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require 'test_helper'
class NMatrixStatsTest < GSL::TestCase
def setup
@lew = NMatrix.new([200],
[-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], dtype: :float64
)
@rawa = NMatrix.new([14],
[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], dtype: :float64
)
@rawb = NMatrix.new([14],
[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], dtype: :float64
)
@raww = NMatrix.new([14],
[0.0000, 0.0000, 0.0000, 3.000, 0.0000,
1.0000, 1.0000, 1.0000, 0.000, 0.5000,
7.0000, 5.0000, 4.0000, 0.123], dtype: :float64
)
end
def test_stats
assert_rel GSL::Stats.mean(@lew), -177.435000000000, 1e-15, 'lew gsl_stats_mean'
assert_rel GSL::Stats.sd(@lew), 277.332168044316, 1e-15, 'lew gsl_stats_sd'
assert_rel GSL::Stats.lag1_autocorrelation(@lew), -0.307304800605679, 1e-14, 'lew autocorrelation'
rel = 1e-10
rawa_mean = GSL::Stats.mean(@rawa)
assert_rel GSL::Stats.variance_with_fixed_mean(@rawa, rawa_mean), 0.00113837428571429,
rel, 'gsl_stats_variance_with_fixed_mean'
assert_rel GSL::Stats.sd_with_fixed_mean(@rawa, rawa_mean), 0.0337398026922845,
rel, 'gsl_stats_sd_with_fixed_mean'
assert_rel GSL::Stats.variance(@rawb), 0.00124956615384615, rel, 'gsl_stats_variance'
assert_rel GSL::Stats.sd(@rawa), 0.0350134479659107, rel, 'gsl_stats_sd'
assert_rel GSL::Stats.absdev(@rawa), 0.0287571428571429, rel, 'gsl_stats_absdev'
assert_rel GSL::Stats.skew(@rawa), 0.0954642051479004, rel, 'gsl_stats_skew'
assert_rel GSL::Stats.kurtosis(@rawa), -1.38583851548909, rel, 'gsl_stats_kurtosis'
assert_rel GSL::Stats.covariance(@rawa,@rawb),-0.000139021538461539, rel, 'gsl_stats_covariance'
if GSL::GSL_VERSION >= '1.9.90'
assert_rel GSL::Stats.correlation(@rawa, @rawb), -0.112322712666074171, rel, 'gsl_stats_correlation'
assert_rel GSL::Stats.pvariance(@rawa, @rawb), 0.00123775384615385, rel, 'gsl_stats_pvariance'
assert_rel GSL::Stats.ttest(@rawa, @rawb), -5.67026326985851, rel, 'gsl_stats_ttest'
end
assert_rel GSL::Stats.max(@rawa), 0.1331, rel, 'gsl_stats_max'
assert_rel GSL::Stats.min(@rawa), 0.0242, rel, 'gsl_stats_min'
assert GSL::Stats.max_index(@rawa) == 4, 'gsl_stats_max'
assert GSL::Stats.min_index(@rawa) == 3, 'gsl_stats_min'
rawa_sorted = NMatrix.new([@rawa.size], @rawa.sort, dtype: :float64)
sorted = NMatrix.new([@rawa.size], @rawa.to_a.sort, dtype: :float64)
assert_rel GSL::Stats.median_from_sorted_data(sorted), 0.07505,
rel, 'gsl_stats_median_from_sorted_data'
assert_rel GSL::Stats.median_from_sorted_data(sorted[0..(sorted.size - 2)]), 0.0728,
rel, 'gsl_stats_median_from_sorted_data'
#TODO: Expose quantile_from_sorted_data
end
end
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