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# This file is a part of Julia. License is MIT: https://julialang.org/license
using Statistics, Test, Random, LinearAlgebra, SparseArrays
using Test: guardseed
@testset "middle" begin
@test middle(3) === 3.0
@test middle(2, 3) === 2.5
let x = ((floatmax(1.0)/4)*3)
@test middle(x, x) === x
end
@test middle(1:8) === 4.5
@test middle([1:8;]) === 4.5
# ensure type-correctness
for T in [Bool,Int8,Int16,Int32,Int64,Int128,UInt8,UInt16,UInt32,UInt64,UInt128,Float16,Float32,Float64]
@test middle(one(T)) === middle(one(T), one(T))
end
end
@testset "median" begin
@test median([1.]) === 1.
@test median([1.,3]) === 2.
@test median([1.,3,2]) === 2.
@test median([1,3,2]) === 2.0
@test median([1,3,2,4]) === 2.5
@test median([0.0,Inf]) == Inf
@test median([0.0,-Inf]) == -Inf
@test median([0.,Inf,-Inf]) == 0.0
@test median([1.,-1.,Inf,-Inf]) == 0.0
@test isnan(median([-Inf,Inf]))
X = [2 3 1 -1; 7 4 5 -4]
@test all(median(X, dims=2) .== [1.5, 4.5])
@test all(median(X, dims=1) .== [4.5 3.5 3.0 -2.5])
@test X == [2 3 1 -1; 7 4 5 -4] # issue #17153
@test_throws ArgumentError median([])
@test isnan(median([NaN]))
@test isnan(median([0.0,NaN]))
@test isnan(median([NaN,0.0]))
@test isnan(median([NaN,0.0,1.0]))
@test isnan(median(Any[NaN,0.0,1.0]))
@test isequal(median([NaN 0.0; 1.2 4.5], dims=2), reshape([NaN; 2.85], 2, 1))
@test ismissing(median([1, missing]))
@test ismissing(median([1, 2, missing]))
@test ismissing(median([NaN, 2.0, missing]))
@test ismissing(median([NaN, missing]))
@test ismissing(median([missing, NaN]))
@test ismissing(median(Any[missing, 2.0, 3.0, 4.0, NaN]))
@test median(skipmissing([1, missing, 2])) === 1.5
@test median!([1 2 3 4]) == 2.5
@test median!([1 2; 3 4]) == 2.5
@test invoke(median, Tuple{AbstractVector}, 1:10) == median(1:10) == 5.5
@test @inferred(median(Float16[1, 2, NaN])) === Float16(NaN)
@test @inferred(median(Float16[1, 2, 3])) === Float16(2)
@test @inferred(median(Float32[1, 2, NaN])) === NaN32
@test @inferred(median(Float32[1, 2, 3])) === 2.0f0
end
@testset "mean" begin
@test_throws ArgumentError mean(())
@test mean((1,2,3)) === 2.
@test mean([0]) === 0.
@test mean([1.]) === 1.
@test mean([1.,3]) == 2.
@test mean([1,2,3]) == 2.
@test mean([0 1 2; 4 5 6], dims=1) == [2. 3. 4.]
@test mean([1 2 3; 4 5 6], dims=1) == [2.5 3.5 4.5]
@test mean(i->i+1, 0:2) === 2.
@test mean(isodd, [3]) === 1.
@test mean(x->3x, (1,1)) === 3.
