.186646037,
206.088498967,
510.89412974,
332.076915483,
530.524264511,
298.21175481,
234.317252809,
573.836352739,
382.708235416,
340.090947574,
452.475239395,
576.134135134,
536.703405146,
545.033194307,
479.525083559,
368.551750848,
588.429801268,
528.672000843,
507.301073925,
432.749370682,
600.239380863,
567.328853536,
481.544306962,
510.42118889,
456.519971302,
565.839651322,
510.505759788,
503.2514057,
491.279917041,
642.319449309,
573.019058995,
574.709858012,
597.316826688,
602.361341448,
622.312708681,
506.669245531,
640.120714982,
699.793133288,
672.969830555,
656.645808774,
901.375994679,
573.903581507,
906.472771298,
719.604429516,
759.262994619,
786.970584025,
717.422383977,
899.007418786,
745.516032607,
748.049043698,
876.99080793,
810.985707949,
888.762045358,
947.030030816,
1007.48402395,
830.251382179,
921.078927761,
810.212273661,
926.740829016,
787.965498372,
944.230542154,
808.215987256,
1044.74526488,
866.568085766,
1068.6479395,
776.566771785,
1190.32090194
};
// Linear fit from Python
double testSlope = 9.9564197212156671;
double testIntercept = -12.894457726954045;
// Choose a loess width sufficiently large that tri-cube weights for all of the data will be 1.0.
var builder = new InterpolatorBuilder();
builder.Width = 1000000;
var loess = builder.interpolate(scatter100);
double x = -5;
while ((x < 105))
{
double y = loess.smoothOnePoint(x, 0, (scatter100.Length - 1));
Assert.True(y != 0);
Assert.Equal(((testSlope * x) + testIntercept), y, 5);
x += 0.5;
}
}