news_producer/vendor/markrogoyski/math-php/tests/Statistics/Multivariate/PCA/RegressionTest.php

<?php

namespace MathPHP\Tests\Statistics\Multivariate\PCA;

use MathPHP\Functions\Map\Multi;
use MathPHP\LinearAlgebra\MatrixFactory;
use MathPHP\Statistics\Multivariate\PCA;

/**
 * Regression test for bug issue 414
 *
 * @link https://github.com/markrogoyski/math-php/issues/414
 *
 * The issue was construction the PCA with highly correlated data, calculating the eigenvalues would not converge,
 * resulting in an infinite loop.
 */
class RegressionTest extends \PHPUnit\Framework\TestCase
{
    /**
     * @test PCA center false and scale false
     *
     * R test data
     * > library(mdatools)
     * >
     * > data = rbind(c(0.066073, 96.000000), c(5.407780, 1115.857143), c(19.440563, 3999.142857), c(35.582583, 7315.857143), c(71.602260, 14725.428571), c(165.725077, 34186.000000), c(235.426483, 48657.857143), c(256.868816, 53160.316186))
     * > data
     * [,1]      [,2]
     * [1,]   0.066073    96.000
     * [2,]   5.407780  1115.857
     * [3,]  19.440563  3999.143
     * [4,]  35.582583  7315.857
     * [5,]  71.602260 14725.429
     * [6,] 165.725077 34186.000
     * [7,] 235.426483 48657.857
     * [8,] 256.868816 53160.316
     * >
     * > model = pca(data, center=FALSE, scale=FALSE)
     *
     * > loadings = model$loadings
     * > loadings
     * Comp 1       Comp 2
     * [1,] -0.004838294 -0.999988295
     * [2,] -0.999988295  0.004838294
     */
    public function testBugCenterFalseScaleFalseLoadings()
    {
        // Given
        $data = MatrixFactory::createNumeric([
            [0.066073, 96.000000],
            [5.407780, 1115.857143],
            [19.440563, 3999.142857],
            [35.582583, 7315.857143],
            [71.602260, 14725.428571],
            [165.725077, 34186.000000],
            [235.426483, 48657.857143],
            [256.868816, 53160.316186]
        ]);

        // And
        $center = true;
        $scale = false;

        // When
        $model = new PCA($data, $center, $scale);

        // Then
        $expected = [
            [-0.004838294, -0.999988295],
            [-0.999988295,  0.004838294],
        ];
        $loadings = $model->getLoadings();

        // And since each column could be multiplied by -1, we will compare the two and adjust.
        // Get an array that's roughly ones and negative ones.
        $quotient = Multi::divide($expected[1], $loadings->getMatrix()[1]);

        // Convert to exactly one or negative one. Cannot be zero.
        $signum = \array_map(
            function ($x) {
                return $x <=> 0;
            },
            $quotient
        );
        $sign_change = MatrixFactory::diagonal($signum);

        // Multiplying a sign change matrix on the right changes column signs.
        $sign_adjusted = $loadings->multiply($sign_change);

        // Then
        $this->assertEqualsWithDelta($expected, $sign_adjusted->getMatrix(), .00001);
    }
}