@test isnan(mean([NaN]))
@test isnan(mean([0.0,NaN]))
@test isnan(mean([NaN,0.0]))
@test isnan(mean([0.,Inf,-Inf]))
@test isnan(mean([1.,-1.,Inf,-Inf]))
@test isnan(mean([-Inf,Inf]))
@test isequal(mean([NaN 0.0; 1.2 4.5], dims=2), reshape([NaN; 2.85], 2, 1))
@test ismissing(mean([1, missing]))
@test ismissing(mean([NaN, missing]))
@test ismissing(mean([missing, NaN]))
@test isequal(mean([missing 1.0; 2.0 3.0], dims=1), [missing 2.0])
@test mean(skipmissing([1, missing, 2])) === 1.5
# Check that small types are accumulated using wider type
for T in (Int8, UInt8)
x = [typemax(T) typemax(T)]
g = (v for v in x)
@test mean(x) == mean(g) == typemax(T)
@test mean(identity, x) == mean(identity, g) == typemax(T)
@test mean(x, dims=2) == [typemax(T)]'
end
end
@testset "mean/median for ranges" begin
for f in (mean, median)
for n = 2:5
@test f(2:n) == f([2:n;])
@test f(2:0.1:n) ≈ f([2:0.1:n;])
end
end
end
@testset "var & std" begin
# edge case: empty vector
# iterable; this has to throw for type stability
@test_throws ArgumentError var(())
@test_throws ArgumentError var((); corrected=false)
@test_throws ArgumentError var((); mean=2)
@test_throws ArgumentError var((); mean=2, corrected=false)
# reduction
@test isnan(var(Int[]))
@test isnan(var(Int[]; corrected=false))
@test isnan(var(Int[]; mean=2))
@test isnan(var(Int[]; mean=2, corrected=false))
# reduction across dimensions
@test isequal(var(Int[], dims=1), [NaN])
@test isequal(var(Int[], dims=1; corrected=false), [NaN])
@test isequal(var(Int[], dims=1; mean=[2]), [NaN])
@test isequal(var(Int[], dims=1; mean=[2], corrected=false), [NaN])
# edge case: one-element vector
# iterable
@test isnan(@inferred(var((1,))))
@test var((1,); corrected=false) === 0.0
@test var((1,); mean=2) === Inf
@test var((1,); mean=2, corrected=false) === 1.0
# reduction
@test isnan(@inferred(var([1])))
@test var([1]; corrected=false) === 0.0
@test var([1]; mean=2) === Inf
@test var([1]; mean=2, corrected=false) === 1.0
# reduction across dimensions
@test isequal(@inferred(var([1], dims=1)), [NaN])
@test var([1], dims=1; corrected=false) ≈ [0.0]
@test var([1], dims=1; mean=[2]) ≈ [Inf]
@test var([1], dims=1; mean=[2], corrected=false) ≈ [1.0]
@test var(1:8) == 6.
@test varm(1:8,1) == varm(Vector(1:8),1)
@test isnan(varm(1:1,1))
@test isnan(var(1:1))
@test isnan(var(1:-1))
@test @inferred(var(1.0:8.0)) == 6.
@test varm(1.0:8.0,1.0) == varm(Vector(1.0:8.0),1)
@test isnan(varm(1.0:1.0,1.0))
@test isnan(var(1.0:1.0))
@test isnan(var(1.0:-1.0))
@test @inferred(var(1.0f0:8.0f0)) === 6.f0
@test varm(1.0f0:8.0f0,1.0f0) == varm(Vector(1.0f0:8.0f0),1)
@test isnan(varm(1.0f0:1.0f0,1.0f0))
@test isnan(var(1.0f0:1.0f0))
@test isnan(var(1.0f0:-1.0f0))
@test varm([1,2,3], 2) ≈ 1.
@test var([1,2,3]) ≈ 1.
@test var([1,2,3]; corrected=false) ≈ 2.0/3
@test var([1,2,3]; mean=0) ≈ 7.
@test var([1,2,3]; mean=0, corrected=false) ≈ 14.0/3
@test varm((1,2,3), 2) ≈ 1.
@test var((1,2,3)) ≈ 1.
@test var((1,2,3); corrected=false) ≈ 2.0/3
@test var((1,2,3); mean=0) ≈ 7.
@test var((1,2,3); mean=0, corrected=false) ≈ 14.0/3
@test_throws ArgumentError var((1,2,3); mean=())
@test var([1 2 3 4 5; 6 7 8 9 10], dims=2) ≈ [2.5 2.5]'
@test var([1 2 3 4 5; 6 7 8 9 10], dims=2; corrected=false) ≈ [2.0 2.0]'
@test var(collect(1:99), dims=1) ≈ [825]
@test var(Matrix(transpose(collect(1:99))), dims=2) ≈ [825]
@test stdm([1,2,3], 2) ≈ 1.
@test std([1,2,3]) ≈ 1.
@test std([1,2,3]; corrected=false) ≈ sqrt(2.0/3)
@test std([1,2,3]; mean=0) ≈ sqrt(7.0)
@test std([1,2,3]; mean=0, corrected=false) ≈ sqrt(14.0/3)
@test stdm([1.0,2,3], 2) ≈ 1.
@test std([1.0,2,3]) ≈ 1.
