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Posted to commits@commons.apache.org by lu...@apache.org on 2013/04/07 09:52:13 UTC
svn commit: r857590 [42/48] - in
/websites/production/commons/content/proper/commons-math/xref-test: ./
org/apache/commons/math3/ org/apache/commons/math3/analysis/
org/apache/commons/math3/analysis/differentiation/
org/apache/commons/math3/analysis/fu...
Modified: websites/production/commons/content/proper/commons-math/xref-test/org/apache/commons/math3/stat/correlation/CovarianceTest.html
==============================================================================
--- websites/production/commons/content/proper/commons-math/xref-test/org/apache/commons/math3/stat/correlation/CovarianceTest.html (original)
+++ websites/production/commons/content/proper/commons-math/xref-test/org/apache/commons/math3/stat/correlation/CovarianceTest.html Sun Apr 7 07:52:05 2013
@@ -27,229 +27,239 @@
<a class="jxr_linenumber" name="17" href="#17">17</a> <strong class="jxr_keyword">package</strong> org.apache.commons.math3.stat.correlation;
<a class="jxr_linenumber" name="18" href="#18">18</a>
<a class="jxr_linenumber" name="19" href="#19">19</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.TestUtils;
-<a class="jxr_linenumber" name="20" href="#20">20</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.linear.RealMatrix;
-<a class="jxr_linenumber" name="21" href="#21">21</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.linear.Array2DRowRealMatrix;
-<a class="jxr_linenumber" name="22" href="#22">22</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.stat.descriptive.moment.Variance;
-<a class="jxr_linenumber" name="23" href="#23">23</a> <strong class="jxr_keyword">import</strong> org.junit.Assert;
-<a class="jxr_linenumber" name="24" href="#24">24</a> <strong class="jxr_keyword">import</strong> org.junit.Test;
-<a class="jxr_linenumber" name="25" href="#25">25</a>
+<a class="jxr_linenumber" name="20" href="#20">20</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.exception.NotStrictlyPositiveException;
+<a class="jxr_linenumber" name="21" href="#21">21</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.linear.RealMatrix;
+<a class="jxr_linenumber" name="22" href="#22">22</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.linear.Array2DRowRealMatrix;
+<a class="jxr_linenumber" name="23" href="#23">23</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.stat.descriptive.moment.Variance;
+<a class="jxr_linenumber" name="24" href="#24">24</a> <strong class="jxr_keyword">import</strong> org.junit.Assert;
+<a class="jxr_linenumber" name="25" href="#25">25</a> <strong class="jxr_keyword">import</strong> org.junit.Test;
<a class="jxr_linenumber" name="26" href="#26">26</a>
-<a class="jxr_linenumber" name="27" href="#27">27</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../org/apache/commons/math3/stat/correlation/CovarianceTest.html">CovarianceTest</a> {
-<a class="jxr_linenumber" name="28" href="#28">28</a>
-<a class="jxr_linenumber" name="29" href="#29">29</a> <strong class="jxr_keyword">protected</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] longleyData = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {
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-<a class="jxr_linenumber" name="47" href="#47">47</a>
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-<a class="jxr_linenumber" name="97" href="#97">97</a>
+<a class="jxr_linenumber" name="27" href="#27">27</a>
+<a class="jxr_linenumber" name="28" href="#28">28</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../org/apache/commons/math3/stat/correlation/CovarianceTest.html">CovarianceTest</a> {
+<a class="jxr_linenumber" name="29" href="#29">29</a>
+<a class="jxr_linenumber" name="30" href="#30">30</a> <strong class="jxr_keyword">protected</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] longleyData = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {
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+<a class="jxr_linenumber" name="48" href="#48">48</a>
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<a class="jxr_linenumber" name="98" href="#98">98</a>
-<a class="jxr_linenumber" name="99" href="#99">99</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="100" href="#100">100</a> <em class="jxr_javadoccomment"> * Test Longley dataset against R.</em>
-<a class="jxr_linenumber" name="101" href="#101">101</a> <em class="jxr_javadoccomment"> * Data Source: J. Longley (1967) "An Appraisal of Least Squares</em>
-<a class="jxr_linenumber" name="102" href="#102">102</a> <em class="jxr_javadoccomment"> * Programs for the Electronic Computer from the Point of View of the User"</em>
-<a class="jxr_linenumber" name="103" href="#103">103</a> <em class="jxr_javadoccomment"> * Journal of the American Statistical Association, vol. 62. September,</em>
-<a class="jxr_linenumber" name="104" href="#104">104</a> <em class="jxr_javadoccomment"> * pp. 819-841.</em>
-<a class="jxr_linenumber" name="105" href="#105">105</a> <em class="jxr_javadoccomment"> *</em>
-<a class="jxr_linenumber" name="106" href="#106">106</a> <em class="jxr_javadoccomment"> * Data are from NIST:</em>
-<a class="jxr_linenumber" name="107" href="#107">107</a> <em class="jxr_javadoccomment"> * <a href="http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Longley.dat" target="alexandria_uri">http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Longley.dat</a></em>
-<a class="jxr_linenumber" name="108" href="#108">108</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="109" href="#109">109</a> @Test
-<a class="jxr_linenumber" name="110" href="#110">110</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testLongly() {
-<a class="jxr_linenumber" name="111" href="#111">111</a> RealMatrix matrix = createRealMatrix(longleyData, 16, 7);
-<a class="jxr_linenumber" name="112" href="#112">112</a> RealMatrix covarianceMatrix = <strong class="jxr_keyword">new</strong> Covariance(matrix).getCovarianceMatrix();
-<a class="jxr_linenumber" name="113" href="#113">113</a> <strong class="jxr_keyword">double</strong>[] rData = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {
-<a class="jxr_linenumber" name="114" href="#114">114</a> 12333921.73333333246, 3.679666000000000e+04, 343330206.333333313,
-<a class="jxr_linenumber" name="115" href="#115">115</a> 1649102.666666666744, 1117681.066666666651, 23461965.733333334, 16240.93333333333248,
-<a class="jxr_linenumber" name="116" href="#116">116</a> 36796.66000000000, 1.164576250000000e+02, 1063604.115416667,
-<a class="jxr_linenumber" name="117" href="#117">117</a> 6258.666250000000, 3490.253750000000, 73503.000000000, 50.92333333333334,
-<a class="jxr_linenumber" name="118" href="#118">118</a> 343330206.33333331347, 1.063604115416667e+06, 9879353659.329166412,
-<a class="jxr_linenumber" name="119" href="#119">119</a> 56124369.854166664183, 30880428.345833335072, 685240944.600000024, 470977.90000000002328,
-<a class="jxr_linenumber" name="120" href="#120">120</a> 1649102.66666666674, 6.258666250000000e+03, 56124369.854166664,
-<a class="jxr_linenumber" name="121" href="#121">121</a> 873223.429166666698, -115378.762499999997, 4462741.533333333, 2973.03333333333330,
-<a class="jxr_linenumber" name="122" href="#122">122</a> 1117681.06666666665, 3.490253750000000e+03, 30880428.345833335,
-<a class="jxr_linenumber" name="123" href="#123">123</a> -115378.762499999997, 484304.095833333326, 1764098.133333333, 1382.43333333333339,
-<a class="jxr_linenumber" name="124" href="#124">124</a> 23461965.73333333433, 7.350300000000000e+04, 685240944.600000024,
-<a class="jxr_linenumber" name="125" href="#125">125</a> 4462741.533333333209, 1764098.133333333302, 48387348.933333330, 32917.40000000000146,
-<a class="jxr_linenumber" name="126" href="#126">126</a> 16240.93333333333, 5.092333333333334e+01, 470977.900000000,
-<a class="jxr_linenumber" name="127" href="#127">127</a> 2973.033333333333, 1382.433333333333, 32917.40000000, 22.66666666666667
-<a class="jxr_linenumber" name="128" href="#128">128</a> };
-<a class="jxr_linenumber" name="129" href="#129">129</a>
-<a class="jxr_linenumber" name="130" href="#130">130</a> TestUtils.assertEquals(<span class="jxr_string">"covariance matrix"</span>, createRealMatrix(rData, 7, 7), covarianceMatrix, 10E-9);
-<a class="jxr_linenumber" name="131" href="#131">131</a>
-<a class="jxr_linenumber" name="132" href="#132">132</a> }
-<a class="jxr_linenumber" name="133" href="#133">133</a>
