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Posted to commits@commons.apache.org by lu...@apache.org on 2013/04/07 01:42:02 UTC
svn commit: r857558 [34/39] - in
/websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3:
./ analysis/ analysis/differentiation/ analysis/interpolation/ complex/
dfp/ distribution/ distribution/fitting/ ex...
Modified: websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/stat/correlation/CovarianceTest.html
==============================================================================
--- websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/stat/correlation/CovarianceTest.html (original)
+++ websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/stat/correlation/CovarianceTest.html Sat Apr 6 23:42:01 2013
@@ -20,229 +20,239 @@
<FONT color="green">017</FONT> package org.apache.commons.math3.stat.correlation;<a name="line.17"></a>
<FONT color="green">018</FONT> <a name="line.18"></a>
<FONT color="green">019</FONT> import org.apache.commons.math3.TestUtils;<a name="line.19"></a>
-<FONT color="green">020</FONT> import org.apache.commons.math3.linear.RealMatrix;<a name="line.20"></a>
-<FONT color="green">021</FONT> import org.apache.commons.math3.linear.Array2DRowRealMatrix;<a name="line.21"></a>
-<FONT color="green">022</FONT> import org.apache.commons.math3.stat.descriptive.moment.Variance;<a name="line.22"></a>
-<FONT color="green">023</FONT> import org.junit.Assert;<a name="line.23"></a>
-<FONT color="green">024</FONT> import org.junit.Test;<a name="line.24"></a>
-<FONT color="green">025</FONT> <a name="line.25"></a>
+<FONT color="green">020</FONT> import org.apache.commons.math3.exception.NotStrictlyPositiveException;<a name="line.20"></a>
+<FONT color="green">021</FONT> import org.apache.commons.math3.linear.RealMatrix;<a name="line.21"></a>
+<FONT color="green">022</FONT> import org.apache.commons.math3.linear.Array2DRowRealMatrix;<a name="line.22"></a>
+<FONT color="green">023</FONT> import org.apache.commons.math3.stat.descriptive.moment.Variance;<a name="line.23"></a>
+<FONT color="green">024</FONT> import org.junit.Assert;<a name="line.24"></a>
+<FONT color="green">025</FONT> import org.junit.Test;<a name="line.25"></a>
<FONT color="green">026</FONT> <a name="line.26"></a>
-<FONT color="green">027</FONT> public class CovarianceTest {<a name="line.27"></a>
-<FONT color="green">028</FONT> <a name="line.28"></a>
-<FONT color="green">029</FONT> protected final double[] longleyData = new double[] {<a name="line.29"></a>
-<FONT color="green">030</FONT> 60323,83.0,234289,2356,1590,107608,1947,<a name="line.30"></a>
-<FONT color="green">031</FONT> 61122,88.5,259426,2325,1456,108632,1948,<a name="line.31"></a>
-<FONT color="green">032</FONT> 60171,88.2,258054,3682,1616,109773,1949,<a name="line.32"></a>
-<FONT color="green">033</FONT> 61187,89.5,284599,3351,1650,110929,1950,<a name="line.33"></a>
-<FONT color="green">034</FONT> 63221,96.2,328975,2099,3099,112075,1951,<a name="line.34"></a>
-<FONT color="green">035</FONT> 63639,98.1,346999,1932,3594,113270,1952,<a name="line.35"></a>
-<FONT color="green">036</FONT> 64989,99.0,365385,1870,3547,115094,1953,<a name="line.36"></a>
-<FONT color="green">037</FONT> 63761,100.0,363112,3578,3350,116219,1954,<a name="line.37"></a>
-<FONT color="green">038</FONT> 66019,101.2,397469,2904,3048,117388,1955,<a name="line.38"></a>
-<FONT color="green">039</FONT> 67857,104.6,419180,2822,2857,118734,1956,<a name="line.39"></a>
-<FONT color="green">040</FONT> 68169,108.4,442769,2936,2798,120445,1957,<a name="line.40"></a>
-<FONT color="green">041</FONT> 66513,110.8,444546,4681,2637,121950,1958,<a name="line.41"></a>
-<FONT color="green">042</FONT> 68655,112.6,482704,3813,2552,123366,1959,<a name="line.42"></a>
-<FONT color="green">043</FONT> 69564,114.2,502601,3931,2514,125368,1960,<a name="line.43"></a>
-<FONT color="green">044</FONT> 69331,115.7,518173,4806,2572,127852,1961,<a name="line.44"></a>
-<FONT color="green">045</FONT> 70551,116.9,554894,4007,2827,130081,1962<a name="line.45"></a>
-<FONT color="green">046</FONT> };<a name="line.46"></a>
-<FONT color="green">047</FONT> <a name="line.47"></a>
-<FONT color="green">048</FONT> protected final double[] swissData = new double[] {<a name="line.48"></a>
-<FONT color="green">049</FONT> 80.2,17.0,15,12,9.96,<a name="line.49"></a>
-<FONT color="green">050</FONT> 83.1,45.1,6,9,84.84,<a name="line.50"></a>
-<FONT color="green">051</FONT> 92.5,39.7,5,5,93.40,<a name="line.51"></a>
-<FONT color="green">052</FONT> 85.8,36.5,12,7,33.77,<a name="line.52"></a>
-<FONT color="green">053</FONT> 76.9,43.5,17,15,5.16,<a name="line.53"></a>
-<FONT color="green">054</FONT> 76.1,35.3,9,7,90.57,<a name="line.54"></a>
-<FONT color="green">055</FONT> 83.8,70.2,16,7,92.85,<a name="line.55"></a>
-<FONT color="green">056</FONT> 92.4,67.8,14,8,97.16,<a name="line.56"></a>
-<FONT color="green">057</FONT> 82.4,53.3,12,7,97.67,<a name="line.57"></a>
-<FONT color="green">058</FONT> 82.9,45.2,16,13,91.38,<a name="line.58"></a>
-<FONT color="green">059</FONT> 87.1,64.5,14,6,98.61,<a name="line.59"></a>
-<FONT color="green">060</FONT> 64.1,62.0,21,12,8.52,<a name="line.60"></a>
-<FONT color="green">061</FONT> 66.9,67.5,14,7,2.27,<a name="line.61"></a>
-<FONT color="green">062</FONT> 68.9,60.7,19,12,4.43,<a name="line.62"></a>
-<FONT color="green">063</FONT> 61.7,69.3,22,5,2.82,<a name="line.63"></a>
-<FONT color="green">064</FONT> 68.3,72.6,18,2,24.20,<a name="line.64"></a>
-<FONT color="green">065</FONT> 71.7,34.0,17,8,3.30,<a name="line.65"></a>
-<FONT color="green">066</FONT> 55.7,19.4,26,28,12.11,<a name="line.66"></a>
-<FONT color="green">067</FONT> 54.3,15.2,31,20,2.15,<a name="line.67"></a>
-<FONT color="green">068</FONT> 65.1,73.0,19,9,2.84,<a name="line.68"></a>
-<FONT color="green">069</FONT> 65.5,59.8,22,10,5.23,<a name="line.69"></a>
-<FONT color="green">070</FONT> 65.0,55.1,14,3,4.52,<a name="line.70"></a>
-<FONT color="green">071</FONT> 56.6,50.9,22,12,15.14,<a name="line.71"></a>
-<FONT color="green">072</FONT> 57.4,54.1,20,6,4.20,<a name="line.72"></a>
-<FONT color="green">073</FONT> 72.5,71.2,12,1,2.40,<a name="line.73"></a>
-<FONT color="green">074</FONT> 74.2,58.1,14,8,5.23,<a name="line.74"></a>
-<FONT color="green">075</FONT> 72.0,63.5,6,3,2.56,<a name="line.75"></a>
-<FONT color="green">076</FONT> 60.5,60.8,16,10,7.72,<a name="line.76"></a>
-<FONT color="green">077</FONT> 58.3,26.8,25,19,18.46,<a name="line.77"></a>
-<FONT color="green">078</FONT> 65.4,49.5,15,8,6.10,<a name="line.78"></a>
-<FONT color="green">079</FONT> 75.5,85.9,3,2,99.71,<a name="line.79"></a>
-<FONT color="green">080</FONT> 69.3,84.9,7,6,99.68,<a name="line.80"></a>
-<FONT color="green">081</FONT> 77.3,89.7,5,2,100.00,<a name="line.81"></a>
-<FONT color="green">082</FONT> 70.5,78.2,12,6,98.96,<a name="line.82"></a>
-<FONT color="green">083</FONT> 79.4,64.9,7,3,98.22,<a name="line.83"></a>
-<FONT color="green">084</FONT> 65.0,75.9,9,9,99.06,<a name="line.84"></a>
-<FONT color="green">085</FONT> 92.2,84.6,3,3,99.46,<a name="line.85"></a>
-<FONT color="green">086</FONT> 79.3,63.1,13,13,96.83,<a name="line.86"></a>
-<FONT color="green">087</FONT> 70.4,38.4,26,12,5.62,<a name="line.87"></a>
-<FONT color="green">088</FONT> 65.7,7.7,29,11,13.79,<a name="line.88"></a>
-<FONT color="green">089</FONT> 72.7,16.7,22,13,11.22,<a name="line.89"></a>
-<FONT color="green">090</FONT> 64.4,17.6,35,32,16.92,<a name="line.90"></a>
-<FONT color="green">091</FONT> 77.6,37.6,15,7,4.97,<a name="line.91"></a>
-<FONT color="green">092</FONT> 67.6,18.7,25,7,8.65,<a name="line.92"></a>
-<FONT color="green">093</FONT> 35.0,1.2,37,53,42.34,<a name="line.93"></a>
-<FONT color="green">094</FONT> 44.7,46.6,16,29,50.43,<a name="line.94"></a>
-<FONT color="green">095</FONT> 42.8,27.7,22,29,58.33<a name="line.95"></a>
-<FONT color="green">096</FONT> };<a name="line.96"></a>
-<FONT color="green">097</FONT> <a name="line.97"></a>
+<FONT color="green">027</FONT> <a name="line.27"></a>
+<FONT color="green">028</FONT> public class CovarianceTest {<a name="line.28"></a>
