public static bool testlinregression(bool silent)
{
bool result = new bool();
double sigmathreshold = 0;
int maxn = 0;
int maxm = 0;
int passcount = 0;
int estpasscount = 0;
double threshold = 0;
int n = 0;
int i = 0;
int j = 0;
int k = 0;
int tmpi = 0;
int pass = 0;
int epass = 0;
int m = 0;
int tasktype = 0;
int modeltype = 0;
int m1 = 0;
int m2 = 0;
int n1 = 0;
int n2 = 0;
int info = 0;
int info2 = 0;
double[,] xy = new double[0,0];
double[,] xy2 = new double[0,0];
double[] s = new double[0];
double[] s2 = new double[0];
double[] w2 = new double[0];
double[] x = new double[0];
double[] ta = new double[0];
double[] tb = new double[0];
double[] tc = new double[0];
double[] xy0 = new double[0];
double[] tmpweights = new double[0];
linreg.linearmodel w = new linreg.linearmodel();
linreg.linearmodel wt = new linreg.linearmodel();
linreg.linearmodel wt2 = new linreg.linearmodel();
double[] x1 = new double[0];
double[] x2 = new double[0];
double[] ra = new double[0];
double[] ra2 = new double[0];
double y1 = 0;
double y2 = 0;
int rlen = 0;
bool allsame = new bool();
double ea = 0;
double eb = 0;
double varatested = 0;
double varbtested = 0;
double a = 0;
double b = 0;
double vara = 0;
double varb = 0;
double a2 = 0;
double b2 = 0;
double covab = 0;
double corrab = 0;
double p = 0;
int qcnt = 0;
double[] qtbl = new double[0];
double[] qvals = new double[0];
double[] qsigma = new double[0];
linreg.lrreport ar = new linreg.lrreport();
linreg.lrreport ar2 = new linreg.lrreport();
double f = 0;
double fp = 0;
double fm = 0;
double v = 0;
double vv = 0;
double cvrmserror = 0;
double cvavgerror = 0;
double cvavgrelerror = 0;
double rmserror = 0;
double avgerror = 0;
double avgrelerror = 0;
bool nondefect = new bool();
double sinshift = 0;
double tasklevel = 0;
double noiselevel = 0;
double hstep = 0;
double sigma = 0;
double mean = 0;
double means = 0;
double stddev = 0;
double stddevs = 0;
bool slcerrors = new bool();
bool slerrors = new bool();
bool grcoverrors = new bool();
bool gropterrors = new bool();
bool gresterrors = new bool();
bool grothererrors = new bool();
bool grconverrors = new bool();
bool waserrors = new bool();
int i_ = 0;
//
// Primary settings
//
maxn = 40;
maxm = 5;
passcount = 3;
estpasscount = 1000;
sigmathreshold = 7;
threshold = 1000000*AP.Math.MachineEpsilon;
slerrors = false;
slcerrors = false;
grcoverrors = false;
gropterrors = false;
gresterrors = false;
grothererrors = false;
grconverrors = false;
waserrors = false;
//
// Quantiles table setup
//
qcnt = 5;
qtbl = new double[qcnt-1+1];
qvals = new double[qcnt-1+1];
qsigma = new double[qcnt-1+1];
qtbl[0] = 0.5;
qtbl[1] = 0.25;
qtbl[2] = 0.10;
qtbl[3] = 0.05;
qtbl[4] = 0.025;
for(i=0; i<=qcnt-1; i++)
{
qsigma[i] = Math.Sqrt(qtbl[i]*(1-qtbl[i])/estpasscount);
}
//
// Other setup
//
ta = new double[estpasscount-1+1];
tb = new double[estpasscount-1+1];
//
// Test straight line regression
//
for(n=2; n<=maxn; n++)
{
//
// Fail/pass test
//
generaterandomtask(-1, 1, false, -1, 1, 1, 2, n, ref xy, ref s);