-<a class="jxr_linenumber" name="134" href="#134">134</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="135" href="#135">135</a> <em class="jxr_javadoccomment"> * Test R Swiss fertility dataset against R.</em>
-<a class="jxr_linenumber" name="136" href="#136">136</a> <em class="jxr_javadoccomment"> * Data Source: R datasets package</em>
-<a class="jxr_linenumber" name="137" href="#137">137</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="138" href="#138">138</a> @Test
-<a class="jxr_linenumber" name="139" href="#139">139</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testSwissFertility() {
-<a class="jxr_linenumber" name="140" href="#140">140</a> RealMatrix matrix = createRealMatrix(swissData, 47, 5);
-<a class="jxr_linenumber" name="141" href="#141">141</a> RealMatrix covarianceMatrix = <strong class="jxr_keyword">new</strong> Covariance(matrix).getCovarianceMatrix();
-<a class="jxr_linenumber" name="142" href="#142">142</a> <strong class="jxr_keyword">double</strong>[] rData = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {
-<a class="jxr_linenumber" name="143" href="#143">143</a> 156.0424976873265, 100.1691489361702, -64.36692876965772, -79.7295097132285, 241.5632030527289,
-<a class="jxr_linenumber" name="144" href="#144">144</a> 100.169148936170251, 515.7994172062905, -124.39283071230344, -139.6574005550416, 379.9043755781684,
-<a class="jxr_linenumber" name="145" href="#145">145</a> -64.3669287696577, -124.3928307123034, 63.64662349676226, 53.5758556891767, -190.5606105457909,
-<a class="jxr_linenumber" name="146" href="#146">146</a> -79.7295097132285, -139.6574005550416, 53.57585568917669, 92.4560592044403, -61.6988297872340,
-<a class="jxr_linenumber" name="147" href="#147">147</a> 241.5632030527289, 379.9043755781684, -190.56061054579092, -61.6988297872340, 1739.2945371877890
-<a class="jxr_linenumber" name="148" href="#148">148</a> };
-<a class="jxr_linenumber" name="149" href="#149">149</a>
-<a class="jxr_linenumber" name="150" href="#150">150</a> TestUtils.assertEquals(<span class="jxr_string">"covariance matrix"</span>, createRealMatrix(rData, 5, 5), covarianceMatrix, 10E-13);
-<a class="jxr_linenumber" name="151" href="#151">151</a> }
-<a class="jxr_linenumber" name="152" href="#152">152</a>
-<a class="jxr_linenumber" name="153" href="#153">153</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="154" href="#154">154</a> <em class="jxr_javadoccomment"> * Constant column</em>
-<a class="jxr_linenumber" name="155" href="#155">155</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="156" href="#156">156</a> @Test
-<a class="jxr_linenumber" name="157" href="#157">157</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testConstant() {
-<a class="jxr_linenumber" name="158" href="#158">158</a> <strong class="jxr_keyword">double</strong>[] noVariance = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {1, 1, 1, 1};
-<a class="jxr_linenumber" name="159" href="#159">159</a> <strong class="jxr_keyword">double</strong>[] values = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {1, 2, 3, 4};
-<a class="jxr_linenumber" name="160" href="#160">160</a> Assert.assertEquals(0d, <strong class="jxr_keyword">new</strong> Covariance().covariance(noVariance, values, <strong class="jxr_keyword">true</strong>), Double.MIN_VALUE);
-<a class="jxr_linenumber" name="161" href="#161">161</a> Assert.assertEquals(0d, <strong class="jxr_keyword">new</strong> Covariance().covariance(noVariance, noVariance, <strong class="jxr_keyword">true</strong>), Double.MIN_VALUE);
-<a class="jxr_linenumber" name="162" href="#162">162</a> }
-<a class="jxr_linenumber" name="163" href="#163">163</a>
+<a class="jxr_linenumber" name="99" href="#99">99</a>
+<a class="jxr_linenumber" name="100" href="#100">100</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="101" href="#101">101</a> <em class="jxr_javadoccomment"> * Test Longley dataset against R.</em>
+<a class="jxr_linenumber" name="102" href="#102">102</a> <em class="jxr_javadoccomment"> * Data Source: J. Longley (1967) "An Appraisal of Least Squares</em>
+<a class="jxr_linenumber" name="103" href="#103">103</a> <em class="jxr_javadoccomment"> * Programs for the Electronic Computer from the Point of View of the User"</em>
+<a class="jxr_linenumber" name="104" href="#104">104</a> <em class="jxr_javadoccomment"> * Journal of the American Statistical Association, vol. 62. September,</em>
+<a class="jxr_linenumber" name="105" href="#105">105</a> <em class="jxr_javadoccomment"> * pp. 819-841.</em>
+<a class="jxr_linenumber" name="106" href="#106">106</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="107" href="#107">107</a> <em class="jxr_javadoccomment"> * Data are from NIST:</em>
+<a class="jxr_linenumber" name="108" href="#108">108</a> <em class="jxr_javadoccomment"> * <a href="http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Longley.dat" target="alexandria_uri">http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Longley.dat</a></em>
+<a class="jxr_linenumber" name="109" href="#109">109</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="110" href="#110">110</a> @Test
+<a class="jxr_linenumber" name="111" href="#111">111</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testLongly() {
+<a class="jxr_linenumber" name="112" href="#112">112</a> RealMatrix matrix = createRealMatrix(longleyData, 16, 7);
+<a class="jxr_linenumber" name="113" href="#113">113</a> RealMatrix covarianceMatrix = <strong class="jxr_keyword">new</strong> Covariance(matrix).getCovarianceMatrix();
+<a class="jxr_linenumber" name="114" href="#114">114</a> <strong class="jxr_keyword">double</strong>[] rData = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {
+<a class="jxr_linenumber" name="115" href="#115">115</a> 12333921.73333333246, 3.679666000000000e+04, 343330206.333333313,
+<a class="jxr_linenumber" name="116" href="#116">116</a> 1649102.666666666744, 1117681.066666666651, 23461965.733333334, 16240.93333333333248,
+<a class="jxr_linenumber" name="117" href="#117">117</a> 36796.66000000000, 1.164576250000000e+02, 1063604.115416667,
+<a class="jxr_linenumber" name="118" href="#118">118</a> 6258.666250000000, 3490.253750000000, 73503.000000000, 50.92333333333334,
+<a class="jxr_linenumber" name="119" href="#119">119</a> 343330206.33333331347, 1.063604115416667e+06, 9879353659.329166412,
+<a class="jxr_linenumber" name="120" href="#120">120</a> 56124369.854166664183, 30880428.345833335072, 685240944.600000024, 470977.90000000002328,
+<a class="jxr_linenumber" name="121" href="#121">121</a> 1649102.66666666674, 6.258666250000000e+03, 56124369.854166664,
+<a class="jxr_linenumber" name="122" href="#122">122</a> 873223.429166666698, -115378.762499999997, 4462741.533333333, 2973.03333333333330,
+<a class="jxr_linenumber" name="123" href="#123">123</a> 1117681.06666666665, 3.490253750000000e+03, 30880428.345833335,
+<a class="jxr_linenumber" name="124" href="#124">124</a> -115378.762499999997, 484304.095833333326, 1764098.133333333, 1382.43333333333339,
+<a class="jxr_linenumber" name="125" href="#125">125</a> 23461965.73333333433, 7.350300000000000e+04, 685240944.600000024,
+<a class="jxr_linenumber" name="126" href="#126">126</a> 4462741.533333333209, 1764098.133333333302, 48387348.933333330, 32917.40000000000146,
+<a class="jxr_linenumber" name="127" href="#127">127</a> 16240.93333333333, 5.092333333333334e+01, 470977.900000000,
+<a class="jxr_linenumber" name="128" href="#128">128</a> 2973.033333333333, 1382.433333333333, 32917.40000000, 22.66666666666667
+<a class="jxr_linenumber" name="129" href="#129">129</a> };
+<a class="jxr_linenumber" name="130" href="#130">130</a>
+<a class="jxr_linenumber" name="131" href="#131">131</a> TestUtils.assertEquals(<span class="jxr_string">"covariance matrix"</span>, createRealMatrix(rData, 7, 7), covarianceMatrix, 10E-9);
+<a class="jxr_linenumber" name="132" href="#132">132</a>
+<a class="jxr_linenumber" name="133" href="#133">133</a> }
+<a class="jxr_linenumber" name="134" href="#134">134</a>
+<a class="jxr_linenumber" name="135" href="#135">135</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="136" href="#136">136</a> <em class="jxr_javadoccomment"> * Test R Swiss fertility dataset against R.</em>
+<a class="jxr_linenumber" name="137" href="#137">137</a> <em class="jxr_javadoccomment"> * Data Source: R datasets package</em>
+<a class="jxr_linenumber" name="138" href="#138">138</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="139" href="#139">139</a> @Test
+<a class="jxr_linenumber" name="140" href="#140">140</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testSwissFertility() {