+<FONT color="green">029</FONT> <a name="line.29"></a>
+<FONT color="green">030</FONT> protected final double[] longleyData = new double[] {<a name="line.30"></a>
+<FONT color="green">031</FONT> 60323,83.0,234289,2356,1590,107608,1947,<a name="line.31"></a>
+<FONT color="green">032</FONT> 61122,88.5,259426,2325,1456,108632,1948,<a name="line.32"></a>
+<FONT color="green">033</FONT> 60171,88.2,258054,3682,1616,109773,1949,<a name="line.33"></a>
+<FONT color="green">034</FONT> 61187,89.5,284599,3351,1650,110929,1950,<a name="line.34"></a>
+<FONT color="green">035</FONT> 63221,96.2,328975,2099,3099,112075,1951,<a name="line.35"></a>
+<FONT color="green">036</FONT> 63639,98.1,346999,1932,3594,113270,1952,<a name="line.36"></a>
+<FONT color="green">037</FONT> 64989,99.0,365385,1870,3547,115094,1953,<a name="line.37"></a>
+<FONT color="green">038</FONT> 63761,100.0,363112,3578,3350,116219,1954,<a name="line.38"></a>
+<FONT color="green">039</FONT> 66019,101.2,397469,2904,3048,117388,1955,<a name="line.39"></a>
+<FONT color="green">040</FONT> 67857,104.6,419180,2822,2857,118734,1956,<a name="line.40"></a>
+<FONT color="green">041</FONT> 68169,108.4,442769,2936,2798,120445,1957,<a name="line.41"></a>
+<FONT color="green">042</FONT> 66513,110.8,444546,4681,2637,121950,1958,<a name="line.42"></a>
+<FONT color="green">043</FONT> 68655,112.6,482704,3813,2552,123366,1959,<a name="line.43"></a>
+<FONT color="green">044</FONT> 69564,114.2,502601,3931,2514,125368,1960,<a name="line.44"></a>
+<FONT color="green">045</FONT> 69331,115.7,518173,4806,2572,127852,1961,<a name="line.45"></a>
+<FONT color="green">046</FONT> 70551,116.9,554894,4007,2827,130081,1962<a name="line.46"></a>
+<FONT color="green">047</FONT> };<a name="line.47"></a>
+<FONT color="green">048</FONT> <a name="line.48"></a>
+<FONT color="green">049</FONT> protected final double[] swissData = new double[] {<a name="line.49"></a>
+<FONT color="green">050</FONT> 80.2,17.0,15,12,9.96,<a name="line.50"></a>
+<FONT color="green">051</FONT> 83.1,45.1,6,9,84.84,<a name="line.51"></a>
+<FONT color="green">052</FONT> 92.5,39.7,5,5,93.40,<a name="line.52"></a>
+<FONT color="green">053</FONT> 85.8,36.5,12,7,33.77,<a name="line.53"></a>
+<FONT color="green">054</FONT> 76.9,43.5,17,15,5.16,<a name="line.54"></a>
+<FONT color="green">055</FONT> 76.1,35.3,9,7,90.57,<a name="line.55"></a>
+<FONT color="green">056</FONT> 83.8,70.2,16,7,92.85,<a name="line.56"></a>
+<FONT color="green">057</FONT> 92.4,67.8,14,8,97.16,<a name="line.57"></a>
+<FONT color="green">058</FONT> 82.4,53.3,12,7,97.67,<a name="line.58"></a>
+<FONT color="green">059</FONT> 82.9,45.2,16,13,91.38,<a name="line.59"></a>
+<FONT color="green">060</FONT> 87.1,64.5,14,6,98.61,<a name="line.60"></a>
+<FONT color="green">061</FONT> 64.1,62.0,21,12,8.52,<a name="line.61"></a>
+<FONT color="green">062</FONT> 66.9,67.5,14,7,2.27,<a name="line.62"></a>
+<FONT color="green">063</FONT> 68.9,60.7,19,12,4.43,<a name="line.63"></a>
+<FONT color="green">064</FONT> 61.7,69.3,22,5,2.82,<a name="line.64"></a>
+<FONT color="green">065</FONT> 68.3,72.6,18,2,24.20,<a name="line.65"></a>
+<FONT color="green">066</FONT> 71.7,34.0,17,8,3.30,<a name="line.66"></a>
+<FONT color="green">067</FONT> 55.7,19.4,26,28,12.11,<a name="line.67"></a>
+<FONT color="green">068</FONT> 54.3,15.2,31,20,2.15,<a name="line.68"></a>
+<FONT color="green">069</FONT> 65.1,73.0,19,9,2.84,<a name="line.69"></a>
+<FONT color="green">070</FONT> 65.5,59.8,22,10,5.23,<a name="line.70"></a>
+<FONT color="green">071</FONT> 65.0,55.1,14,3,4.52,<a name="line.71"></a>
+<FONT color="green">072</FONT> 56.6,50.9,22,12,15.14,<a name="line.72"></a>
+<FONT color="green">073</FONT> 57.4,54.1,20,6,4.20,<a name="line.73"></a>
+<FONT color="green">074</FONT> 72.5,71.2,12,1,2.40,<a name="line.74"></a>
+<FONT color="green">075</FONT> 74.2,58.1,14,8,5.23,<a name="line.75"></a>
+<FONT color="green">076</FONT> 72.0,63.5,6,3,2.56,<a name="line.76"></a>
+<FONT color="green">077</FONT> 60.5,60.8,16,10,7.72,<a name="line.77"></a>
+<FONT color="green">078</FONT> 58.3,26.8,25,19,18.46,<a name="line.78"></a>
+<FONT color="green">079</FONT> 65.4,49.5,15,8,6.10,<a name="line.79"></a>
+<FONT color="green">080</FONT> 75.5,85.9,3,2,99.71,<a name="line.80"></a>
+<FONT color="green">081</FONT> 69.3,84.9,7,6,99.68,<a name="line.81"></a>
+<FONT color="green">082</FONT> 77.3,89.7,5,2,100.00,<a name="line.82"></a>
+<FONT color="green">083</FONT> 70.5,78.2,12,6,98.96,<a name="line.83"></a>
+<FONT color="green">084</FONT> 79.4,64.9,7,3,98.22,<a name="line.84"></a>
+<FONT color="green">085</FONT> 65.0,75.9,9,9,99.06,<a name="line.85"></a>
+<FONT color="green">086</FONT> 92.2,84.6,3,3,99.46,<a name="line.86"></a>
+<FONT color="green">087</FONT> 79.3,63.1,13,13,96.83,<a name="line.87"></a>
+<FONT color="green">088</FONT> 70.4,38.4,26,12,5.62,<a name="line.88"></a>
+<FONT color="green">089</FONT> 65.7,7.7,29,11,13.79,<a name="line.89"></a>
+<FONT color="green">090</FONT> 72.7,16.7,22,13,11.22,<a name="line.90"></a>
+<FONT color="green">091</FONT> 64.4,17.6,35,32,16.92,<a name="line.91"></a>
+<FONT color="green">092</FONT> 77.6,37.6,15,7,4.97,<a name="line.92"></a>
+<FONT color="green">093</FONT> 67.6,18.7,25,7,8.65,<a name="line.93"></a>
+<FONT color="green">094</FONT> 35.0,1.2,37,53,42.34,<a name="line.94"></a>
+<FONT color="green">095</FONT> 44.7,46.6,16,29,50.43,<a name="line.95"></a>
+<FONT color="green">096</FONT> 42.8,27.7,22,29,58.33<a name="line.96"></a>
+<FONT color="green">097</FONT> };<a name="line.97"></a>
<FONT color="green">098</FONT> <a name="line.98"></a>
-<FONT color="green">099</FONT> /**<a name="line.99"></a>
-<FONT color="green">100</FONT> * Test Longley dataset against R.<a name="line.100"></a>
-<FONT color="green">101</FONT> * Data Source: J. Longley (1967) "An Appraisal of Least Squares<a name="line.101"></a>
-<FONT color="green">102</FONT> * Programs for the Electronic Computer from the Point of View of the User"<a name="line.102"></a>
-<FONT color="green">103</FONT> * Journal of the American Statistical Association, vol. 62. September,<a name="line.103"></a>
-<FONT color="green">104</FONT> * pp. 819-841.<a name="line.104"></a>
-<FONT color="green">105</FONT> *<a name="line.105"></a>
-<FONT color="green">106</FONT> * Data are from NIST:<a name="line.106"></a>
-<FONT color="green">107</FONT> * http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Longley.dat<a name="line.107"></a>
-<FONT color="green">108</FONT> */<a name="line.108"></a>
-<FONT color="green">109</FONT> @Test<a name="line.109"></a>
-<FONT color="green">110</FONT> public void testLongly() {<a name="line.110"></a>
-<FONT color="green">111</FONT> RealMatrix matrix = createRealMatrix(longleyData, 16, 7);<a name="line.111"></a>
-<FONT color="green">112</FONT> RealMatrix covarianceMatrix = new Covariance(matrix).getCovarianceMatrix();<a name="line.112"></a>
-<FONT color="green">113</FONT> double[] rData = new double[] {<a name="line.113"></a>
-<FONT color="green">114</FONT> 12333921.73333333246, 3.679666000000000e+04, 343330206.333333313,<a name="line.114"></a>
-<FONT color="green">115</FONT> 1649102.666666666744, 1117681.066666666651, 23461965.733333334, 16240.93333333333248,<a name="line.115"></a>
-<FONT color="green">116</FONT> 36796.66000000000, 1.164576250000000e+02, 1063604.115416667,<a name="line.116"></a>
-<FONT color="green">117</FONT> 6258.666250000000, 3490.253750000000, 73503.000000000, 50.92333333333334,<a name="line.117"></a>
-<FONT color="green">118</FONT> 343330206.33333331347, 1.063604115416667e+06, 9879353659.329166412,<a name="line.118"></a>
-<FONT color="green">119</FONT> 56124369.854166664183, 30880428.345833335072, 685240944.600000024, 470977.90000000002328,<a name="line.119"></a>
-<FONT color="green">120</FONT> 1649102.66666666674, 6.258666250000000e+03, 56124369.854166664,<a name="line.120"></a>
-<FONT color="green">121</FONT> 873223.429166666698, -115378.762499999997, 4462741.533333333, 2973.03333333333330,<a name="line.121"></a>