@test std([1.0,2,3]; corrected=false) ≈ sqrt(2.0/3)
@test std([1.0,2,3]; mean=0) ≈ sqrt(7.0)
@test std([1.0,2,3]; mean=0, corrected=false) ≈ sqrt(14.0/3)
@test std([1.0,2,3]; dims=1)[] ≈ 1.
@test std([1.0,2,3]; dims=1, corrected=false)[] ≈ sqrt(2.0/3)
@test std([1.0,2,3]; dims=1, mean=[0])[] ≈ sqrt(7.0)
@test std([1.0,2,3]; dims=1, mean=[0], corrected=false)[] ≈ sqrt(14.0/3)
@test stdm((1,2,3), 2) ≈ 1.
@test std((1,2,3)) ≈ 1.
@test std((1,2,3); corrected=false) ≈ sqrt(2.0/3)
@test std((1,2,3); mean=0) ≈ sqrt(7.0)
@test std((1,2,3); mean=0, corrected=false) ≈ sqrt(14.0/3)
@test std([1 2 3 4 5; 6 7 8 9 10], dims=2) ≈ sqrt.([2.5 2.5]')
@test std([1 2 3 4 5; 6 7 8 9 10], dims=2; corrected=false) ≈ sqrt.([2.0 2.0]')
let A = ComplexF64[exp(i*im) for i in 1:10^4]
@test varm(A, 0.) ≈ sum(map(abs2, A)) / (length(A) - 1)
@test varm(A, mean(A)) ≈ var(A)
end
@test var([1//1, 2//1]) isa Rational{Int}
@test var([1//1, 2//1], dims=1) isa Vector{Rational{Int}}
@test std([1//1, 2//1]) isa Float64
@test std([1//1, 2//1], dims=1) isa Vector{Float64}
@testset "var: empty cases" begin
A = Matrix{Int}(undef, 0,1)
@test var(A) === NaN
@test isequal(var(A, dims=1), fill(NaN, 1, 1))
@test isequal(var(A, dims=2), fill(NaN, 0, 1))
@test isequal(var(A, dims=(1, 2)), fill(NaN, 1, 1))
@test isequal(var(A, dims=3), fill(NaN, 0, 1))
end
# issue #6672
@test std(AbstractFloat[1,2,3], dims=1) == [1.0]
for f in (var, std)
@test ismissing(f([1, missing]))
@test ismissing(f([NaN, missing]))
@test ismissing(f([missing, NaN]))
@test isequal(f([missing 1.0; 2.0 3.0], dims=1), [missing f([1.0, 3.0])])
@test f(skipmissing([1, missing, 2])) === f([1, 2])
end
for f in (varm, stdm)
@test ismissing(f([1, missing], 0))
@test ismissing(f([1, 2], missing))
@test ismissing(f([1, NaN], missing))
@test ismissing(f([NaN, missing], 0))
@test ismissing(f([missing, NaN], 0))
@test ismissing(f([NaN, missing], missing))
@test ismissing(f([missing, NaN], missing))
@test f(skipmissing([1, missing, 2]), 0) === f([1, 2], 0)
end
end
function safe_cov(x, y, zm::Bool, cr::Bool)
n = length(x)
if !zm
x = x .- mean(x)
y = y .- mean(y)
end
dot(vec(x), vec(y)) / (n - Int(cr))
end
X = [1.0 5.0;
2.0 4.0;
3.0 6.0;
4.0 2.0;
5.0 1.0]
Y = [6.0 2.0;
1.0 7.0;
5.0 8.0;
3.0 4.0;
2.0 3.0]
@testset "covariance" begin
for vd in [1, 2], zm in [true, false], cr in [true, false]
# println("vd = $vd: zm = $zm, cr = $cr")
if vd == 1
k = size(X, 2)
Cxx = zeros(k, k)
Cxy = zeros(k, k)
for i = 1:k, j = 1:k
Cxx[i,j] = safe_cov(X[:,i], X[:,j], zm, cr)
Cxy[i,j] = safe_cov(X[:,i], Y[:,j], zm, cr)
end
x1 = vec(X[:,1])
y1 = vec(Y[:,1])
else
k = size(X, 1)
Cxx = zeros(k, k)
Cxy = zeros(k, k)
for i = 1:k, j = 1:k
Cxx[i,j] = safe_cov(X[i,:], X[j,:], zm, cr)
Cxy[i,j] = safe_cov(X[i,:], Y[j,:], zm, cr)
end
x1 = vec(X[1,:])
y1 = vec(Y[1,:])
end
c = zm ? Statistics.covm(x1, 0, corrected=cr) :
