diff options
Diffstat (limited to 'gsl-1.9/fit/test.c')
| -rw-r--r-- | gsl-1.9/fit/test.c | 173 |
1 files changed, 173 insertions, 0 deletions
diff --git a/gsl-1.9/fit/test.c b/gsl-1.9/fit/test.c new file mode 100644 index 0000000..2555522 --- /dev/null +++ b/gsl-1.9/fit/test.c @@ -0,0 +1,173 @@ +/* These tests are based on the NIST Statistical Reference Datasets + See http://www.nist.gov/itl/div898/strd/index.html for more + information. */ + +#include <config.h> +#include <stdlib.h> +#include <gsl/gsl_math.h> +#include <gsl/gsl_test.h> +#include <gsl/gsl_fit.h> + +#include <gsl/gsl_ieee_utils.h> + +size_t norris_n = 36; + +double norris_x[] = { 0.2, 337.4, 118.2, 884.6, 10.1, 226.5, 666.3, 996.3, + 448.6, 777.0, 558.2, 0.4, 0.6, 775.5, 666.9, 338.0, + 447.5, 11.6, 556.0, 228.1, 995.8, 887.6, 120.2, 0.3, + 0.3, 556.8, 339.1, 887.2, 999.0, 779.0, 11.1, 118.3, + 229.2, 669.1, 448.9, 0.5 } ; + +double norris_y[] = { 0.1, 338.8, 118.1, 888.0, 9.2, 228.1, 668.5, 998.5, + 449.1, 778.9, 559.2, 0.3, 0.1, 778.1, 668.8, 339.3, + 448.9, 10.8, 557.7, 228.3, 998.0, 888.8, 119.6, 0.3, + 0.6, 557.6, 339.3, 888.0, 998.5, 778.9, 10.2, 117.6, + 228.9, 668.4, 449.2, 0.2}; + +size_t noint1_n = 11; +double noint1_x[] = { 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70 }; +double noint1_y[] = { 130, 131, 132, 133, 134, 135, 136, 137, 138, 139, 140}; + +size_t noint2_n = 3; +double noint2_x[] = { 4, 5, 6 } ; +double noint2_y[] = { 3, 4, 4 } ; + +int +main (void) +{ + + + double x[1000], y[1000], w[1000]; + + size_t xstride = 2, wstride = 3, ystride = 5; + size_t i; + + for (i = 0; i < norris_n; i++) + { + x[i*xstride] = norris_x[i]; + w[i*wstride] = 1.0; + y[i*ystride] = norris_y[i]; + } + + gsl_ieee_env_setup(); + + { + double c0, c1, cov00, cov01, cov11, sumsq; + + double expected_c0 = -0.262323073774029; + double expected_c1 = 1.00211681802045; + double expected_cov00 = pow(0.232818234301152, 2.0); + double expected_cov01 = -7.74327536339570e-05; /* computed from octave */ + double expected_cov11 = pow(0.429796848199937E-03, 2.0); + double expected_sumsq = 26.6173985294224; + + gsl_fit_linear (x, xstride, y, ystride, norris_n, + &c0, &c1, &cov00, &cov01, &cov11, &sumsq); + + /* gsl_fit_wlinear (x, xstride, w, wstride, y, ystride, norris_n, + &c0, &c1, &cov00, &cov01, &cov11, &sumsq); */ + + gsl_test_rel (c0, expected_c0, 1e-10, "norris gsl_fit_linear c0") ; + gsl_test_rel (c1, expected_c1, 1e-10, "norris gsl_fit_linear c1") ; + gsl_test_rel (cov00, expected_cov00, 1e-10, "norris gsl_fit_linear cov00") ; + gsl_test_rel (cov01, expected_cov01, 1e-10, "norris gsl_fit_linear cov01") ; + gsl_test_rel (cov11, expected_cov11, 1e-10, "norris gsl_fit_linear cov11") ; + gsl_test_rel (sumsq, expected_sumsq, 1e-10, "norris gsl_fit_linear sumsq") ; + } + + { + double c0, c1, cov00, cov01, cov11, sumsq; + + double expected_c0 = -0.262323073774029; + double expected_c1 = 1.00211681802045; + double expected_cov00 = 6.92384428759429e-02; /* computed from octave */ + double expected_cov01 = -9.89095016390515e-05; /* computed from octave */ + double expected_cov11 = 2.35960747164148e-07; /* computed from octave */ + double expected_sumsq = 26.6173985294224; + + gsl_fit_wlinear (x, xstride, w, wstride, y, ystride, norris_n, + &c0, &c1, &cov00, &cov01, &cov11, &sumsq); + + gsl_test_rel (c0, expected_c0, 1e-10, "norris gsl_fit_wlinear c0") ; + gsl_test_rel (c1, expected_c1, 1e-10, "norris gsl_fit_wlinear c1") ; + gsl_test_rel (cov00, expected_cov00, 1e-10, "norris gsl_fit_wlinear cov00") ; + gsl_test_rel (cov01, expected_cov01, 1e-10, "norris gsl_fit_wlinear cov01") ; + gsl_test_rel (cov11, expected_cov11, 1e-10, "norris gsl_fit_wlinear cov11") ; + gsl_test_rel (sumsq, expected_sumsq, 1e-10, "norris gsl_fit_wlinear sumsq") ; + } + + for (i = 0; i < noint1_n; i++) + { + x[i*xstride] = noint1_x[i]; + w[i*wstride] = 1.0; + y[i*ystride] = noint1_y[i]; + } + + { + double c1, cov11, sumsq; + + double expected_c1 = 2.07438016528926; + double expected_cov11 = pow(0.165289256198347E-01, 2.0); + double expected_sumsq = 127.272727272727; + + gsl_fit_mul (x, xstride, y, ystride, noint1_n, &c1, &cov11, &sumsq); + + gsl_test_rel (c1, expected_c1, 1e-10, "noint1 gsl_fit_mul c1") ; + gsl_test_rel (cov11, expected_cov11, 1e-10, "noint1 gsl_fit_mul cov11") ; + gsl_test_rel (sumsq, expected_sumsq, 1e-10, "noint1 gsl_fit_mul sumsq") ; + } + + { + double c1, cov11, sumsq; + + double expected_c1 = 2.07438016528926; + double expected_cov11 = 2.14661371686165e-05; /* computed from octave */ + double expected_sumsq = 127.272727272727; + + gsl_fit_wmul (x, xstride, w, wstride, y, ystride, noint1_n, &c1, &cov11, &sumsq); + + gsl_test_rel (c1, expected_c1, 1e-10, "noint1 gsl_fit_wmul c1") ; + gsl_test_rel (cov11, expected_cov11, 1e-10, "noint1 gsl_fit_wmul cov11") ; + gsl_test_rel (sumsq, expected_sumsq, 1e-10, "noint1 gsl_fit_wmul sumsq") ; + } + + + for (i = 0; i < noint2_n; i++) + { + x[i*xstride] = noint2_x[i]; + w[i*wstride] = 1.0; + y[i*ystride] = noint2_y[i]; + } + + { + double c1, cov11, sumsq; + + double expected_c1 = 0.727272727272727; + double expected_cov11 = pow(0.420827318078432E-01, 2.0); + double expected_sumsq = 0.272727272727273; + + gsl_fit_mul (x, xstride, y, ystride, noint2_n, &c1, &cov11, &sumsq); + + gsl_test_rel (c1, expected_c1, 1e-10, "noint2 gsl_fit_mul c1") ; + gsl_test_rel (cov11, expected_cov11, 1e-10, "noint2 gsl_fit_mul cov11") ; + gsl_test_rel (sumsq, expected_sumsq, 1e-10, "noint2 gsl_fit_mul sumsq") ; + } + + { + double c1, cov11, sumsq; + + double expected_c1 = 0.727272727272727; + double expected_cov11 = 1.29870129870130e-02 ; /* computed from octave */ + double expected_sumsq = 0.272727272727273; + + gsl_fit_wmul (x, xstride, w, wstride, y, ystride, noint2_n, &c1, &cov11, &sumsq); + + gsl_test_rel (c1, expected_c1, 1e-10, "noint2 gsl_fit_wmul c1") ; + gsl_test_rel (cov11, expected_cov11, 1e-10, "noint2 gsl_fit_wmul cov11") ; + gsl_test_rel (sumsq, expected_sumsq, 1e-10, "noint2 gsl_fit_wmul sumsq") ; + } + + /* now summarize the results */ + + exit (gsl_test_summary ()); +} |