+<a class="jxr_linenumber" name="141" href="#141">141</a> RealMatrix matrix = createRealMatrix(swissData, 47, 5);
+<a class="jxr_linenumber" name="142" href="#142">142</a> RealMatrix covarianceMatrix = <strong class="jxr_keyword">new</strong> Covariance(matrix).getCovarianceMatrix();
+<a class="jxr_linenumber" name="143" href="#143">143</a> <strong class="jxr_keyword">double</strong>[] rData = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {
+<a class="jxr_linenumber" name="144" href="#144">144</a> 156.0424976873265, 100.1691489361702, -64.36692876965772, -79.7295097132285, 241.5632030527289,
+<a class="jxr_linenumber" name="145" href="#145">145</a> 100.169148936170251, 515.7994172062905, -124.39283071230344, -139.6574005550416, 379.9043755781684,
+<a class="jxr_linenumber" name="146" href="#146">146</a> -64.3669287696577, -124.3928307123034, 63.64662349676226, 53.5758556891767, -190.5606105457909,
+<a class="jxr_linenumber" name="147" href="#147">147</a> -79.7295097132285, -139.6574005550416, 53.57585568917669, 92.4560592044403, -61.6988297872340,
+<a class="jxr_linenumber" name="148" href="#148">148</a> 241.5632030527289, 379.9043755781684, -190.56061054579092, -61.6988297872340, 1739.2945371877890
+<a class="jxr_linenumber" name="149" href="#149">149</a> };
+<a class="jxr_linenumber" name="150" href="#150">150</a>
+<a class="jxr_linenumber" name="151" href="#151">151</a> TestUtils.assertEquals(<span class="jxr_string">"covariance matrix"</span>, createRealMatrix(rData, 5, 5), covarianceMatrix, 10E-13);
+<a class="jxr_linenumber" name="152" href="#152">152</a> }
+<a class="jxr_linenumber" name="153" href="#153">153</a>
+<a class="jxr_linenumber" name="154" href="#154">154</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="155" href="#155">155</a> <em class="jxr_javadoccomment"> * Constant column</em>
+<a class="jxr_linenumber" name="156" href="#156">156</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="157" href="#157">157</a> @Test
+<a class="jxr_linenumber" name="158" href="#158">158</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testConstant() {
+<a class="jxr_linenumber" name="159" href="#159">159</a> <strong class="jxr_keyword">double</strong>[] noVariance = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {1, 1, 1, 1};
+<a class="jxr_linenumber" name="160" href="#160">160</a> <strong class="jxr_keyword">double</strong>[] values = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {1, 2, 3, 4};
+<a class="jxr_linenumber" name="161" href="#161">161</a> Assert.assertEquals(0d, <strong class="jxr_keyword">new</strong> Covariance().covariance(noVariance, values, <strong class="jxr_keyword">true</strong>), Double.MIN_VALUE);
+<a class="jxr_linenumber" name="162" href="#162">162</a> Assert.assertEquals(0d, <strong class="jxr_keyword">new</strong> Covariance().covariance(noVariance, noVariance, <strong class="jxr_keyword">true</strong>), Double.MIN_VALUE);
+<a class="jxr_linenumber" name="163" href="#163">163</a> }
<a class="jxr_linenumber" name="164" href="#164">164</a>
<a class="jxr_linenumber" name="165" href="#165">165</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="166" href="#166">166</a> <em class="jxr_javadoccomment"> * Insufficient data</em>
+<a class="jxr_linenumber" name="166" href="#166">166</a> <em class="jxr_javadoccomment"> * One column</em>
<a class="jxr_linenumber" name="167" href="#167">167</a> <em class="jxr_javadoccomment"> */</em>
<a class="jxr_linenumber" name="168" href="#168">168</a> @Test
-<a class="jxr_linenumber" name="169" href="#169">169</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testInsufficientData() {
-<a class="jxr_linenumber" name="170" href="#170">170</a> <strong class="jxr_keyword">double</strong>[] one = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {1};
-<a class="jxr_linenumber" name="171" href="#171">171</a> <strong class="jxr_keyword">double</strong>[] two = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {2};
-<a class="jxr_linenumber" name="172" href="#172">172</a> <strong class="jxr_keyword">try</strong> {
-<a class="jxr_linenumber" name="173" href="#173">173</a> <strong class="jxr_keyword">new</strong> Covariance().covariance(one, two, false);
-<a class="jxr_linenumber" name="174" href="#174">174</a> Assert.fail(<span class="jxr_string">"Expecting IllegalArgumentException"</span>);
-<a class="jxr_linenumber" name="175" href="#175">175</a> } <strong class="jxr_keyword">catch</strong> (IllegalArgumentException ex) {
-<a class="jxr_linenumber" name="176" href="#176">176</a> <em class="jxr_comment">// Expected</em>
-<a class="jxr_linenumber" name="177" href="#177">177</a> }
-<a class="jxr_linenumber" name="178" href="#178">178</a> RealMatrix matrix = <strong class="jxr_keyword">new</strong> Array2DRowRealMatrix(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[][] {{0},{1}});
-<a class="jxr_linenumber" name="179" href="#179">179</a> <strong class="jxr_keyword">try</strong> {
-<a class="jxr_linenumber" name="180" href="#180">180</a> <strong class="jxr_keyword">new</strong> Covariance(matrix);
-<a class="jxr_linenumber" name="181" href="#181">181</a> Assert.fail(<span class="jxr_string">"Expecting IllegalArgumentException"</span>);
-<a class="jxr_linenumber" name="182" href="#182">182</a> } <strong class="jxr_keyword">catch</strong> (IllegalArgumentException ex) {
-<a class="jxr_linenumber" name="183" href="#183">183</a> <em class="jxr_comment">// Expected</em>
-<a class="jxr_linenumber" name="184" href="#184">184</a> }
-<a class="jxr_linenumber" name="185" href="#185">185</a> }
-<a class="jxr_linenumber" name="186" href="#186">186</a>
-<a class="jxr_linenumber" name="187" href="#187">187</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="188" href="#188">188</a> <em class="jxr_javadoccomment"> * Verify that diagonal entries are consistent with Variance computation and matrix matches</em>
-<a class="jxr_linenumber" name="189" href="#189">189</a> <em class="jxr_javadoccomment"> * column-by-column covariances</em>
-<a class="jxr_linenumber" name="190" href="#190">190</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="191" href="#191">191</a> @Test
-<a class="jxr_linenumber" name="192" href="#192">192</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testConsistency() {
-<a class="jxr_linenumber" name="193" href="#193">193</a> <strong class="jxr_keyword">final</strong> RealMatrix matrix = createRealMatrix(swissData, 47, 5);
-<a class="jxr_linenumber" name="194" href="#194">194</a> <strong class="jxr_keyword">final</strong> RealMatrix covarianceMatrix = <strong class="jxr_keyword">new</strong> Covariance(matrix).getCovarianceMatrix();
-<a class="jxr_linenumber" name="195" href="#195">195</a>
-<a class="jxr_linenumber" name="196" href="#196">196</a> <em class="jxr_comment">// Variances on the diagonal</em>
-<a class="jxr_linenumber" name="197" href="#197">197</a> Variance variance = <strong class="jxr_keyword">new</strong> Variance();
-<a class="jxr_linenumber" name="198" href="#198">198</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < 5; i++) {
-<a class="jxr_linenumber" name="199" href="#199">199</a> Assert.assertEquals(variance.evaluate(matrix.getColumn(i)), covarianceMatrix.getEntry(i,i), 10E-14);
-<a class="jxr_linenumber" name="200" href="#200">200</a> }
-<a class="jxr_linenumber" name="201" href="#201">201</a>
-<a class="jxr_linenumber" name="202" href="#202">202</a> <em class="jxr_comment">// Symmetry, column-consistency</em>
-<a class="jxr_linenumber" name="203" href="#203">203</a> Assert.assertEquals(covarianceMatrix.getEntry(2, 3),
-<a class="jxr_linenumber" name="204" href="#204">204</a> <strong class="jxr_keyword">new</strong> Covariance().covariance(matrix.getColumn(2), matrix.getColumn(3), <strong class="jxr_keyword">true</strong>), 10E-14);
-<a class="jxr_linenumber" name="205" href="#205">205</a> Assert.assertEquals(covarianceMatrix.getEntry(2, 3), covarianceMatrix.getEntry(3, 2), Double.MIN_VALUE);
-<a class="jxr_linenumber" name="206" href="#206">206</a>
-<a class="jxr_linenumber" name="207" href="#207">207</a> <em class="jxr_comment">// All columns same -> all entries = column variance</em>
-<a class="jxr_linenumber" name="208" href="#208">208</a> RealMatrix repeatedColumns = <strong class="jxr_keyword">new</strong> Array2DRowRealMatrix(47, 3);
-<a class="jxr_linenumber" name="209" href="#209">209</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < 3; i++) {
-<a class="jxr_linenumber" name="210" href="#210">210</a> repeatedColumns.setColumnMatrix(i, matrix.getColumnMatrix(0));
-<a class="jxr_linenumber" name="211" href="#211">211</a> }
