public void TestLinearMultipleTimeSeries()
{
double[,] tss =
{
{
0.24580423, 0.59642861, 0.35879163, 0.37891011, 0.02445137,
0.23830957, 0.38793433, 0.68054104, 0.83934083, 0.76073689
},
{
0.24580423, 0.59642861, 0.35879163, 0.37891011, 0.02445137,
0.23830957, 0.38793433, 0.68054104, 0.83934083, 0.76073689
}
};
double[,] tss2 =
{
{
0.2217416, 0.06344161, 0.77944375, 0.72174137, 0.19413884,
0.51146167, 0.06880307, 0.39414268, 0.98172767, 0.30490851
},
{
0.2217416, 0.06344161, 0.77944375, 0.72174137, 0.19413884,
0.51146167, 0.06880307, 0.39414268, 0.98172767, 0.30490851
}
};
using (KhivaArray arr = KhivaArray.Create(tss), arr2 = KhivaArray.Create(tss2))
{
var(slopeArr, interceptArr, rvalueArr, pvalueArr, stderrestArr) = Regression.Linear(arr, arr2);
using (slopeArr)
using (interceptArr)
using (rvalueArr)
using (pvalueArr)
using (stderrestArr)
{
var slope = slopeArr.GetData2D <double>();
var intercept = interceptArr.GetData2D <double>();
var rvalue = rvalueArr.GetData2D <double>();
var pvalue = pvalueArr.GetData2D <double>();
var stderrest = stderrestArr.GetData2D <double>();
for (var i = 0; i < slope.GetLength(0); i++)
{
for (var j = 0; j < slope.GetLength(1); j++)
{
Assert.AreEqual(0.344864266, slope[i, j], Delta);
Assert.AreEqual(0.268578232, intercept[i, j], Delta);
Assert.AreEqual(0.283552942, rvalue[i, j], Delta);
Assert.AreEqual(0.427239418, pvalue[i, j], Delta);
Assert.AreEqual(0.412351891, stderrest[i, j], Delta);
}
}
}
}
}
