Added Unit Tests for AutoCorrelation Method

8 years ago · 053f238744
6 changed files with 1064 additions and 0 deletions
--- a/data/numpy/CorrNumpyData_pwm.csv
+++ b/data/numpy/CorrNumpyData_pwm.csv
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--- a/data/numpy/CorrNumpyData_rnd.csv
+++ b/data/numpy/CorrNumpyData_rnd.csv
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--- a/src/Numerics.Tests/StatisticsTests/CorrelationTests.cs
+++ b/src/Numerics.Tests/StatisticsTests/CorrelationTests.cs
@ -32,6 +32,10 @@ using System.Collections.Generic;
 using System.Linq;
 using NUnit.Framework;
 using MathNet.Numerics.Statistics;
+using MathNet.Numerics.LinearAlgebra.Double;
+using System.IO;
+using MathNet.Numerics.TestData;
+using System.Globalization;

 namespace MathNet.Numerics.UnitTests.StatisticsTests
 {
@ -59,6 +63,30 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
            _data.Add("lew", lew);
        }

+        [TestCase("numpy.CorrNumpyData_sqr.csv", 0.005)]
+        [TestCase("numpy.CorrNumpyData_pwm.csv", 0.005)]
+        [TestCase("numpy.CorrNumpyData_sin.csv", 0.005)]
+        [TestCase("numpy.CorrNumpyData_rnd.csv", 0.005)]
+        public void TestAutocorrelation(string fName, double tol)
+        {
+
+            var data = Data.ReadAllLines(fName)
+                            .Select(line =>
+                            {
+                                var vals = line.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
+                                return new Tuple<string, string>(vals[0], vals[1]);
+                            }).ToArray();
+
+            var series = data.Select(tuple => Double.Parse(tuple.Item1, CultureInfo.InvariantCulture)).ToArray();
+            var resNumpy = data.Select(tuple => Double.Parse(tuple.Item2, CultureInfo.InvariantCulture)).ToArray();
+
+
+            var resMathNet = Statistics.Correlation.AutoCorrelation(series);
+
+            for (int i = 0; i < resMathNet.Length; i++)
+                Assert.AreEqual(resNumpy[i], resMathNet[i], tol);
+        }
+
        /// <summary>
        /// Pearson correlation test.
        /// </summary>
--- a/src/TestData/TestData.csproj
+++ b/src/TestData/TestData.csproj
@ -16,6 +16,18 @@
        <Reference Include="System.Xml" />
    </ItemGroup>
    <ItemGroup>
+		<EmbeddedResource Include="..\..\data\numpy\CorrNumpyData_pwm.csv">
+		  <Link>Data\numpy\CorrNumpyData_pwm.csv</Link>
+		</EmbeddedResource>
+		<EmbeddedResource Include="..\..\data\numpy\CorrNumpyData_sin.csv">
+		  <Link>Data\numpy\CorrNumpyData_sin.csv</Link>
+		</EmbeddedResource>
+		<EmbeddedResource Include="..\..\data\numpy\CorrNumpyData_sqr.csv">
+		  <Link>Data\numpy\CorrNumpyData_sqr.csv</Link>
+		</EmbeddedResource>
+		<EmbeddedResource Include="..\..\data\numpy\CorrNumpyData_rnd.csv">
+		  <Link>Data\numpy\CorrNumpyData_rnd.csv</Link>
+		</EmbeddedResource>
        <EmbeddedResource Include="..\..\data\Codeplex-5667.csv">
            <Link>Data\Codeplex-5667.csv</Link>
        </EmbeddedResource>