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Commons Math example source code file (LoessInterpolatorTest.java)

This example Commons Math source code file (LoessInterpolatorTest.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

loessinterpolator, loessinterpolator, loessinterpolatortest, loessinterpolatortest, mathexception, mathexception, test, test

The Commons Math LoessInterpolatorTest.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.analysis.interpolation;

import org.apache.commons.math.MathException;
import org.junit.Assert;
import org.junit.Test;

/**
 * Test of the LoessInterpolator class.
 */
public class LoessInterpolatorTest {

    @Test
    public void testOnOnePoint() throws MathException {
        double[] xval = {0.5};
        double[] yval = {0.7};
        double[] res = new LoessInterpolator().smooth(xval, yval);
        Assert.assertEquals(1, res.length);
        Assert.assertEquals(0.7, res[0], 0.0);
    }

    @Test
    public void testOnTwoPoints() throws MathException {
        double[] xval = {0.5, 0.6};
        double[] yval = {0.7, 0.8};
        double[] res = new LoessInterpolator().smooth(xval, yval);
        Assert.assertEquals(2, res.length);
        Assert.assertEquals(0.7, res[0], 0.0);
        Assert.assertEquals(0.8, res[1], 0.0);
    }

    @Test
    public void testOnStraightLine() throws MathException {
        double[] xval = {1,2,3,4,5};
        double[] yval = {2,4,6,8,10};
        LoessInterpolator li = new LoessInterpolator(0.6, 2, 1e-12);
        double[] res = li.smooth(xval, yval);
        Assert.assertEquals(5, res.length);
        for(int i = 0; i < 5; ++i) {
            Assert.assertEquals(yval[i], res[i], 1e-8);
        }
    }

    @Test
    public void testOnDistortedSine() throws MathException {
        int numPoints = 100;
        double[] xval = new double[numPoints];
        double[] yval = new double[numPoints];
        double xnoise = 0.1;
        double ynoise = 0.2;

        generateSineData(xval, yval, xnoise, ynoise);

        LoessInterpolator li = new LoessInterpolator(0.3, 4, 1e-12);

        double[] res = li.smooth(xval, yval);

        // Check that the resulting curve differs from
        // the "real" sine less than the jittered one

        double noisyResidualSum = 0;
        double fitResidualSum = 0;

        for(int i = 0; i < numPoints; ++i) {
            double expected = Math.sin(xval[i]);
            double noisy = yval[i];
            double fit = res[i];

            noisyResidualSum += Math.pow(noisy - expected, 2);
            fitResidualSum += Math.pow(fit - expected, 2);
        }

        Assert.assertTrue(fitResidualSum < noisyResidualSum);
    }

    @Test
    public void testIncreasingBandwidthIncreasesSmoothness() throws MathException {
        int numPoints = 100;
        double[] xval = new double[numPoints];
        double[] yval = new double[numPoints];
        double xnoise = 0.1;
        double ynoise = 0.1;

        generateSineData(xval, yval, xnoise, ynoise);

        // Check that variance decreases as bandwidth increases

        double[] bandwidths = {0.1, 0.5, 1.0};
        double[] variances = new double[bandwidths.length];
        for (int i = 0; i < bandwidths.length; i++) {
            double bw = bandwidths[i];

            LoessInterpolator li = new LoessInterpolator(bw, 4, 1e-12);

            double[] res = li.smooth(xval, yval);

            for (int j = 1; j < res.length; ++j) {
                variances[i] += Math.pow(res[j] - res[j-1], 2);
            }
        }

        for(int i = 1; i < variances.length; ++i) {
            Assert.assertTrue(variances[i] < variances[i-1]);
        }
    }

    @Test
    public void testIncreasingRobustnessItersIncreasesSmoothnessWithOutliers() throws MathException {
        int numPoints = 100;
        double[] xval = new double[numPoints];
        double[] yval = new double[numPoints];
        double xnoise = 0.1;
        double ynoise = 0.1;

        generateSineData(xval, yval, xnoise, ynoise);

        // Introduce a couple of outliers
        yval[numPoints/3] *= 100;
        yval[2 * numPoints/3] *= -100;

        // Check that variance decreases as the number of robustness
        // iterations increases

        double[] variances = new double[4];
        for (int i = 0; i < 4; i++) {
            LoessInterpolator li = new LoessInterpolator(0.3, i, 1e-12);

            double[] res = li.smooth(xval, yval);

            for (int j = 1; j < res.length; ++j) {
                variances[i] += Math.abs(res[j] - res[j-1]);
            }
        }

        for(int i = 1; i < variances.length; ++i) {
            Assert.assertTrue(variances[i] < variances[i-1]);
        }
    }

