| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| package org.apache.commons.math4.stat; |
| |
| |
| import org.apache.commons.math4.TestUtils; |
| import org.apache.commons.math4.exception.MathIllegalArgumentException; |
| import org.apache.commons.math4.exception.NullArgumentException; |
| import org.apache.commons.math4.stat.descriptive.DescriptiveStatistics; |
| import org.apache.commons.math4.util.FastMath; |
| import org.apache.commons.numbers.core.Precision; |
| import org.junit.Assert; |
| import org.junit.Test; |
| |
| /** |
| * Test cases for the {@link StatUtils} class. |
| */ |
| |
| public final class StatUtilsTest { |
| |
| private static final double ONE = 1; |
| private static final float TWO = 2; |
| private static final int THREE = 3; |
| private static final double MEAN = 2; |
| private static final double SUMSQ = 18; |
| private static final double SUM = 8; |
| private static final double VAR = 0.666666666666666666667; |
| private static final double MIN = 1; |
| private static final double MAX = 3; |
| private static final double TOLERANCE = 10E-15; |
| private static final double NAN = Double.NaN; |
| |
| /** test stats */ |
| @Test |
| public void testStats() { |
| double[] values = new double[] { ONE, TWO, TWO, THREE }; |
| Assert.assertEquals("sum", SUM, StatUtils.sum(values), TOLERANCE); |
| Assert.assertEquals("sumsq", SUMSQ, StatUtils.sumSq(values), TOLERANCE); |
| Assert.assertEquals("var", VAR, StatUtils.variance(values), TOLERANCE); |
| Assert.assertEquals("var with mean", VAR, StatUtils.variance(values, MEAN), TOLERANCE); |
| Assert.assertEquals("mean", MEAN, StatUtils.mean(values), TOLERANCE); |
| Assert.assertEquals("min", MIN, StatUtils.min(values), TOLERANCE); |
| Assert.assertEquals("max", MAX, StatUtils.max(values), TOLERANCE); |
| } |
| |
| @Test |
| public void testN0andN1Conditions() { |
| double[] values = new double[0]; |
| |
| Assert.assertTrue( |
| "Mean of n = 0 set should be NaN", |
| Double.isNaN(StatUtils.mean(values))); |
| Assert.assertTrue( |
| "Variance of n = 0 set should be NaN", |
| Double.isNaN(StatUtils.variance(values))); |
| |
| values = new double[] { ONE }; |
| |
| Assert.assertTrue( |
| "Mean of n = 1 set should be value of single item n1", |
| StatUtils.mean(values) == ONE); |
| Assert.assertTrue( |
| "Variance of n = 1 set should be zero", |
| StatUtils.variance(values) == 0); |
| } |
| |
| @Test |
| public void testArrayIndexConditions() { |
| double[] values = { 1.0, 2.0, 3.0, 4.0 }; |
| |
| Assert.assertEquals( |
| "Sum not expected", |
| 5.0, |
| StatUtils.sum(values, 1, 2), |
| Double.MIN_VALUE); |
| Assert.assertEquals( |
| "Sum not expected", |
| 3.0, |
| StatUtils.sum(values, 0, 2), |
| Double.MIN_VALUE); |
| Assert.assertEquals( |
| "Sum not expected", |
| 7.0, |
| StatUtils.sum(values, 2, 2), |
| Double.MIN_VALUE); |
| |
| try { |
| StatUtils.sum(values, 2, 3); |
| Assert.fail("Expected RuntimeException"); |
| } catch (RuntimeException e) { |
| // expected |
| } |
| |
| try { |
| StatUtils.sum(values, -1, 2); |
| Assert.fail("Expected RuntimeException"); |
| } catch (RuntimeException e) { |
| // expected |
| } |
| |
| } |
| |
| @Test |
| public void testSumSq() { |