linreg.lrlines(ref xy, ref s, n, ref info, ref a, ref b, ref vara, ref varb, ref covab, ref corrab, ref p);
slcerrors = slcerrors | info!=1;
generaterandomtask(+1, 1, false, -1, 1, 1, 2, n, ref xy, ref s);
linreg.lrlines(ref xy, ref s, n, ref info, ref a, ref b, ref vara, ref varb, ref covab, ref corrab, ref p);
slcerrors = slcerrors | info!=-3;
generaterandomtask(-1, 1, false, -1, 1, -1, -1, n, ref xy, ref s);
linreg.lrlines(ref xy, ref s, n, ref info, ref a, ref b, ref vara, ref varb, ref covab, ref corrab, ref p);
slcerrors = slcerrors | info!=-2;
generaterandomtask(-1, 1, false, -1, 1, 2, 1, 2, ref xy, ref s);
linreg.lrlines(ref xy, ref s, 1, ref info, ref a, ref b, ref vara, ref varb, ref covab, ref corrab, ref p);
slcerrors = slcerrors | info!=-1;
//
// Multipass tests
//
for(pass=1; pass<=passcount; pass++)
{
//
// Test S variant against non-S variant
//
ea = 2*AP.Math.RandomReal()-1;
eb = 2*AP.Math.RandomReal()-1;
generatetask(ea, eb, -(5*AP.Math.RandomReal()), +(5*AP.Math.RandomReal()), (double)(AP.Math.RandomReal())>(double)(0.5), 1, 1, n, ref xy, ref s);
linreg.lrlines(ref xy, ref s, n, ref info, ref a, ref b, ref vara, ref varb, ref covab, ref corrab, ref p);
linreg.lrline(ref xy, n, ref info2, ref a2, ref b2);
if( info!=1 | info2!=1 )
{
slcerrors = true;
}
else
{
slerrors = slerrors | (double)(Math.Abs(a-a2))>(double)(threshold) | (double)(Math.Abs(b-b2))>(double)(threshold);
}
//
// Test for A/B
//
// Generate task with exact, non-perturbed y[i],
// then make non-zero s[i]
//
ea = 2*AP.Math.RandomReal()-1;
eb = 2*AP.Math.RandomReal()-1;
generatetask(ea, eb, -(5*AP.Math.RandomReal()), +(5*AP.Math.RandomReal()), n>4, 0.0, 0.0, n, ref xy, ref s);
for(i=0; i<=n-1; i++)
{
s[i] = 1+AP.Math.RandomReal();
}
linreg.lrlines(ref xy, ref s, n, ref info, ref a, ref b, ref vara, ref varb, ref covab, ref corrab, ref p);
if( info!=1 )
{
slcerrors = true;
}
else
{
slerrors = slerrors | (double)(Math.Abs(a-ea))>(double)(0.001) | (double)(Math.Abs(b-eb))>(double)(0.001);
}
//
// Test for VarA, VarB, P (P is being tested only for N>2)
//
for(i=0; i<=qcnt-1; i++)
{
qvals[i] = 0;
}
ea = 2*AP.Math.RandomReal()-1;
eb = 2*AP.Math.RandomReal()-1;
generatetask(ea, eb, -(5*AP.Math.RandomReal()), +(5*AP.Math.RandomReal()), n>4, 1.0, 2.0, n, ref xy, ref s);
linreg.lrlines(ref xy, ref s, n, ref info, ref a, ref b, ref vara, ref varb, ref covab, ref corrab, ref p);
if( info!=1 )
{
slcerrors = true;
continue;
}
varatested = vara;
varbtested = varb;
for(epass=0; epass<=estpasscount-1; epass++)
{
//
// Generate
//
filltaskwithy(ea, eb, n, ref xy, ref s);
linreg.lrlines(ref xy, ref s, n, ref info, ref a, ref b, ref vara, ref varb, ref covab, ref corrab, ref p);
if( info!=1 )
{
slcerrors = true;
continue;
}
//
// A, B, P
// (P is being tested for uniformity, additional p-tests are below)
//
ta[epass] = a;
tb[epass] = b;
for(i=0; i<=qcnt-1; i++)
{
if( (double)(p)<=(double)(qtbl[i]) )
{
qvals[i] = qvals[i]+(double)(1)/(double)(estpasscount);
}
}
}
calculatemv(ref ta, estpasscount, ref mean, ref means, ref stddev, ref stddevs);
