php-ml/tests/Phpml/Math/Statistic/CorrelationTest.php

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<?php
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declare(strict_types=1);
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namespace test\Phpml\Math\StandardDeviation;
use Phpml\Math\Statistic\Correlation;
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use PHPUnit\Framework\TestCase;
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class CorrelationTest extends TestCase
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{
public function testPearsonCorrelation(): void
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{
//http://www.stat.wmich.edu/s216/book/node126.html
$delta = 0.001;
$x = [9300, 10565, 15000, 15000, 17764, 57000, 65940, 73676, 77006, 93739, 146088, 153260];
$y = [7100, 15500, 4400, 4400, 5900, 4600, 8800, 2000, 2750, 2550, 960, 1025];
$this->assertEquals(-0.641, Correlation::pearson($x, $y), '', $delta);
//http://www.statisticshowto.com/how-to-compute-pearsons-correlation-coefficients/
$delta = 0.001;
$x = [43, 21, 25, 42, 57, 59];
$y = [99, 65, 79, 75, 87, 82];
$this->assertEquals(0.549, Correlation::pearson($x, $y), '', $delta);
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$delta = 0.001;
$x = [60, 61, 62, 63, 65];
$y = [3.1, 3.6, 3.8, 4, 4.1];
$this->assertEquals(0.911, Correlation::pearson($x, $y), '', $delta);
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}
/**
* @expectedException \Phpml\Exception\InvalidArgumentException
*/
public function testThrowExceptionOnInvalidArgumentsForPearsonCorrelation(): void
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{
Correlation::pearson([1, 2, 4], [3, 5]);
}
}