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add tests

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This commit is contained in:
Dennis Eichhorn 2019-11-03 23:18:10 +01:00
parent 8995020117
commit b50b488fc2
3 changed files with 93 additions and 1 deletions
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21
tests/Math/Statistic/Forecast/ErrorTest.php
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@ -14,7 +14,9 @@ declare(strict_types=1);
namespace phpOMS\tests\Math\Statistic\Forecast;
use phpOMS\Math\Statistic\Correlation;
use phpOMS\Math\Statistic\Forecast\Error;
use phpOMS\Math\Statistic\MeasureOfDispersion;
/**
* @internal
@ -60,7 +62,7 @@ class ErrorTest extends \PHPUnit\Framework\TestCase
);
}
public function testMeanError() : void
public function testMeanErrors() : void
{
$errors = [
400 - 300,
@ -99,4 +101,21 @@ class ErrorTest extends \PHPUnit\Framework\TestCase
Error::getScaledErrorArray([Error::getForecastError(1000, 700)], [1000, 800])
);
}
public function testSSE() : void
{
$errors = MeasureOfDispersion::meanDeviationArray([99.0, 98.6, 98.5, 101.1, 98.3, 98.6, 97.9, 98.4, 99.2, 99.1]);
self::assertEqualsWithDelta(6.921, Error::getSumSquaredError($errors), 0.001);
}
public function testCoefficientOfDetermination() : void
{
self::assertEqualsWithDelta(0.9729, Error::getCoefficientOfDetermination(
[3, 8, 10, 17, 24, 27],
[2, 8, 10, 13, 18, 20]
), 0.001);
self::assertEqualsWithDelta(0.922085138, Error::getAdjustedCoefficientOfDetermination(0.944346527, 8, 2), 0.001);
}
}

52
tests/Math/Statistic/Forecast/Regression/LevelLevelRegressionTest.php
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@ -15,6 +15,8 @@ declare(strict_types=1);
namespace phpOMS\tests\Math\Statistic\Forecast\Regression;
use phpOMS\Math\Statistic\Forecast\Regression\LevelLevelRegression;
use phpOMS\Math\Statistic\Forecast\Error;
use phpOMS\Math\Stochastic\Distribution\TDistribution;
/**
* @internal
@ -47,6 +49,56 @@ class LevelLevelRegressionTest extends \PHPUnit\Framework\TestCase
self::assertEqualsWithDelta(0.7273, LevelLevelRegression::getElasticity($this->reg['b1'], 11, 2), 0.01);
}
public function testStandardErrorOfRegressionPopulation() : void
{
$x = [1, 2, 3, 4, 5];
$y = [1, 2, 1.3, 3.75, 2.25];
$reg = LevelLevelRegression::getRegression($x, $y);
$forecast = [];
foreach ($x as $value) {
$forecast[] = $reg['b0'] + $reg['b1'] * $value;
}
$errors = Error::getForecastErrorArray($y, $forecast);
self::assertEqualsWithDelta(0.747, LevelLevelRegression::getStandardErrorOfRegressionPopulation($errors), 0.001);
}
public function testStandardErrorOfRegressionSample() : void
{
$x = [1, 2, 3, 4, 5];
$y = [1, 2, 1.3, 3.75, 2.25];
$reg = LevelLevelRegression::getRegression($x, $y);
$forecast = [];
foreach ($x as $value) {
$forecast[] = $reg['b0'] + $reg['b1'] * $value;
}
$errors = Error::getForecastErrorArray($y, $forecast);
self::assertEqualsWithDelta(0.964, LevelLevelRegression::getStandardErrorOfRegressionSample($errors), 0.001);
}
public function testPredictionInterval() : void
{
$x = [1, 2, 3, 4, 5];
$y = [1, 2, 1.3, 3.75, 2.25];
$reg = LevelLevelRegression::getRegression($x, $y);
$forecast = [];
foreach ($x as $value) {
$forecast[] = $reg['b0'] + $reg['b1'] * $value;
}
$errors = Error::getForecastErrorArray($y, $forecast);
$mse = Error::getMeanSquaredError($errors, 2);
self::assertEqualsWithDelta(
[-1.1124355, 7.7824355],
LevelLevelRegression::getPredictionIntervalMSE(6, $reg['b0'] + $reg['b1'] * 6, $x, $mse, TDistribution::TABLE[3]['0.95']),
0.001
);
}
public function testInvalidDimension() : void
{
self::expectException(\phpOMS\Math\Matrix\Exception\InvalidDimensionException::class);

21
tests/Math/Statistic/MeasureOfDispersionTest.php
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@ -55,6 +55,27 @@ class MeasureOfDispersionTest extends \PHPUnit\Framework\TestCase
self::assertEqualsWithDelta((12.96 + 2.56 + 0.36 + 5.76 + 11.56) / 5, MeasureOfDispersion::squaredMeanDeviation([1, 3, 4, 7, 8]), 0.01);
}
public function testDeviationArray() : void
{
self::assertEqualsWithDelta(
[0.13, -0.27, -0.37, 2.23, -0.57, -0.27, -0.97, -0.47, 0.33, 0.23],
MeasureOfDispersion::meanDeviationArray([99.0, 98.6, 98.5, 101.1, 98.3, 98.6, 97.9, 98.4, 99.2, 99.1]),
0.01
);
self::assertEqualsWithDelta(
[0.13, 0.27, 0.37, 2.23, 0.57, 0.27, 0.97, 0.47, 0.33, 0.23],
MeasureOfDispersion::meanAbsoluteDeviationArray([99.0, 98.6, 98.5, 101.1, 98.3, 98.6, 97.9, 98.4, 99.2, 99.1]),
0.01
);
self::assertEqualsWithDelta(
[0.0169, 0.0729, 0.1369, 4.9729, 0.3249, 0.0729, 0.9409, 0.2209, 0.1089, 0.0529],
MeasureOfDispersion::squaredMeanDeviationArray([99.0, 98.6, 98.5, 101.1, 98.3, 98.6, 97.9, 98.4, 99.2, 99.1]),
0.01
);
}
public function testEmpiricalVariationCoefficient() : void
{
self::assertEqualsWithDelta(0.5400, MeasureOfDispersion::empiricalVariationCoefficient([1, 2, 3, 4, 5, 6, 7]), 0.01);