-<FONT color="green">122</FONT> 1117681.06666666665, 3.490253750000000e+03, 30880428.345833335,<a name="line.122"></a>
-<FONT color="green">123</FONT> -115378.762499999997, 484304.095833333326, 1764098.133333333, 1382.43333333333339,<a name="line.123"></a>
-<FONT color="green">124</FONT> 23461965.73333333433, 7.350300000000000e+04, 685240944.600000024,<a name="line.124"></a>
-<FONT color="green">125</FONT> 4462741.533333333209, 1764098.133333333302, 48387348.933333330, 32917.40000000000146,<a name="line.125"></a>
-<FONT color="green">126</FONT> 16240.93333333333, 5.092333333333334e+01, 470977.900000000,<a name="line.126"></a>
-<FONT color="green">127</FONT> 2973.033333333333, 1382.433333333333, 32917.40000000, 22.66666666666667<a name="line.127"></a>
-<FONT color="green">128</FONT> };<a name="line.128"></a>
-<FONT color="green">129</FONT> <a name="line.129"></a>
-<FONT color="green">130</FONT> TestUtils.assertEquals("covariance matrix", createRealMatrix(rData, 7, 7), covarianceMatrix, 10E-9);<a name="line.130"></a>
-<FONT color="green">131</FONT> <a name="line.131"></a>
-<FONT color="green">132</FONT> }<a name="line.132"></a>
-<FONT color="green">133</FONT> <a name="line.133"></a>
-<FONT color="green">134</FONT> /**<a name="line.134"></a>
-<FONT color="green">135</FONT> * Test R Swiss fertility dataset against R.<a name="line.135"></a>
-<FONT color="green">136</FONT> * Data Source: R datasets package<a name="line.136"></a>
-<FONT color="green">137</FONT> */<a name="line.137"></a>
-<FONT color="green">138</FONT> @Test<a name="line.138"></a>
-<FONT color="green">139</FONT> public void testSwissFertility() {<a name="line.139"></a>
-<FONT color="green">140</FONT> RealMatrix matrix = createRealMatrix(swissData, 47, 5);<a name="line.140"></a>
-<FONT color="green">141</FONT> RealMatrix covarianceMatrix = new Covariance(matrix).getCovarianceMatrix();<a name="line.141"></a>
-<FONT color="green">142</FONT> double[] rData = new double[] {<a name="line.142"></a>
-<FONT color="green">143</FONT> 156.0424976873265, 100.1691489361702, -64.36692876965772, -79.7295097132285, 241.5632030527289,<a name="line.143"></a>
-<FONT color="green">144</FONT> 100.169148936170251, 515.7994172062905, -124.39283071230344, -139.6574005550416, 379.9043755781684,<a name="line.144"></a>
-<FONT color="green">145</FONT> -64.3669287696577, -124.3928307123034, 63.64662349676226, 53.5758556891767, -190.5606105457909,<a name="line.145"></a>
-<FONT color="green">146</FONT> -79.7295097132285, -139.6574005550416, 53.57585568917669, 92.4560592044403, -61.6988297872340,<a name="line.146"></a>
-<FONT color="green">147</FONT> 241.5632030527289, 379.9043755781684, -190.56061054579092, -61.6988297872340, 1739.2945371877890<a name="line.147"></a>
-<FONT color="green">148</FONT> };<a name="line.148"></a>
-<FONT color="green">149</FONT> <a name="line.149"></a>
-<FONT color="green">150</FONT> TestUtils.assertEquals("covariance matrix", createRealMatrix(rData, 5, 5), covarianceMatrix, 10E-13);<a name="line.150"></a>
-<FONT color="green">151</FONT> }<a name="line.151"></a>
-<FONT color="green">152</FONT> <a name="line.152"></a>
-<FONT color="green">153</FONT> /**<a name="line.153"></a>
-<FONT color="green">154</FONT> * Constant column<a name="line.154"></a>
-<FONT color="green">155</FONT> */<a name="line.155"></a>
-<FONT color="green">156</FONT> @Test<a name="line.156"></a>
-<FONT color="green">157</FONT> public void testConstant() {<a name="line.157"></a>
-<FONT color="green">158</FONT> double[] noVariance = new double[] {1, 1, 1, 1};<a name="line.158"></a>
-<FONT color="green">159</FONT> double[] values = new double[] {1, 2, 3, 4};<a name="line.159"></a>
-<FONT color="green">160</FONT> Assert.assertEquals(0d, new Covariance().covariance(noVariance, values, true), Double.MIN_VALUE);<a name="line.160"></a>
-<FONT color="green">161</FONT> Assert.assertEquals(0d, new Covariance().covariance(noVariance, noVariance, true), Double.MIN_VALUE);<a name="line.161"></a>
-<FONT color="green">162</FONT> }<a name="line.162"></a>
-<FONT color="green">163</FONT> <a name="line.163"></a>
+<FONT color="green">099</FONT> <a name="line.99"></a>
+<FONT color="green">100</FONT> /**<a name="line.100"></a>
+<FONT color="green">101</FONT> * Test Longley dataset against R.<a name="line.101"></a>
+<FONT color="green">102</FONT> * Data Source: J. Longley (1967) "An Appraisal of Least Squares<a name="line.102"></a>
+<FONT color="green">103</FONT> * Programs for the Electronic Computer from the Point of View of the User"<a name="line.103"></a>
+<FONT color="green">104</FONT> * Journal of the American Statistical Association, vol. 62. September,<a name="line.104"></a>
+<FONT color="green">105</FONT> * pp. 819-841.<a name="line.105"></a>
+<FONT color="green">106</FONT> *<a name="line.106"></a>
+<FONT color="green">107</FONT> * Data are from NIST:<a name="line.107"></a>
+<FONT color="green">108</FONT> * http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Longley.dat<a name="line.108"></a>
+<FONT color="green">109</FONT> */<a name="line.109"></a>
+<FONT color="green">110</FONT> @Test<a name="line.110"></a>
+<FONT color="green">111</FONT> public void testLongly() {<a name="line.111"></a>
+<FONT color="green">112</FONT> RealMatrix matrix = createRealMatrix(longleyData, 16, 7);<a name="line.112"></a>
+<FONT color="green">113</FONT> RealMatrix covarianceMatrix = new Covariance(matrix).getCovarianceMatrix();<a name="line.113"></a>
+<FONT color="green">114</FONT> double[] rData = new double[] {<a name="line.114"></a>
+<FONT color="green">115</FONT> 12333921.73333333246, 3.679666000000000e+04, 343330206.333333313,<a name="line.115"></a>
+<FONT color="green">116</FONT> 1649102.666666666744, 1117681.066666666651, 23461965.733333334, 16240.93333333333248,<a name="line.116"></a>
+<FONT color="green">117</FONT> 36796.66000000000, 1.164576250000000e+02, 1063604.115416667,<a name="line.117"></a>
+<FONT color="green">118</FONT> 6258.666250000000, 3490.253750000000, 73503.000000000, 50.92333333333334,<a name="line.118"></a>
+<FONT color="green">119</FONT> 343330206.33333331347, 1.063604115416667e+06, 9879353659.329166412,<a name="line.119"></a>
+<FONT color="green">120</FONT> 56124369.854166664183, 30880428.345833335072, 685240944.600000024, 470977.90000000002328,<a name="line.120"></a>
+<FONT color="green">121</FONT> 1649102.66666666674, 6.258666250000000e+03, 56124369.854166664,<a name="line.121"></a>
+<FONT color="green">122</FONT> 873223.429166666698, -115378.762499999997, 4462741.533333333, 2973.03333333333330,<a name="line.122"></a>
+<FONT color="green">123</FONT> 1117681.06666666665, 3.490253750000000e+03, 30880428.345833335,<a name="line.123"></a>
+<FONT color="green">124</FONT> -115378.762499999997, 484304.095833333326, 1764098.133333333, 1382.43333333333339,<a name="line.124"></a>
+<FONT color="green">125</FONT> 23461965.73333333433, 7.350300000000000e+04, 685240944.600000024,<a name="line.125"></a>
+<FONT color="green">126</FONT> 4462741.533333333209, 1764098.133333333302, 48387348.933333330, 32917.40000000000146,<a name="line.126"></a>
+<FONT color="green">127</FONT> 16240.93333333333, 5.092333333333334e+01, 470977.900000000,<a name="line.127"></a>
+<FONT color="green">128</FONT> 2973.033333333333, 1382.433333333333, 32917.40000000, 22.66666666666667<a name="line.128"></a>
+<FONT color="green">129</FONT> };<a name="line.129"></a>
+<FONT color="green">130</FONT> <a name="line.130"></a>
+<FONT color="green">131</FONT> TestUtils.assertEquals("covariance matrix", createRealMatrix(rData, 7, 7), covarianceMatrix, 10E-9);<a name="line.131"></a>
+<FONT color="green">132</FONT> <a name="line.132"></a>
+<FONT color="green">133</FONT> }<a name="line.133"></a>
+<FONT color="green">134</FONT> <a name="line.134"></a>
+<FONT color="green">135</FONT> /**<a name="line.135"></a>
+<FONT color="green">136</FONT> * Test R Swiss fertility dataset against R.<a name="line.136"></a>
+<FONT color="green">137</FONT> * Data Source: R datasets package<a name="line.137"></a>
+<FONT color="green">138</FONT> */<a name="line.138"></a>