slerrors = slerrors | (double)(Math.Abs(mean-ea)/means)>=(double)(sigmathreshold);
slerrors = slerrors | (double)(Math.Abs(stddev-Math.Sqrt(varatested))/stddevs)>=(double)(sigmathreshold);
calculatemv(ref tb, estpasscount, ref mean, ref means, ref stddev, ref stddevs);
slerrors = slerrors | (double)(Math.Abs(mean-eb)/means)>=(double)(sigmathreshold);
slerrors = slerrors | (double)(Math.Abs(stddev-Math.Sqrt(varbtested))/stddevs)>=(double)(sigmathreshold);
if( n>2 )
{
for(i=0; i<=qcnt-1; i++)
{
if( (double)(Math.Abs(qtbl[i]-qvals[i])/qsigma[i])>(double)(sigmathreshold) )
{
slerrors = true;
}
}
}
//
// Additional tests for P: correlation with fit quality
//
if( n>2 )
{
generatetask(ea, eb, -(5*AP.Math.RandomReal()), +(5*AP.Math.RandomReal()), false, 0.0, 0.0, n, ref xy, ref s);
for(i=0; i<=n-1; i++)
{
s[i] = 1+AP.Math.RandomReal();
}
linreg.lrlines(ref xy, ref s, n, ref info, ref a, ref b, ref vara, ref varb, ref covab, ref corrab, ref p);
if( info!=1 )
{
slcerrors = true;
continue;
}
slerrors = slerrors | (double)(p)<(double)(0.999);
generatetask(0, 0, -(5*AP.Math.RandomReal()), +(5*AP.Math.RandomReal()), false, 1.0, 1.0, n, ref xy, ref s);
for(i=0; i<=n-1; i++)
{
if( i%2==0 )
{
xy[i,1] = +5.0;
}
else
{
xy[i,1] = -5.0;
}
}
if( n%2!=0 )
{
xy[n-1,1] = 0;
}
linreg.lrlines(ref xy, ref s, n, ref info, ref a, ref b, ref vara, ref varb, ref covab, ref corrab, ref p);
if( info!=1 )
{
slcerrors = true;
continue;
}
slerrors = slerrors | (double)(p)>(double)(0.001);
}
}
}
//
// General regression tests:
//
//
// Simple linear tests (small sample, optimum point, covariance)
//
for(n=3; n<=maxn; n++)
{
s = new double[n-1+1];
//
// Linear tests:
// a. random points, sigmas
// b. no sigmas
//
xy = new double[n-1+1, 1+1];
for(i=0; i<=n-1; i++)
{
xy[i,0] = 2*AP.Math.RandomReal()-1;
xy[i,1] = 2*AP.Math.RandomReal()-1;
s[i] = 1+AP.Math.RandomReal();
}
linreg.lrbuilds(ref xy, ref s, n, 1, ref info, ref wt, ref ar);
if( info!=1 )
{
grconverrors = true;
continue;
}
linreg.lrunpack(ref wt, ref tmpweights, ref tmpi);
linreg.lrlines(ref xy, ref s, n, ref info2, ref a, ref b, ref vara, ref varb, ref covab, ref corrab, ref p);
gropterrors = gropterrors | (double)(Math.Abs(a-tmpweights[1]))>(double)(threshold);
gropterrors = gropterrors | (double)(Math.Abs(b-tmpweights[0]))>(double)(threshold);
grcoverrors = grcoverrors | (double)(Math.Abs(vara-ar.c[1,1]))>(double)(threshold);
grcoverrors = grcoverrors | (double)(Math.Abs(varb-ar.c[0,0]))>(double)(threshold);
grcoverrors = grcoverrors | (double)(Math.Abs(covab-ar.c[1,0]))>(double)(threshold);
grcoverrors = grcoverrors | (double)(Math.Abs(covab-ar.c[0,1]))>(double)(threshold);
linreg.lrbuild(ref xy, n, 1, ref info, ref wt, ref ar);
if( info!=1 )
{
grconverrors = true;
continue;
}
linreg.lrunpack(ref wt, ref tmpweights, ref tmpi);
linreg.lrline(ref xy, n, ref info2, ref a, ref b);
gropterrors = gropterrors | (double)(Math.Abs(a-tmpweights[1]))>(double)(threshold);
gropterrors = gropterrors | (double)(Math.Abs(b-tmpweights[0]))>(double)(threshold);
}
//
// S covariance versus S-less covariance.
