#!/usr/bin/env ruby require("gsl") require("gsl_test.rb") include GSL::Test lew = GSL::Vector.alloc( -213, -564, -35, -15, 141, 115, -420, -360, 203, -338, -431, 194, -220, -513, 154, -125, -559, 92, -21, -579, -52, 99, -543, -175, 162, -457, -346, 204, -300, -474, 164, -107, -572, -8, 83, -541, -224, 180, -420, -374, 201, -236, -531, 83, 27, -564, -112, 131, -507, -254, 199, -311, -495, 143, -46, -579, -90, 136, -472, -338, 202, -287, -477, 169, -124, -568, 17, 48, -568, -135, 162, -430, -422, 172, -74, -577, -13, 92, -534, -243, 194, -355, -465, 156, -81, -578, -64, 139, -449, -384, 193, -198, -538, 110, -44, -577, -6, 66, -552, -164, 161, -460, -344, 205, -281, -504, 134, -28, -576, -118, 156, -437, -381, 200, -220, -540, 83, 11, -568, -160, 172, -414, -408, 188, -125, -572, -32, 139, -492, -321, 205, -262, -504, 142, -83, -574, 0, 48, -571, -106, 137, -501, -266, 190, -391, -406, 194, -186, -553, 83, -13, -577, -49, 103, -515, -280, 201, 300, -506, 131, -45, -578, -80, 138, -462, -361, 201, -211, -554, 32, 74, -533, -235, 187, -372, -442, 182, -147, -566, 25, 68, -535, -244, 194, -351, -463, 174, -125, -570, 15, 72, -550, -190, 172, -424, -385, 198, -218, -536, 96 ) expected_mean = -177.435000000000; expected_sd = 277.332168044316; expected_lag1 = -0.307304800605679; mean = lew.mean() sd = lew.sd() lag1 = lew.lag1_autocorrelation() GSL::Test::test_rel(mean, expected_mean, 1e-15, "lew gsl_stats_mean") ; GSL::Test::test_rel(sd, expected_sd, 1e-15, "lew gsl_stats_sd") ; GSL::Test::test_rel(lag1, expected_lag1, 1e-14, "lew autocorrelation") ; rel = 1e-10 rawa = GSL::Vector.alloc(0.0421, 0.0941, 0.1064, 0.0242, 0.1331,0.0773, 0.0243, 0.0815, 0.1186, 0.0356,0.0728, 0.0999, 0.0614, 0.0479) rawb = GSL::Vector.alloc(0.1081, 0.0986, 0.1566, 0.1961, 0.1125, 0.1942, 0.1079, 0.1021, 0.1583, 0.1673, 0.1675, 0.1856, 0.1688, 0.1512) raww = GSL::Vector.alloc(0.0000, 0.0000, 0.0000, 3.000, 0.0000, 1.000, 1.000, 1.000, 0.000, 0.5000, 7.000, 5.000, 4.000, 0.123) mean = rawa.mean expected = 0.0728 GSL::Test::test_rel(mean, expected, rel, "gsl_stats_mean") var = rawa.variance_with_fixed_mean(mean) expected = 0.00113837428571429 GSL::Test::test_rel(var, expected, rel, "gsl_stats_variance_with_fixed_mean") sd = rawa.sd_with_fixed_mean(mean) expected = 0.0337398026922845 GSL::Test::test_rel(sd, expected, rel, "gsl_stats_sd_with_fixed_mean") var = rawb.variance() expected = 0.00124956615384615 GSL::Test::test_rel(var, expected, rel, "gsl_stats_variance") sd = rawa.sd() expected = 0.0350134479659107 GSL::Test::test_rel(sd, expected, rel, "gsl_stats_sd") absdev = rawa.absdev() expected = 0.0287571428571429 GSL::Test::test_rel(absdev, expected, rel, "gsl_stats_absdev") skew = rawa.skew() expected = 0.0954642051479004 GSL::Test::test_rel(skew, expected, rel, "gsl_stats_skew") kurtosis = rawa.kurtosis() expected = -1.38583851548909 GSL::Test::test_rel(kurtosis, expected, rel, "gsl_stats_kurtosis") wmean = rawa.wmean(raww) expected = 