public void TestEstimates()
{
double[] TestY = new double[] { 1, 2.5, 3, 4, 5, 6 };
double[][] TestX = new double[][] {
new double[] { 0, 1, 3, 4 },
new double[] { 1, 27.5, 0.3, 4 },
new double[] { 1, 34, 3.6, 4 },
new double[] { 4, 6.5, 300, 26 },
new double[] { 1, 2.5, 30, 28 },
new double[] { 1, 06, 3, 46 }
};
OLS model = new OLS(TestX, TestY);
RegResults estimates = model.Fit();
foreach (double el in estimates.Beta)
{
Console.Write(el + "\n");
}
Assert.AreEqual(TestX[0].Length, estimates.Beta.Length);
}
public void TestEstimatesAccuracy()
{
double[] TestY = new double[] { 1, 2.5, 3, 4, 5, 6 };
double[][] TestX = new double[][] {
new double[] { 0, 1, 3, 4 },
new double[] { 1, 27.5, 0.3, 4 },
new double[] { 1, 34, 3.6, 4 },
new double[] { 4, 6.5, 300, 26 },
new double[] { 1, 2.5, 30, 28 },
new double[] { 1, 06, 3, 46 }
};
OLS model = new OLS(TestX, TestY);
RegResults estimates = model.Fit();
double[] TrueRes = new[] { 1.11242699480196,
0.039030702408277,
-0.0119325883353133,
0.114322210670513 };
ApproxEqual EqualApproximately = TestUtils.ApproximatelyEqual;
estimates.Beta.Should().Equal(estimates.Beta, (left, right) => EqualApproximately(left, right, 0.001));
}