// Slightly skewed task, large sample size.
// Will S-less subroutine estimate covariance matrix good enough?
//
n = 1000+AP.Math.RandomInteger(3000);
sigma = 0.1+AP.Math.RandomReal()*1.9;
xy = new double[n-1+1, 1+1];
s = new double[n-1+1];
for(i=0; i<=n-1; i++)
{
xy[i,0] = 1.5*AP.Math.RandomReal()-0.5;
xy[i,1] = 1.2*xy[i,0]-0.3+generatenormal(0, sigma);
s[i] = sigma;
}
linreg.lrbuild(ref xy, n, 1, ref info, ref wt, ref ar);
linreg.lrlines(ref xy, ref s, n, ref info2, ref a, ref b, ref vara, ref varb, ref covab, ref corrab, ref p);
if( info!=1 | info2!=1 )
{
grconverrors = true;
}
else
{
grcoverrors = grcoverrors | (double)(Math.Abs(Math.Log(ar.c[0,0]/varb)))>(double)(Math.Log(1.2));
grcoverrors = grcoverrors | (double)(Math.Abs(Math.Log(ar.c[1,1]/vara)))>(double)(Math.Log(1.2));
grcoverrors = grcoverrors | (double)(Math.Abs(Math.Log(ar.c[0,1]/covab)))>(double)(Math.Log(1.2));
grcoverrors = grcoverrors | (double)(Math.Abs(Math.Log(ar.c[1,0]/covab)))>(double)(Math.Log(1.2));
}
//
// General tests:
// * basis functions - up to cubic
// * task types:
// * data set is noisy sine half-period with random shift
// * tests:
// unpacking/packing
// optimality
// error estimates
// * tasks:
// 0 = noised sine
// 1 = degenerate task with 1-of-n encoded categorical variables
// 2 = random task with large variation (for 1-type models)
// 3 = random task with small variation (for 1-type models)
//
// Additional tasks TODO
// specially designed task with defective vectors which leads to
// the failure of the fast CV formula.
//
//
for(modeltype=0; modeltype<=1; modeltype++)
{
for(tasktype=0; tasktype<=3; tasktype++)
{
if( tasktype==0 )
{
m1 = 1;
m2 = 3;
}
if( tasktype==1 )
{
m1 = 9;
m2 = 9;
}
if( tasktype==2 | tasktype==3 )
{
m1 = 9;
m2 = 9;
}
for(m=m1; m<=m2; m++)
{
if( tasktype==0 )
{
n1 = m+3;
n2 = m+20;
}
if( tasktype==1 )
{
n1 = 70+AP.Math.RandomInteger(70);
n2 = n1;
}
if( tasktype==2 | tasktype==3 )
{
n1 = 100;
n2 = n1;
}
for(n=n1; n<=n2; n++)
{
xy = new double[n-1+1, m+1];
xy0 = new double[n-1+1];
s = new double[n-1+1];
hstep = 0.001;
noiselevel = 0.2;
//
// Prepare task
//
if( tasktype==0 )
{
for(i=0; i<=n-1; i++)
{
xy[i,0] = 2*AP.Math.RandomReal()-1;
}
for(i=0; i<=n-1; i++)
{
for(j=1; j<=m-1; j++)
{
xy[i,j] = xy[i,0]*xy[i,j-1];
}
}
sinshift = AP.Math.RandomReal()*Math.PI;
