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test.c

/* These tests are based on the NIST Statistical Reference Datasets
   See http://www.nist.gov/itl/div898/strd/index.html for more
   information. */

#include <config.h>
#include <stdlib.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_test.h>
#include <gsl/gsl_fit.h>

#include <gsl/gsl_ieee_utils.h>

size_t norris_n = 36;

double norris_x[] = { 0.2, 337.4, 118.2, 884.6, 10.1, 226.5, 666.3, 996.3,
                      448.6, 777.0, 558.2, 0.4, 0.6, 775.5, 666.9, 338.0, 
                      447.5, 11.6, 556.0, 228.1, 995.8, 887.6, 120.2, 0.3, 
                      0.3, 556.8, 339.1, 887.2, 999.0, 779.0, 11.1, 118.3,
                      229.2, 669.1, 448.9, 0.5 } ;

double norris_y[] = { 0.1, 338.8, 118.1, 888.0, 9.2, 228.1, 668.5, 998.5,
                      449.1, 778.9, 559.2, 0.3, 0.1, 778.1, 668.8, 339.3, 
                      448.9, 10.8, 557.7, 228.3, 998.0, 888.8, 119.6, 0.3, 
                      0.6, 557.6, 339.3, 888.0, 998.5, 778.9, 10.2, 117.6,
                      228.9, 668.4, 449.2, 0.2};

size_t noint1_n = 11;
double noint1_x[] = { 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70 };
double noint1_y[] = { 130, 131, 132, 133, 134, 135, 136, 137, 138, 139, 140};

size_t noint2_n = 3;
double noint2_x[] = { 4, 5, 6 } ;
double noint2_y[] = { 3, 4, 4 } ;

int
main (void)
{


  double x[1000], y[1000], w[1000];

  size_t xstride = 2, wstride = 3, ystride = 5;
  size_t i;

  for (i = 0; i < norris_n; i++) 
    {
      x[i*xstride] = norris_x[i];
      w[i*wstride] = 1.0;
      y[i*ystride] = norris_y[i];
    }

  gsl_ieee_env_setup();

  {
    double c0, c1, cov00, cov01, cov11, sumsq;
       
    double expected_c0 = -0.262323073774029;
    double expected_c1 =  1.00211681802045; 
    double expected_cov00 = pow(0.232818234301152, 2.0);
    double expected_cov01 = -7.74327536339570e-05;  /* computed from octave */
    double expected_cov11 = pow(0.429796848199937E-03, 2.0);
    double expected_sumsq = 26.6173985294224;
    
    gsl_fit_linear (x, xstride, y, ystride, norris_n, 
                    &c0, &c1, &cov00, &cov01, &cov11, &sumsq);
    
    /* gsl_fit_wlinear (x, xstride, w, wstride, y, ystride, norris_n, 
                     &c0, &c1, &cov00, &cov01, &cov11, &sumsq); */
  
    gsl_test_rel (c0, expected_c0, 1e-10, "norris gsl_fit_linear c0") ;
    gsl_test_rel (c1, expected_c1, 1e-10, "norris gsl_fit_linear c1") ;
    gsl_test_rel (cov00, expected_cov00, 1e-10, "norris gsl_fit_linear cov00") ;
    gsl_test_rel (cov01, expected_cov01, 1e-10, "norris gsl_fit_linear cov01") ;
    gsl_test_rel (cov11, expected_cov11, 1e-10, "norris gsl_fit_linear cov11") ;
    gsl_test_rel (sumsq, expected_sumsq, 1e-10, "norris gsl_fit_linear sumsq") ;
  }

