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authorErich Schubert <erich@debian.org>2016-02-13 17:05:40 +0100
committerAndrej Shadura <andrewsh@debian.org>2019-03-09 22:30:47 +0000
commitdefdc6d2d24cb1cefca77aa63ca6c436a8f3672c (patch)
treea017235849736e0a0ea8a2b28de23f46dc47b082 /elki/src/test/java/de/lmu/ifi/dbs/elki/math/MeanVarianceTest.java
parentaee1a6e43bd1a264226de31eadf10003c46d47c6 (diff)
parent0a055548ae9f9d5c639bb29ca32e0fd88de37c1d (diff)
Import Debian changes 0.7.1-1
elki (0.7.1-1) unstable; urgency=low * New upstream release (mostly bug fixes) * Drop patches included upstream * Build-dep on default-jdk instead of openjdk7-jdk (Closes: #814163)
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diff --git a/elki/src/test/java/de/lmu/ifi/dbs/elki/math/MeanVarianceTest.java b/elki/src/test/java/de/lmu/ifi/dbs/elki/math/MeanVarianceTest.java
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+package de.lmu.ifi.dbs.elki.math;
+/*
+ This file is part of ELKI:
+ Environment for Developing KDD-Applications Supported by Index-Structures
+
+ Copyright (C) 2015
+ Ludwig-Maximilians-Universität München
+ Lehr- und Forschungseinheit für Datenbanksysteme
+ ELKI Development Team
+
+ This program is free software: you can redistribute it and/or modify
+ it under the terms of the GNU Affero General Public License as published by
+ the Free Software Foundation, either version 3 of the License, or
+ (at your option) any later version.
+
+ This program is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ GNU Affero General Public License for more details.
+
+ You should have received a copy of the GNU Affero General Public License
+ along with this program. If not, see <http://www.gnu.org/licenses/>.
+ */
+
+import static org.junit.Assert.assertEquals;
+
+import java.util.Random;
+
+import org.junit.Test;
+
+import de.lmu.ifi.dbs.elki.JUnit4Test;
+
+/**
+ * Unit test {@link MeanVariance} with negative weights.
+ *
+ * @author Erich Schubert
+ * @since 0.6.0
+ */
+public class MeanVarianceTest implements JUnit4Test {
+ /**
+ * Size of test data set.
+ */
+ private static final int SIZE = 100000;
+
+ /**
+ * Sliding window size.
+ */
+ private static final int WINDOWSIZE = 100;
+
+ @Test
+ public void testSlidingWindowVariance() {
+ MeanVariance mv = new MeanVariance();
+ MeanVariance mc = new MeanVariance();
+
+ Random r = new Random(0);
+ double[] data = new double[SIZE];
+ for(int i = 0; i < data.length; i++) {
+ data[i] = r.nextDouble();
+ }
+ // Arrays.sort(data);
+
+ // Pre-roll:
+ for(int i = 0; i < WINDOWSIZE; i++) {
+ mv.put(data[i]);
+ }
+ // Compare to window approach
+ for(int i = WINDOWSIZE; i < data.length; i++) {
+ mv.put(data[i - WINDOWSIZE], -1.); // Remove
+ mv.put(data[i]);
+
+ mc.reset(); // Reset statistics
+ for(int j = i + 1 - WINDOWSIZE; j <= i; j++) {
+ mc.put(data[j]);
+ }
+ // Fully manual statistics, exact two-pass algorithm:
+ double mean = 0.0;
+ for(int j = i + 1 - WINDOWSIZE; j <= i; j++) {
+ mean += data[j];
+ }
+ mean /= WINDOWSIZE;
+ double var = 0.0;
+ for(int j = i + 1 - WINDOWSIZE; j <= i; j++) {
+ double v = data[j] - mean;
+ var += v * v;
+ }
+ var /= (WINDOWSIZE - 1);
+ assertEquals("Variance does not agree at i=" + i, mv.getSampleVariance(), mc.getSampleVariance(), 1e-14);
+ assertEquals("Variance does not agree at i=" + i, mv.getSampleVariance(), var, 1e-14);
+ }
+ }
+}