+<FONT color="green">139</FONT> @Test<a name="line.139"></a>
+<FONT color="green">140</FONT> public void testSwissFertility() {<a name="line.140"></a>
+<FONT color="green">141</FONT> RealMatrix matrix = createRealMatrix(swissData, 47, 5);<a name="line.141"></a>
+<FONT color="green">142</FONT> RealMatrix covarianceMatrix = new Covariance(matrix).getCovarianceMatrix();<a name="line.142"></a>
+<FONT color="green">143</FONT> double[] rData = new double[] {<a name="line.143"></a>
+<FONT color="green">144</FONT> 156.0424976873265, 100.1691489361702, -64.36692876965772, -79.7295097132285, 241.5632030527289,<a name="line.144"></a>
+<FONT color="green">145</FONT> 100.169148936170251, 515.7994172062905, -124.39283071230344, -139.6574005550416, 379.9043755781684,<a name="line.145"></a>
+<FONT color="green">146</FONT> -64.3669287696577, -124.3928307123034, 63.64662349676226, 53.5758556891767, -190.5606105457909,<a name="line.146"></a>
+<FONT color="green">147</FONT> -79.7295097132285, -139.6574005550416, 53.57585568917669, 92.4560592044403, -61.6988297872340,<a name="line.147"></a>
+<FONT color="green">148</FONT> 241.5632030527289, 379.9043755781684, -190.56061054579092, -61.6988297872340, 1739.2945371877890<a name="line.148"></a>
+<FONT color="green">149</FONT> };<a name="line.149"></a>
+<FONT color="green">150</FONT> <a name="line.150"></a>
+<FONT color="green">151</FONT> TestUtils.assertEquals("covariance matrix", createRealMatrix(rData, 5, 5), covarianceMatrix, 10E-13);<a name="line.151"></a>
+<FONT color="green">152</FONT> }<a name="line.152"></a>
+<FONT color="green">153</FONT> <a name="line.153"></a>
+<FONT color="green">154</FONT> /**<a name="line.154"></a>
+<FONT color="green">155</FONT> * Constant column<a name="line.155"></a>
+<FONT color="green">156</FONT> */<a name="line.156"></a>
+<FONT color="green">157</FONT> @Test<a name="line.157"></a>
+<FONT color="green">158</FONT> public void testConstant() {<a name="line.158"></a>
+<FONT color="green">159</FONT> double[] noVariance = new double[] {1, 1, 1, 1};<a name="line.159"></a>
+<FONT color="green">160</FONT> double[] values = new double[] {1, 2, 3, 4};<a name="line.160"></a>
+<FONT color="green">161</FONT> Assert.assertEquals(0d, new Covariance().covariance(noVariance, values, true), Double.MIN_VALUE);<a name="line.161"></a>
+<FONT color="green">162</FONT> Assert.assertEquals(0d, new Covariance().covariance(noVariance, noVariance, true), Double.MIN_VALUE);<a name="line.162"></a>
+<FONT color="green">163</FONT> }<a name="line.163"></a>
<FONT color="green">164</FONT> <a name="line.164"></a>
<FONT color="green">165</FONT> /**<a name="line.165"></a>
-<FONT color="green">166</FONT> * Insufficient data<a name="line.166"></a>
+<FONT color="green">166</FONT> * One column<a name="line.166"></a>
<FONT color="green">167</FONT> */<a name="line.167"></a>
<FONT color="green">168</FONT> @Test<a name="line.168"></a>
-<FONT color="green">169</FONT> public void testInsufficientData() {<a name="line.169"></a>
-<FONT color="green">170</FONT> double[] one = new double[] {1};<a name="line.170"></a>
-<FONT color="green">171</FONT> double[] two = new double[] {2};<a name="line.171"></a>
-<FONT color="green">172</FONT> try {<a name="line.172"></a>
-<FONT color="green">173</FONT> new Covariance().covariance(one, two, false);<a name="line.173"></a>
-<FONT color="green">174</FONT> Assert.fail("Expecting IllegalArgumentException");<a name="line.174"></a>
-<FONT color="green">175</FONT> } catch (IllegalArgumentException ex) {<a name="line.175"></a>
-<FONT color="green">176</FONT> // Expected<a name="line.176"></a>
-<FONT color="green">177</FONT> }<a name="line.177"></a>
-<FONT color="green">178</FONT> RealMatrix matrix = new Array2DRowRealMatrix(new double[][] {{0},{1}});<a name="line.178"></a>
-<FONT color="green">179</FONT> try {<a name="line.179"></a>
-<FONT color="green">180</FONT> new Covariance(matrix);<a name="line.180"></a>
-<FONT color="green">181</FONT> Assert.fail("Expecting IllegalArgumentException");<a name="line.181"></a>
-<FONT color="green">182</FONT> } catch (IllegalArgumentException ex) {<a name="line.182"></a>
-<FONT color="green">183</FONT> // Expected<a name="line.183"></a>
-<FONT color="green">184</FONT> }<a name="line.184"></a>
-<FONT color="green">185</FONT> }<a name="line.185"></a>
-<FONT color="green">186</FONT> <a name="line.186"></a>
-<FONT color="green">187</FONT> /**<a name="line.187"></a>
-<FONT color="green">188</FONT> * Verify that diagonal entries are consistent with Variance computation and matrix matches<a name="line.188"></a>
-<FONT color="green">189</FONT> * column-by-column covariances<a name="line.189"></a>
-<FONT color="green">190</FONT> */<a name="line.190"></a>
-<FONT color="green">191</FONT> @Test<a name="line.191"></a>
-<FONT color="green">192</FONT> public void testConsistency() {<a name="line.192"></a>
-<FONT color="green">193</FONT> final RealMatrix matrix = createRealMatrix(swissData, 47, 5);<a name="line.193"></a>
-<FONT color="green">194</FONT> final RealMatrix covarianceMatrix = new Covariance(matrix).getCovarianceMatrix();<a name="line.194"></a>
-<FONT color="green">195</FONT> <a name="line.195"></a>
-<FONT color="green">196</FONT> // Variances on the diagonal<a name="line.196"></a>
-<FONT color="green">197</FONT> Variance variance = new Variance();<a name="line.197"></a>
-<FONT color="green">198</FONT> for (int i = 0; i < 5; i++) {<a name="line.198"></a>
-<FONT color="green">199</FONT> Assert.assertEquals(variance.evaluate(matrix.getColumn(i)), covarianceMatrix.getEntry(i,i), 10E-14);<a name="line.199"></a>
-<FONT color="green">200</FONT> }<a name="line.200"></a>
-<FONT color="green">201</FONT> <a name="line.201"></a>
-<FONT color="green">202</FONT> // Symmetry, column-consistency<a name="line.202"></a>
-<FONT color="green">203</FONT> Assert.assertEquals(covarianceMatrix.getEntry(2, 3),<a name="line.203"></a>
-<FONT color="green">204</FONT> new Covariance().covariance(matrix.getColumn(2), matrix.getColumn(3), true), 10E-14);<a name="line.204"></a>
-<FONT color="green">205</FONT> Assert.assertEquals(covarianceMatrix.getEntry(2, 3), covarianceMatrix.getEntry(3, 2), Double.MIN_VALUE);<a name="line.205"></a>
-<FONT color="green">206</FONT> <a name="line.206"></a>
-<FONT color="green">207</FONT> // All columns same -> all entries = column variance<a name="line.207"></a>
-<FONT color="green">208</FONT> RealMatrix repeatedColumns = new Array2DRowRealMatrix(47, 3);<a name="line.208"></a>
-<FONT color="green">209</FONT> for (int i = 0; i < 3; i++) {<a name="line.209"></a>
-<FONT color="green">210</FONT> repeatedColumns.setColumnMatrix(i, matrix.getColumnMatrix(0));<a name="line.210"></a>
-<FONT color="green">211</FONT> }<a name="line.211"></a>
-<FONT color="green">212</FONT> RealMatrix repeatedCovarianceMatrix = new Covariance(repeatedColumns).getCovarianceMatrix();<a name="line.212"></a>
-<FONT color="green">213</FONT> double columnVariance = variance.evaluate(matrix.getColumn(0));<a name="line.213"></a>
-<FONT color="green">214</FONT> for (int i = 0; i < 3; i++) {<a name="line.214"></a>
-<FONT color="green">215</FONT> for (int j = 0; j < 3; j++) {<a name="line.215"></a>
-<FONT color="green">216</FONT> Assert.assertEquals(columnVariance, repeatedCovarianceMatrix.getEntry(i, j), 10E-14);<a name="line.216"></a>
-<FONT color="green">217</FONT> }<a name="line.217"></a>
-<FONT color="green">218</FONT> }<a name="line.218"></a>
-<FONT color="green">219</FONT> <a name="line.219"></a>
-<FONT color="green">220</FONT> // Check bias-correction defaults<a name="line.220"></a>
-<FONT color="green">221</FONT> double[][] data = matrix.getData();<a name="line.221"></a>
-<FONT color="green">222</FONT> TestUtils.assertEquals("Covariances",<a name="line.222"></a>
-<FONT color="green">223</FONT> covarianceMatrix, new Covariance().computeCovarianceMatrix(data),Double.MIN_VALUE);<a name="line.223"></a>
-<FONT color="green">224</FONT> TestUtils.assertEquals("Covariances",<a name="line.224"></a>