-<a class="jxr_linenumber" name="212" href="#212">212</a> RealMatrix repeatedCovarianceMatrix = <strong class="jxr_keyword">new</strong> Covariance(repeatedColumns).getCovarianceMatrix();
-<a class="jxr_linenumber" name="213" href="#213">213</a> <strong class="jxr_keyword">double</strong> columnVariance = variance.evaluate(matrix.getColumn(0));
-<a class="jxr_linenumber" name="214" href="#214">214</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < 3; i++) {
-<a class="jxr_linenumber" name="215" href="#215">215</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> j = 0; j < 3; j++) {
-<a class="jxr_linenumber" name="216" href="#216">216</a> Assert.assertEquals(columnVariance, repeatedCovarianceMatrix.getEntry(i, j), 10E-14);
-<a class="jxr_linenumber" name="217" href="#217">217</a> }
-<a class="jxr_linenumber" name="218" href="#218">218</a> }
-<a class="jxr_linenumber" name="219" href="#219">219</a>
-<a class="jxr_linenumber" name="220" href="#220">220</a> <em class="jxr_comment">// Check bias-correction defaults</em>
-<a class="jxr_linenumber" name="221" href="#221">221</a> <strong class="jxr_keyword">double</strong>[][] data = matrix.getData();
-<a class="jxr_linenumber" name="222" href="#222">222</a> TestUtils.assertEquals(<span class="jxr_string">"Covariances"</span>,
-<a class="jxr_linenumber" name="223" href="#223">223</a> covarianceMatrix, <strong class="jxr_keyword">new</strong> Covariance().computeCovarianceMatrix(data),Double.MIN_VALUE);
-<a class="jxr_linenumber" name="224" href="#224">224</a> TestUtils.assertEquals(<span class="jxr_string">"Covariances"</span>,
-<a class="jxr_linenumber" name="225" href="#225">225</a> covarianceMatrix, <strong class="jxr_keyword">new</strong> Covariance().computeCovarianceMatrix(data, <strong class="jxr_keyword">true</strong>),Double.MIN_VALUE);
-<a class="jxr_linenumber" name="226" href="#226">226</a>
-<a class="jxr_linenumber" name="227" href="#227">227</a> <strong class="jxr_keyword">double</strong>[] x = data[0];
-<a class="jxr_linenumber" name="228" href="#228">228</a> <strong class="jxr_keyword">double</strong>[] y = data[1];
-<a class="jxr_linenumber" name="229" href="#229">229</a> Assert.assertEquals(<strong class="jxr_keyword">new</strong> Covariance().covariance(x, y),
-<a class="jxr_linenumber" name="230" href="#230">230</a> <strong class="jxr_keyword">new</strong> Covariance().covariance(x, y, <strong class="jxr_keyword">true</strong>), Double.MIN_VALUE);
-<a class="jxr_linenumber" name="231" href="#231">231</a> }
-<a class="jxr_linenumber" name="232" href="#232">232</a>
-<a class="jxr_linenumber" name="233" href="#233">233</a> <strong class="jxr_keyword">protected</strong> RealMatrix createRealMatrix(<strong class="jxr_keyword">double</strong>[] data, <strong class="jxr_keyword">int</strong> nRows, <strong class="jxr_keyword">int</strong> nCols) {
-<a class="jxr_linenumber" name="234" href="#234">234</a> <strong class="jxr_keyword">double</strong>[][] matrixData = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[nRows][nCols];
-<a class="jxr_linenumber" name="235" href="#235">235</a> <strong class="jxr_keyword">int</strong> ptr = 0;
-<a class="jxr_linenumber" name="236" href="#236">236</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < nRows; i++) {
-<a class="jxr_linenumber" name="237" href="#237">237</a> System.arraycopy(data, ptr, matrixData[i], 0, nCols);
-<a class="jxr_linenumber" name="238" href="#238">238</a> ptr += nCols;
-<a class="jxr_linenumber" name="239" href="#239">239</a> }
-<a class="jxr_linenumber" name="240" href="#240">240</a> <strong class="jxr_keyword">return</strong> <strong class="jxr_keyword">new</strong> Array2DRowRealMatrix(matrixData);
+<a class="jxr_linenumber" name="169" href="#169">169</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testOneColumn() {
+<a class="jxr_linenumber" name="170" href="#170">170</a> RealMatrix cov = <strong class="jxr_keyword">new</strong> Covariance(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[][] {{1}, {2}}, false).getCovarianceMatrix();
+<a class="jxr_linenumber" name="171" href="#171">171</a> Assert.assertEquals(1, cov.getRowDimension());
+<a class="jxr_linenumber" name="172" href="#172">172</a> Assert.assertEquals(1, cov.getColumnDimension());
+<a class="jxr_linenumber" name="173" href="#173">173</a> Assert.assertEquals(0.25, cov.getEntry(0, 0), 1.0e-15);
+<a class="jxr_linenumber" name="174" href="#174">174</a> }
+<a class="jxr_linenumber" name="175" href="#175">175</a>
+<a class="jxr_linenumber" name="176" href="#176">176</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="177" href="#177">177</a> <em class="jxr_javadoccomment"> * Insufficient data</em>
+<a class="jxr_linenumber" name="178" href="#178">178</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="179" href="#179">179</a> @Test
+<a class="jxr_linenumber" name="180" href="#180">180</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testInsufficientData() {
+<a class="jxr_linenumber" name="181" href="#181">181</a> <strong class="jxr_keyword">double</strong>[] one = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {1};
+<a class="jxr_linenumber" name="182" href="#182">182</a> <strong class="jxr_keyword">double</strong>[] two = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {2};
+<a class="jxr_linenumber" name="183" href="#183">183</a> <strong class="jxr_keyword">try</strong> {
+<a class="jxr_linenumber" name="184" href="#184">184</a> <strong class="jxr_keyword">new</strong> Covariance().covariance(one, two, false);
+<a class="jxr_linenumber" name="185" href="#185">185</a> Assert.fail(<span class="jxr_string">"Expecting IllegalArgumentException"</span>);
+<a class="jxr_linenumber" name="186" href="#186">186</a> } <strong class="jxr_keyword">catch</strong> (IllegalArgumentException ex) {
+<a class="jxr_linenumber" name="187" href="#187">187</a> <em class="jxr_comment">// Expected</em>
+<a class="jxr_linenumber" name="188" href="#188">188</a> }
+<a class="jxr_linenumber" name="189" href="#189">189</a> <strong class="jxr_keyword">try</strong> {
+<a class="jxr_linenumber" name="190" href="#190">190</a> <strong class="jxr_keyword">new</strong> Covariance(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[][] {{},{}});
+<a class="jxr_linenumber" name="191" href="#191">191</a> Assert.fail(<span class="jxr_string">"Expecting NotStrictlyPositiveException"</span>);
+<a class="jxr_linenumber" name="192" href="#192">192</a> } <strong class="jxr_keyword">catch</strong> (NotStrictlyPositiveException ex) {
+<a class="jxr_linenumber" name="193" href="#193">193</a> <em class="jxr_comment">// Expected</em>
+<a class="jxr_linenumber" name="194" href="#194">194</a> }
+<a class="jxr_linenumber" name="195" href="#195">195</a> }
+<a class="jxr_linenumber" name="196" href="#196">196</a>
+<a class="jxr_linenumber" name="197" href="#197">197</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="198" href="#198">198</a> <em class="jxr_javadoccomment"> * Verify that diagonal entries are consistent with Variance computation and matrix matches</em>
+<a class="jxr_linenumber" name="199" href="#199">199</a> <em class="jxr_javadoccomment"> * column-by-column covariances</em>
+<a class="jxr_linenumber" name="200" href="#200">200</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="201" href="#201">201</a> @Test
+<a class="jxr_linenumber" name="202" href="#202">202</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testConsistency() {
+<a class="jxr_linenumber" name="203" href="#203">203</a> <strong class="jxr_keyword">final</strong> RealMatrix matrix = createRealMatrix(swissData, 47, 5);
+<a class="jxr_linenumber" name="204" href="#204">204</a> <strong class="jxr_keyword">final</strong> RealMatrix covarianceMatrix = <strong class="jxr_keyword">new</strong> Covariance(matrix).getCovarianceMatrix();
+<a class="jxr_linenumber" name="205" href="#205">205</a>
+<a class="jxr_linenumber" name="206" href="#206">206</a> <em class="jxr_comment">// Variances on the diagonal</em>
+<a class="jxr_linenumber" name="207" href="#207">207</a> Variance variance = <strong class="jxr_keyword">new</strong> Variance();
+<a class="jxr_linenumber" name="208" href="#208">208</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < 5; i++) {
+<a class="jxr_linenumber" name="209" href="#209">209</a> Assert.assertEquals(variance.evaluate(matrix.getColumn(i)), covarianceMatrix.getEntry(i,i), 10E-14);
+<a class="jxr_linenumber" name="210" href="#210">210</a> }
+<a class="jxr_linenumber" name="211" href="#211">211</a>