| double[] x = null; |
| |
| // test null |
| try { |
| StatUtils.sumSq(x); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| try { |
| StatUtils.sumSq(x, 0, 4); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| // test empty |
| x = new double[] {}; |
| TestUtils.assertEquals(0, StatUtils.sumSq(x), TOLERANCE); |
| TestUtils.assertEquals(0, StatUtils.sumSq(x, 0, 0), TOLERANCE); |
| |
| // test one |
| x = new double[] {TWO}; |
| TestUtils.assertEquals(4, StatUtils.sumSq(x), TOLERANCE); |
| TestUtils.assertEquals(4, StatUtils.sumSq(x, 0, 1), TOLERANCE); |
| |
| // test many |
| x = new double[] {ONE, TWO, TWO, THREE}; |
| TestUtils.assertEquals(18, StatUtils.sumSq(x), TOLERANCE); |
| TestUtils.assertEquals(8, StatUtils.sumSq(x, 1, 2), TOLERANCE); |
| } |
| |
| @Test |
| public void testProduct() { |
| double[] x = null; |
| |
| // test null |
| try { |
| StatUtils.product(x); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| try { |
| StatUtils.product(x, 0, 4); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| // test empty |
| x = new double[] {}; |
| TestUtils.assertEquals(1, StatUtils.product(x), TOLERANCE); |
| TestUtils.assertEquals(1, StatUtils.product(x, 0, 0), TOLERANCE); |
| |
| // test one |
| x = new double[] {TWO}; |
| TestUtils.assertEquals(TWO, StatUtils.product(x), TOLERANCE); |
| TestUtils.assertEquals(TWO, StatUtils.product(x, 0, 1), TOLERANCE); |
| |
| // test many |
| x = new double[] {ONE, TWO, TWO, THREE}; |
| TestUtils.assertEquals(12, StatUtils.product(x), TOLERANCE); |
| TestUtils.assertEquals(4, StatUtils.product(x, 1, 2), TOLERANCE); |
| } |
| |
| @Test |
| public void testSumLog() { |
| double[] x = null; |
| |
| // test null |
| try { |
| StatUtils.sumLog(x); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| try { |
| StatUtils.sumLog(x, 0, 4); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| // test empty |
| x = new double[] {}; |
| TestUtils.assertEquals(0, StatUtils.sumLog(x), TOLERANCE); |
| TestUtils.assertEquals(0, StatUtils.sumLog(x, 0, 0), TOLERANCE); |
| |
| // test one |
| x = new double[] {TWO}; |
| TestUtils.assertEquals(FastMath.log(TWO), StatUtils.sumLog(x), TOLERANCE); |
| TestUtils.assertEquals(FastMath.log(TWO), StatUtils.sumLog(x, 0, 1), TOLERANCE); |
| |
| // test many |
| x = new double[] {ONE, TWO, TWO, THREE}; |
| TestUtils.assertEquals(FastMath.log(ONE) + 2.0 * FastMath.log(TWO) + FastMath.log(THREE), StatUtils.sumLog(x), TOLERANCE); |
| TestUtils.assertEquals(2.0 * FastMath.log(TWO), StatUtils.sumLog(x, 1, 2), TOLERANCE); |
| } |
| |
| @Test |
| public void testMean() { |
| double[] x = null; |
| |
| try { |
| StatUtils.mean(x, 0, 4); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| // test empty |
| x = new double[] {}; |
| TestUtils.assertEquals(Double.NaN, StatUtils.mean(x, 0, 0), TOLERANCE); |
| |
| // test one |
| x = new double[] {TWO}; |
| TestUtils.assertEquals(TWO, StatUtils.mean(x, 0, 1), TOLERANCE); |
| |
| // test many |
| x = new double[] {ONE, TWO, TWO, THREE}; |
| TestUtils.assertEquals(2.5, StatUtils.mean(x, 2, 2), TOLERANCE); |
| } |
| |
| @Test |
| public void testVariance() { |
| double[] x = null; |
| |
| try { |
