//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void testEvaluate()
public virtual void testEvaluate()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double x = RANDOM.nextDouble();
double x = RANDOM.NextDouble();
assertEquals(C[3] * Math.Pow(x, 3) + C[2] * Math.Pow(x, 2) + C[1] * x + C[0], F.applyAsDouble(x), EPS);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void test()
public virtual void test()
{
const int n = 20;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] x = new double[n][5];
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] x = new double[n][5];
double[][] x = RectangularArrays.ReturnRectangularDoubleArray(n, 5);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] y1 = new double[n];
double[] y1 = new double[n];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] y2 = new double[n];
double[] y2 = new double[n];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] a1 = new double[] {3.4, 1.2, -0.62, -0.44, 0.65 };
double[] a1 = new double[] { 3.4, 1.2, -0.62, -0.44, 0.65 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] a2 = new double[] {0.98, 3.4, 1.2, -0.62, -0.44, 0.65 };
double[] a2 = new double[] { 0.98, 3.4, 1.2, -0.62, -0.44, 0.65 };
for (int i = 0; i < n; i++)
{
for (int j = 0; j < 5; j++)
{
x[i][j] = RANDOM.NextDouble() + (RANDOM.NextDouble() - 0.5) / FACTOR;
}
y1[i] = a1[0] * x[i][0] + a1[1] * x[i][1] + a1[2] * x[i][2] + a1[3] * x[i][3] + a1[4] * x[i][4] + RANDOM.NextDouble() / FACTOR;
y2[i] = a2[0] + a2[1] * x[i][0] + a2[2] * x[i][1] + a2[3] * x[i][2] + a2[4] * x[i][3] + a2[5] * x[i][4] + RANDOM.NextDouble() / FACTOR;
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final LeastSquaresRegressionResult result1 = REGRESSION.regress(x, null, y1, false);
LeastSquaresRegressionResult result1 = REGRESSION.regress(x, null, y1, false);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final LeastSquaresRegressionResult result2 = REGRESSION.regress(x, null, y2, true);
LeastSquaresRegressionResult result2 = REGRESSION.regress(x, null, y2, true);
assertRegression(result1, a1);
assertRegression(result2, a2);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] residuals1 = result1.getResiduals();
double[] residuals1 = result1.Residuals;
for (int i = 0; i < n; i++)
{
assertEquals(y1[i], a1[0] * x[i][0] + a1[1] * x[i][1] + a1[2] * x[i][2] + a1[3] * x[i][3] + a1[4] * x[i][4] + residuals1[i], 10 * EPS);
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] residuals2 = result2.getResiduals();
double[] residuals2 = result2.Residuals;
for (int i = 0; i < n; i++)
{
assertEquals(y2[i], a2[0] + a2[1] * x[i][0] + a2[2] * x[i][1] + a2[3] * x[i][2] + a2[4] * x[i][3] + a2[5] * x[i][4] + residuals2[i], 10 * EPS);
}
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void test()
public virtual void test()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double x = RANDOM.nextDouble();
double x = RANDOM.NextDouble();
assertEquals(Math.Log(GAMMA.applyAsDouble(x)), LN_GAMMA.apply(x), EPS);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void transformTest()
public virtual void transformTest()
{
for (int n = 2; n < 13; n++)
{
double[] from = new double[n - 1];
for (int j = 0; j < n - 1; j++)
{
from[j] = RANDOM.NextDouble() * Math.PI / 2;
}
SumToOne trans = new SumToOne(n);
DoubleArray to = trans.transform(DoubleArray.copyOf(from));
assertEquals(n, to.size());
double sum = 0;
for (int i = 0; i < n; i++)
{
sum += to.get(i);
}
assertEquals("vector length " + n, 1.0, sum, 1e-9);
}
}
public virtual void linearTest()
{
bool print = false;
if (print)
{
Console.WriteLine("NonLinearLeastSquareWithPenaltyTest.linearTest");
}
int nWeights = 20;
int diffOrder = 2;
double lambda = 100.0;