0.0678111523670601 GSL::Test::test_rel(wmean, expected, rel, "gsl_stats_wmean") wvariance = rawa.wvariance(raww) expected = 0.000769562962860317 GSL::Test::test_rel(wvariance, expected, rel, "gsl_stats_wvariance") wsd = rawa.wsd(raww) expected = 0.0277409978706664 GSL::Test::test_rel(wsd, expected, rel, "gsl_stats_wsd") wabsdev = rawa.wabsdev(raww) expected = 0.0193205027504008 GSL::Test::test_rel(wabsdev, expected, rel, "gsl_stats_wabsdev") wskew = rawa.wskew(raww) expected = -0.373631000307076 GSL::Test::test_rel(wskew, expected, rel, "gsl_stats_wskew") wkurtosis = rawa.wkurtosis(raww) expected = -1.48114233353963 GSL::Test::test_rel(wkurtosis, expected, rel, "gsl_stats_wkurtosis") c = GSL::Stats::covariance(rawa, rawb) expected = -0.000139021538461539 GSL::Test::test_rel(c, expected, rel, "gsl_stats_covariance") if GSL_VERSION >= "1.9.90" r = GSL::Stats::correlation(rawa, rawb) expected = -0.112322712666074171 GSL::Test::test_rel(r, expected, rel, "gsl_stats_correlation") pv = GSL::Stats::pvariance(rawa, rawb) expected = 0.00123775384615385 GSL::Test::test_rel(pv, expected, rel, "gsl_stats_pvariance") t = GSL::Stats::ttest(rawa, rawb) expected = -5.67026326985851 GSL::Test::test_rel(t, expected, rel, "gsl_stats_ttest") end expected = 0.1331 GSL::Test::test_rel(rawa.max, expected, rel, "gsl_stats_max") expected = 0.0242 GSL::Test::test_rel(rawa.min, expected, rel, "gsl_stats_min") min, max = rawa.minmax expected = 0.1331 GSL::Test::test_rel(max, expected, rel, "gsl_stats_minmax: max") expected = 0.0242 GSL::Test::test_rel(min, expected, rel, "gsl_stats_minmax: min") expected = 4 max_index = rawa.max_index GSL::Test::test(max_index != expected, "gsl_stats_max_index") expected = 3 min_index = rawa.min_index GSL::Test::test(min_index != expected, "gsl_stats_min_index") min_index, max_index = rawa.minmax_index expected = 4 GSL::Test::test(max_index != expected, "gsl_stats_minmax_index: max") expected = 3 GSL::Test::test(min_index != expected, "gsl_stats_minmax_index: min") rawa.sort! median = rawa.median_from_sorted_data() expected = 0.07505 GSL::Test::test_rel(median, expected, rel, "gsl_stats_median_from_sorted_data") median = rawa.subvector(0, rawa.size-1).median_from_sorted_data() expected = 0.0728 GSL::Test::test_rel(median, expected, rel, "gsl_stats_median_from_sorted_data") quantile = rawa.quantile_from_sorted_data(0.0) expected = 0.0242 GSL::Test::test_rel(quantile, expected, rel, "gsl_stats_quantile_from_sorted_data") quantile = rawa.quantile_from_sorted_data(1.0) expected = 0.1331 GSL::Test::test_rel(quantile, expected, rel, "gsl_stats_quantile_from_sorted_data (100)") quantile = rawa.quantile_from_sorted_data(0.5) expected = 0.07505 GSL::Test::test_rel(quantile, expected, rel, "gsl_stats_quantile_from_sorted_data (50even)") quantile = rawa.subvector(0, rawa.size-1).quantile_from_sorted_data(0.5) expected = 0.0728 GSL::Test::test_rel(quantile, expected, rel, "gsl_stats_quantile_from_sorted_data (50odd)")