cov(x1, corrected=cr)
@test isa(c, Float64)
@test c ≈ Cxx[1,1]
@inferred cov(x1, corrected=cr)
@test cov(X) == Statistics.covm(X, mean(X, dims=1))
C = zm ? Statistics.covm(X, 0, vd, corrected=cr) :
cov(X, dims=vd, corrected=cr)
@test size(C) == (k, k)
@test C ≈ Cxx
@inferred cov(X, dims=vd, corrected=cr)
@test cov(x1, y1) == Statistics.covm(x1, mean(x1), y1, mean(y1))
c = zm ? Statistics.covm(x1, 0, y1, 0, corrected=cr) :
cov(x1, y1, corrected=cr)
@test isa(c, Float64)
@test c ≈ Cxy[1,1]
@inferred cov(x1, y1, corrected=cr)
if vd == 1
@test cov(x1, Y) == Statistics.covm(x1, mean(x1), Y, mean(Y, dims=1))
end
C = zm ? Statistics.covm(x1, 0, Y, 0, vd, corrected=cr) :
cov(x1, Y, dims=vd, corrected=cr)
@test size(C) == (1, k)
@test vec(C) ≈ Cxy[1,:]
@inferred cov(x1, Y, dims=vd, corrected=cr)
if vd == 1
@test cov(X, y1) == Statistics.covm(X, mean(X, dims=1), y1, mean(y1))
end
C = zm ? Statistics.covm(X, 0, y1, 0, vd, corrected=cr) :
cov(X, y1, dims=vd, corrected=cr)
@test size(C) == (k, 1)
@test vec(C) ≈ Cxy[:,1]
@inferred cov(X, y1, dims=vd, corrected=cr)
@test cov(X, Y) == Statistics.covm(X, mean(X, dims=1), Y, mean(Y, dims=1))
C = zm ? Statistics.covm(X, 0, Y, 0, vd, corrected=cr) :
cov(X, Y, dims=vd, corrected=cr)
@test size(C) == (k, k)
@test C ≈ Cxy
@inferred cov(X, Y, dims=vd, corrected=cr)
end
end
function safe_cor(x, y, zm::Bool)
if !zm
x = x .- mean(x)
y = y .- mean(y)
end
x = vec(x)
y = vec(y)
dot(x, y) / (sqrt(dot(x, x)) * sqrt(dot(y, y)))
end
@testset "correlation" begin
for vd in [1, 2], zm in [true, false]
# println("vd = $vd: zm = $zm")
if vd == 1
k = size(X, 2)
Cxx = zeros(k, k)
Cxy = zeros(k, k)
for i = 1:k, j = 1:k
Cxx[i,j] = safe_cor(X[:,i], X[:,j], zm)
Cxy[i,j] = safe_cor(X[:,i], Y[:,j], zm)
end
x1 = vec(X[:,1])
y1 = vec(Y[:,1])
else
k = size(X, 1)
Cxx = zeros(k, k)
Cxy = zeros(k, k)
for i = 1:k, j = 1:k
Cxx[i,j] = safe_cor(X[i,:], X[j,:], zm)
Cxy[i,j] = safe_cor(X[i,:], Y[j,:], zm)
end
x1 = vec(X[1,:])
y1 = vec(Y[1,:])
end
c = zm ? Statistics.corm(x1, 0) : cor(x1)
@test isa(c, Float64)
@test c ≈ Cxx[1,1]
@inferred cor(x1)
@test cor(X) == Statistics.corm(X, mean(X, dims=1))
C = zm ? Statistics.corm(X, 0, vd) : cor(X, dims=vd)
@test size(C) == (k, k)
@test C ≈ Cxx
@inferred cor(X, dims=vd)
@test cor(x1, y1) == Statistics.corm(x1, mean(x1), y1, mean(y1))
c = zm ? Statistics.corm(x1, 0, y1, 0) : cor(x1, y1)
@test isa(c, Float64)
@test c ≈ Cxy[1,1]
@inferred cor(x1, y1)
if vd == 1
@test cor(x1, Y) == Statistics.corm(x1, mean(x1), Y, mean(Y, dims=1))
end
C = zm ? Statistics.corm(x1, 0, Y, 0, vd) : cor(x1, Y, dims=vd)
@test size(C) == (1, k)
@test vec(C) ≈ Cxy[1,:]
@inferred cor(x1, Y, dims=vd)
if vd == 1
@test cor(X, y1) == Statistics.corm(X, mean(X, dims=1), y1, mean(y1))
end
C = zm ? Statistics.corm(X, 0, y1, 0, vd) : cor(X, y1, dims=vd)
@test size(C) == (k, 1)