+<a class="jxr_linenumber" name="212" href="#212">212</a> <em class="jxr_comment">// Symmetry, column-consistency</em>
+<a class="jxr_linenumber" name="213" href="#213">213</a> Assert.assertEquals(covarianceMatrix.getEntry(2, 3),
+<a class="jxr_linenumber" name="214" href="#214">214</a> <strong class="jxr_keyword">new</strong> Covariance().covariance(matrix.getColumn(2), matrix.getColumn(3), <strong class="jxr_keyword">true</strong>), 10E-14);
+<a class="jxr_linenumber" name="215" href="#215">215</a> Assert.assertEquals(covarianceMatrix.getEntry(2, 3), covarianceMatrix.getEntry(3, 2), Double.MIN_VALUE);
+<a class="jxr_linenumber" name="216" href="#216">216</a>
+<a class="jxr_linenumber" name="217" href="#217">217</a> <em class="jxr_comment">// All columns same -> all entries = column variance</em>
+<a class="jxr_linenumber" name="218" href="#218">218</a> RealMatrix repeatedColumns = <strong class="jxr_keyword">new</strong> Array2DRowRealMatrix(47, 3);
+<a class="jxr_linenumber" name="219" href="#219">219</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < 3; i++) {
+<a class="jxr_linenumber" name="220" href="#220">220</a> repeatedColumns.setColumnMatrix(i, matrix.getColumnMatrix(0));
+<a class="jxr_linenumber" name="221" href="#221">221</a> }
+<a class="jxr_linenumber" name="222" href="#222">222</a> RealMatrix repeatedCovarianceMatrix = <strong class="jxr_keyword">new</strong> Covariance(repeatedColumns).getCovarianceMatrix();
+<a class="jxr_linenumber" name="223" href="#223">223</a> <strong class="jxr_keyword">double</strong> columnVariance = variance.evaluate(matrix.getColumn(0));
+<a class="jxr_linenumber" name="224" href="#224">224</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < 3; i++) {
+<a class="jxr_linenumber" name="225" href="#225">225</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> j = 0; j < 3; j++) {
+<a class="jxr_linenumber" name="226" href="#226">226</a> Assert.assertEquals(columnVariance, repeatedCovarianceMatrix.getEntry(i, j), 10E-14);
+<a class="jxr_linenumber" name="227" href="#227">227</a> }
+<a class="jxr_linenumber" name="228" href="#228">228</a> }
+<a class="jxr_linenumber" name="229" href="#229">229</a>
+<a class="jxr_linenumber" name="230" href="#230">230</a> <em class="jxr_comment">// Check bias-correction defaults</em>
+<a class="jxr_linenumber" name="231" href="#231">231</a> <strong class="jxr_keyword">double</strong>[][] data = matrix.getData();
+<a class="jxr_linenumber" name="232" href="#232">232</a> TestUtils.assertEquals(<span class="jxr_string">"Covariances"</span>,
+<a class="jxr_linenumber" name="233" href="#233">233</a> covarianceMatrix, <strong class="jxr_keyword">new</strong> Covariance().computeCovarianceMatrix(data),Double.MIN_VALUE);
+<a class="jxr_linenumber" name="234" href="#234">234</a> TestUtils.assertEquals(<span class="jxr_string">"Covariances"</span>,
+<a class="jxr_linenumber" name="235" href="#235">235</a> covarianceMatrix, <strong class="jxr_keyword">new</strong> Covariance().computeCovarianceMatrix(data, <strong class="jxr_keyword">true</strong>),Double.MIN_VALUE);
+<a class="jxr_linenumber" name="236" href="#236">236</a>
+<a class="jxr_linenumber" name="237" href="#237">237</a> <strong class="jxr_keyword">double</strong>[] x = data[0];
+<a class="jxr_linenumber" name="238" href="#238">238</a> <strong class="jxr_keyword">double</strong>[] y = data[1];
+<a class="jxr_linenumber" name="239" href="#239">239</a> Assert.assertEquals(<strong class="jxr_keyword">new</strong> Covariance().covariance(x, y),
+<a class="jxr_linenumber" name="240" href="#240">240</a> <strong class="jxr_keyword">new</strong> Covariance().covariance(x, y, <strong class="jxr_keyword">true</strong>), Double.MIN_VALUE);
<a class="jxr_linenumber" name="241" href="#241">241</a> }
-<a class="jxr_linenumber" name="242" href="#242">242</a> }
+<a class="jxr_linenumber" name="242" href="#242">242</a>
+<a class="jxr_linenumber" name="243" href="#243">243</a> <strong class="jxr_keyword">protected</strong> RealMatrix createRealMatrix(<strong class="jxr_keyword">double</strong>[] data, <strong class="jxr_keyword">int</strong> nRows, <strong class="jxr_keyword">int</strong> nCols) {
+<a class="jxr_linenumber" name="244" href="#244">244</a> <strong class="jxr_keyword">double</strong>[][] matrixData = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[nRows][nCols];
+<a class="jxr_linenumber" name="245" href="#245">245</a> <strong class="jxr_keyword">int</strong> ptr = 0;
+<a class="jxr_linenumber" name="246" href="#246">246</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < nRows; i++) {
+<a class="jxr_linenumber" name="247" href="#247">247</a> System.arraycopy(data, ptr, matrixData[i], 0, nCols);
+<a class="jxr_linenumber" name="248" href="#248">248</a> ptr += nCols;
+<a class="jxr_linenumber" name="249" href="#249">249</a> }
+<a class="jxr_linenumber" name="250" href="#250">250</a> <strong class="jxr_keyword">return</strong> <strong class="jxr_keyword">new</strong> Array2DRowRealMatrix(matrixData);
+<a class="jxr_linenumber" name="251" href="#251">251</a> }
+<a class="jxr_linenumber" name="252" href="#252">252</a> }
</pre>
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</html>
Modified: websites/production/commons/content/proper/commons-math/xref-test/org/apache/commons/math3/stat/correlation/SpearmansRankCorrelationTest.html
==============================================================================
--- websites/production/commons/content/proper/commons-math/xref-test/org/apache/commons/math3/stat/correlation/SpearmansRankCorrelationTest.html (original)
+++ websites/production/commons/content/proper/commons-math/xref-test/org/apache/commons/math3/stat/correlation/SpearmansRankCorrelationTest.html Sun Apr 7 07:52:05 2013
@@ -28,115 +28,147 @@
<a class="jxr_linenumber" name="18" href="#18">18</a>
<a class="jxr_linenumber" name="19" href="#19">19</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.TestUtils;
<a class="jxr_linenumber" name="20" href="#20">20</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.linear.BlockRealMatrix;
-<a class="jxr_linenumber" name="21" href="#21">21</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.linear.RealMatrix;
-<a class="jxr_linenumber" name="22" href="#22">22</a> <strong class="jxr_keyword">import</strong> org.junit.Assert;
-<a class="jxr_linenumber" name="23" href="#23">23</a> <strong class="jxr_keyword">import</strong> org.junit.Test;
-<a class="jxr_linenumber" name="24" href="#24">24</a>
-<a class="jxr_linenumber" name="25" href="#25">25</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="26" href="#26">26</a> <em class="jxr_javadoccomment"> * Test cases for Spearman's rank correlation</em>
-<a class="jxr_linenumber" name="27" href="#27">27</a> <em class="jxr_javadoccomment"> *</em>
-<a class="jxr_linenumber" name="28" href="#28">28</a> <em class="jxr_javadoccomment"> * @since 2.0</em>
-<a class="jxr_linenumber" name="29" href="#29">29</a> <em class="jxr_javadoccomment"> * @version $Id: SpearmansRankCorrelationTest.java 1364030 2012-07-21 01:10:04Z erans $</em>
-<a class="jxr_linenumber" name="30" href="#30">30</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="31" href="#31">31</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansRankCorrelationTest.html">SpearmansRankCorrelationTest</a> <strong class="jxr_keyword">extends</strong> <a href="../../../../../../org/apache/commons/math3/stat/correlation/PearsonsCorrelationTest.html">PearsonsCorrelationTest</a> {
-<a class="jxr_linenumber" name="32" href="#32">32</a>
-<a class="jxr_linenumber" name="33" href="#33">33</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="34" href="#34">34</a> <em class="jxr_javadoccomment"> * Test Longley dataset against R.</em>
-<a class="jxr_linenumber" name="35" href="#35">35</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="36" href="#36">36</a> @Override
-<a class="jxr_linenumber" name="37" href="#37">37</a> @Test
-<a class="jxr_linenumber" name="38" href="#38">38</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testLongly() {
-<a class="jxr_linenumber" name="39" href="#39">39</a> RealMatrix matrix = createRealMatrix(longleyData, 16, 7);
-<a class="jxr_linenumber" name="40" href="#40">40</a> SpearmansCorrelation corrInstance = <strong class="jxr_keyword">new</strong> SpearmansCorrelation(matrix);
-<a class="jxr_linenumber" name="41" href="#41">41</a> RealMatrix correlationMatrix = corrInstance.getCorrelationMatrix();
-<a class="jxr_linenumber" name="42" href="#42">42</a> <strong class="jxr_keyword">double</strong>[] rData = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {
-<a class="jxr_linenumber" name="43" href="#43">43</a> 1, 0.982352941176471, 0.985294117647059, 0.564705882352941, 0.2264705882352941, 0.976470588235294,
-<a class="jxr_linenumber" name="44" href="#44">44</a> 0.976470588235294, 0.982352941176471, 1, 0.997058823529412, 0.664705882352941, 0.2205882352941176,
-<a class="jxr_linenumber" name="45" href="#45">45</a> 0.997058823529412, 0.997058823529412, 0.985294117647059, 0.997058823529412, 1, 0.638235294117647,
-<a class="jxr_linenumber" name="46" href="#46">46</a> 0.2235294117647059, 0.9941176470588236, 0.9941176470588236, 0.564705882352941, 0.664705882352941,
-<a class="jxr_linenumber" name="47" href="#47">47</a> 0.638235294117647, 1, -0.3411764705882353, 0.685294117647059, 0.685294117647059, 0.2264705882352941,
-<a class="jxr_linenumber" name="48" href="#48">48</a> 0.2205882352941176, 0.2235294117647059, -0.3411764705882353, 1, 0.2264705882352941, 0.2264705882352941,
-<a class="jxr_linenumber" name="49" href="#49">49</a> 0.976470588235294, 0.997058823529412, 0.9941176470588236, 0.685294117647059, 0.2264705882352941, 1, 1,
-<a class="jxr_linenumber" name="50" href="#50">50</a> 0.976470588235294, 0.997058823529412, 0.9941176470588236, 0.685294117647059, 0.2264705882352941, 1, 1
-<a class="jxr_linenumber" name="51" href="#51">51</a> };
-<a class="jxr_linenumber" name="52" href="#52">52</a> TestUtils.assertEquals(<span class="jxr_string">"Spearman's correlation matrix"</span>, createRealMatrix(rData, 7, 7), correlationMatrix, 10E-15);
-<a class="jxr_linenumber" name="53" href="#53">53</a> }
-<a class="jxr_linenumber" name="54" href="#54">54</a>
-<a class="jxr_linenumber" name="55" href="#55">55</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="56" href="#56">56</a> <em class="jxr_javadoccomment"> * Test R swiss fertility dataset.</em>
-<a class="jxr_linenumber" name="57" href="#57">57</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="58" href="#58">58</a> @Test
-<a class="jxr_linenumber" name="59" href="#59">59</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testSwiss() {
-<a class="jxr_linenumber" name="60" href="#60">60</a> RealMatrix matrix = createRealMatrix(swissData, 47, 5);
-<a class="jxr_linenumber" name="61" href="#61">61</a> SpearmansCorrelation corrInstance = <strong class="jxr_keyword">new</strong> SpearmansCorrelation(matrix);
-<a class="jxr_linenumber" name="62" href="#62">62</a> RealMatrix correlationMatrix = corrInstance.getCorrelationMatrix();
-<a class="jxr_linenumber" name="63" href="#63">63</a> <strong class="jxr_keyword">double</strong>[] rData = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {
-<a class="jxr_linenumber" name="64" href="#64">64</a> 1, 0.2426642769364176, -0.660902996352354, -0.443257690360988, 0.4136455623012432,
-<a class="jxr_linenumber" name="65" href="#65">65</a> 0.2426642769364176, 1, -0.598859938748963, -0.650463814145816, 0.2886878090882852,
-<a class="jxr_linenumber" name="66" href="#66">66</a> -0.660902996352354, -0.598859938748963, 1, 0.674603831406147, -0.4750575257171745,
-<a class="jxr_linenumber" name="67" href="#67">67</a> -0.443257690360988, -0.650463814145816, 0.674603831406147, 1, -0.1444163088302244,
-<a class="jxr_linenumber" name="68" href="#68">68</a> 0.4136455623012432, 0.2886878090882852, -0.4750575257171745, -0.1444163088302244, 1
-<a class="jxr_linenumber" name="69" href="#69">69</a> };
-<a class="jxr_linenumber" name="70" href="#70">70</a> TestUtils.assertEquals(<span class="jxr_string">"Spearman's correlation matrix"</span>, createRealMatrix(rData, 5, 5), correlationMatrix, 10E-15);
-<a class="jxr_linenumber" name="71" href="#71">71</a> }
-<a class="jxr_linenumber" name="72" href="#72">72</a>
-<a class="jxr_linenumber" name="73" href="#73">73</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="74" href="#74">74</a> <em class="jxr_javadoccomment"> * Constant column</em>
-<a class="jxr_linenumber" name="75" href="#75">75</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="76" href="#76">76</a> @Override
-<a class="jxr_linenumber" name="77" href="#77">77</a> @Test
-<a class="jxr_linenumber" name="78" href="#78">78</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testConstant() {
-<a class="jxr_linenumber" name="79" href="#79">79</a> <strong class="jxr_keyword">double</strong>[] noVariance = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {1, 1, 1, 1};
-<a class="jxr_linenumber" name="80" href="#80">80</a> <strong class="jxr_keyword">double</strong>[] values = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {1, 2, 3, 4};
-<a class="jxr_linenumber" name="81" href="#81">81</a> Assert.assertTrue(Double.isNaN(<strong class="jxr_keyword">new</strong> SpearmansCorrelation().correlation(noVariance, values)));
-<a class="jxr_linenumber" name="82" href="#82">82</a> }
-<a class="jxr_linenumber" name="83" href="#83">83</a>
-<a class="jxr_linenumber" name="84" href="#84">84</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="85" href="#85">85</a> <em class="jxr_javadoccomment"> * Insufficient data</em>
-<a class="jxr_linenumber" name="86" href="#86">86</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="87" href="#87">87</a> @Override
-<a class="jxr_linenumber" name="88" href="#88">88</a> @Test
-<a class="jxr_linenumber" name="89" href="#89">89</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testInsufficientData() {
-<a class="jxr_linenumber" name="90" href="#90">90</a> <strong class="jxr_keyword">double</strong>[] one = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {1};
-<a class="jxr_linenumber" name="91" href="#91">91</a> <strong class="jxr_keyword">double</strong>[] two = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {2};
-<a class="jxr_linenumber" name="92" href="#92">92</a> <strong class="jxr_keyword">try</strong> {
-<a class="jxr_linenumber" name="93" href="#93">93</a> <strong class="jxr_keyword">new</strong> SpearmansCorrelation().correlation(one, two);
-<a class="jxr_linenumber" name="94" href="#94">94</a> Assert.fail(<span class="jxr_string">"Expecting IllegalArgumentException"</span>);
-<a class="jxr_linenumber" name="95" href="#95">95</a> } <strong class="jxr_keyword">catch</strong> (IllegalArgumentException ex) {
-<a class="jxr_linenumber" name="96" href="#96">96</a> <em class="jxr_comment">// Expected</em>
-<a class="jxr_linenumber" name="97" href="#97">97</a> }
-<a class="jxr_linenumber" name="98" href="#98">98</a> RealMatrix matrix = <strong class="jxr_keyword">new</strong> BlockRealMatrix(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[][] {{0},{1}});
-<a class="jxr_linenumber" name="99" href="#99">99</a> <strong class="jxr_keyword">try</strong> {
-<a class="jxr_linenumber" name="100" href="#100">100</a> <strong class="jxr_keyword">new</strong> SpearmansCorrelation(matrix);
-<a class="jxr_linenumber" name="101" href="#101">101</a> Assert.fail(<span class="jxr_string">"Expecting IllegalArgumentException"</span>);
-<a class="jxr_linenumber" name="102" href="#102">102</a> } <strong class="jxr_keyword">catch</strong> (IllegalArgumentException ex) {
-<a class="jxr_linenumber" name="103" href="#103">103</a> <em class="jxr_comment">// Expected</em>
-<a class="jxr_linenumber" name="104" href="#104">104</a> }
-<a class="jxr_linenumber" name="105" href="#105">105</a> }
-<a class="jxr_linenumber" name="106" href="#106">106</a>
-<a class="jxr_linenumber" name="107" href="#107">107</a> @Override
-<a class="jxr_linenumber" name="108" href="#108">108</a> @Test
-<a class="jxr_linenumber" name="109" href="#109">109</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testConsistency() {
-<a class="jxr_linenumber" name="110" href="#110">110</a> RealMatrix matrix = createRealMatrix(longleyData, 16, 7);
-<a class="jxr_linenumber" name="111" href="#111">111</a> SpearmansCorrelation corrInstance = <strong class="jxr_keyword">new</strong> SpearmansCorrelation(matrix);
-<a class="jxr_linenumber" name="112" href="#112">112</a> <strong class="jxr_keyword">double</strong>[][] data = matrix.getData();
-<a class="jxr_linenumber" name="113" href="#113">113</a> <strong class="jxr_keyword">double</strong>[] x = matrix.getColumn(0);
-<a class="jxr_linenumber" name="114" href="#114">114</a> <strong class="jxr_keyword">double</strong>[] y = matrix.getColumn(1);
-<a class="jxr_linenumber" name="115" href="#115">115</a> Assert.assertEquals(<strong class="jxr_keyword">new</strong> SpearmansCorrelation().correlation(x, y),
-<a class="jxr_linenumber" name="116" href="#116">116</a> corrInstance.getCorrelationMatrix().getEntry(0, 1), Double.MIN_VALUE);
