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Commons Math example source code file (SpearmansRankCorrelationTest.java)

This example Commons Math source code file (SpearmansRankCorrelationTest.java) is included in the DevDaily.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Java - Commons Math tags/keywords

correlation, exception, exception, expecting, illegalargumentexception, override, override, pearsonscorrelationtest, realmatrix, realmatrix, spearman's, spearmanscorrelation, spearmanscorrelation, spearmansrankcorrelationtest

The Commons Math SpearmansRankCorrelationTest.java source code

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math.stat.correlation;

import org.apache.commons.math.TestUtils;
import org.apache.commons.math.linear.BlockRealMatrix;
import org.apache.commons.math.linear.RealMatrix;

/**
 * Test cases for Spearman's rank correlation
 *
 * @since 2.0
 * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $
 */
public class SpearmansRankCorrelationTest extends PearsonsCorrelationTest {

    @Override
    protected void setUp() throws Exception {
        super.setUp();
    }

    @Override
    protected void tearDown() throws Exception {
        super.tearDown();
    }

    /**
     * Test Longley dataset against R.
     */
    @Override
    public void testLongly() throws Exception {
        RealMatrix matrix = createRealMatrix(longleyData, 16, 7);
        SpearmansCorrelation corrInstance = new SpearmansCorrelation(matrix);
        RealMatrix correlationMatrix = corrInstance.getCorrelationMatrix();
        double[] rData = new double[] {
                1, 0.982352941176471, 0.985294117647059, 0.564705882352941, 0.2264705882352941, 0.976470588235294,
                0.976470588235294, 0.982352941176471, 1, 0.997058823529412, 0.664705882352941, 0.2205882352941176,
                0.997058823529412, 0.997058823529412, 0.985294117647059, 0.997058823529412, 1, 0.638235294117647,
                0.2235294117647059, 0.9941176470588236, 0.9941176470588236, 0.564705882352941, 0.664705882352941,
                0.638235294117647, 1, -0.3411764705882353, 0.685294117647059, 0.685294117647059, 0.2264705882352941,
                0.2205882352941176, 0.2235294117647059, -0.3411764705882353, 1, 0.2264705882352941, 0.2264705882352941,
                0.976470588235294, 0.997058823529412, 0.9941176470588236, 0.685294117647059, 0.2264705882352941, 1, 1,
                0.976470588235294, 0.997058823529412, 0.9941176470588236, 0.685294117647059, 0.2264705882352941, 1, 1
        };
        TestUtils.assertEquals("Spearman's correlation matrix", createRealMatrix(rData, 7, 7), correlationMatrix, 10E-15);
    }

    /**
     * Test R swiss fertility dataset.
     */
    public void testSwiss() throws Exception {
        RealMatrix matrix = createRealMatrix(swissData, 47, 5);
        SpearmansCorrelation corrInstance = new SpearmansCorrelation(matrix);
        RealMatrix correlationMatrix = corrInstance.getCorrelationMatrix();
        double[] rData = new double[] {
                1, 0.2426642769364176, -0.660902996352354, -0.443257690360988, 0.4136455623012432,
                0.2426642769364176, 1, -0.598859938748963, -0.650463814145816, 0.2886878090882852,
               -0.660902996352354, -0.598859938748963, 1, 0.674603831406147, -0.4750575257171745,
               -0.443257690360988, -0.650463814145816, 0.674603831406147, 1, -0.1444163088302244,
                0.4136455623012432, 0.2886878090882852, -0.4750575257171745, -0.1444163088302244, 1
        };
        TestUtils.assertEquals("Spearman's correlation matrix", createRealMatrix(rData, 5, 5), correlationMatrix, 10E-15);
    }

    /**
     * Constant column
     */
    @Override
    public void testConstant() {
        double[] noVariance = new double[] {1, 1, 1, 1};
        double[] values = new double[] {1, 2, 3, 4};
        assertTrue(Double.isNaN(new SpearmansCorrelation().correlation(noVariance, values)));
    }

    /**
     * Insufficient data
     */
    @Override
    public void testInsufficientData() {
        double[] one = new double[] {1};
        double[] two = new double[] {2};
        try {
            new SpearmansCorrelation().correlation(one, two);
            fail("Expecting IllegalArgumentException");
        } catch (IllegalArgumentException ex) {
            // Expected
        }
        RealMatrix matrix = new BlockRealMatrix(new double[][] {{0},{1}});
        try {
            new SpearmansCorrelation(matrix);
            fail("Expecting IllegalArgumentException");
        } catch (IllegalArgumentException ex) {
            // Expected
        }
    }

    @Override
    public void testConsistency() {
        RealMatrix matrix = createRealMatrix(longleyData, 16, 7);
        SpearmansCorrelation corrInstance = new SpearmansCorrelation(matrix);
        double[][] data = matrix.getData();
        double[] x = matrix.getColumn(0);
        double[] y = matrix.getColumn(1);
        assertEquals(new SpearmansCorrelation().correlation(x, y),
                corrInstance.getCorrelationMatrix().getEntry(0, 1), Double.MIN_VALUE);
        TestUtils.assertEquals("Correlation matrix", corrInstance.getCorrelationMatrix(),
                new SpearmansCorrelation().computeCorrelationMatrix(data), Double.MIN_VALUE);
    }

    // Not relevant here
    @Override
    public void testStdErrorConsistency() throws Exception {}
    @Override
    public void testCovarianceConsistency() throws Exception {}

}

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