| StatUtils.variance(x, 0, 4); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| // test empty |
| x = new double[] {}; |
| TestUtils.assertEquals(Double.NaN, StatUtils.variance(x, 0, 0), TOLERANCE); |
| |
| // test one |
| x = new double[] {TWO}; |
| TestUtils.assertEquals(0.0, StatUtils.variance(x, 0, 1), TOLERANCE); |
| |
| // test many |
| x = new double[] {ONE, TWO, TWO, THREE}; |
| TestUtils.assertEquals(0.5, StatUtils.variance(x, 2, 2), TOLERANCE); |
| |
| // test precomputed mean |
| x = new double[] {ONE, TWO, TWO, THREE}; |
| TestUtils.assertEquals(0.5, StatUtils.variance(x,2.5, 2, 2), TOLERANCE); |
| } |
| |
| @Test |
| public void testPopulationVariance() { |
| double[] x = null; |
| |
| try { |
| StatUtils.variance(x, 0, 4); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| // test empty |
| x = new double[] {}; |
| TestUtils.assertEquals(Double.NaN, StatUtils.populationVariance(x, 0, 0), TOLERANCE); |
| |
| // test one |
| x = new double[] {TWO}; |
| TestUtils.assertEquals(0.0, StatUtils.populationVariance(x, 0, 1), TOLERANCE); |
| |
| // test many |
| x = new double[] {ONE, TWO, TWO, THREE}; |
| TestUtils.assertEquals(0.25, StatUtils.populationVariance(x, 0, 2), TOLERANCE); |
| |
| // test precomputed mean |
| x = new double[] {ONE, TWO, TWO, THREE}; |
| TestUtils.assertEquals(0.25, StatUtils.populationVariance(x, 2.5, 2, 2), TOLERANCE); |
| } |
| |
| |
| @Test |
| public void testMax() { |
| double[] x = null; |
| |
| try { |
| StatUtils.max(x, 0, 4); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| // test empty |
| x = new double[] {}; |
| TestUtils.assertEquals(Double.NaN, StatUtils.max(x, 0, 0), TOLERANCE); |
| |
| // test one |
| x = new double[] {TWO}; |
| TestUtils.assertEquals(TWO, StatUtils.max(x, 0, 1), TOLERANCE); |
| |
| // test many |
| x = new double[] {ONE, TWO, TWO, THREE}; |
| TestUtils.assertEquals(THREE, StatUtils.max(x, 1, 3), TOLERANCE); |
| |
| // test first nan is ignored |
| x = new double[] {NAN, TWO, THREE}; |
| TestUtils.assertEquals(THREE, StatUtils.max(x), TOLERANCE); |
| |
| // test middle nan is ignored |
| x = new double[] {ONE, NAN, THREE}; |
| TestUtils.assertEquals(THREE, StatUtils.max(x), TOLERANCE); |
| |
| // test last nan is ignored |
| x = new double[] {ONE, TWO, NAN}; |
| TestUtils.assertEquals(TWO, StatUtils.max(x), TOLERANCE); |
| |
| // test all nan returns nan |
| x = new double[] {NAN, NAN, NAN}; |
| TestUtils.assertEquals(NAN, StatUtils.max(x), TOLERANCE); |
| } |
| |
| @Test |
| public void testMin() { |
| double[] x = null; |
| |
| try { |
| StatUtils.min(x, 0, 4); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| // test empty |
| x = new double[] {}; |
| TestUtils.assertEquals(Double.NaN, StatUtils.min(x, 0, 0), TOLERANCE); |
| |
| // test one |
| x = new double[] {TWO}; |
| TestUtils.assertEquals(TWO, StatUtils.min(x, 0, 1), TOLERANCE); |
| |
| // test many |
| x = new double[] {ONE, TWO, TWO, THREE}; |
| TestUtils.assertEquals(TWO, StatUtils.min(x, 1, 3), TOLERANCE); |
| |
| // test first nan is ignored |
| x = new double[] {NAN, TWO, THREE}; |
| TestUtils.assertEquals(TWO, StatUtils.min(x), TOLERANCE); |
| |
| // test middle nan is ignored |
| x = new double[] {ONE, NAN, THREE}; |