  {
    double c0, c1, cov00, cov01, cov11, sumsq;
       
    double expected_c0 = -0.262323073774029;
    double expected_c1 =  1.00211681802045; 
    double expected_cov00 = 6.92384428759429e-02;  /* computed from octave */
    double expected_cov01 = -9.89095016390515e-05; /* computed from octave */
    double expected_cov11 = 2.35960747164148e-07;  /* computed from octave */
    double expected_sumsq = 26.6173985294224;
    
    gsl_fit_wlinear (x, xstride, w, wstride, y, ystride, norris_n, 
                     &c0, &c1, &cov00, &cov01, &cov11, &sumsq);
  
    gsl_test_rel (c0, expected_c0, 1e-10, "norris gsl_fit_wlinear c0") ;
    gsl_test_rel (c1, expected_c1, 1e-10, "norris gsl_fit_wlinear c1") ;
    gsl_test_rel (cov00, expected_cov00, 1e-10, "norris gsl_fit_wlinear cov00") ;
    gsl_test_rel (cov01, expected_cov01, 1e-10, "norris gsl_fit_wlinear cov01") ;
    gsl_test_rel (cov11, expected_cov11, 1e-10, "norris gsl_fit_wlinear cov11") ;
    gsl_test_rel (sumsq, expected_sumsq, 1e-10, "norris gsl_fit_wlinear sumsq") ;
  }

  for (i = 0; i < noint1_n; i++) 
    {
      x[i*xstride] = noint1_x[i];
      w[i*wstride] = 1.0;
      y[i*ystride] = noint1_y[i];
    }

  {
    double c1, cov11, sumsq;
       
    double expected_c1 = 2.07438016528926; 
    double expected_cov11 = pow(0.165289256198347E-01, 2.0);  
    double expected_sumsq = 127.272727272727;
    
    gsl_fit_mul (x, xstride, y, ystride, noint1_n, &c1, &cov11, &sumsq);
  
    gsl_test_rel (c1, expected_c1, 1e-10, "noint1 gsl_fit_mul c1") ;
    gsl_test_rel (cov11, expected_cov11, 1e-10, "noint1 gsl_fit_mul cov11") ;
    gsl_test_rel (sumsq, expected_sumsq, 1e-10, "noint1 gsl_fit_mul sumsq") ;
  }

  {
    double c1, cov11, sumsq;
       
    double expected_c1 = 2.07438016528926; 
    double expected_cov11 = 2.14661371686165e-05; /* computed from octave */
    double expected_sumsq = 127.272727272727;
    
    gsl_fit_wmul (x, xstride, w, wstride, y, ystride, noint1_n, &c1, &cov11, &sumsq);

    gsl_test_rel (c1, expected_c1, 1e-10, "noint1 gsl_fit_wmul c1") ;
    gsl_test_rel (cov11, expected_cov11, 1e-10, "noint1 gsl_fit_wmul cov11") ;
    gsl_test_rel (sumsq, expected_sumsq, 1e-10, "noint1 gsl_fit_wmul sumsq") ;
  }


  for (i = 0; i < noint2_n; i++) 
    {
      x[i*xstride] = noint2_x[i];
      w[i*wstride] = 1.0;
      y[i*ystride] = noint2_y[i];
    }

  {
    double c1, cov11, sumsq;
       
    double expected_c1 = 0.727272727272727; 
    double expected_cov11 = pow(0.420827318078432E-01, 2.0);  
    double expected_sumsq = 0.272727272727273;
    
    gsl_fit_mul (x, xstride, y, ystride, noint2_n, &c1, &cov11, &sumsq);
  
    gsl_test_rel (c1, expected_c1, 1e-10, "noint2 gsl_fit_mul c1") ;
    gsl_test_rel (cov11, expected_cov11, 1e-10, "noint2 gsl_fit_mul cov11") ;
    gsl_test_rel (sumsq, expected_sumsq, 1e-10, "noint2 gsl_fit_mul sumsq") ;
  }

  {
    double c1, cov11, sumsq;
       
    double expected_c1 = 0.727272727272727; 
    double expected_cov11 = 1.29870129870130e-02 ; /* computed from octave */
    double expected_sumsq = 0.272727272727273;
    
    gsl_fit_wmul (x, xstride, w, wstride, y, ystride, noint2_n, &c1, &cov11, &sumsq);

    gsl_test_rel (c1, expected_c1, 1e-10, "noint2 gsl_fit_wmul c1") ;
    gsl_test_rel (cov11, expected_cov11, 1e-10, "noint2 gsl_fit_wmul cov11") ;
    gsl_test_rel (sumsq, expected_sumsq, 1e-10, "noint2 gsl_fit_wmul sumsq") ;
  }

  /* now summarize the results */

  exit (gsl_test_summary ());
}

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