@test vec(C) ≈ Cxy[:,1]
@inferred cor(X, y1, dims=vd)
@test cor(X, Y) == Statistics.corm(X, mean(X, dims=1), Y, mean(Y, dims=1))
C = zm ? Statistics.corm(X, 0, Y, 0, vd) : cor(X, Y, dims=vd)
@test size(C) == (k, k)
@test C ≈ Cxy
@inferred cor(X, Y, dims=vd)
end
@test cor(repeat(1:17, 1, 17))[2] <= 1.0
@test cor(1:17, 1:17) <= 1.0
@test cor(1:17, 18:34) <= 1.0
let tmp = range(1, stop=85, length=100)
tmp2 = Vector(tmp)
@test cor(tmp, tmp) <= 1.0
@test cor(tmp, tmp2) <= 1.0
end
end
@testset "quantile" begin
@test quantile([1,2,3,4],0.5) == 2.5
@test quantile([1,2,3,4],[0.5]) == [2.5]
@test quantile([1., 3],[.25,.5,.75])[2] == median([1., 3])
@test quantile(100.0:-1.0:0.0, 0.0:0.1:1.0) == 0.0:10.0:100.0
@test quantile(0.0:100.0, 0.0:0.1:1.0, sorted=true) == 0.0:10.0:100.0
@test quantile(100f0:-1f0:0.0, 0.0:0.1:1.0) == 0f0:10f0:100f0
@test quantile([Inf,Inf],0.5) == Inf
@test quantile([-Inf,1],0.5) == -Inf
@test quantile([0,1],1e-18) == 1e-18
@test quantile([1, 2, 3, 4],[]) == []
@test quantile([1, 2, 3, 4], (0.5,)) == (2.5,)
@test quantile([4, 9, 1, 5, 7, 8, 2, 3, 5, 17, 11], (0.1, 0.2, 0.4, 0.9)) == (2.0, 3.0, 5.0, 11.0)
@test quantile([1, 2, 3, 4], ()) == ()
@test_throws ArgumentError quantile([1, missing], 0.5)
@test_throws ArgumentError quantile([1, NaN], 0.5)
@test quantile(skipmissing([1, missing, 2]), 0.5) === 1.5
end
# StatsBase issue 164
let y = [0.40003674665581906, 0.4085630862624367, 0.41662034698690303, 0.41662034698690303, 0.42189053966652057, 0.42189053966652057, 0.42553514344518345, 0.43985732442991354]
@test issorted(quantile(y, range(0.01, stop=0.99, length=17)))
end
@testset "variance of complex arrays (#13309)" begin
z = rand(ComplexF64, 10)
@test var(z) ≈ invoke(var, Tuple{Any}, z) ≈ cov(z) ≈ var(z,dims=1)[1] ≈ sum(abs2, z .- mean(z))/9
@test isa(var(z), Float64)
@test isa(invoke(var, Tuple{Any}, z), Float64)
@test isa(cov(z), Float64)
@test isa(var(z,dims=1), Vector{Float64})
@test varm(z, 0.0) ≈ invoke(varm, Tuple{Any,Float64}, z, 0.0) ≈ sum(abs2, z)/9
@test isa(varm(z, 0.0), Float64)
@test isa(invoke(varm, Tuple{Any,Float64}, z, 0.0), Float64)
@test cor(z) === 1.0
v = varm([1.0+2.0im], 0; corrected = false)
@test v ≈ 5
@test isa(v, Float64)
end
@testset "cov and cor of complex arrays (issue #21093)" begin
x = [2.7 - 3.3im, 0.9 + 5.4im, 0.1 + 0.2im, -1.7 - 5.8im, 1.1 + 1.9im]
y = [-1.7 - 1.6im, -0.2 + 6.5im, 0.8 - 10.0im, 9.1 - 3.4im, 2.7 - 5.5im]
@test cov(x, y) ≈ 4.8365 - 12.119im
@test cov(y, x) ≈ 4.8365 + 12.119im
@test cov(x, reshape(y, :, 1)) ≈ reshape([4.8365 - 12.119im], 1, 1)
@test cov(reshape(x, :, 1), y) ≈ reshape([4.8365 - 12.119im], 1, 1)
@test cov(reshape(x, :, 1), reshape(y, :, 1)) ≈ reshape([4.8365 - 12.119im], 1, 1)
@test cov([x y]) ≈ [21.779 4.8365-12.119im;
4.8365+12.119im 54.548]
@test cor(x, y) ≈ 0.14032104449218274 - 0.35160772008699703im
