public void ComputeSeriesTest()
{
double[] y = new double[]
{
1, 2, 3, 4, 5, 6, 7, 8, 9, 10
};
var result = LinearRegression.ComputeSeries(y);
Assert.AreEqual(result.Intercept, 1.0);
Assert.AreEqual(result.Slope, 1.0);
Assert.AreEqual(result.CorrelationCoefficient, 1.0);
Assert.AreEqual(result.SquareStandardError, 0.0);
}
public void ComputeSeriesTest1()
{
double[] y1 = new double[]
{
1, 2, 3, 4, 5, 6, 7, 8, 9, 10
};
double[] y2 = new double[]
{
3, 4, 5, 6, 7, 8, 9, 10, 11, 12
};
var result = LinearRegression.ComputeSeries(y1, y2);
Assert.AreEqual(result.Intercept, 2.0);
Assert.AreEqual(result.Slope, 1.0);
Assert.IsTrue(result.CorrelationCoefficient - 0.891891892 < 1e-6);
Assert.IsTrue(result.SquareStandardError - 20.0 / 18.0 < 1e-6);
}