-<FONT color="green">225</FONT> covarianceMatrix, new Covariance().computeCovarianceMatrix(data, true),Double.MIN_VALUE);<a name="line.225"></a>
-<FONT color="green">226</FONT> <a name="line.226"></a>
-<FONT color="green">227</FONT> double[] x = data[0];<a name="line.227"></a>
-<FONT color="green">228</FONT> double[] y = data[1];<a name="line.228"></a>
-<FONT color="green">229</FONT> Assert.assertEquals(new Covariance().covariance(x, y),<a name="line.229"></a>
-<FONT color="green">230</FONT> new Covariance().covariance(x, y, true), Double.MIN_VALUE);<a name="line.230"></a>
-<FONT color="green">231</FONT> }<a name="line.231"></a>
-<FONT color="green">232</FONT> <a name="line.232"></a>
-<FONT color="green">233</FONT> protected RealMatrix createRealMatrix(double[] data, int nRows, int nCols) {<a name="line.233"></a>
-<FONT color="green">234</FONT> double[][] matrixData = new double[nRows][nCols];<a name="line.234"></a>
-<FONT color="green">235</FONT> int ptr = 0;<a name="line.235"></a>
-<FONT color="green">236</FONT> for (int i = 0; i < nRows; i++) {<a name="line.236"></a>
-<FONT color="green">237</FONT> System.arraycopy(data, ptr, matrixData[i], 0, nCols);<a name="line.237"></a>
-<FONT color="green">238</FONT> ptr += nCols;<a name="line.238"></a>
-<FONT color="green">239</FONT> }<a name="line.239"></a>
-<FONT color="green">240</FONT> return new Array2DRowRealMatrix(matrixData);<a name="line.240"></a>
+<FONT color="green">169</FONT> public void testOneColumn() {<a name="line.169"></a>
+<FONT color="green">170</FONT> RealMatrix cov = new Covariance(new double[][] {{1}, {2}}, false).getCovarianceMatrix();<a name="line.170"></a>
+<FONT color="green">171</FONT> Assert.assertEquals(1, cov.getRowDimension());<a name="line.171"></a>
+<FONT color="green">172</FONT> Assert.assertEquals(1, cov.getColumnDimension());<a name="line.172"></a>
+<FONT color="green">173</FONT> Assert.assertEquals(0.25, cov.getEntry(0, 0), 1.0e-15);<a name="line.173"></a>
+<FONT color="green">174</FONT> }<a name="line.174"></a>
+<FONT color="green">175</FONT> <a name="line.175"></a>
+<FONT color="green">176</FONT> /**<a name="line.176"></a>
+<FONT color="green">177</FONT> * Insufficient data<a name="line.177"></a>
+<FONT color="green">178</FONT> */<a name="line.178"></a>
+<FONT color="green">179</FONT> @Test<a name="line.179"></a>
+<FONT color="green">180</FONT> public void testInsufficientData() {<a name="line.180"></a>
+<FONT color="green">181</FONT> double[] one = new double[] {1};<a name="line.181"></a>
+<FONT color="green">182</FONT> double[] two = new double[] {2};<a name="line.182"></a>
+<FONT color="green">183</FONT> try {<a name="line.183"></a>
+<FONT color="green">184</FONT> new Covariance().covariance(one, two, false);<a name="line.184"></a>
+<FONT color="green">185</FONT> Assert.fail("Expecting IllegalArgumentException");<a name="line.185"></a>
+<FONT color="green">186</FONT> } catch (IllegalArgumentException ex) {<a name="line.186"></a>
+<FONT color="green">187</FONT> // Expected<a name="line.187"></a>
+<FONT color="green">188</FONT> }<a name="line.188"></a>
+<FONT color="green">189</FONT> try {<a name="line.189"></a>
+<FONT color="green">190</FONT> new Covariance(new double[][] {{},{}});<a name="line.190"></a>
+<FONT color="green">191</FONT> Assert.fail("Expecting NotStrictlyPositiveException");<a name="line.191"></a>
+<FONT color="green">192</FONT> } catch (NotStrictlyPositiveException ex) {<a name="line.192"></a>
+<FONT color="green">193</FONT> // Expected<a name="line.193"></a>
+<FONT color="green">194</FONT> }<a name="line.194"></a>
+<FONT color="green">195</FONT> }<a name="line.195"></a>
+<FONT color="green">196</FONT> <a name="line.196"></a>
+<FONT color="green">197</FONT> /**<a name="line.197"></a>
+<FONT color="green">198</FONT> * Verify that diagonal entries are consistent with Variance computation and matrix matches<a name="line.198"></a>
+<FONT color="green">199</FONT> * column-by-column covariances<a name="line.199"></a>
+<FONT color="green">200</FONT> */<a name="line.200"></a>
+<FONT color="green">201</FONT> @Test<a name="line.201"></a>
+<FONT color="green">202</FONT> public void testConsistency() {<a name="line.202"></a>
+<FONT color="green">203</FONT> final RealMatrix matrix = createRealMatrix(swissData, 47, 5);<a name="line.203"></a>
+<FONT color="green">204</FONT> final RealMatrix covarianceMatrix = new Covariance(matrix).getCovarianceMatrix();<a name="line.204"></a>
+<FONT color="green">205</FONT> <a name="line.205"></a>
+<FONT color="green">206</FONT> // Variances on the diagonal<a name="line.206"></a>
+<FONT color="green">207</FONT> Variance variance = new Variance();<a name="line.207"></a>
+<FONT color="green">208</FONT> for (int i = 0; i < 5; i++) {<a name="line.208"></a>
+<FONT color="green">209</FONT> Assert.assertEquals(variance.evaluate(matrix.getColumn(i)), covarianceMatrix.getEntry(i,i), 10E-14);<a name="line.209"></a>
+<FONT color="green">210</FONT> }<a name="line.210"></a>
+<FONT color="green">211</FONT> <a name="line.211"></a>
+<FONT color="green">212</FONT> // Symmetry, column-consistency<a name="line.212"></a>
+<FONT color="green">213</FONT> Assert.assertEquals(covarianceMatrix.getEntry(2, 3),<a name="line.213"></a>
+<FONT color="green">214</FONT> new Covariance().covariance(matrix.getColumn(2), matrix.getColumn(3), true), 10E-14);<a name="line.214"></a>
+<FONT color="green">215</FONT> Assert.assertEquals(covarianceMatrix.getEntry(2, 3), covarianceMatrix.getEntry(3, 2), Double.MIN_VALUE);<a name="line.215"></a>
+<FONT color="green">216</FONT> <a name="line.216"></a>
+<FONT color="green">217</FONT> // All columns same -> all entries = column variance<a name="line.217"></a>
+<FONT color="green">218</FONT> RealMatrix repeatedColumns = new Array2DRowRealMatrix(47, 3);<a name="line.218"></a>
+<FONT color="green">219</FONT> for (int i = 0; i < 3; i++) {<a name="line.219"></a>
+<FONT color="green">220</FONT> repeatedColumns.setColumnMatrix(i, matrix.getColumnMatrix(0));<a name="line.220"></a>
+<FONT color="green">221</FONT> }<a name="line.221"></a>
+<FONT color="green">222</FONT> RealMatrix repeatedCovarianceMatrix = new Covariance(repeatedColumns).getCovarianceMatrix();<a name="line.222"></a>
+<FONT color="green">223</FONT> double columnVariance = variance.evaluate(matrix.getColumn(0));<a name="line.223"></a>
+<FONT color="green">224</FONT> for (int i = 0; i < 3; i++) {<a name="line.224"></a>
+<FONT color="green">225</FONT> for (int j = 0; j < 3; j++) {<a name="line.225"></a>
+<FONT color="green">226</FONT> Assert.assertEquals(columnVariance, repeatedCovarianceMatrix.getEntry(i, j), 10E-14);<a name="line.226"></a>
+<FONT color="green">227</FONT> }<a name="line.227"></a>
+<FONT color="green">228</FONT> }<a name="line.228"></a>
+<FONT color="green">229</FONT> <a name="line.229"></a>
+<FONT color="green">230</FONT> // Check bias-correction defaults<a name="line.230"></a>
+<FONT color="green">231</FONT> double[][] data = matrix.getData();<a name="line.231"></a>
+<FONT color="green">232</FONT> TestUtils.assertEquals("Covariances",<a name="line.232"></a>
+<FONT color="green">233</FONT> covarianceMatrix, new Covariance().computeCovarianceMatrix(data),Double.MIN_VALUE);<a name="line.233"></a>
+<FONT color="green">234</FONT> TestUtils.assertEquals("Covariances",<a name="line.234"></a>
+<FONT color="green">235</FONT> covarianceMatrix, new Covariance().computeCovarianceMatrix(data, true),Double.MIN_VALUE);<a name="line.235"></a>
+<FONT color="green">236</FONT> <a name="line.236"></a>
+<FONT color="green">237</FONT> double[] x = data[0];<a name="line.237"></a>
+<FONT color="green">238</FONT> double[] y = data[1];<a name="line.238"></a>
+<FONT color="green">239</FONT> Assert.assertEquals(new Covariance().covariance(x, y),<a name="line.239"></a>
+<FONT color="green">240</FONT> new Covariance().covariance(x, y, true), Double.MIN_VALUE);<a name="line.240"></a>
<FONT color="green">241</FONT> }<a name="line.241"></a>
-<FONT color="green">242</FONT> }<a name="line.242"></a>
+<FONT color="green">242</FONT> <a name="line.242"></a>