@test cor(y, x) ≈ 0.14032104449218274 + 0.35160772008699703im
@test cor(x, reshape(y, :, 1)) ≈ reshape([0.14032104449218274 - 0.35160772008699703im], 1, 1)
@test cor(reshape(x, :, 1), y) ≈ reshape([0.14032104449218274 - 0.35160772008699703im], 1, 1)
@test cor(reshape(x, :, 1), reshape(y, :, 1)) ≈ reshape([0.14032104449218274 - 0.35160772008699703im], 1, 1)
@test cor([x y]) ≈ [1.0 0.14032104449218274-0.35160772008699703im
0.14032104449218274+0.35160772008699703im 1.0]
end
@testset "Issue #17153 and PR #17154" begin
a = rand(10,10)
b = copy(a)
x = median(a, dims=1)
@test b == a
x = median(a, dims=2)
@test b == a
x = mean(a, dims=1)
@test b == a
x = mean(a, dims=2)
@test b == a
x = var(a, dims=1)
@test b == a
x = var(a, dims=2)
@test b == a
x = std(a, dims=1)
@test b == a
x = std(a, dims=2)
@test b == a
end
# dimensional correctness
const BASE_TEST_PATH = joinpath(Sys.BINDIR, "..", "share", "julia", "test")
isdefined(Main, :Furlongs) || @eval Main include(joinpath($(BASE_TEST_PATH), "testhelpers", "Furlongs.jl"))
using .Main.Furlongs
Statistics.middle(x::Furlong{p}) where {p} = Furlong{p}(middle(x.val))
Statistics.middle(x::Furlong{p}, y::Furlong{p}) where {p} = Furlong{p}(middle(x.val, y.val))
@testset "Unitful elements" begin
r = Furlong(1):Furlong(1):Furlong(2)
a = Vector(r)
@test sum(r) == sum(a) == Furlong(3)
@test cumsum(r) == Furlong.([1,3])
@test mean(r) == mean(a) == median(a) == median(r) == Furlong(1.5)
@test var(r) == var(a) == Furlong{2}(0.5)
@test std(r) == std(a) == Furlong{1}(sqrt(0.5))
# Issue #21786
A = [Furlong{1}(rand(-5:5)) for i in 1:2, j in 1:2]
@test mean(mean(A, dims=1), dims=2)[1] === mean(A)
@test var(A, dims=1)[1] === var(A[:, 1])
@test std(A, dims=1)[1] === std(A[:, 1])
end
# Issue #22901
@testset "var and quantile of Any arrays" begin
x = Any[1, 2, 4, 10]
y = Any[1, 2, 4, 10//1]
@test var(x) === 16.25
@test var(y) === 65//4
@test std(x) === sqrt(16.25)
@test quantile(x, 0.5) === 3.0
@test quantile(x, 1//2) === 3//1
end
@testset "Promotion in covzm. Issue #8080" begin
A = [1 -1 -1; -1 1 1; -1 1 -1; 1 -1 -1; 1 -1 1]
@test Statistics.covzm(A) - mean(A, dims=1)'*mean(A, dims=1)*size(A, 1)/(size(A, 1) - 1) ≈ cov(A)
A = [1//1 -1 -1; -1 1 1; -1 1 -1; 1 -1 -1; 1 -1 1]
@test (A'A - size(A, 1)*mean(A, dims=1)'*mean(A, dims=1))/4 == cov(A)
end
@testset "Mean along dimension of empty array" begin
a0 = zeros(0)
a00 = zeros(0, 0)
a01 = zeros(0, 1)
a10 = zeros(1, 0)
@test isequal(mean(a0, dims=1) , fill(NaN, 1))
@test isequal(mean(a00, dims=(1, 2)), fill(NaN, 1, 1))
@test isequal(mean(a01, dims=1) , fill(NaN, 1, 1))
@test isequal(mean(a10, dims=2) , fill(NaN, 1, 1))
end
@testset "cov/var/std of Vector{Vector}" begin
x = [[2,4,6],[4,6,8]]
@test var(x) ≈ vec(var([x[1] x[2]], dims=2))
@test std(x) ≈ vec(std([x[1] x[2]], dims=2))
@test cov(x) ≈ cov([x[1] x[2]], dims=2)