for(i=0; i<=n-1; i++)
{
xy0[i] = Math.Sin(sinshift+Math.PI*0.5*(xy[i,0]+1));
xy[i,m] = xy0[i]+noiselevel*generatenormal(0, 1);
}
}
if( tasktype==1 )
{
System.Diagnostics.Debug.Assert(m==9);
ta = new double[8+1];
ta[0] = 1;
ta[1] = 2;
ta[2] = 3;
ta[3] = 0.25;
ta[4] = 0.5;
ta[5] = 0.75;
ta[6] = 0.06;
ta[7] = 0.12;
ta[8] = 0.18;
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
xy[i,j] = 0;
}
xy[i,0+i%3] = 1;
xy[i,3+i/3%3] = 1;
xy[i,6+i/9%3] = 1;
v = 0.0;
for(i_=0; i_<=8;i_++)
{
v += xy[i,i_]*ta[i_];
}
xy0[i] = v;
xy[i,m] = v+noiselevel*generatenormal(0, 1);
}
}
if( tasktype==2 | tasktype==3 )
{
System.Diagnostics.Debug.Assert(m==9);
ta = new double[8+1];
ta[0] = 1;
ta[1] = -2;
ta[2] = 3;
ta[3] = 0.25;
ta[4] = -0.5;
ta[5] = 0.75;
ta[6] = -0.06;
ta[7] = 0.12;
ta[8] = -0.18;
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
if( tasktype==2 )
{
xy[i,j] = 1+generatenormal(0, 3);
}
else
{
xy[i,j] = 1+generatenormal(0, 0.05);
}
}
v = 0.0;
for(i_=0; i_<=8;i_++)
{
v += xy[i,i_]*ta[i_];
}
xy0[i] = v;
xy[i,m] = v+noiselevel*generatenormal(0, 1);
}
}
for(i=0; i<=n-1; i++)
{
s[i] = 1+AP.Math.RandomReal();
}
//
// Solve (using S-variant, non-S-variant is not tested)
//
if( modeltype==0 )
{
linreg.lrbuilds(ref xy, ref s, n, m, ref info, ref wt, ref ar);
}
else
{
linreg.lrbuildzs(ref xy, ref s, n, m, ref info, ref wt, ref ar);
}
if( info!=1 )
{
grconverrors = true;
continue;
}
linreg.lrunpack(ref wt, ref tmpweights, ref tmpi);
//
// LRProcess test
//
x = new double[m-1+1];
v = tmpweights[m];
for(i=0; i<=m-1; i++)
{
x[i] = 2*AP.Math.RandomReal()-1;
v = v+tmpweights[i]*x[i];
}
grothererrors = grothererrors | (double)(Math.Abs(v-linreg.lrprocess(ref wt, ref x))/Math.Max(Math.Abs(v), 1))>(double)(threshold);
//
// LRPack test
//
linreg.lrpack(ref tmpweights, m, ref wt2);
x = new double[m-1+1];
for(i=0; i<=m-1; i++)
{
x[i] = 2*AP.Math.RandomReal()-1;
}
v = linreg.lrprocess(ref wt, ref x);
grothererrors = grothererrors | (double)(Math.Abs(v-linreg.lrprocess(ref wt2, ref x))/Math.Abs(v))>(double)(threshold);
//
// Optimality test
//
for(k=0; k<=m; k++)
{
if( modeltype==1 & k==m )
{
//
// 0-type models (with non-zero constant term)
// are tested for optimality of all coefficients.
//
// 1-type models (with zero constant term)
// are tested for optimality of non-constant terms only.
