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package de.lmu.ifi.dbs.elki.math.statistics.dependence;
/*
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.Arrays;
import org.junit.Test;
import de.lmu.ifi.dbs.elki.JUnit4Test;
import de.lmu.ifi.dbs.elki.utilities.datastructures.arraylike.ArrayLikeUtil;
/**
* Validate correlation by comparing to the results of R.
*
* @author Erich Schubert
* @since 0.4.0
*/
public class CorrelationDependenceMeasureTest implements JUnit4Test {
double[][] data = { //
{ 1, 2, 3, 4 }, //
{ 1, 3, 5, 7 }, //
{ 4, 3, 2, 1 }, //
{ 1, 4, 2, 3 }, //
{ 1, 0, 0, 1 }, //
};
double[][] R = { //
{ 1. }, //
{ 1., 1. }, //
{ -1., -1., 1. }, //
{ 0.4, 0.4, -0.4, 1. }, //
{ 0., 0., 0., -0.4472136, 1 }, //
};
@Test
public void testPearsonCorrelation() {
DependenceMeasure cor = CorrelationDependenceMeasure.STATIC;
// Single computations
for(int i = 0; i < data.length; i++) {
for(int j = 0; j <= i; j++) {
double co = cor.dependence(data[i], data[j]);
assertEquals("Cor does not match for " + i + "," + j, R[i][j], co, 1e-7);
}
}
// Bulk computation
double[] mat = cor.dependence(ArrayLikeUtil.DOUBLEARRAYADAPTER, Arrays.asList(data));
for(int i = 0, c = 0; i < data.length; i++) {
for(int j = 0; j < i; j++) {
double co = mat[c++];
assertEquals("Cor does not match for " + i + "," + j, R[i][j], co, 1e-7);
}
}
}
}
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