| TestUtils.assertEquals(ONE, StatUtils.min(x), TOLERANCE); |
| |
| // test last nan is ignored |
| x = new double[] {ONE, TWO, NAN}; |
| TestUtils.assertEquals(ONE, StatUtils.min(x), TOLERANCE); |
| |
| // test all nan returns nan |
| x = new double[] {NAN, NAN, NAN}; |
| TestUtils.assertEquals(NAN, StatUtils.min(x), TOLERANCE); |
| } |
| |
| @Test |
| public void testPercentile() { |
| double[] x = null; |
| |
| // test null |
| try { |
| StatUtils.percentile(x, .25); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| try { |
| StatUtils.percentile(x, 0, 4, 0.25); |
| Assert.fail("null is not a valid data array."); |
| } catch (NullArgumentException ex) { |
| // success |
| } |
| |
| // test empty |
| x = new double[] {}; |
| TestUtils.assertEquals(Double.NaN, StatUtils.percentile(x, 25), TOLERANCE); |
| TestUtils.assertEquals(Double.NaN, StatUtils.percentile(x, 0, 0, 25), TOLERANCE); |
| |
| // test one |
| x = new double[] {TWO}; |
| TestUtils.assertEquals(TWO, StatUtils.percentile(x, 25), TOLERANCE); |
| TestUtils.assertEquals(TWO, StatUtils.percentile(x, 0, 1, 25), TOLERANCE); |
| |
| // test many |
| x = new double[] {ONE, TWO, TWO, THREE}; |
| TestUtils.assertEquals(2.5, StatUtils.percentile(x, 70), TOLERANCE); |
| TestUtils.assertEquals(2.5, StatUtils.percentile(x, 1, 3, 62.5), TOLERANCE); |
| } |
| |
| @Test |
| public void testDifferenceStats() { |
| double sample1[] = {1d, 2d, 3d, 4d}; |
| double sample2[] = {1d, 3d, 4d, 2d}; |
| double diff[] = {0d, -1d, -1d, 2d}; |
| double small[] = {1d, 4d}; |
| double meanDifference = StatUtils.meanDifference(sample1, sample2); |
| Assert.assertEquals(StatUtils.sumDifference(sample1, sample2), StatUtils.sum(diff), TOLERANCE); |
| Assert.assertEquals(meanDifference, StatUtils.mean(diff), TOLERANCE); |
| Assert.assertEquals(StatUtils.varianceDifference(sample1, sample2, meanDifference), |
| StatUtils.variance(diff), TOLERANCE); |
| try { |
| StatUtils.meanDifference(sample1, small); |
| Assert.fail("Expecting MathIllegalArgumentException"); |
| } catch (MathIllegalArgumentException ex) { |
| // expected |
| } |
| try { |
| StatUtils.varianceDifference(sample1, small, meanDifference); |
| Assert.fail("Expecting MathIllegalArgumentException"); |
| } catch (MathIllegalArgumentException ex) { |
| // expected |
| } |
| try { |
| double[] single = {1.0}; |
| StatUtils.varianceDifference(single, single, meanDifference); |
| Assert.fail("Expecting MathIllegalArgumentException"); |
| } catch (MathIllegalArgumentException ex) { |
| // expected |
| } |
| } |
| |
| @Test |
| public void testGeometricMean() { |
| double[] test = null; |
| try { |
| StatUtils.geometricMean(test); |
| Assert.fail("Expecting NullArgumentException"); |
| } catch (NullArgumentException ex) { |
| // expected |
| } |
| test = new double[] {2, 4, 6, 8}; |
| Assert.assertEquals(FastMath.exp(0.25d * StatUtils.sumLog(test)), |
| StatUtils.geometricMean(test), Double.MIN_VALUE); |
| Assert.assertEquals(FastMath.exp(0.5 * StatUtils.sumLog(test, 0, 2)), |
| StatUtils.geometricMean(test, 0, 2), Double.MIN_VALUE); |
| } |
| |
| |
| /** |
| * Run the test with the values 50 and 100 and assume standardized values |
| */ |
| |
| @Test |