//
continue;
}
f = 0;
fp = 0;
fm = 0;
for(i=0; i<=n-1; i++)
{
v = tmpweights[m];
for(j=0; j<=m-1; j++)
{
v = v+xy[i,j]*tmpweights[j];
}
f = f+AP.Math.Sqr((v-xy[i,m])/s[i]);
if( k<m )
{
vv = xy[i,k];
}
else
{
vv = 1;
}
fp = fp+AP.Math.Sqr((v+vv*hstep-xy[i,m])/s[i]);
fm = fm+AP.Math.Sqr((v-vv*hstep-xy[i,m])/s[i]);
}
gropterrors = gropterrors | (double)(f)>(double)(fp) | (double)(f)>(double)(fm);
}
//
// Covariance matrix test:
// generate random vector, project coefficients on it,
// compare variance of projection with estimate provided
// by cov.matrix
//
ta = new double[estpasscount-1+1];
tb = new double[m+1];
tc = new double[m+1];
xy2 = new double[n-1+1, m+1];
for(i=0; i<=m; i++)
{
tb[i] = generatenormal(0, 1);
}
for(epass=0; epass<=estpasscount-1; epass++)
{
for(i=0; i<=n-1; i++)
{
for(i_=0; i_<=m-1;i_++)
{
xy2[i,i_] = xy[i,i_];
}
xy2[i,m] = xy0[i]+s[i]*generatenormal(0, 1);
}
if( modeltype==0 )
{
linreg.lrbuilds(ref xy2, ref s, n, m, ref info, ref wt, ref ar2);
}
else
{
linreg.lrbuildzs(ref xy2, ref s, n, m, ref info, ref wt, ref ar2);
}
if( info!=1 )
{
ta[epass] = 0;
grconverrors = true;
return result;
}
linreg.lrunpack(ref wt, ref w2, ref tmpi);
v = 0.0;
for(i_=0; i_<=m;i_++)
{
v += tb[i_]*w2[i_];
}
ta[epass] = v;
}
calculatemv(ref ta, estpasscount, ref mean, ref means, ref stddev, ref stddevs);
for(i=0; i<=m; i++)
{
v = 0.0;
for(i_=0; i_<=m;i_++)
{
v += tb[i_]*ar.c[i_,i];
}
tc[i] = v;
}
v = 0.0;
for(i_=0; i_<=m;i_++)
{
v += tc[i_]*tb[i_];
}
grcoverrors = grcoverrors | (double)(Math.Abs((Math.Sqrt(v)-stddev)/stddevs))>=(double)(sigmathreshold);
//
// Test for the fast CV error:
// calculate CV error by definition (leaving out N
// points and recalculating solution).
//
// Test for the training set error
//
cvrmserror = 0;
cvavgerror = 0;
cvavgrelerror = 0;
rmserror = 0;
avgerror = 0;
avgrelerror = 0;
xy2 = new double[n-2+1, m+1];
s2 = new double[n-2+1];
for(i=0; i<=n-2; i++)
{
for(i_=0; i_<=m;i_++)
{
xy2[i,i_] = xy[i+1,i_];
}
s2[i] = s[i+1];
}
for(i=0; i<=n-1; i++)
{
//
// Trn
//
v = 0.0;
for(i_=0; i_<=m-1;i_++)
{
v += xy[i,i_]*tmpweights[i_];
}
v = v+tmpweights[m];
rmserror = rmserror+AP.Math.Sqr(v-xy[i,m]);
avgerror = avgerror+Math.Abs(v-xy[i,m]);
avgrelerror = avgrelerror+Math.Abs((v-xy[i,m])/xy[i,m]);
//
// CV: non-defect vectors only
//
nondefect = true;
for(k=0; k<=ar.ncvdefects-1; k++)
{
if( ar.cvdefects[k]==i )
{
nondefect = false;
}
}
if( nondefect )
{
if( modeltype==0 )
{
linreg.lrbuilds(ref xy2, ref s2, n-1, m, ref info2, ref wt, ref ar2);
}
else
{
linreg.lrbuildzs(ref xy2, ref s2, n-1, m, ref info2, ref wt, ref ar2);
}
if( info2!=1 )
{
grconverrors = true;
continue;
}
linreg.lrunpack(ref wt, ref w2, ref tmpi);
v = 0.0;
for(i_=0; i_<=m-1;i_++)
{
v += xy[i,i_]*w2[i_];
}
v = v+w2[m];
cvrmserror = cvrmserror+AP.Math.Sqr(v-xy[i,m]);
cvavgerror = cvavgerror+Math.Abs(v-xy[i,m]);
cvavgrelerror = cvavgrelerror+Math.Abs((v-xy[i,m])/xy[i,m]);
}
//
// Next set
//
if( i!=n-1 )
{
for(i_=0; i_<=m;i_++)
{
xy2[i,i_] = xy[i,i_];
}
s2[i] = s[i];
}
}
cvrmserror = Math.Sqrt(cvrmserror/(n-ar.ncvdefects));
cvavgerror = cvavgerror/(n-ar.ncvdefects);
