106 lines
3.5 KiB
PHP
106 lines
3.5 KiB
PHP
<?php
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declare(strict_types=1);
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namespace Phpml\Tests\Math\Statistic;
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use Phpml\Exception\InvalidArgumentException;
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use Phpml\Math\Statistic\Covariance;
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use Phpml\Math\Statistic\Mean;
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use PHPUnit\Framework\TestCase;
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class CovarianceTest extends TestCase
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{
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public function testSimpleCovariance(): void
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{
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// Acceptable error
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$epsilon = 0.001;
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// First a simple example whose result is known and given in
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// http://www.cs.otago.ac.nz/cosc453/student_tutorials/principal_components.pdf
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$matrix = [
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[0.69, 0.49],
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[-1.31, -1.21],
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[0.39, 0.99],
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[0.09, 0.29],
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[1.29, 1.09],
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[0.49, 0.79],
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[0.19, -0.31],
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[-0.81, -0.81],
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[-0.31, -0.31],
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[-0.71, -1.01],
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];
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$knownCovariance = [
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[0.616555556, 0.615444444],
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[0.615444444, 0.716555556], ];
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$x = array_column($matrix, 0);
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$y = array_column($matrix, 1);
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// Calculate only one covariance value: Cov(x, y)
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$cov1 = Covariance::fromDataset($matrix, 0, 0);
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self::assertEqualsWithDelta($cov1, $knownCovariance[0][0], $epsilon);
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$cov1 = Covariance::fromXYArrays($x, $x);
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self::assertEqualsWithDelta($cov1, $knownCovariance[0][0], $epsilon);
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$cov2 = Covariance::fromDataset($matrix, 0, 1);
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self::assertEqualsWithDelta($cov2, $knownCovariance[0][1], $epsilon);
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$cov2 = Covariance::fromXYArrays($x, $y);
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self::assertEqualsWithDelta($cov2, $knownCovariance[0][1], $epsilon);
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// Second: calculation cov matrix with automatic means for each column
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$covariance = Covariance::covarianceMatrix($matrix);
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self::assertEqualsWithDelta($knownCovariance, $covariance, $epsilon);
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// Thirdly, CovMatrix: Means are precalculated and given to the method
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$x = array_column($matrix, 0);
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$y = array_column($matrix, 1);
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$meanX = Mean::arithmetic($x);
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$meanY = Mean::arithmetic($y);
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$covariance = Covariance::covarianceMatrix($matrix, [$meanX, $meanY]);
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self::assertEqualsWithDelta($knownCovariance, $covariance, $epsilon);
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}
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public function testThrowExceptionOnEmptyX(): void
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{
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$this->expectException(InvalidArgumentException::class);
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Covariance::fromXYArrays([], [1, 2, 3]);
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}
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public function testThrowExceptionOnEmptyY(): void
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{
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$this->expectException(InvalidArgumentException::class);
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Covariance::fromXYArrays([1, 2, 3], []);
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}
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public function testThrowExceptionOnTooSmallArrayIfSample(): void
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{
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$this->expectException(InvalidArgumentException::class);
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Covariance::fromXYArrays([1], [2], true);
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}
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public function testThrowExceptionIfEmptyDataset(): void
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{
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$this->expectException(InvalidArgumentException::class);
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Covariance::fromDataset([], 0, 1);
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}
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public function testThrowExceptionOnTooSmallDatasetIfSample(): void
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{
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$this->expectException(InvalidArgumentException::class);
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Covariance::fromDataset([1], 0, 1);
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}
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public function testThrowExceptionWhenKIndexIsOutOfBound(): void
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{
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$this->expectException(InvalidArgumentException::class);
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Covariance::fromDataset([1, 2, 3], 2, 5);
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}
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public function testThrowExceptionWhenIIndexIsOutOfBound(): void
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{
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$this->expectException(InvalidArgumentException::class);
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Covariance::fromDataset([1, 2, 3], 5, 2);
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}
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}
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