| # 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. |
| # |
| #------------------------------------------------------------------------------ |
| # R source file to validate covariance tests in |
| # org.apache.commons.math.stat.correlation.CovarianceTest |
| # |
| # To run the test, install R, put this file and testFunctions |
| # into the same directory, launch R from this directory and then enter |
| # source("<name-of-this-file>") |
| # |
| #------------------------------------------------------------------------------ |
| tol <- 1E-9 # error tolerance for tests |
| #------------------------------------------------------------------------------ |
| # Function definitions |
| |
| source("testFunctions") # utility test functions |
| options(digits=16) # override number of digits displayed |
| |
| # function to verify covariance computations |
| verifyCovariance <- function(matrix, expectedCovariance, name) { |
| covariance <- cov(matrix) |
| output <- c("Covariance test dataset = ", name) |
| if (assertEquals(expectedCovariance,covariance,tol,"Covariances")) { |
| displayPadded(output, SUCCEEDED, WIDTH) |
| } else { |
| displayPadded(output, FAILED, WIDTH) |
| } |
| } |
| |
| #-------------------------------------------------------------------------- |
| cat("Covariance test cases\n") |
| |
| # Longley |
| |
| longley <- matrix(c(60323,83.0,234289,2356,1590,107608,1947, |
| 61122,88.5,259426,2325,1456,108632,1948, |
| 60171,88.2,258054,3682,1616,109773,1949, |
| 61187,89.5,284599,3351,1650,110929,1950, |
| 63221,96.2,328975,2099,3099,112075,1951, |
| 63639,98.1,346999,1932,3594,113270,1952, |
| 64989,99.0,365385,1870,3547,115094,1953, |
| 63761,100.0,363112,3578,3350,116219,1954, |
| 66019,101.2,397469,2904,3048,117388,1955, |
| 67857,104.6,419180,2822,2857,118734,1956, |
| 68169,108.4,442769,2936,2798,120445,1957, |
| 66513,110.8,444546,4681,2637,121950,1958, |
| 68655,112.6,482704,3813,2552,123366,1959, |
| 69564,114.2,502601,3931,2514,125368,1960, |
| 69331,115.7,518173,4806,2572,127852,1961, |
| 70551,116.9,554894,4007,2827,130081,1962), |
| nrow = 16, ncol = 7, byrow = TRUE) |
| |
| expectedCovariance <- matrix(c( |
| 12333921.73333333246, 3.679666000000000e+04, 343330206.333333313, |
| 1649102.666666666744, 1117681.066666666651, 23461965.733333334, 16240.93333333333248, |
| 36796.66000000000, 1.164576250000000e+02, 1063604.115416667, |
| 6258.666250000000, 3490.253750000000, 73503.000000000, 50.92333333333334, |
| 343330206.33333331347, 1.063604115416667e+06, 9879353659.329166412, |
| 56124369.854166664183, 30880428.345833335072, 685240944.600000024, 470977.90000000002328, |
| 1649102.66666666674, 6.258666250000000e+03, 56124369.854166664, |
| 873223.429166666698, -115378.762499999997, 4462741.533333333, 2973.03333333333330, |
| 1117681.06666666665, 3.490253750000000e+03, 30880428.345833335, |
| -115378.762499999997, 484304.095833333326, 1764098.133333333, 1382.43333333333339, |
| 23461965.73333333433, 7.350300000000000e+04, 685240944.600000024, |
| 4462741.533333333209, 1764098.133333333302, 48387348.933333330, 32917.40000000000146, |
| 16240.93333333333, 5.092333333333334e+01, 470977.900000000, |
| 2973.033333333333, 1382.433333333333, 32917.40000000, 22.66666666666667), |
| nrow = 7, ncol = 7, byrow = TRUE) |
| |
| verifyCovariance(longley, expectedCovariance, "longley") |
| |
| # Swiss Fertility |
| |
| fertility <- matrix(c(80.2,17.0,15,12,9.96, |
| 83.1,45.1,6,9,84.84, |
| 92.5,39.7,5,5,93.40, |
| 85.8,36.5,12,7,33.77, |
| 76.9,43.5,17,15,5.16, |
| 76.1,35.3,9,7,90.57, |
| 83.8,70.2,16,7,92.85, |
| 92.4,67.8,14,8,97.16, |
| 82.4,53.3,12,7,97.67, |
| 82.9,45.2,16,13,91.38, |
| 87.1,64.5,14,6,98.61, |
| 64.1,62.0,21,12,8.52, |
| 66.9,67.5,14,7,2.27, |
| 68.9,60.7,19,12,4.43, |
| 61.7,69.3,22,5,2.82, |
| 68.3,72.6,18,2,24.20, |
| 71.7,34.0,17,8,3.30, |
| 55.7,19.4,26,28,12.11, |
| 54.3,15.2,31,20,2.15, |
| 65.1,73.0,19,9,2.84, |
| 65.5,59.8,22,10,5.23, |
| 65.0,55.1,14,3,4.52, |
| 56.6,50.9,22,12,15.14, |
| 57.4,54.1,20,6,4.20, |
| 72.5,71.2,12,1,2.40, |
| 74.2,58.1,14,8,5.23, |
| 72.0,63.5,6,3,2.56, |
| 60.5,60.8,16,10,7.72, |
| 58.3,26.8,25,19,18.46, |
| 65.4,49.5,15,8,6.10, |
| 75.5,85.9,3,2,99.71, |
| 69.3,84.9,7,6,99.68, |
| 77.3,89.7,5,2,100.00, |
| 70.5,78.2,12,6,98.96, |
| 79.4,64.9,7,3,98.22, |
| 65.0,75.9,9,9,99.06, |
| 92.2,84.6,3,3,99.46, |
| 79.3,63.1,13,13,96.83, |
| 70.4,38.4,26,12,5.62, |
| 65.7,7.7,29,11,13.79, |
| 72.7,16.7,22,13,11.22, |
| 64.4,17.6,35,32,16.92, |
| 77.6,37.6,15,7,4.97, |
| 67.6,18.7,25,7,8.65, |
| 35.0,1.2,37,53,42.34, |
| 44.7,46.6,16,29,50.43, |
| 42.8,27.7,22,29,58.33), |
| nrow = 47, ncol = 5, byrow = TRUE) |
| |
| expectedCovariance <- matrix(c( |
| 156.0424976873265, 100.1691489361702, -64.36692876965772, -79.7295097132285, 241.5632030527289, |
| 100.169148936170251, 515.7994172062905, -124.39283071230344, -139.6574005550416, 379.9043755781684, |
| -64.3669287696577, -124.3928307123034, 63.64662349676226, 53.5758556891767, -190.5606105457909, |
| -79.7295097132285, -139.6574005550416, 53.57585568917669, 92.4560592044403, -61.6988297872340, |
| 241.5632030527289, 379.9043755781684, -190.56061054579092, -61.6988297872340, 1739.2945371877890), |
| nrow = 5, ncol = 5, byrow = TRUE) |
| |
| verifyCovariance(fertility, expectedCovariance, "swiss fertility") |
| |
| displayDashes(WIDTH) |