end
@testset "var of sparse array" begin
se33 = SparseMatrixCSC{Float64}(I, 3, 3)
sA = sprandn(3, 7, 0.5)
pA = sparse(rand(3, 7))
for arr in (se33, sA, pA)
farr = Array(arr)
@test var(arr) ≈ var(farr)
@test var(arr, dims=1) ≈ var(farr, dims=1)
@test var(arr, dims=2) ≈ var(farr, dims=2)
@test var(arr, dims=(1, 2)) ≈ [var(farr)]
@test isequal(var(arr, dims=3), var(farr, dims=3))
end
@testset "empty cases" begin
@test var(sparse(Int[])) === NaN
@test isequal(var(spzeros(0, 1), dims=1), var(Matrix{Int}(I, 0, 1), dims=1))
@test isequal(var(spzeros(0, 1), dims=2), var(Matrix{Int}(I, 0, 1), dims=2))
@test isequal(var(spzeros(0, 1), dims=(1, 2)), var(Matrix{Int}(I, 0, 1), dims=(1, 2)))
@test isequal(var(spzeros(0, 1), dims=3), var(Matrix{Int}(I, 0, 1), dims=3))
end
end
# Faster covariance function for sparse matrices
# Prevents densifying the input matrix when subtracting the mean
# Test against dense implementation
# PR https://github.com/JuliaLang/julia/pull/22735
# Part of this test needed to be hacked due to the treatment
# of Inf in sparse matrix algebra
# https://github.com/JuliaLang/julia/issues/22921
# The issue will be resolved in
# https://github.com/JuliaLang/julia/issues/22733
@testset "optimizing sparse $elty covariance" for elty in (Float64, Complex{Float64})
n = 10
p = 5
np2 = div(n*p, 2)
nzvals, x_sparse = guardseed(1) do
if elty <: Real
nzvals = randn(np2)
else
nzvals = complex.(randn(np2), randn(np2))
end
nzvals, sparse(rand(1:n, np2), rand(1:p, np2), nzvals, n, p)
end
x_dense = convert(Matrix{elty}, x_sparse)
@testset "Test with no Infs and NaNs, vardim=$vardim, corrected=$corrected" for vardim in (1, 2),
corrected in (true, false)
@test cov(x_sparse, dims=vardim, corrected=corrected) ≈
cov(x_dense , dims=vardim, corrected=corrected)
end
@testset "Test with $x11, vardim=$vardim, corrected=$corrected" for x11 in (NaN, Inf),
vardim in (1, 2),
corrected in (true, false)
x_sparse[1,1] = x11
x_dense[1 ,1] = x11
cov_sparse = cov(x_sparse, dims=vardim, corrected=corrected)
cov_dense = cov(x_dense , dims=vardim, corrected=corrected)
@test cov_sparse[2:end, 2:end] ≈ cov_dense[2:end, 2:end]
@test isfinite.(cov_sparse) == isfinite.(cov_dense)
@test isfinite.(cov_sparse) == isfinite.(cov_dense)
end
@testset "Test with NaN and Inf, vardim=$vardim, corrected=$corrected" for vardim in (1, 2),
corrected in (true, false)
x_sparse[1,1] = Inf
x_dense[1 ,1] = Inf
x_sparse[2,1] = NaN
x_dense[2 ,1] = NaN
cov_sparse = cov(x_sparse, dims=vardim, corrected=corrected)
cov_dense = cov(x_dense , dims=vardim, corrected=corrected)
@test cov_sparse[(1 + vardim):end, (1 + vardim):end] ≈
cov_dense[ (1 + vardim):end, (1 + vardim):end]
@test isfinite.(cov_sparse) == isfinite.(cov_dense)
@test isfinite.(cov_sparse) == isfinite.(cov_dense)
end
end
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