DoubleMatrix penalty = (DoubleMatrix)MA.scale(getPenaltyMatrix(nWeights, diffOrder), lambda);
int[] onIndex = new int[] { 1, 4, 11, 12, 15, 17 };
double[] obs = new double[] { 0, 1.0, 1.0, 1.0, 0.0, 0.0 };
int n = onIndex.Length;
System.Func <DoubleArray, DoubleArray> func = (DoubleArray x) =>
{
return(DoubleArray.of(n, i => x.get(onIndex[i])));
};
System.Func <DoubleArray, DoubleMatrix> jac = (DoubleArray x) =>
{
return(DoubleMatrix.of(n, nWeights, (i, j) => j == onIndex[i] ? 1d : 0d));
};
Well44497b random = new Well44497b(0L);
DoubleArray start = DoubleArray.of(nWeights, i => random.NextDouble());
LeastSquareWithPenaltyResults lsRes = NLLSWP.solve(DoubleArray.copyOf(obs), DoubleArray.filled(n, 0.01), func, jac, start, penalty);
if (print)
{
Console.WriteLine("chi2: " + lsRes.ChiSq);
Console.WriteLine(lsRes.FitParameters);
}
for (int i = 0; i < n; i++)
{
assertEquals(obs[i], lsRes.FitParameters.get(onIndex[i]), 0.01);
}
double expPen = 20.87912357454752;
assertEquals(expPen, lsRes.Penalty, 1e-9);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void test()
public virtual void test()
{
const double a0 = 2.3;
const double a1 = -4.5;
const double a2 = 0.76;
const double a3 = 3.4;
const int n = 30;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] x = new double[n][3];
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] x = new double[n][3];
double[][] x = RectangularArrays.ReturnRectangularDoubleArray(n, 3);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] yIntercept = new double[n];
double[] yIntercept = new double[n];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] yNoIntercept = new double[n];
double[] yNoIntercept = new double[n];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] w1 = new double[n][n];
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] w1 = new double[n][n];
double[][] w1 = RectangularArrays.ReturnRectangularDoubleArray(n, n);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] w2 = new double[n];
double[] w2 = new double[n];
double y, x1, x2, x3;
for (int i = 0; i < n; i++)
{
x1 = i;
x2 = x1 * x1;
x3 = Math.Sqrt(x1);
x[i] = new double[] { x1, x2, x3 };
y = x1 * a1 + x2 * a2 + x3 * a3;
yNoIntercept[i] = y;
yIntercept[i] = y + a0;
for (int j = 0; j < n; j++)
{
w1[i][j] = RANDOM.NextDouble();
}
w1[i][i] = 1.0;
w2[i] = 1.0;
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final WeightedLeastSquaresRegression wlsRegression = new WeightedLeastSquaresRegression();
WeightedLeastSquaresRegression wlsRegression = new WeightedLeastSquaresRegression();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final OrdinaryLeastSquaresRegression olsRegression = new OrdinaryLeastSquaresRegression();
OrdinaryLeastSquaresRegression olsRegression = new OrdinaryLeastSquaresRegression();
try
{
wlsRegression.regress(x, (double[])null, yNoIntercept, false);
Assert.fail();
}
//JAVA TO C# CONVERTER WARNING: 'final' catch parameters are not available in C#:
//ORIGINAL LINE: catch (final IllegalArgumentException e)
catch (legalArgumentException)
{
// Expected
}
LeastSquaresRegressionResult wls = wlsRegression.regress(x, w1, yIntercept, true);
LeastSquaresRegressionResult ols = olsRegression.regress(x, yIntercept, true);
assertRegressions(n, 4, wls, ols);
wls = wlsRegression.regress(x, w1, yNoIntercept, false);
ols = olsRegression.regress(x, yNoIntercept, false);
assertRegressions(n, 3, wls, ols);
wls = wlsRegression.regress(x, w2, yIntercept, true);
ols = olsRegression.regress(x, yIntercept, true);
assertRegressions(n, 4, wls, ols);
wls = wlsRegression.regress(x, w2, yNoIntercept, false);
ols = olsRegression.regress(x, yNoIntercept, false);
assertRegressions(n, 3, wls, ols);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void test()