    @Test(expected=MathException.class)
    public void testUnequalSizeArguments() throws MathException {
        new LoessInterpolator().smooth(new double[] {1,2,3}, new double[] {1,2,3,4});
    }

    @Test(expected=MathException.class)
    public void testEmptyData() throws MathException {
        new LoessInterpolator().smooth(new double[] {}, new double[] {});
    }

    @Test(expected=MathException.class)
    public void testNonStrictlyIncreasing1() throws MathException {
        new LoessInterpolator().smooth(new double[] {4,3,1,2}, new double[] {3,4,5,6});
    }

    @Test(expected=MathException.class)
    public void testNonStrictlyIncreasing2() throws MathException {
        new LoessInterpolator().smooth(new double[] {1,2,2,3}, new double[] {3,4,5,6});
    }

    @Test(expected=MathException.class)
    public void testNotAllFiniteReal1() throws MathException {
        new LoessInterpolator().smooth(new double[] {1,2,Double.NaN}, new double[] {3,4,5});
    }

    @Test(expected=MathException.class)
    public void testNotAllFiniteReal2() throws MathException {
        new LoessInterpolator().smooth(new double[] {1,2,Double.POSITIVE_INFINITY}, new double[] {3,4,5});
    }

    @Test(expected=MathException.class)
    public void testNotAllFiniteReal3() throws MathException {
        new LoessInterpolator().smooth(new double[] {1,2,Double.NEGATIVE_INFINITY}, new double[] {3,4,5});
    }

    @Test(expected=MathException.class)
    public void testNotAllFiniteReal4() throws MathException {
        new LoessInterpolator().smooth(new double[] {3,4,5}, new double[] {1,2,Double.NaN});
    }

    @Test(expected=MathException.class)
    public void testNotAllFiniteReal5() throws MathException {
        new LoessInterpolator().smooth(new double[] {3,4,5}, new double[] {1,2,Double.POSITIVE_INFINITY});
    }

    @Test(expected=MathException.class)
    public void testNotAllFiniteReal6() throws MathException {
        new LoessInterpolator().smooth(new double[] {3,4,5}, new double[] {1,2,Double.NEGATIVE_INFINITY});
    }

    @Test(expected=MathException.class)
    public void testInsufficientBandwidth() throws MathException {
        LoessInterpolator li = new LoessInterpolator(0.1, 3, 1e-12);
        li.smooth(new double[] {1,2,3,4,5,6,7,8,9,10,11,12}, new double[] {1,2,3,4,5,6,7,8,9,10,11,12});
    }

    @Test(expected=MathException.class)
    public void testCompletelyIncorrectBandwidth1() throws MathException {
        new LoessInterpolator(-0.2, 3, 1e-12);
    }

    @Test(expected=MathException.class)
    public void testCompletelyIncorrectBandwidth2() throws MathException {
        new LoessInterpolator(1.1, 3, 1e-12);
    }

    @Test
    public void testMath296withoutWeights() throws MathException {
        double[] xval = {
                0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0,
                 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 2.0};
        double[] yval = {
                0.47, 0.48, 0.55, 0.56, -0.08, -0.04, -0.07, -0.07,
                -0.56, -0.46, -0.56, -0.52, -3.03, -3.08, -3.09,
                -3.04, 3.54, 3.46, 3.36, 3.35};
        // Output from R, rounded to .001
        double[] yref = {
                0.461, 0.499, 0.541, 0.308, 0.175, -0.042, -0.072,
                -0.196, -0.311, -0.446, -0.557, -1.497, -2.133,
                -3.08, -3.09, -0.621, 0.982, 3.449, 3.389, 3.336
        };
        LoessInterpolator li = new LoessInterpolator(0.3, 4, 1e-12);
        double[] res = li.smooth(xval, yval);
        Assert.assertEquals(xval.length, res.length);
        for(int i = 0; i < res.length; ++i) {
            Assert.assertEquals(yref[i], res[i], 0.02);
        }
    }

    private void generateSineData(double[] xval, double[] yval, double xnoise, double ynoise) {
        double dx = 2 * Math.PI / xval.length;
        double x = 0;
        for(int i = 0; i < xval.length; ++i) {
            xval[i] = x;
            yval[i] = Math.sin(x) + (2 * Math.random() - 1) * ynoise;
            x += dx * (1 + (2 * Math.random() - 1) * xnoise);
        }
    }

}

Other Commons Math examples (source code examples)

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