+<FONT color="green">243</FONT> protected RealMatrix createRealMatrix(double[] data, int nRows, int nCols) {<a name="line.243"></a>
+<FONT color="green">244</FONT> double[][] matrixData = new double[nRows][nCols];<a name="line.244"></a>
+<FONT color="green">245</FONT> int ptr = 0;<a name="line.245"></a>
+<FONT color="green">246</FONT> for (int i = 0; i < nRows; i++) {<a name="line.246"></a>
+<FONT color="green">247</FONT> System.arraycopy(data, ptr, matrixData[i], 0, nCols);<a name="line.247"></a>
+<FONT color="green">248</FONT> ptr += nCols;<a name="line.248"></a>
+<FONT color="green">249</FONT> }<a name="line.249"></a>
+<FONT color="green">250</FONT> return new Array2DRowRealMatrix(matrixData);<a name="line.250"></a>
+<FONT color="green">251</FONT> }<a name="line.251"></a>
+<FONT color="green">252</FONT> }<a name="line.252"></a>
Modified: websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/stat/correlation/SpearmansRankCorrelationTest.html
==============================================================================
--- websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/stat/correlation/SpearmansRankCorrelationTest.html (original)
+++ websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/stat/correlation/SpearmansRankCorrelationTest.html Sat Apr 6 23:42:01 2013
@@ -21,115 +21,147 @@
<FONT color="green">018</FONT> <a name="line.18"></a>
<FONT color="green">019</FONT> import org.apache.commons.math3.TestUtils;<a name="line.19"></a>
<FONT color="green">020</FONT> import org.apache.commons.math3.linear.BlockRealMatrix;<a name="line.20"></a>
-<FONT color="green">021</FONT> import org.apache.commons.math3.linear.RealMatrix;<a name="line.21"></a>
-<FONT color="green">022</FONT> import org.junit.Assert;<a name="line.22"></a>
-<FONT color="green">023</FONT> import org.junit.Test;<a name="line.23"></a>
-<FONT color="green">024</FONT> <a name="line.24"></a>
-<FONT color="green">025</FONT> /**<a name="line.25"></a>
-<FONT color="green">026</FONT> * Test cases for Spearman's rank correlation<a name="line.26"></a>
-<FONT color="green">027</FONT> *<a name="line.27"></a>
-<FONT color="green">028</FONT> * @since 2.0<a name="line.28"></a>
-<FONT color="green">029</FONT> * @version $Id: SpearmansRankCorrelationTest.java 1364030 2012-07-21 01:10:04Z erans $<a name="line.29"></a>
-<FONT color="green">030</FONT> */<a name="line.30"></a>
-<FONT color="green">031</FONT> public class SpearmansRankCorrelationTest extends PearsonsCorrelationTest {<a name="line.31"></a>
-<FONT color="green">032</FONT> <a name="line.32"></a>
-<FONT color="green">033</FONT> /**<a name="line.33"></a>
-<FONT color="green">034</FONT> * Test Longley dataset against R.<a name="line.34"></a>
-<FONT color="green">035</FONT> */<a name="line.35"></a>
-<FONT color="green">036</FONT> @Override<a name="line.36"></a>
-<FONT color="green">037</FONT> @Test<a name="line.37"></a>
-<FONT color="green">038</FONT> public void testLongly() {<a name="line.38"></a>
-<FONT color="green">039</FONT> RealMatrix matrix = createRealMatrix(longleyData, 16, 7);<a name="line.39"></a>
-<FONT color="green">040</FONT> SpearmansCorrelation corrInstance = new SpearmansCorrelation(matrix);<a name="line.40"></a>
-<FONT color="green">041</FONT> RealMatrix correlationMatrix = corrInstance.getCorrelationMatrix();<a name="line.41"></a>
-<FONT color="green">042</FONT> double[] rData = new double[] {<a name="line.42"></a>
-<FONT color="green">043</FONT> 1, 0.982352941176471, 0.985294117647059, 0.564705882352941, 0.2264705882352941, 0.976470588235294,<a name="line.43"></a>
-<FONT color="green">044</FONT> 0.976470588235294, 0.982352941176471, 1, 0.997058823529412, 0.664705882352941, 0.2205882352941176,<a name="line.44"></a>
-<FONT color="green">045</FONT> 0.997058823529412, 0.997058823529412, 0.985294117647059, 0.997058823529412, 1, 0.638235294117647,<a name="line.45"></a>
-<FONT color="green">046</FONT> 0.2235294117647059, 0.9941176470588236, 0.9941176470588236, 0.564705882352941, 0.664705882352941,<a name="line.46"></a>
-<FONT color="green">047</FONT> 0.638235294117647, 1, -0.3411764705882353, 0.685294117647059, 0.685294117647059, 0.2264705882352941,<a name="line.47"></a>
-<FONT color="green">048</FONT> 0.2205882352941176, 0.2235294117647059, -0.3411764705882353, 1, 0.2264705882352941, 0.2264705882352941,<a name="line.48"></a>
-<FONT color="green">049</FONT> 0.976470588235294, 0.997058823529412, 0.9941176470588236, 0.685294117647059, 0.2264705882352941, 1, 1,<a name="line.49"></a>
-<FONT color="green">050</FONT> 0.976470588235294, 0.997058823529412, 0.9941176470588236, 0.685294117647059, 0.2264705882352941, 1, 1<a name="line.50"></a>
-<FONT color="green">051</FONT> };<a name="line.51"></a>
-<FONT color="green">052</FONT> TestUtils.assertEquals("Spearman's correlation matrix", createRealMatrix(rData, 7, 7), correlationMatrix, 10E-15);<a name="line.52"></a>
-<FONT color="green">053</FONT> }<a name="line.53"></a>
-<FONT color="green">054</FONT> <a name="line.54"></a>
-<FONT color="green">055</FONT> /**<a name="line.55"></a>
-<FONT color="green">056</FONT> * Test R swiss fertility dataset.<a name="line.56"></a>
-<FONT color="green">057</FONT> */<a name="line.57"></a>
-<FONT color="green">058</FONT> @Test<a name="line.58"></a>
-<FONT color="green">059</FONT> public void testSwiss() {<a name="line.59"></a>
-<FONT color="green">060</FONT> RealMatrix matrix = createRealMatrix(swissData, 47, 5);<a name="line.60"></a>
-<FONT color="green">061</FONT> SpearmansCorrelation corrInstance = new SpearmansCorrelation(matrix);<a name="line.61"></a>
-<FONT color="green">062</FONT> RealMatrix correlationMatrix = corrInstance.getCorrelationMatrix();<a name="line.62"></a>
-<FONT color="green">063</FONT> double[] rData = new double[] {<a name="line.63"></a>
-<FONT color="green">064</FONT> 1, 0.2426642769364176, -0.660902996352354, -0.443257690360988, 0.4136455623012432,<a name="line.64"></a>
-<FONT color="green">065</FONT> 0.2426642769364176, 1, -0.598859938748963, -0.650463814145816, 0.2886878090882852,<a name="line.65"></a>
-<FONT color="green">066</FONT> -0.660902996352354, -0.598859938748963, 1, 0.674603831406147, -0.4750575257171745,<a name="line.66"></a>
-<FONT color="green">067</FONT> -0.443257690360988, -0.650463814145816, 0.674603831406147, 1, -0.1444163088302244,<a name="line.67"></a>
-<FONT color="green">068</FONT> 0.4136455623012432, 0.2886878090882852, -0.4750575257171745, -0.1444163088302244, 1<a name="line.68"></a>
-<FONT color="green">069</FONT> };<a name="line.69"></a>
-<FONT color="green">070</FONT> TestUtils.assertEquals("Spearman's correlation matrix", createRealMatrix(rData, 5, 5), correlationMatrix, 10E-15);<a name="line.70"></a>
-<FONT color="green">071</FONT> }<a name="line.71"></a>
-<FONT color="green">072</FONT> <a name="line.72"></a>
-<FONT color="green">073</FONT> /**<a name="line.73"></a>
-<FONT color="green">074</FONT> * Constant column<a name="line.74"></a>
-<FONT color="green">075</FONT> */<a name="line.75"></a>
-<FONT color="green">076</FONT> @Override<a name="line.76"></a>
-<FONT color="green">077</FONT> @Test<a name="line.77"></a>
-<FONT color="green">078</FONT> public void testConstant() {<a name="line.78"></a>
-<FONT color="green">079</FONT> double[] noVariance = new double[] {1, 1, 1, 1};<a name="line.79"></a>
-<FONT color="green">080</FONT> double[] values = new double[] {1, 2, 3, 4};<a name="line.80"></a>
-<FONT color="green">081</FONT> Assert.assertTrue(Double.isNaN(new SpearmansCorrelation().correlation(noVariance, values)));<a name="line.81"></a>
-<FONT color="green">082</FONT> }<a name="line.82"></a>
-<FONT color="green">083</FONT> <a name="line.83"></a>
-<FONT color="green">084</FONT> /**<a name="line.84"></a>
-<FONT color="green">085</FONT> * Insufficient data<a name="line.85"></a>
-<FONT color="green">086</FONT> */<a name="line.86"></a>
-<FONT color="green">087</FONT> @Override<a name="line.87"></a>
-<FONT color="green">088</FONT> @Test<a name="line.88"></a>
-<FONT color="green">089</FONT> public void testInsufficientData() {<a name="line.89"></a>
