public void CalculateHoeffdingsDTest() {
OnlineCalculatorError error;
// direct perfect dependency
var xs = new double[] { 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0 };
var ys = new double[] { 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0 };
var d = HoeffdingsDependenceCalculator.CalculateHoeffdings(xs, ys, out error);
Assert.AreEqual(error, OnlineCalculatorError.None);
Assert.AreEqual(d, 1.0, 1E-5);
// perfect negative dependency
ys = xs.Select(x => -x).ToArray();
d = HoeffdingsDependenceCalculator.CalculateHoeffdings(xs, ys, out error);
Assert.AreEqual(error, OnlineCalculatorError.None);
Assert.AreEqual(d, 1.0, 1E-5);
// ties
xs = new double[] { 1.0, 1.0, 2.0, 2.0, 3.0, 3.0, 4.0, 4.0, 5.0, 5.0, 5.0 };
ys = new double[] { 2.0, 2.0, 3.0, 3.0, 4.0, 4.0, 5.0, 5.0, 6.0, 6.0, 6.0 };
d = HoeffdingsDependenceCalculator.CalculateHoeffdings(xs, ys, out error);
Assert.AreEqual(error, OnlineCalculatorError.None);
Assert.AreEqual(d, 0.6783, 1E-5);
// ties
xs = new double[] { 1.0, 1.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 6.0, 6.0 };
ys = xs.Select(x => x * x).ToArray();
d = HoeffdingsDependenceCalculator.CalculateHoeffdings(xs, ys, out error);
Assert.AreEqual(error, OnlineCalculatorError.None);
Assert.AreEqual(d, 0.75, 1E-5);
// degenerate
xs = new double[] { 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 };
ys = new double[] { 2.0, 2.0, 2.0, 2.0, 2.0, 2.0, 2.0, 2.0, 2.0, 2.0 };
d = HoeffdingsDependenceCalculator.CalculateHoeffdings(xs, ys, out error);
Assert.AreEqual(error, OnlineCalculatorError.None);
Assert.AreEqual(d, -0.3516, 1E-4);
var normal = new HeuristicLab.Random.NormalDistributedRandom(new HeuristicLab.Random.MersenneTwister(31415), 0, 1);
xs = Enumerable.Range(0, 1000).Select(i => normal.NextDouble()).ToArray();
ys = Enumerable.Range(0, 1000).Select(i => normal.NextDouble()).ToArray();
// independent
d = HoeffdingsDependenceCalculator.CalculateHoeffdings(xs, ys, out error);
Assert.AreEqual(error, OnlineCalculatorError.None);
Assert.AreEqual(d, -0.00023, 1E-5);
xs = Enumerable.Range(0, 1000).Select(i => normal.NextDouble()).ToArray();
ys = xs.Select(x => x * x).ToArray();
d = HoeffdingsDependenceCalculator.CalculateHoeffdings(xs, ys, out error);
Assert.AreEqual(error, OnlineCalculatorError.None);
Assert.AreEqual(d, 0.25071, 1E-5);
// symmetric?
d = HoeffdingsDependenceCalculator.CalculateHoeffdings(ys, xs, out error);
Assert.AreEqual(error, OnlineCalculatorError.None);
Assert.AreEqual(d, 0.25071, 1E-5);
}