public virtual void test()
{
const int n = 100;
const double beta0 = 0.3;
const double beta1 = 2.5;
const double beta2 = -0.3;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final java.util.function.DoubleBinaryOperator f1 = (x1, x2) -> beta1 * x1 + beta2 * x2;
System.Func <double, double, double> f1 = (x1, x2) => beta1 * x1 + beta2 * x2;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final java.util.function.DoubleBinaryOperator f2 = (x1, x2) -> beta0 + beta1 * x1 + beta2 * x2;
System.Func <double, double, double> f2 = (x1, x2) => beta0 + beta1 * x1 + beta2 * x2;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] x = new double[n][2];
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] x = new double[n][2];
double[][] x = RectangularArrays.ReturnRectangularDoubleArray(n, 2);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] y1 = new double[n];
double[] y1 = new double[n];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] y2 = new double[n];
double[] y2 = new double[n];
for (int i = 0; i < n; i++)
{
x[i][0] = RANDOM.NextDouble();
x[i][1] = RANDOM.NextDouble();
y1[i] = f1(x[i][0], x[i][1]);
y2[i] = f2(x[i][0], x[i][1]);
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final LeastSquaresRegression ols = new OrdinaryLeastSquaresRegression();
LeastSquaresRegression ols = new OrdinaryLeastSquaresRegression();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final java.util.List<String> names = java.util.Arrays.asList("1", "2");
IList <string> names = Arrays.asList("1", "2");
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final NamedVariableLeastSquaresRegressionResult result1 = new NamedVariableLeastSquaresRegressionResult(names, ols.regress(x, null, y1, false));
NamedVariableLeastSquaresRegressionResult result1 = new NamedVariableLeastSquaresRegressionResult(names, ols.regress(x, null, y1, false));
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final NamedVariableLeastSquaresRegressionResult result2 = new NamedVariableLeastSquaresRegressionResult(names, ols.regress(x, null, y2, true));
NamedVariableLeastSquaresRegressionResult result2 = new NamedVariableLeastSquaresRegressionResult(names, ols.regress(x, null, y2, true));
try
{
result1.getPredictedValue((IDictionary <string, double>)null);
Assert.fail();
}
//JAVA TO C# CONVERTER WARNING: 'final' catch parameters are not available in C#:
//ORIGINAL LINE: catch (final IllegalArgumentException e)
catch (legalArgumentException)
{
// Expected
}
assertEquals(result1.getPredictedValue(System.Linq.Enumerable.Empty <string, double>()), 0.0, 1e-16);
try
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final java.util.Map<String, double> map = new java.util.HashMap<>();
IDictionary <string, double> map = new Dictionary <string, double>();
map["1"] = 0.0;
result1.getPredictedValue(map);
Assert.fail();
}
//JAVA TO C# CONVERTER WARNING: 'final' catch parameters are not available in C#:
//ORIGINAL LINE: catch (final IllegalArgumentException e)
catch (legalArgumentException)
{
// Expected
}
double x1, x2, x3;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final java.util.Map<String, double> var = new java.util.HashMap<>();
IDictionary <string, double> var = new Dictionary <string, double>();
for (int i = 0; i < 10; i++)
{
x1 = RANDOM.NextDouble();
x2 = RANDOM.NextDouble();
x3 = RANDOM.NextDouble();
var["1"] = x1;
var["2"] = x2;
assertEquals(result1.getPredictedValue(var), f1(x1, x2), EPS);
assertEquals(result2.getPredictedValue(var), f2(x1, x2), EPS);
var["3"] = x3;
assertEquals(result1.getPredictedValue(var), f1(x1, x2), EPS);
assertEquals(result2.getPredictedValue(var), f2(x1, x2), EPS);
}
}
