35 lines
943 B
JavaScript
35 lines
943 B
JavaScript
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var test = require('tape');
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var ss = require('../');
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function rnd(x) {
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return Math.round(x * 1000) / 1000;
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}
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test('sample covariance', function(t) {
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test('can get perfect negative covariance', function(t) {
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var x = [1, 2, 3, 4, 5, 6];
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var y = [6, 5, 4, 3, 2, 1];
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t.equal(rnd(ss.sample_covariance(x, y)), -3.5);
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t.end();
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});
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test('covariance of something with itself is its variance', function(t) {
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var x = [1, 2, 3, 4, 5, 6];
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t.equal(rnd(ss.sample_covariance(x, x)), 3.5);
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t.end();
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});
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test('covariance is zero for something with no correlation', function(t) {
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var x = [1, 2, 3, 4, 5, 6];
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var y = [1, 1, 2, 2, 1, 1];
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t.equal(rnd(ss.sample_covariance(x, y)), 0);
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t.end();
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});
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test('zero-length corner case', function(t) {
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t.equal(rnd(ss.sample_covariance([], [])), 0);
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t.end();
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});
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t.end();
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});
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