///
public virtual void RmatrixTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PolynomialsLeastSquaresFitter regObj1 = new PolynomialsLeastSquaresFitter();
PolynomialsLeastSquaresFitter regObj1 = new PolynomialsLeastSquaresFitter();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {-1.0, 0, 1.0 };
double[] xValues = new double[] { -1.0, 0, 1.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] yValues = new double[] {1.0, 0, 1.0 };
double[] yValues = new double[] { 1.0, 0, 1.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] rMatrix = new double[][] { {-Math.sqrt(3.0), 0.0, -2.0 / Math.sqrt(3.0)}, {0.0, -Math.sqrt(2.0), 0.0}, {0.0, 0.0, -Math.sqrt(2.0 / 3.0)} };
double[][] rMatrix = new double[][]
{
new double[] { -Math.Sqrt(3.0), 0.0, -2.0 / Math.Sqrt(3.0) },
new double[] { 0.0, -Math.Sqrt(2.0), 0.0 },
new double[] { 0.0, 0.0, -Math.Sqrt(2.0 / 3.0) }
};
const int degree = 2;
PolynomialsLeastSquaresFitterResult resultVer = regObj1.regressVerbose(xValues, yValues, degree, false);
DoubleMatrix rMatResult = resultVer.RMat;
for (int i = 0; i < 3; ++i)
{
for (int j = 0; j < 3; ++j)
{
assertEquals(rMatrix[i][j], rMatResult.get(i, j), EPS);
}
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PolynomialsLeastSquaresFitter regObj2 = new PolynomialsLeastSquaresFitter();
PolynomialsLeastSquaresFitter regObj2 = new PolynomialsLeastSquaresFitter();
PolynomialsLeastSquaresFitterResult resultNorm = regObj2.regressVerbose(xValues, yValues, degree, true);
rMatResult = resultNorm.RMat;
for (int i = 0; i < 3; ++i)
{
for (int j = 0; j < 3; ++j)
{
assertEquals(rMatrix[i][j], rMatResult.get(i, j), EPS);
}
}
}
/// <summary>
/// An error is thrown if rescaling of xValues is NOT used and we try to access data, mean and standard deviation
/// </summary>
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(expectedExceptions = IllegalArgumentException.class) public void NormalisationErrorTest()
public virtual void NormalisationErrorTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PolynomialsLeastSquaresFitter regObj = new PolynomialsLeastSquaresFitter();
PolynomialsLeastSquaresFitter regObj = new PolynomialsLeastSquaresFitter();
const int degree = 4;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {0, 1, 2, 3, 5, 6 };
double[] xValues = new double[] { 0, 1, 2, 3, 5, 6 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] yValues = new double[] {1, 2, 3, 4, 2, 1 };
double[] yValues = new double[] { 1, 2, 3, 4, 2, 1 };
PolynomialsLeastSquaresFitterResult result = regObj.regressVerbose(xValues, yValues, degree, false);
result.MeanAndStd;
}
/// <summary>
/// Checks coefficients of polynomial f(x) are recovered and residuals, { y_i -f(x_i) }, are accurate
/// </summary>
public virtual void PolynomialFunctionRecoverTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PolynomialsLeastSquaresFitter regObj = new PolynomialsLeastSquaresFitter();
PolynomialsLeastSquaresFitter regObj = new PolynomialsLeastSquaresFitter();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] coeff = new double[] {3.4, 5.6, 1.0, -4.0 };
double[] coeff = new double[] { 3.4, 5.6, 1.0, -4.0 };
DoubleFunction1D func = new RealPolynomialFunction1D(coeff);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int degree = coeff.length - 1;
int degree = coeff.Length - 1;
const int nPts = 7;
double[] xValues = new double[nPts];
double[] yValues = new double[nPts];
for (int i = 0; i < nPts; ++i)
{
xValues[i] = -5.0 + 10 * i / (nPts - 1);
yValues[i] = func.applyAsDouble(xValues[i]);
}
double[] yValuesNorm = new double[nPts];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double mean = _meanCal.apply(xValues);
double mean = _meanCal.apply(xValues);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double std = _stdCal.apply(xValues);
double std = _stdCal.apply(xValues);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double ratio = mean / std;
double ratio = mean / std;
for (int i = 0; i < nPts; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double tmp = xValues[i] / std - ratio;
double tmp = xValues[i] / std - ratio;
yValuesNorm[i] = func.applyAsDouble(tmp);
}
/// <summary>
/// Tests for regress(..)