-<FONT color="green">090</FONT> double[] one = new double[] {1};<a name="line.90"></a>
-<FONT color="green">091</FONT> double[] two = new double[] {2};<a name="line.91"></a>
-<FONT color="green">092</FONT> try {<a name="line.92"></a>
-<FONT color="green">093</FONT> new SpearmansCorrelation().correlation(one, two);<a name="line.93"></a>
-<FONT color="green">094</FONT> Assert.fail("Expecting IllegalArgumentException");<a name="line.94"></a>
-<FONT color="green">095</FONT> } catch (IllegalArgumentException ex) {<a name="line.95"></a>
-<FONT color="green">096</FONT> // Expected<a name="line.96"></a>
-<FONT color="green">097</FONT> }<a name="line.97"></a>
-<FONT color="green">098</FONT> RealMatrix matrix = new BlockRealMatrix(new double[][] {{0},{1}});<a name="line.98"></a>
-<FONT color="green">099</FONT> try {<a name="line.99"></a>
-<FONT color="green">100</FONT> new SpearmansCorrelation(matrix);<a name="line.100"></a>
-<FONT color="green">101</FONT> Assert.fail("Expecting IllegalArgumentException");<a name="line.101"></a>
-<FONT color="green">102</FONT> } catch (IllegalArgumentException ex) {<a name="line.102"></a>
-<FONT color="green">103</FONT> // Expected<a name="line.103"></a>
-<FONT color="green">104</FONT> }<a name="line.104"></a>
-<FONT color="green">105</FONT> }<a name="line.105"></a>
-<FONT color="green">106</FONT> <a name="line.106"></a>
-<FONT color="green">107</FONT> @Override<a name="line.107"></a>
-<FONT color="green">108</FONT> @Test<a name="line.108"></a>
-<FONT color="green">109</FONT> public void testConsistency() {<a name="line.109"></a>
-<FONT color="green">110</FONT> RealMatrix matrix = createRealMatrix(longleyData, 16, 7);<a name="line.110"></a>
-<FONT color="green">111</FONT> SpearmansCorrelation corrInstance = new SpearmansCorrelation(matrix);<a name="line.111"></a>
-<FONT color="green">112</FONT> double[][] data = matrix.getData();<a name="line.112"></a>
-<FONT color="green">113</FONT> double[] x = matrix.getColumn(0);<a name="line.113"></a>
-<FONT color="green">114</FONT> double[] y = matrix.getColumn(1);<a name="line.114"></a>
-<FONT color="green">115</FONT> Assert.assertEquals(new SpearmansCorrelation().correlation(x, y),<a name="line.115"></a>
-<FONT color="green">116</FONT> corrInstance.getCorrelationMatrix().getEntry(0, 1), Double.MIN_VALUE);<a name="line.116"></a>
-<FONT color="green">117</FONT> TestUtils.assertEquals("Correlation matrix", corrInstance.getCorrelationMatrix(),<a name="line.117"></a>
-<FONT color="green">118</FONT> new SpearmansCorrelation().computeCorrelationMatrix(data), Double.MIN_VALUE);<a name="line.118"></a>
-<FONT color="green">119</FONT> }<a name="line.119"></a>
-<FONT color="green">120</FONT> <a name="line.120"></a>
-<FONT color="green">121</FONT> // Not relevant here<a name="line.121"></a>
-<FONT color="green">122</FONT> @Override<a name="line.122"></a>
-<FONT color="green">123</FONT> @Test<a name="line.123"></a>
-<FONT color="green">124</FONT> public void testStdErrorConsistency() {}<a name="line.124"></a>
-<FONT color="green">125</FONT> @Override<a name="line.125"></a>
-<FONT color="green">126</FONT> @Test<a name="line.126"></a>
-<FONT color="green">127</FONT> public void testCovarianceConsistency() {}<a name="line.127"></a>
+<FONT color="green">021</FONT> import org.apache.commons.math3.linear.MatrixUtils;<a name="line.21"></a>
+<FONT color="green">022</FONT> import org.apache.commons.math3.linear.RealMatrix;<a name="line.22"></a>
+<FONT color="green">023</FONT> import org.apache.commons.math3.stat.ranking.NaNStrategy;<a name="line.23"></a>
+<FONT color="green">024</FONT> import org.apache.commons.math3.stat.ranking.NaturalRanking;<a name="line.24"></a>
+<FONT color="green">025</FONT> import org.junit.Assert;<a name="line.25"></a>
+<FONT color="green">026</FONT> import org.junit.Test;<a name="line.26"></a>
+<FONT color="green">027</FONT> <a name="line.27"></a>
+<FONT color="green">028</FONT> /**<a name="line.28"></a>
+<FONT color="green">029</FONT> * Test cases for Spearman's rank correlation<a name="line.29"></a>
+<FONT color="green">030</FONT> *<a name="line.30"></a>
+<FONT color="green">031</FONT> * @since 2.0<a name="line.31"></a>
+<FONT color="green">032</FONT> * @version $Id: SpearmansRankCorrelationTest.java 1461822 2013-03-27 19:44:22Z tn $<a name="line.32"></a>
+<FONT color="green">033</FONT> */<a name="line.33"></a>
+<FONT color="green">034</FONT> public class SpearmansRankCorrelationTest extends PearsonsCorrelationTest {<a name="line.34"></a>
+<FONT color="green">035</FONT> <a name="line.35"></a>
+<FONT color="green">036</FONT> /**<a name="line.36"></a>
+<FONT color="green">037</FONT> * Test Longley dataset against R.<a name="line.37"></a>
+<FONT color="green">038</FONT> */<a name="line.38"></a>
+<FONT color="green">039</FONT> @Override<a name="line.39"></a>
+<FONT color="green">040</FONT> @Test<a name="line.40"></a>
+<FONT color="green">041</FONT> public void testLongly() {<a name="line.41"></a>
+<FONT color="green">042</FONT> RealMatrix matrix = createRealMatrix(longleyData, 16, 7);<a name="line.42"></a>
+<FONT color="green">043</FONT> SpearmansCorrelation corrInstance = new SpearmansCorrelation(matrix);<a name="line.43"></a>
+<FONT color="green">044</FONT> RealMatrix correlationMatrix = corrInstance.getCorrelationMatrix();<a name="line.44"></a>
+<FONT color="green">045</FONT> double[] rData = new double[] {<a name="line.45"></a>
+<FONT color="green">046</FONT> 1, 0.982352941176471, 0.985294117647059, 0.564705882352941, 0.2264705882352941, 0.976470588235294,<a name="line.46"></a>
+<FONT color="green">047</FONT> 0.976470588235294, 0.982352941176471, 1, 0.997058823529412, 0.664705882352941, 0.2205882352941176,<a name="line.47"></a>
+<FONT color="green">048</FONT> 0.997058823529412, 0.997058823529412, 0.985294117647059, 0.997058823529412, 1, 0.638235294117647,<a name="line.48"></a>
+<FONT color="green">049</FONT> 0.2235294117647059, 0.9941176470588236, 0.9941176470588236, 0.564705882352941, 0.664705882352941,<a name="line.49"></a>
+<FONT color="green">050</FONT> 0.638235294117647, 1, -0.3411764705882353, 0.685294117647059, 0.685294117647059, 0.2264705882352941,<a name="line.50"></a>
+<FONT color="green">051</FONT> 0.2205882352941176, 0.2235294117647059, -0.3411764705882353, 1, 0.2264705882352941, 0.2264705882352941,<a name="line.51"></a>
+<FONT color="green">052</FONT> 0.976470588235294, 0.997058823529412, 0.9941176470588236, 0.685294117647059, 0.2264705882352941, 1, 1,<a name="line.52"></a>
+<FONT color="green">053</FONT> 0.976470588235294, 0.997058823529412, 0.9941176470588236, 0.685294117647059, 0.2264705882352941, 1, 1<a name="line.53"></a>
+<FONT color="green">054</FONT> };<a name="line.54"></a>
+<FONT color="green">055</FONT> TestUtils.assertEquals("Spearman's correlation matrix", createRealMatrix(rData, 7, 7), correlationMatrix, 10E-15);<a name="line.55"></a>
+<FONT color="green">056</FONT> }<a name="line.56"></a>
+<FONT color="green">057</FONT> <a name="line.57"></a>
+<FONT color="green">058</FONT> /**<a name="line.58"></a>
+<FONT color="green">059</FONT> * Test R swiss fertility dataset.<a name="line.59"></a>
+<FONT color="green">060</FONT> */<a name="line.60"></a>
+<FONT color="green">061</FONT> @Test<a name="line.61"></a>
+<FONT color="green">062</FONT> public void testSwiss() {<a name="line.62"></a>
+<FONT color="green">063</FONT> RealMatrix matrix = createRealMatrix(swissData, 47, 5);<a name="line.63"></a>
+<FONT color="green">064</FONT> SpearmansCorrelation corrInstance = new SpearmansCorrelation(matrix);<a name="line.64"></a>
+<FONT color="green">065</FONT> RealMatrix correlationMatrix = corrInstance.getCorrelationMatrix();<a name="line.65"></a>
+<FONT color="green">066</FONT> double[] rData = new double[] {<a name="line.66"></a>
+<FONT color="green">067</FONT> 1, 0.2426642769364176, -0.660902996352354, -0.443257690360988, 0.4136455623012432,<a name="line.67"></a>
+<FONT color="green">068</FONT> 0.2426642769364176, 1, -0.598859938748963, -0.650463814145816, 0.2886878090882852,<a name="line.68"></a>
