filer/perf/simple-statistics/test/sample_covariance.test.js

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2014-12-16 23:53:29 +00:00
var test = require('tape');
var ss = require('../');
function rnd(x) {
return Math.round(x * 1000) / 1000;
}
test('sample covariance', function(t) {
test('can get perfect negative covariance', function(t) {
var x = [1, 2, 3, 4, 5, 6];
var y = [6, 5, 4, 3, 2, 1];
t.equal(rnd(ss.sample_covariance(x, y)), -3.5);
t.end();
});
test('covariance of something with itself is its variance', function(t) {
var x = [1, 2, 3, 4, 5, 6];
t.equal(rnd(ss.sample_covariance(x, x)), 3.5);
t.end();
});
test('covariance is zero for something with no correlation', function(t) {
var x = [1, 2, 3, 4, 5, 6];
var y = [1, 1, 2, 2, 1, 1];
t.equal(rnd(ss.sample_covariance(x, y)), 0);
t.end();
});
test('zero-length corner case', function(t) {
t.equal(rnd(ss.sample_covariance([], [])), 0);
t.end();
});
t.end();
});