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Java example source code file (SpearmansRankCorrelationTest.java)

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

Learn more about this Java project at its project page.

Java - Java tags/keywords

blockrealmatrix, expecting, illegalargumentexception, naturalranking, override, pearsonscorrelationtest, realmatrix, spearman's, spearmanscorrelation, spearmansrankcorrelationtest, test

The SpearmansRankCorrelationTest.java Java example 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.math3.stat.correlation;

import org.apache.commons.math3.TestUtils;
import org.apache.commons.math3.linear.BlockRealMatrix;
import org.apache.commons.math3.linear.MatrixUtils;
import org.apache.commons.math3.linear.RealMatrix;
import org.apache.commons.math3.stat.ranking.NaNStrategy;
import org.apache.commons.math3.stat.ranking.NaturalRanking;
import org.junit.Assert;
import org.junit.Test;

/**
 * Test cases for Spearman's rank correlation
 *
 * @since 2.0
 */
public class SpearmansRankCorrelationTest extends PearsonsCorrelationTest {

    /**
     * Test Longley dataset against R.
     */
    @Override
    @Test
    public void testLongly() {
        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.
     */
    @Test
    public void testSwiss() {
        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
    @Test
    public void testConstant() {
        double[] noVariance = new double[] {1, 1, 1, 1};
        double[] values = new double[] {1, 2, 3, 4};
        Assert.assertTrue(Double.isNaN(new SpearmansCorrelation().correlation(noVariance, values)));
    }

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

    @Override
    @Test
    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);
        Assert.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);
    }

    @Test
    public void testMath891Array() {
        final double[] xArray = new double[] { Double.NaN, 1.9, 2, 100, 3 };
        final double[] yArray = new double[] { 10, 2, 10, Double.NaN, 4 };

        NaturalRanking ranking = new NaturalRanking(NaNStrategy.REMOVED);
        SpearmansCorrelation spearman = new SpearmansCorrelation(ranking);

        Assert.assertEquals(0.5, spearman.correlation(xArray, yArray), Double.MIN_VALUE);
    }

    @Test
    public void testMath891Matrix() {
        final double[] xArray = new double[] { Double.NaN, 1.9, 2, 100, 3 };
        final double[] yArray = new double[] { 10, 2, 10, Double.NaN, 4 };

        RealMatrix matrix = MatrixUtils.createRealMatrix(xArray.length, 2);
        for (int i = 0; i < xArray.length; i++) {
            matrix.addToEntry(i, 0, xArray[i]);
            matrix.addToEntry(i, 1, yArray[i]);
        }

        // compute correlation
        NaturalRanking ranking = new NaturalRanking(NaNStrategy.REMOVED);
        SpearmansCorrelation spearman = new SpearmansCorrelation(matrix, ranking);

        Assert.assertEquals(0.5, spearman.getCorrelationMatrix().getEntry(0, 1), Double.MIN_VALUE);
    }

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

}

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