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|
package statmodel
import (
"math"
"testing"
"gonum.org/v1/gonum/floats"
"github.com/kshedden/dstream/dstream"
)
func TestKO1(t *testing.T) {
x1 := []float64{3, 1, 5, 4, 2, 7, 5}
x2 := []float64{4, 1, 2, 3, 8, 6, 2}
x3 := []float64{2, 1, 5, 4, 9, 3, 1}
x4 := []float64{1, 0, 3, 2, 5, 2, 4} // Don't knockoff this one
da := dstream.NewFromArrays(
[][]interface{}{{x1}, {x2}, {x3}, {x4}},
[]string{"x1", "x2", "x3", "x4"})
ko, err := NewKnockoff(da, []string{"x1", "x2", "x3"})
if err != nil {
panic(err)
}
lmin := ko.lmin
da = dstream.Dstream(ko)
for r := 0; r < 3; r++ {
if len(da.Names()) != 7 {
t.Fail()
}
if da.NumVar() != 7 {
t.Fail()
}
da.Reset()
scale := make([]float64, 7)
for da.Next() {
for j := 0; j < 7; j++ {
z := da.GetPos(j).([]float64)
scale[j] += floats.Dot(z, z)
}
for i := 0; i < 3; i++ {
for j := 0; j <= i; j++ {
a1 := da.GetPos(i).([]float64)
a2 := da.GetPos(j).([]float64)
b1 := da.GetPos(4 + i).([]float64)
b2 := da.GetPos(4 + j).([]float64)
for _, x := range [][]float64{a1, a2, b1, b2} {
u := floats.Dot(x, x)
if math.Abs(u-1) > 1e-6 {
t.Fail()
}
}
if math.Abs(floats.Dot(a1, a2)-floats.Dot(b1, b2)) > 1e-6 {
t.Fail()
}
d := math.Abs(floats.Dot(a1, b2) - floats.Dot(a1, a2))
if i != j && d > 1e-6 {
t.Fail()
}
if i == j && math.Abs(d-2*lmin) > 1e-6 {
t.Fail()
}
}
}
}
for _, j := range []int{0, 1, 2, 4, 5, 6} {
if math.Abs(scale[j]-1) > 1e-6 {
t.Fail()
}
}
// Make sure it still works after copying out to
// static arrays.
if r == 1 {
da.Reset()
da = dstream.MemCopy(dstream.Dstream(da), false)
}
}
}
func TestKO2(t *testing.T) {
x1 := []interface{}{[]float64{3, 1, 5, 4, 2, 7, 9}, []float64{6, 2, 1, 3, 4, 8, 5, 2}}
x2 := []interface{}{[]float64{4, 1, 2, 3, 8, 6, 5}, []float64{6, 2, 3, 1, 5, 9, 3, 1}}
x3 := []interface{}{[]float64{2, 1, 5, 4, 9, 3, 2}, []float64{9, 3, 5, 2, 1, 7, 5, 2}}
x4 := []interface{}{[]float64{1, 0, 3, 2, 5, 2, 1}, []float64{3, 2, 1, 4, 2, 3, 4, 0}} // Don't knockoff this one
da := dstream.NewFromArrays(
[][]interface{}{x1, x2, x3, x4},
[]string{"x1", "x2", "x3", "x4"})
names := []string{"x1", "x2", "x3"}
ko, err := NewKnockoff(da, names)
if err != nil {
panic(err)
}
lmin := ko.lmin
da = dstream.Dstream(ko)
// Need to copy this out because the results are random.
da = dstream.MemCopy(da, true)
for r := 0; r < 3; r++ {
da.Reset()
if len(da.Names()) != 7 {
t.Fail()
}
if da.NumVar() != 7 {
t.Fail()
}
scale := make([]float64, 7)
for j := 0; j < 7; j++ {
da.Reset()
z := dstream.GetColPos(da, j).([]float64)
scale[j] = floats.Dot(z, z)
}
for i := 0; i < 3; i++ {
da.Reset()
a1 := dstream.GetColPos(da, i).([]float64)
da.Reset()
b1 := dstream.GetColPos(da, 4+i).([]float64)
for j := 0; j <= i; j++ {
da.Reset()
a2 := dstream.GetColPos(da, j).([]float64)
da.Reset()
b2 := dstream.GetColPos(da, 4+j).([]float64)
if math.Abs(floats.Dot(a1, a2)-floats.Dot(b1, b2)) > 1e-6 {
t.Fail()
}
d := math.Abs(floats.Dot(a1, b2) - floats.Dot(a1, a2))
if i != j && d > 1e-6 {
t.Fail()
}
if i == j && math.Abs(d-2*lmin) > 1e-6 {
t.Fail()
}
}
}
for _, j := range []int{0, 1, 2, 4, 5, 6} {
if math.Abs(scale[j]-1) > 1e-6 {
t.Fail()
}
}
}
}
|
