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test: add regress unit test

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Miroslav Lichvar 2017-06-27 12:39:00 +02:00
parent 1872d4d195
commit 707d9a3484
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/*
**********************************************************************
* Copyright (C) Miroslav Lichvar 2017
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of version 2 of the GNU General Public License as
* published by the Free Software Foundation.
*
* 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
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License along
* with this program; if not, write to the Free Software Foundation, Inc.,
* 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*
**********************************************************************
*/
#include <regress.c>
#include "test.h"
#define POINTS 64
void
test_unit(void)
{
double x[POINTS], x2[POINTS], y[POINTS], w[POINTS];
double b0, b1, b2, s2, sb0, sb1, slope, slope2, intercept, sd, median;
double xrange, yrange, wrange, x2range;
int i, j, n, m, c1, c2, c3, runs, best_start, dof;
for (n = 3; n <= POINTS; n++) {
for (i = 0; i < 200; i++) {
slope = TST_GetRandomDouble(-0.1, 0.1);
intercept = TST_GetRandomDouble(-1.0, 1.0);
sd = TST_GetRandomDouble(1e-6, 1e-4);
slope2 = (random() % 2 ? 1 : -1) * TST_GetRandomDouble(0.1, 0.5);
DEBUG_LOG("iteration %d n=%d intercept=%e slope=%e sd=%e",
i, n, intercept, slope, sd);
for (j = 0; j < n; j++) {
x[j] = -j;
y[j] = intercept + slope * x[j] + (j % 2 ? 1 : -1) * TST_GetRandomDouble(1e-6, sd);
w[j] = TST_GetRandomDouble(1.0, 2.0);
x2[j] = (y[j] - intercept - slope * x[j]) / slope2;
}
RGR_WeightedRegression(x, y, w, n, &b0, &b1, &s2, &sb0, &sb1);
DEBUG_LOG("WR b0=%e b1=%e s2=%e sb0=%e sb1=%e", b0, b1, s2, sb0, sb1);
TEST_CHECK(fabs(b0 - intercept) < sd + 1e-3);
TEST_CHECK(fabs(b1 - slope) < sd);
if (RGR_FindBestRegression(x, y, w, n, 0, 3, &b0, &b1, &s2, &sb0, &sb1,
&best_start, &runs, &dof)) {
DEBUG_LOG("BR b0=%e b1=%e s2=%e sb0=%e sb1=%e runs=%d bs=%d dof=%d",
b0, b1, s2, sb0, sb1, runs, best_start, dof);
TEST_CHECK(fabs(b0 - intercept) < sd + 1e-3);
TEST_CHECK(fabs(b1 - slope) < sd);
}
if (RGR_MultipleRegress(x, x2, y, n, &b2)) {
DEBUG_LOG("MR b2=%e", b2);
TEST_CHECK(fabs(b2 - slope2) < 1e-6);
}
for (j = 0; j < n / 7; j++)
y[random() % n] += 100 * sd;
if (RGR_FindBestRobustRegression(x, y, n, 1e-8, &b0, &b1, &runs, &best_start)) {
DEBUG_LOG("BRR b0=%e b1=%e runs=%d bs=%d", b0, b1, runs, best_start);
TEST_CHECK(fabs(b0 - intercept) < sd + 1e-2);
TEST_CHECK(fabs(b1 - slope) < 5.0 * sd);
}
for (j = 0; j < n; j++)
x[j] = random() % 4 * TST_GetRandomDouble(-1000, 1000);
median = RGR_FindMedian(x, n);
for (j = c1 = c2 = c3 = 0; j < n; j++) {
if (x[j] < median)
c1++;
if (x[j] > median)
c3++;
else
c2++;
}
TEST_CHECK(c1 + c2 >= c3 && c1 <= c2 + c3);
xrange = TST_GetRandomDouble(1e-6, pow(10.0, random() % 10));
yrange = random() % 3 * TST_GetRandomDouble(0.0, pow(10.0, random() % 10));
wrange = random() % 3 * TST_GetRandomDouble(0.0, pow(10.0, random() % 10));
x2range = random() % 3 * TST_GetRandomDouble(0.0, pow(10.0, random() % 10));
m = random() % n;
for (j = 0; j < n; j++) {
x[j] = (j ? x[j - 1] : 0.0) + TST_GetRandomDouble(1e-6, xrange);
y[j] = TST_GetRandomDouble(-yrange, yrange);
w[j] = 1.0 + TST_GetRandomDouble(0.0, wrange);
x2[j] = TST_GetRandomDouble(-x2range, x2range);
}
RGR_WeightedRegression(x, y, w, n, &b0, &b1, &s2, &sb0, &sb1);
if (RGR_FindBestRegression(x + m, y + m, w, n - m, m, 3, &b0, &b1, &s2, &sb0, &sb1,
&best_start, &runs, &dof))
;
if (RGR_MultipleRegress(x, x2, y, n, &b2))
;
if (RGR_FindBestRobustRegression(x, y, n, 1e-8, &b0, &b1, &runs, &best_start))
;
}
}
}