/// </summary>
LeastSquaresRegressionResult result = regObj.regress(xValues, yValues, degree);
double[] coeffResult = result.Betas;
for (int i = 0; i < degree + 1; ++i)
{
assertEquals(coeff[i], coeffResult[i], EPS * Math.Abs(coeff[i]));
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] residuals = result.getResiduals();
double[] residuals = result.Residuals;
func = new RealPolynomialFunction1D(coeffResult);
double[] yValuesFit = new double[nPts];
for (int i = 0; i < nPts; ++i)
{
yValuesFit[i] = func.applyAsDouble(xValues[i]);
}
for (int i = 0; i < nPts; ++i)
{
assertEquals(Math.Abs(yValuesFit[i] - yValues[i]), 0.0, Math.Abs(yValues[i]) * EPS);
}
for (int i = 0; i < nPts; ++i)
{
assertEquals(Math.Abs(yValuesFit[i] - yValues[i]), Math.Abs(residuals[i]), Math.Abs(yValues[i]) * EPS);
}
double sum = 0.0;
for (int i = 0; i < nPts; ++i)
{
sum += residuals[i] * residuals[i];
}
sum = Math.Sqrt(sum);
/// <summary>
/// Tests for regressVerbose(.., false)
/// </summary>
PolynomialsLeastSquaresFitterResult resultVer = regObj.regressVerbose(xValues, yValues, degree, false);
coeffResult = resultVer.Coeff;
func = new RealPolynomialFunction1D(coeffResult);
for (int i = 0; i < nPts; ++i)
{
yValuesFit[i] = func.applyAsDouble(xValues[i]);
}
assertEquals(nPts - (degree + 1), resultVer.Dof, 0);
for (int i = 0; i < degree + 1; ++i)
{
assertEquals(coeff[i], coeffResult[i], EPS * Math.Abs(coeff[i]));
}
for (int i = 0; i < nPts; ++i)
{
assertEquals(Math.Abs(yValuesFit[i] - yValues[i]), 0.0, Math.Abs(yValues[i]) * EPS);
}
assertEquals(sum, resultVer.DiffNorm, EPS);
/// <summary>
/// Tests for regressVerbose(.., true)
/// </summary>
PolynomialsLeastSquaresFitterResult resultNorm = regObj.regressVerbose(xValues, yValuesNorm, degree, true);
coeffResult = resultNorm.Coeff;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] meanAndStd = resultNorm.getMeanAndStd();
double[] meanAndStd = resultNorm.MeanAndStd;
assertEquals(nPts - (degree + 1), resultNorm.Dof, 0);
assertEquals(mean, meanAndStd[0], EPS);
assertEquals(std, meanAndStd[1], EPS);
for (int i = 0; i < degree + 1; ++i)
{
assertEquals(coeff[i], coeffResult[i], EPS * Math.Abs(coeff[i]));
}
func = new RealPolynomialFunction1D(coeffResult);
for (int i = 0; i < nPts; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double tmp = xValues[i] / std - ratio;
double tmp = xValues[i] / std - ratio;
yValuesFit[i] = func.applyAsDouble(tmp);
}
for (int i = 0; i < nPts; ++i)
{
assertEquals(Math.Abs(yValuesFit[i] - yValuesNorm[i]), 0.0, Math.Abs(yValuesNorm[i]) * EPS);
}
sum = 0.0;
for (int i = 0; i < nPts; ++i)
{
sum += (yValuesFit[i] - yValuesNorm[i]) * (yValuesFit[i] - yValuesNorm[i]);
}
sum = Math.Sqrt(sum);
assertEquals(sum, resultNorm.DiffNorm, EPS);
}