-<a class="jxr_linenumber" name="117" href="#117">117</a> TestUtils.assertEquals(<span class="jxr_string">"Correlation matrix"</span>, corrInstance.getCorrelationMatrix(),
-<a class="jxr_linenumber" name="118" href="#118">118</a> <strong class="jxr_keyword">new</strong> SpearmansCorrelation().computeCorrelationMatrix(data), Double.MIN_VALUE);
-<a class="jxr_linenumber" name="119" href="#119">119</a> }
-<a class="jxr_linenumber" name="120" href="#120">120</a>
-<a class="jxr_linenumber" name="121" href="#121">121</a> <em class="jxr_comment">// Not relevant here</em>
-<a class="jxr_linenumber" name="122" href="#122">122</a> @Override
-<a class="jxr_linenumber" name="123" href="#123">123</a> @Test
-<a class="jxr_linenumber" name="124" href="#124">124</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testStdErrorConsistency() {}
-<a class="jxr_linenumber" name="125" href="#125">125</a> @Override
-<a class="jxr_linenumber" name="126" href="#126">126</a> @Test
-<a class="jxr_linenumber" name="127" href="#127">127</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testCovarianceConsistency() {}
+<a class="jxr_linenumber" name="21" href="#21">21</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.linear.MatrixUtils;
+<a class="jxr_linenumber" name="22" href="#22">22</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.linear.RealMatrix;
+<a class="jxr_linenumber" name="23" href="#23">23</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.stat.ranking.NaNStrategy;
+<a class="jxr_linenumber" name="24" href="#24">24</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.stat.ranking.NaturalRanking;
+<a class="jxr_linenumber" name="25" href="#25">25</a> <strong class="jxr_keyword">import</strong> org.junit.Assert;
+<a class="jxr_linenumber" name="26" href="#26">26</a> <strong class="jxr_keyword">import</strong> org.junit.Test;
+<a class="jxr_linenumber" name="27" href="#27">27</a>
+<a class="jxr_linenumber" name="28" href="#28">28</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="29" href="#29">29</a> <em class="jxr_javadoccomment"> * Test cases for Spearman's rank correlation</em>
+<a class="jxr_linenumber" name="30" href="#30">30</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="31" href="#31">31</a> <em class="jxr_javadoccomment"> * @since 2.0</em>
+<a class="jxr_linenumber" name="32" href="#32">32</a> <em class="jxr_javadoccomment"> * @version $Id: SpearmansRankCorrelationTest.java 1461822 2013-03-27 19:44:22Z tn $</em>
+<a class="jxr_linenumber" name="33" href="#33">33</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="34" href="#34">34</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansRankCorrelationTest.html">SpearmansRankCorrelationTest</a> <strong class="jxr_keyword">extends</strong> <a href="../../../../../../org/apache/commons/math3/stat/correlation/PearsonsCorrelationTest.html">PearsonsCorrelationTest</a> {
+<a class="jxr_linenumber" name="35" href="#35">35</a>
+<a class="jxr_linenumber" name="36" href="#36">36</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="37" href="#37">37</a> <em class="jxr_javadoccomment"> * Test Longley dataset against R.</em>
+<a class="jxr_linenumber" name="38" href="#38">38</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="39" href="#39">39</a> @Override
+<a class="jxr_linenumber" name="40" href="#40">40</a> @Test
+<a class="jxr_linenumber" name="41" href="#41">41</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testLongly() {
+<a class="jxr_linenumber" name="42" href="#42">42</a> RealMatrix matrix = createRealMatrix(longleyData, 16, 7);
+<a class="jxr_linenumber" name="43" href="#43">43</a> SpearmansCorrelation corrInstance = <strong class="jxr_keyword">new</strong> SpearmansCorrelation(matrix);
+<a class="jxr_linenumber" name="44" href="#44">44</a> RealMatrix correlationMatrix = corrInstance.getCorrelationMatrix();
+<a class="jxr_linenumber" name="45" href="#45">45</a> <strong class="jxr_keyword">double</strong>[] rData = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {
+<a class="jxr_linenumber" name="46" href="#46">46</a> 1, 0.982352941176471, 0.985294117647059, 0.564705882352941, 0.2264705882352941, 0.976470588235294,
+<a class="jxr_linenumber" name="47" href="#47">47</a> 0.976470588235294, 0.982352941176471, 1, 0.997058823529412, 0.664705882352941, 0.2205882352941176,
+<a class="jxr_linenumber" name="48" href="#48">48</a> 0.997058823529412, 0.997058823529412, 0.985294117647059, 0.997058823529412, 1, 0.638235294117647,
+<a class="jxr_linenumber" name="49" href="#49">49</a> 0.2235294117647059, 0.9941176470588236, 0.9941176470588236, 0.564705882352941, 0.664705882352941,
+<a class="jxr_linenumber" name="50" href="#50">50</a> 0.638235294117647, 1, -0.3411764705882353, 0.685294117647059, 0.685294117647059, 0.2264705882352941,
+<a class="jxr_linenumber" name="51" href="#51">51</a> 0.2205882352941176, 0.2235294117647059, -0.3411764705882353, 1, 0.2264705882352941, 0.2264705882352941,
+<a class="jxr_linenumber" name="52" href="#52">52</a> 0.976470588235294, 0.997058823529412, 0.9941176470588236, 0.685294117647059, 0.2264705882352941, 1, 1,
+<a class="jxr_linenumber" name="53" href="#53">53</a> 0.976470588235294, 0.997058823529412, 0.9941176470588236, 0.685294117647059, 0.2264705882352941, 1, 1
+<a class="jxr_linenumber" name="54" href="#54">54</a> };
+<a class="jxr_linenumber" name="55" href="#55">55</a> TestUtils.assertEquals(<span class="jxr_string">"Spearman's correlation matrix"</span>, createRealMatrix(rData, 7, 7), correlationMatrix, 10E-15);
+<a class="jxr_linenumber" name="56" href="#56">56</a> }
+<a class="jxr_linenumber" name="57" href="#57">57</a>
+<a class="jxr_linenumber" name="58" href="#58">58</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="59" href="#59">59</a> <em class="jxr_javadoccomment"> * Test R swiss fertility dataset.</em>
+<a class="jxr_linenumber" name="60" href="#60">60</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="61" href="#61">61</a> @Test
+<a class="jxr_linenumber" name="62" href="#62">62</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testSwiss() {
+<a class="jxr_linenumber" name="63" href="#63">63</a> RealMatrix matrix = createRealMatrix(swissData, 47, 5);
+<a class="jxr_linenumber" name="64" href="#64">64</a> SpearmansCorrelation corrInstance = <strong class="jxr_keyword">new</strong> SpearmansCorrelation(matrix);
+<a class="jxr_linenumber" name="65" href="#65">65</a> RealMatrix correlationMatrix = corrInstance.getCorrelationMatrix();
+<a class="jxr_linenumber" name="66" href="#66">66</a> <strong class="jxr_keyword">double</strong>[] rData = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {
+<a class="jxr_linenumber" name="67" href="#67">67</a> 1, 0.2426642769364176, -0.660902996352354, -0.443257690360988, 0.4136455623012432,
+<a class="jxr_linenumber" name="68" href="#68">68</a> 0.2426642769364176, 1, -0.598859938748963, -0.650463814145816, 0.2886878090882852,
+<a class="jxr_linenumber" name="69" href="#69">69</a> -0.660902996352354, -0.598859938748963, 1, 0.674603831406147, -0.4750575257171745,
+<a class="jxr_linenumber" name="70" href="#70">70</a> -0.443257690360988, -0.650463814145816, 0.674603831406147, 1, -0.1444163088302244,
+<a class="jxr_linenumber" name="71" href="#71">71</a> 0.4136455623012432, 0.2886878090882852, -0.4750575257171745, -0.1444163088302244, 1
+<a class="jxr_linenumber" name="72" href="#72">72</a> };
+<a class="jxr_linenumber" name="73" href="#73">73</a> TestUtils.assertEquals(<span class="jxr_string">"Spearman's correlation matrix"</span>, createRealMatrix(rData, 5, 5), correlationMatrix, 10E-15);
+<a class="jxr_linenumber" name="74" href="#74">74</a> }
+<a class="jxr_linenumber" name="75" href="#75">75</a>
+<a class="jxr_linenumber" name="76" href="#76">76</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="77" href="#77">77</a> <em class="jxr_javadoccomment"> * Constant column</em>
+<a class="jxr_linenumber" name="78" href="#78">78</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="79" href="#79">79</a> @Override
+<a class="jxr_linenumber" name="80" href="#80">80</a> @Test
+<a class="jxr_linenumber" name="81" href="#81">81</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testConstant() {
+<a class="jxr_linenumber" name="82" href="#82">82</a> <strong class="jxr_keyword">double</strong>[] noVariance = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {1, 1, 1, 1};
+<a class="jxr_linenumber" name="83" href="#83">83</a> <strong class="jxr_keyword">double</strong>[] values = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {1, 2, 3, 4};