+<FONT color="green">069</FONT> -0.660902996352354, -0.598859938748963, 1, 0.674603831406147, -0.4750575257171745,<a name="line.69"></a>
+<FONT color="green">070</FONT> -0.443257690360988, -0.650463814145816, 0.674603831406147, 1, -0.1444163088302244,<a name="line.70"></a>
+<FONT color="green">071</FONT> 0.4136455623012432, 0.2886878090882852, -0.4750575257171745, -0.1444163088302244, 1<a name="line.71"></a>
+<FONT color="green">072</FONT> };<a name="line.72"></a>
+<FONT color="green">073</FONT> TestUtils.assertEquals("Spearman's correlation matrix", createRealMatrix(rData, 5, 5), correlationMatrix, 10E-15);<a name="line.73"></a>
+<FONT color="green">074</FONT> }<a name="line.74"></a>
+<FONT color="green">075</FONT> <a name="line.75"></a>
+<FONT color="green">076</FONT> /**<a name="line.76"></a>
+<FONT color="green">077</FONT> * Constant column<a name="line.77"></a>
+<FONT color="green">078</FONT> */<a name="line.78"></a>
+<FONT color="green">079</FONT> @Override<a name="line.79"></a>
+<FONT color="green">080</FONT> @Test<a name="line.80"></a>
+<FONT color="green">081</FONT> public void testConstant() {<a name="line.81"></a>
+<FONT color="green">082</FONT> double[] noVariance = new double[] {1, 1, 1, 1};<a name="line.82"></a>
+<FONT color="green">083</FONT> double[] values = new double[] {1, 2, 3, 4};<a name="line.83"></a>
+<FONT color="green">084</FONT> Assert.assertTrue(Double.isNaN(new SpearmansCorrelation().correlation(noVariance, values)));<a name="line.84"></a>
+<FONT color="green">085</FONT> }<a name="line.85"></a>
+<FONT color="green">086</FONT> <a name="line.86"></a>
+<FONT color="green">087</FONT> /**<a name="line.87"></a>
+<FONT color="green">088</FONT> * Insufficient data<a name="line.88"></a>
+<FONT color="green">089</FONT> */<a name="line.89"></a>
+<FONT color="green">090</FONT> @Override<a name="line.90"></a>
+<FONT color="green">091</FONT> @Test<a name="line.91"></a>
+<FONT color="green">092</FONT> public void testInsufficientData() {<a name="line.92"></a>
+<FONT color="green">093</FONT> double[] one = new double[] {1};<a name="line.93"></a>
+<FONT color="green">094</FONT> double[] two = new double[] {2};<a name="line.94"></a>
+<FONT color="green">095</FONT> try {<a name="line.95"></a>
+<FONT color="green">096</FONT> new SpearmansCorrelation().correlation(one, two);<a name="line.96"></a>
+<FONT color="green">097</FONT> Assert.fail("Expecting IllegalArgumentException");<a name="line.97"></a>
+<FONT color="green">098</FONT> } catch (IllegalArgumentException ex) {<a name="line.98"></a>
+<FONT color="green">099</FONT> // Expected<a name="line.99"></a>
+<FONT color="green">100</FONT> }<a name="line.100"></a>
+<FONT color="green">101</FONT> RealMatrix matrix = new BlockRealMatrix(new double[][] {{0},{1}});<a name="line.101"></a>
+<FONT color="green">102</FONT> try {<a name="line.102"></a>
+<FONT color="green">103</FONT> new SpearmansCorrelation(matrix);<a name="line.103"></a>
+<FONT color="green">104</FONT> Assert.fail("Expecting IllegalArgumentException");<a name="line.104"></a>
+<FONT color="green">105</FONT> } catch (IllegalArgumentException ex) {<a name="line.105"></a>
+<FONT color="green">106</FONT> // Expected<a name="line.106"></a>
+<FONT color="green">107</FONT> }<a name="line.107"></a>
+<FONT color="green">108</FONT> }<a name="line.108"></a>
+<FONT color="green">109</FONT> <a name="line.109"></a>
+<FONT color="green">110</FONT> @Override<a name="line.110"></a>
+<FONT color="green">111</FONT> @Test<a name="line.111"></a>
+<FONT color="green">112</FONT> public void testConsistency() {<a name="line.112"></a>
+<FONT color="green">113</FONT> RealMatrix matrix = createRealMatrix(longleyData, 16, 7);<a name="line.113"></a>
+<FONT color="green">114</FONT> SpearmansCorrelation corrInstance = new SpearmansCorrelation(matrix);<a name="line.114"></a>
+<FONT color="green">115</FONT> double[][] data = matrix.getData();<a name="line.115"></a>
+<FONT color="green">116</FONT> double[] x = matrix.getColumn(0);<a name="line.116"></a>
+<FONT color="green">117</FONT> double[] y = matrix.getColumn(1);<a name="line.117"></a>
+<FONT color="green">118</FONT> Assert.assertEquals(new SpearmansCorrelation().correlation(x, y),<a name="line.118"></a>
+<FONT color="green">119</FONT> corrInstance.getCorrelationMatrix().getEntry(0, 1), Double.MIN_VALUE);<a name="line.119"></a>
+<FONT color="green">120</FONT> TestUtils.assertEquals("Correlation matrix", corrInstance.getCorrelationMatrix(),<a name="line.120"></a>
+<FONT color="green">121</FONT> new SpearmansCorrelation().computeCorrelationMatrix(data), Double.MIN_VALUE);<a name="line.121"></a>
+<FONT color="green">122</FONT> }<a name="line.122"></a>
+<FONT color="green">123</FONT> <a name="line.123"></a>
+<FONT color="green">124</FONT> @Test<a name="line.124"></a>
+<FONT color="green">125</FONT> public void testMath891Array() {<a name="line.125"></a>
+<FONT color="green">126</FONT> final double[] xArray = new double[] { Double.NaN, 1.9, 2, 100, 3 };<a name="line.126"></a>
+<FONT color="green">127</FONT> final double[] yArray = new double[] { 10, 2, 10, Double.NaN, 4 };<a name="line.127"></a>
<FONT color="green">128</FONT> <a name="line.128"></a>
-<FONT color="green">129</FONT> }<a name="line.129"></a>
+<FONT color="green">129</FONT> NaturalRanking ranking = new NaturalRanking(NaNStrategy.REMOVED);<a name="line.129"></a>
+<FONT color="green">130</FONT> SpearmansCorrelation spearman = new SpearmansCorrelation(ranking);<a name="line.130"></a>
+<FONT color="green">131</FONT> <a name="line.131"></a>
+<FONT color="green">132</FONT> Assert.assertEquals(0.5, spearman.correlation(xArray, yArray), Double.MIN_VALUE);<a name="line.132"></a>
+<FONT color="green">133</FONT> }<a name="line.133"></a>
+<FONT color="green">134</FONT> <a name="line.134"></a>
+<FONT color="green">135</FONT> @Test<a name="line.135"></a>
+<FONT color="green">136</FONT> public void testMath891Matrix() {<a name="line.136"></a>
+<FONT color="green">137</FONT> final double[] xArray = new double[] { Double.NaN, 1.9, 2, 100, 3 };<a name="line.137"></a>
+<FONT color="green">138</FONT> final double[] yArray = new double[] { 10, 2, 10, Double.NaN, 4 };<a name="line.138"></a>
+<FONT color="green">139</FONT> <a name="line.139"></a>
+<FONT color="green">140</FONT> RealMatrix matrix = MatrixUtils.createRealMatrix(xArray.length, 2);<a name="line.140"></a>
+<FONT color="green">141</FONT> for (int i = 0; i < xArray.length; i++) {<a name="line.141"></a>
+<FONT color="green">142</FONT> matrix.addToEntry(i, 0, xArray[i]);<a name="line.142"></a>
+<FONT color="green">143</FONT> matrix.addToEntry(i, 1, yArray[i]);<a name="line.143"></a>
+<FONT color="green">144</FONT> }<a name="line.144"></a>
+<FONT color="green">145</FONT> <a name="line.145"></a>
+<FONT color="green">146</FONT> // compute correlation<a name="line.146"></a>
+<FONT color="green">147</FONT> NaturalRanking ranking = new NaturalRanking(NaNStrategy.REMOVED);<a name="line.147"></a>
+<FONT color="green">148</FONT> SpearmansCorrelation spearman = new SpearmansCorrelation(matrix, ranking);<a name="line.148"></a>
+<FONT color="green">149</FONT> <a name="line.149"></a>
+<FONT color="green">150</FONT> Assert.assertEquals(0.5, spearman.getCorrelationMatrix().getEntry(0, 1), Double.MIN_VALUE);<a name="line.150"></a>
+<FONT color="green">151</FONT> }<a name="line.151"></a>
+<FONT color="green">152</FONT> <a name="line.152"></a>
+<FONT color="green">153</FONT> // Not relevant here<a name="line.153"></a>
+<FONT color="green">154</FONT> @Override<a name="line.154"></a>
+<FONT color="green">155</FONT> @Test<a name="line.155"></a>
+<FONT color="green">156</FONT> public void testStdErrorConsistency() {}<a name="line.156"></a>
+<FONT color="green">157</FONT> @Override<a name="line.157"></a>
+<FONT color="green">158</FONT> @Test<a name="line.158"></a>
+<FONT color="green">159</FONT> public void testCovarianceConsistency() {}<a name="line.159"></a>
+<FONT color="green">160</FONT> <a name="line.160"></a>
+<FONT color="green">161</FONT> }<a name="line.161"></a>