# 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("") # #------------------------------------------------------------------------------ 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)