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115 lines
3.3 KiB
PHP
115 lines
3.3 KiB
PHP
<?php
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/**
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* Orange Management
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*
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* PHP Version 7.4
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*
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* @package tests
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* @copyright Dennis Eichhorn
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* @license OMS License 1.0
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* @version 1.0.0
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* @link https://orange-management.org
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*/
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declare(strict_types=1);
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namespace phpOMS\tests\Math\Statistic;
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use phpOMS\Math\Statistic\Correlation;
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/**
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* @testdox phpOMS\tests\Math\Statistic\CorrelationTest: Correlations
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*
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* @internal
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*/
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class CorrelationTest extends \PHPUnit\Framework\TestCase
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{
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/**
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* @testdox The correlation coefficient (Bravis Person) is calculated correctly
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* @group framework
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*/
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public function testBravisPersonCorrelationCoefficientPopulation() : void
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{
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self::assertEqualsWithDelta(
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0.8854,
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Correlation::bravaisPersonCorrelationCoefficientPopulation(
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[1, 2, 3, 4, 5, 6, 7],
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[3, 4, 5, 9, 7, 8, 9]
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), 0.01
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);
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}
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/**
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* @testdox The correlation coefficient (Bravis Person) is calculated correctly on a sample
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* @group framework
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*/
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public function testBravisPersonCorrelationCoefficientSample() : void
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{
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self::assertEqualsWithDelta(
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0.8854,
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Correlation::bravaisPersonCorrelationCoefficientSample(
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[1, 2, 3, 4, 5, 6, 7],
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[3, 4, 5, 9, 7, 8, 9]
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), 0.01
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);
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}
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/**
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* @testdox The autocorrelation coefficient is calculated correctly
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* @group framework
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*/
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public function testAutocorrelationCoefficient() : void
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{
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$data = [
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1, 20, 31, 8, 40, 41, 46, 89, 72, 45, 81, 93,
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41, 63, 17, 96, 68, 27, 41, 17, 26, 75, 63, 93,
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18, 93, 80, 36, 4, 23, 81, 47, 61, 27, 13, 25,
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51, 20, 65, 45, 87, 68, 36, 31, 79, 7, 95, 37,
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];
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self::assertEqualsWithDelta(0.022, Correlation::autocorrelationCoefficient($data, 1), 0.01);
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self::assertEqualsWithDelta(0.098, Correlation::autocorrelationCoefficient($data, 2), 0.01);
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}
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/**
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* @testdox The portmanteau test (Box Pierce) is correct
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* @group framework
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*/
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public function testPortmanteauTestBoxPierce() : void
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{
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$data = [
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1, 20, 31, 8, 40, 41, 46, 89, 72, 45, 81, 93,
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41, 63, 17, 96, 68, 27, 41, 17, 26, 75, 63, 93,
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18, 93, 80, 36, 4, 23, 81, 47, 61, 27, 13, 25,
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51, 20, 65, 45, 87, 68, 36, 31, 79, 7, 95, 37,
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];
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$correlations = [];
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for ($i = 0; $i < 24; ++$i) {
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$correlations[] = Correlation::autocorrelationCoefficient($data, $i + 1);
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}
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self::assertEqualsWithDelta(16.46, Correlation::boxPierceTest($correlations, 24, 48), 0.01);
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}
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/**
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* @testdox The portmanteau test (Ljung Box) is correct
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* @group framework
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*/
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public function testPortmanteauTestLjungBox() : void
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{
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$data = [
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1, 20, 31, 8, 40, 41, 46, 89, 72, 45, 81, 93,
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41, 63, 17, 96, 68, 27, 41, 17, 26, 75, 63, 93,
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18, 93, 80, 36, 4, 23, 81, 47, 61, 27, 13, 25,
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51, 20, 65, 45, 87, 68, 36, 31, 79, 7, 95, 37,
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];
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$correlations = [];
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for ($i = 0; $i < 24; ++$i) {
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$correlations[] = Correlation::autocorrelationCoefficient($data, $i + 1);
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}
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self::assertEqualsWithDelta(24.92, Correlation::ljungBoxTest($correlations, 24, 48), 0.01);
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}
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}
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