org.apache.commons.math.stat.correlation
Class CovarianceTest

java.lang.Object
  junit.framework.Assert
      junit.framework.TestCase
          org.apache.commons.math.stat.correlation.CovarianceTest

All Implemented Interfaces:

junit.framework.Test

public class CovarianceTest
extends junit.framework.TestCase

Field Summary

protected double[]	longleyData
protected double[]	swissData

Constructor Summary

CovarianceTest()

Method Summary

protected org.apache.commons.math.linear.RealMatrix	createRealMatrix(double[] data, int nRows, int nCols)
void	testConsistency() Verify that diagonal entries are consistent with Variance computation and matrix matches column-by-column covariances
void	testConstant() Constant column
void	testInsufficientData() Insufficient data
void	testLongly() Test Longley dataset against R.
void	testSwissFertility() Test R Swiss fertility dataset against R.

Methods inherited from class junit.framework.TestCase

countTestCases, createResult, getName, run, run, runBare, runTest, setName, setUp, tearDown, toString

Methods inherited from class junit.framework.Assert

assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertEquals, assertFalse, assertFalse, assertNotNull, assertNotNull, assertNotSame, assertNotSame, assertNull, assertNull, assertSame, assertSame, assertTrue, assertTrue, fail, fail, failNotEquals, failNotSame, failSame, format

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

longleyData

protected final double[] longleyData

swissData

protected final double[] swissData

Constructor Detail

CovarianceTest

public CovarianceTest()

Method Detail

testLongly

public void testLongly()

Test Longley dataset against R. Data Source: J. Longley (1967) "An Appraisal of Least Squares Programs for the Electronic Computer from the Point of View of the User" Journal of the American Statistical Association, vol. 62. September, pp. 819-841. Data are from NIST: http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Longley.dat

testSwissFertility

public void testSwissFertility()

Test R Swiss fertility dataset against R. Data Source: R datasets package

testConstant

public void testConstant()

Constant column

testInsufficientData

public void testInsufficientData()

Insufficient data

testConsistency

public void testConsistency()

Verify that diagonal entries are consistent with Variance computation and matrix matches column-by-column covariances

createRealMatrix

protected org.apache.commons.math.linear.RealMatrix createRealMatrix(double[] data,
                                                                     int nRows,
                                                                     int nCols)