cvavgrelerror = cvavgrelerror/(n-ar.ncvdefects);
rmserror = Math.Sqrt(rmserror/n);
avgerror = avgerror/n;
avgrelerror = avgrelerror/n;
gresterrors = gresterrors | (double)(Math.Abs(Math.Log(ar.cvrmserror/cvrmserror)))>(double)(Math.Log(1+1.0E-5));
gresterrors = gresterrors | (double)(Math.Abs(Math.Log(ar.cvavgerror/cvavgerror)))>(double)(Math.Log(1+1.0E-5));
gresterrors = gresterrors | (double)(Math.Abs(Math.Log(ar.cvavgrelerror/cvavgrelerror)))>(double)(Math.Log(1+1.0E-5));
gresterrors = gresterrors | (double)(Math.Abs(Math.Log(ar.rmserror/rmserror)))>(double)(Math.Log(1+1.0E-5));
gresterrors = gresterrors | (double)(Math.Abs(Math.Log(ar.avgerror/avgerror)))>(double)(Math.Log(1+1.0E-5));
gresterrors = gresterrors | (double)(Math.Abs(Math.Log(ar.avgrelerror/avgrelerror)))>(double)(Math.Log(1+1.0E-5));
}
}
}
}
//
// Additional subroutines
//
for(pass=1; pass<=50; pass++)
{
n = 2;
do
{
noiselevel = AP.Math.RandomReal()+0.1;
tasklevel = 2*AP.Math.RandomReal()-1;
}
while( (double)(Math.Abs(noiselevel-tasklevel))<=(double)(0.05) );
xy = new double[3*n-1+1, 1+1];
for(i=0; i<=n-1; i++)
{
xy[3*i+0,0] = i;
xy[3*i+1,0] = i;
xy[3*i+2,0] = i;
xy[3*i+0,1] = tasklevel-noiselevel;
xy[3*i+1,1] = tasklevel;
xy[3*i+2,1] = tasklevel+noiselevel;
}
linreg.lrbuild(ref xy, 3*n, 1, ref info, ref wt, ref ar);
if( info==1 )
{
linreg.lrunpack(ref wt, ref tmpweights, ref tmpi);
v = linreg.lrrmserror(ref wt, ref xy, 3*n);
grothererrors = grothererrors | (double)(Math.Abs(v-noiselevel*Math.Sqrt((double)(2)/(double)(3))))>(double)(threshold);
v = linreg.lravgerror(ref wt, ref xy, 3*n);
grothererrors = grothererrors | (double)(Math.Abs(v-noiselevel*((double)(2)/(double)(3))))>(double)(threshold);
v = linreg.lravgrelerror(ref wt, ref xy, 3*n);
vv = (Math.Abs(noiselevel/(tasklevel-noiselevel))+Math.Abs(noiselevel/(tasklevel+noiselevel)))/3;
grothererrors = grothererrors | (double)(Math.Abs(v-vv))>(double)(threshold*vv);
}
else
{
grothererrors = true;
}
for(i=0; i<=n-1; i++)
{
xy[3*i+0,0] = i;
xy[3*i+1,0] = i;
xy[3*i+2,0] = i;
xy[3*i+0,1] = -noiselevel;
xy[3*i+1,1] = 0;
xy[3*i+2,1] = +noiselevel;
}
linreg.lrbuild(ref xy, 3*n, 1, ref info, ref wt, ref ar);
if( info==1 )
{
linreg.lrunpack(ref wt, ref tmpweights, ref tmpi);
v = linreg.lravgrelerror(ref wt, ref xy, 3*n);
grothererrors = grothererrors | (double)(Math.Abs(v-1))>(double)(threshold);
}
else
{
grothererrors = true;
}
}
for(pass=1; pass<=10; pass++)
{
m = 1+AP.Math.RandomInteger(5);
n = 10+AP.Math.RandomInteger(10);
xy = new double[n-1+1, m+1];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m; j++)
{
xy[i,j] = 2*AP.Math.RandomReal()-1;
}
}
linreg.lrbuild(ref xy, n, m, ref info, ref w, ref ar);
if( info<0 )
{
grothererrors = true;
break;
}
x1 = new double[m-1+1];
x2 = new double[m-1+1];
//
// Same inputs on original leads to same outputs
// on copy created using LRCopy
//
unsetlr(ref wt);
linreg.lrcopy(ref w, ref wt);
for(i=0; i<=m-1; i++)
{
x1[i] = 2*AP.Math.RandomReal()-1;
x2[i] = x1[i];
}
y1 = linreg.lrprocess(ref w, ref x1);
y2 = linreg.lrprocess(ref wt, ref x2);
allsame = (double)(y1)==(double)(y2);
grothererrors = grothererrors | !allsame;
//