| public void testNormalize1() { |
| double sample[] = { 50, 100 }; |
| double expectedSample[] = { -25 / FastMath.sqrt(1250), 25 / FastMath.sqrt(1250) }; |
| double[] out = StatUtils.normalize(sample); |
| for (int i = 0; i < out.length; i++) { |
| Assert.assertTrue(Precision.equals(out[i], expectedSample[i], 1)); |
| } |
| |
| } |
| |
| /** |
| * Run with 77 random values, assuming that the outcome has a mean of 0 and a standard deviation of 1 with a |
| * precision of 1E-10. |
| */ |
| |
| @Test |
| public void testNormalize2() { |
| // create an sample with 77 values |
| int length = 77; |
| double sample[] = new double[length]; |
| for (int i = 0; i < length; i++) { |
| sample[i] = FastMath.random(); |
| } |
| // normalize this sample |
| double standardizedSample[] = StatUtils.normalize(sample); |
| |
| DescriptiveStatistics stats = new DescriptiveStatistics(); |
| // Add the data from the array |
| for (int i = 0; i < length; i++) { |
| stats.addValue(standardizedSample[i]); |
| } |
| // the calculations do have a limited precision |
| double distance = 1E-10; |
| // check the mean an standard deviation |
| Assert.assertEquals(0.0, stats.getMean(), distance); |
| Assert.assertEquals(1.0, stats.getStandardDeviation(), distance); |
| |
| } |
| |
| @Test |
| public void testMode() { |
| final double[] singleMode = {0, 1, 0, 2, 7, 11, 12}; |
| final double[] modeSingle = StatUtils.mode(singleMode); |
| Assert.assertEquals(0, modeSingle[0], Double.MIN_VALUE); |
| Assert.assertEquals(1, modeSingle.length); |
| |
| final double[] twoMode = {0, 1, 2, 0, 2, 3, 7, 11}; |
| final double[] modeDouble = StatUtils.mode(twoMode); |
| Assert.assertEquals(0, modeDouble[0], Double.MIN_VALUE); |
| Assert.assertEquals(2, modeDouble[1], Double.MIN_VALUE); |
| Assert.assertEquals(2, modeDouble.length); |
| |
| final double[] nanInfested = {0, 0, 0, Double.NaN, Double.NaN, Double.NaN, Double.NaN, 2, 2, 2, 3, 5}; |
| final double[] modeNan = StatUtils.mode(nanInfested); |
| Assert.assertEquals(0, modeNan[0], Double.MIN_VALUE); |
| Assert.assertEquals(2, modeNan[1], Double.MIN_VALUE); |
| Assert.assertEquals(2, modeNan.length); |
| |
| final double[] infInfested = {0, 0, Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY, |
| Double.NEGATIVE_INFINITY, Double.NEGATIVE_INFINITY, 2, 2, 3, 5}; |
| final double[] modeInf = StatUtils.mode(infInfested); |
| Assert.assertEquals(Double.NEGATIVE_INFINITY, modeInf[0], Double.MIN_VALUE); |
| Assert.assertEquals(0, modeInf[1], Double.MIN_VALUE); |
| Assert.assertEquals(2, modeInf[2], Double.MIN_VALUE); |
| Assert.assertEquals(Double.POSITIVE_INFINITY, modeInf[3], Double.MIN_VALUE); |
| Assert.assertEquals(4, modeInf.length); |
| |
| final double[] noData = {}; |
| final double[] modeNodata = StatUtils.mode(noData); |
| Assert.assertEquals(0, modeNodata.length); |
| |
| final double[] nansOnly = {Double.NaN, Double.NaN}; |
| final double[] modeNansOnly = StatUtils.mode(nansOnly); |
| Assert.assertEquals(0, modeNansOnly.length); |
| |
| final double[] nullArray = null; |
| try { |
| StatUtils.mode(nullArray); |
| Assert.fail("Expecting NullArgumentException"); |
| } catch (NullArgumentException ex) { |
| // Expected |
| } |
| } |
| |
| } |