+<a class="jxr_linenumber" name="84" href="#84">84</a> Assert.assertTrue(Double.isNaN(<strong class="jxr_keyword">new</strong> SpearmansCorrelation().correlation(noVariance, values)));
+<a class="jxr_linenumber" name="85" href="#85">85</a> }
+<a class="jxr_linenumber" name="86" href="#86">86</a>
+<a class="jxr_linenumber" name="87" href="#87">87</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="88" href="#88">88</a> <em class="jxr_javadoccomment"> * Insufficient data</em>
+<a class="jxr_linenumber" name="89" href="#89">89</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="90" href="#90">90</a> @Override
+<a class="jxr_linenumber" name="91" href="#91">91</a> @Test
+<a class="jxr_linenumber" name="92" href="#92">92</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testInsufficientData() {
+<a class="jxr_linenumber" name="93" href="#93">93</a> <strong class="jxr_keyword">double</strong>[] one = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {1};
+<a class="jxr_linenumber" name="94" href="#94">94</a> <strong class="jxr_keyword">double</strong>[] two = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] {2};
+<a class="jxr_linenumber" name="95" href="#95">95</a> <strong class="jxr_keyword">try</strong> {
+<a class="jxr_linenumber" name="96" href="#96">96</a> <strong class="jxr_keyword">new</strong> SpearmansCorrelation().correlation(one, two);
+<a class="jxr_linenumber" name="97" href="#97">97</a> Assert.fail(<span class="jxr_string">"Expecting IllegalArgumentException"</span>);
+<a class="jxr_linenumber" name="98" href="#98">98</a> } <strong class="jxr_keyword">catch</strong> (IllegalArgumentException ex) {
+<a class="jxr_linenumber" name="99" href="#99">99</a> <em class="jxr_comment">// Expected</em>
+<a class="jxr_linenumber" name="100" href="#100">100</a> }
+<a class="jxr_linenumber" name="101" href="#101">101</a> RealMatrix matrix = <strong class="jxr_keyword">new</strong> BlockRealMatrix(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[][] {{0},{1}});
+<a class="jxr_linenumber" name="102" href="#102">102</a> <strong class="jxr_keyword">try</strong> {
+<a class="jxr_linenumber" name="103" href="#103">103</a> <strong class="jxr_keyword">new</strong> SpearmansCorrelation(matrix);
+<a class="jxr_linenumber" name="104" href="#104">104</a> Assert.fail(<span class="jxr_string">"Expecting IllegalArgumentException"</span>);
+<a class="jxr_linenumber" name="105" href="#105">105</a> } <strong class="jxr_keyword">catch</strong> (IllegalArgumentException ex) {
+<a class="jxr_linenumber" name="106" href="#106">106</a> <em class="jxr_comment">// Expected</em>
+<a class="jxr_linenumber" name="107" href="#107">107</a> }
+<a class="jxr_linenumber" name="108" href="#108">108</a> }
+<a class="jxr_linenumber" name="109" href="#109">109</a>
+<a class="jxr_linenumber" name="110" href="#110">110</a> @Override
+<a class="jxr_linenumber" name="111" href="#111">111</a> @Test
+<a class="jxr_linenumber" name="112" href="#112">112</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testConsistency() {
+<a class="jxr_linenumber" name="113" href="#113">113</a> RealMatrix matrix = createRealMatrix(longleyData, 16, 7);
+<a class="jxr_linenumber" name="114" href="#114">114</a> SpearmansCorrelation corrInstance = <strong class="jxr_keyword">new</strong> SpearmansCorrelation(matrix);
+<a class="jxr_linenumber" name="115" href="#115">115</a> <strong class="jxr_keyword">double</strong>[][] data = matrix.getData();
+<a class="jxr_linenumber" name="116" href="#116">116</a> <strong class="jxr_keyword">double</strong>[] x = matrix.getColumn(0);
+<a class="jxr_linenumber" name="117" href="#117">117</a> <strong class="jxr_keyword">double</strong>[] y = matrix.getColumn(1);
+<a class="jxr_linenumber" name="118" href="#118">118</a> Assert.assertEquals(<strong class="jxr_keyword">new</strong> SpearmansCorrelation().correlation(x, y),
+<a class="jxr_linenumber" name="119" href="#119">119</a> corrInstance.getCorrelationMatrix().getEntry(0, 1), Double.MIN_VALUE);
+<a class="jxr_linenumber" name="120" href="#120">120</a> TestUtils.assertEquals(<span class="jxr_string">"Correlation matrix"</span>, corrInstance.getCorrelationMatrix(),
+<a class="jxr_linenumber" name="121" href="#121">121</a> <strong class="jxr_keyword">new</strong> SpearmansCorrelation().computeCorrelationMatrix(data), Double.MIN_VALUE);
+<a class="jxr_linenumber" name="122" href="#122">122</a> }
+<a class="jxr_linenumber" name="123" href="#123">123</a>
+<a class="jxr_linenumber" name="124" href="#124">124</a> @Test
+<a class="jxr_linenumber" name="125" href="#125">125</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testMath891Array() {
+<a class="jxr_linenumber" name="126" href="#126">126</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] xArray = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { Double.NaN, 1.9, 2, 100, 3 };
+<a class="jxr_linenumber" name="127" href="#127">127</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] yArray = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 10, 2, 10, Double.NaN, 4 };
<a class="jxr_linenumber" name="128" href="#128">128</a>
-<a class="jxr_linenumber" name="129" href="#129">129</a> }
+<a class="jxr_linenumber" name="129" href="#129">129</a> NaturalRanking ranking = <strong class="jxr_keyword">new</strong> NaturalRanking(NaNStrategy.REMOVED);
+<a class="jxr_linenumber" name="130" href="#130">130</a> SpearmansCorrelation spearman = <strong class="jxr_keyword">new</strong> SpearmansCorrelation(ranking);
+<a class="jxr_linenumber" name="131" href="#131">131</a>
+<a class="jxr_linenumber" name="132" href="#132">132</a> Assert.assertEquals(0.5, spearman.correlation(xArray, yArray), Double.MIN_VALUE);
+<a class="jxr_linenumber" name="133" href="#133">133</a> }
+<a class="jxr_linenumber" name="134" href="#134">134</a>
+<a class="jxr_linenumber" name="135" href="#135">135</a> @Test
+<a class="jxr_linenumber" name="136" href="#136">136</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testMath891Matrix() {
+<a class="jxr_linenumber" name="137" href="#137">137</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] xArray = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { Double.NaN, 1.9, 2, 100, 3 };
+<a class="jxr_linenumber" name="138" href="#138">138</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] yArray = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 10, 2, 10, Double.NaN, 4 };
+<a class="jxr_linenumber" name="139" href="#139">139</a>
+<a class="jxr_linenumber" name="140" href="#140">140</a> RealMatrix matrix = MatrixUtils.createRealMatrix(xArray.length, 2);
+<a class="jxr_linenumber" name="141" href="#141">141</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < xArray.length; i++) {
+<a class="jxr_linenumber" name="142" href="#142">142</a> matrix.addToEntry(i, 0, xArray[i]);
+<a class="jxr_linenumber" name="143" href="#143">143</a> matrix.addToEntry(i, 1, yArray[i]);
+<a class="jxr_linenumber" name="144" href="#144">144</a> }
+<a class="jxr_linenumber" name="145" href="#145">145</a>
+<a class="jxr_linenumber" name="146" href="#146">146</a> <em class="jxr_comment">// compute correlation</em>
+<a class="jxr_linenumber" name="147" href="#147">147</a> NaturalRanking ranking = <strong class="jxr_keyword">new</strong> NaturalRanking(NaNStrategy.REMOVED);
+<a class="jxr_linenumber" name="148" href="#148">148</a> SpearmansCorrelation spearman = <strong class="jxr_keyword">new</strong> SpearmansCorrelation(matrix, ranking);
+<a class="jxr_linenumber" name="149" href="#149">149</a>
+<a class="jxr_linenumber" name="150" href="#150">150</a> Assert.assertEquals(0.5, spearman.getCorrelationMatrix().getEntry(0, 1), Double.MIN_VALUE);
+<a class="jxr_linenumber" name="151" href="#151">151</a> }
+<a class="jxr_linenumber" name="152" href="#152">152</a>
+<a class="jxr_linenumber" name="153" href="#153">153</a> <em class="jxr_comment">// Not relevant here</em>
+<a class="jxr_linenumber" name="154" href="#154">154</a> @Override
+<a class="jxr_linenumber" name="155" href="#155">155</a> @Test
+<a class="jxr_linenumber" name="156" href="#156">156</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testStdErrorConsistency() {}
+<a class="jxr_linenumber" name="157" href="#157">157</a> @Override
+<a class="jxr_linenumber" name="158" href="#158">158</a> @Test
+<a class="jxr_linenumber" name="159" href="#159">159</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testCovarianceConsistency() {}
+<a class="jxr_linenumber" name="160" href="#160">160</a>
+<a class="jxr_linenumber" name="161" href="#161">161</a> }
</pre>
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