// Same inputs on original leads to same outputs
// on copy created using LRSerialize
//
unsetlr(ref wt);
ra = new double[0+1];
ra[0] = 0;
rlen = 0;
linreg.lrserialize(ref w, ref ra, ref rlen);
ra2 = new double[rlen-1+1];
for(i=0; i<=rlen-1; i++)
{
ra2[i] = ra[i];
}
linreg.lrunserialize(ref ra2, ref wt);
for(i=0; i<=m-1; i++)
{
x1[i] = 2*AP.Math.RandomReal()-1;
x2[i] = x1[i];
}
y1 = linreg.lrprocess(ref w, ref x1);
y2 = linreg.lrprocess(ref wt, ref x2);
allsame = (double)(y1)==(double)(y2);
grothererrors = grothererrors | !allsame;
}
//
// TODO: Degenerate tests (when design matrix and right part are zero)
//
//
// Final report
//
waserrors = slerrors | slcerrors | gropterrors | grcoverrors | gresterrors | grothererrors | grconverrors;
if( !silent )
{
System.Console.Write("REGRESSION TEST");
System.Console.WriteLine();
System.Console.Write("STRAIGHT LINE REGRESSION: ");
if( !slerrors )
{
System.Console.Write("OK");
System.Console.WriteLine();
}
else
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
System.Console.Write("STRAIGHT LINE REGRESSION CONVERGENCE: ");
if( !slcerrors )
{
System.Console.Write("OK");
System.Console.WriteLine();
}
else
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
System.Console.Write("GENERAL LINEAR REGRESSION: ");
if( !(gropterrors | grcoverrors | gresterrors | grothererrors | grconverrors) )
{
System.Console.Write("OK");
System.Console.WriteLine();
}
else
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
System.Console.Write("* OPTIMALITY: ");
if( !gropterrors )
{
System.Console.Write("OK");
System.Console.WriteLine();
}
else
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
System.Console.Write("* COV. MATRIX: ");
if( !grcoverrors )
{
System.Console.Write("OK");
System.Console.WriteLine();
}
else
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
System.Console.Write("* ERROR ESTIMATES: ");
if( !gresterrors )
{
System.Console.Write("OK");
System.Console.WriteLine();
}
else
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
System.Console.Write("* CONVERGENCE: ");
if( !grconverrors )
{
System.Console.Write("OK");
System.Console.WriteLine();
}
else
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
System.Console.Write("* OTHER SUBROUTINES: ");
if( !grothererrors )
{
System.Console.Write("OK");
System.Console.WriteLine();
}
else
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
if( waserrors )
{
System.Console.Write("TEST SUMMARY: FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("TEST SUMMARY: PASSED");
System.Console.WriteLine();
}
System.Console.WriteLine();
System.Console.WriteLine();
}
result = !waserrors;
return result;
}
/*************************************************************************
Unsets LR
*************************************************************************/
private static void unsetlr(ref linreg.linearmodel lr)
{
double[,] xy = new double[0,0];
int info = 0;
linreg.lrreport rep = new linreg.lrreport();
int i = 0;
xy = new double[5+1, 1+1];
for(i=0; i<=5; i++)
{
xy[i,0] = 0;
xy[i,1] = 0;
}
linreg.lrbuild(ref xy, 6, 1, ref info, ref lr, ref rep);
System.Diagnostics.Debug.Assert(info>0);
}