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- <?php
- namespace MathPHP\Tests\Statistics;
- use MathPHP\Exception;
- use MathPHP\Statistics\RandomVariable;
- class RandomVariableTest extends \PHPUnit\Framework\TestCase
- {
- /**
- * @test centralMoment
- * @dataProvider dataProviderForCentralMoment
- * @param array $X
- * @param int $n
- * @param float $expected
- * @throws \Exception
- */
- public function testCentralMoment(array $X, int $n, float $expected)
- {
- // When
- $centralMoment = RandomVariable::centralMoment($X, $n);
- // Then
- $this->assertEqualsWithDelta($expected, $centralMoment, 0.0001);
- }
- /**
- * @return array [X, n, moment]
- */
- public function dataProviderForCentralMoment(): array
- {
- return [
- [ [ 600, 470, 170, 430, 300 ], 1, 0 ],
- [ [ 600, 470, 170, 430, 300 ], 2, 21704 ],
- [ [ 600, 470, 170, 430, 300 ], 3, -568512 ],
- ];
- }
- /**
- * @test centralMoment error if X is empty
- * @throws \Exception
- */
- public function testCentralMomentNullIfXEmpty()
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::centralMoment(array(), 3);
- }
- /**
- * @test populationSkewness
- * @dataProvider dataProviderForPopulationSkewness
- * @param array $X
- * @param float $expected
- * @throws \Exception
- */
- public function testPopulationSkewness(array $X, float $expected)
- {
- // When
- $populationSkewness = RandomVariable::populationSkewness($X);
- // Then
- $this->assertEqualsWithDelta($expected, $populationSkewness, 0.000001);
- }
- /**
- * Generated with R (e1071) skewness(data, type=1)
- * @return array [X, skewness]
- */
- public function dataProviderForPopulationSkewness(): array
- {
- return [
- [ [61,61,61,61,61,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,73,73,73,73,73,73,73,73], -0.1081544 ],
- [ [2, 3, -1, 3, 4, 5, 0, 2], -0.3677454 ],
- [ [1, 2, 3, 4, 5, 6, 8, 8], 0.079248 ],
- [ [1, 1, 3, 4, 5, 6, 7, 8], -0.079248 ],
- [ [3, 4, 5, 2, 3, 4, 5, 6, 4, 7], 0.3031933 ],
- [ [1, 1, 2, 2, 2, 2, 3, 3, 3, 4, 4, 5, 6, 7, 8], 0.7745239 ],
- [ [1,2,3,4,5,6,7,8], 0 ],
- [ [1, 2, 3, 4, 5, 9, 23, 32, 69], 1.605855 ],
- [ [3, 4, 5, 2, 3, 4, 5, 6, 4, 7 ], 0.3031933 ],
- [ [1, 1, 2, 2, 2, 2, 3, 3, 3, 4, 4, 5, 6, 7, 8 ], 0.7745239 ],
- [ [2, 3, -1, 3, 4, 5, 0, 2], -0.3677454 ],
- [ [-2.83, -0.95, -0.88, 1.21, -1.67, 0.83, -0.27, 1.36, -0.34, 0.48, -2.83, -0.95, -0.88, 1.21, -1.67], -0.1561309 ],
- [ [13, 18, 13, 14, 13, 16, 14, 21, 13], 1.230469],
- ];
- }
- /**
- * @test populationSkewness error if array is empty
- * @throws \Exception
- */
- public function testPopulationSkewnessNullWhenEmptyArray()
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::populationSkewness(array());
- }
- /**
- * @test sampleSkewness
- * @dataProvider dataProviderForSampleSkewness
- * @param array $X
- * @param float $expected
- * @throws \Exception
- */
- public function testSampleSkewness(array $X, float $expected)
- {
- // When
- $skewness = RandomVariable::sampleSkewness($X);
- // Then
- $this->assertEqualsWithDelta($expected, $skewness, 0.000001);
- }
- /**
- * Generated with R (e1071) skewness(data, type=2)
- * @return array [X, skewness]
- */
- public function dataProviderForSampleSkewness(): array
- {
- return [
- [ [61,61,61,61,61,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,73,73,73,73,73,73,73,73], -0.1098084 ],
- [ [2, 3, -1, 3, 4, 5, 0, 2], -0.4586591 ],
- [ [1, 2, 3, 4, 5, 6, 8, 8], 0.09883962 ],
- [ [1, 1, 3, 4, 5, 6, 7, 8], -0.09883962 ],
- [ [3, 4, 5, 2, 3, 4, 5, 6, 4, 7], 0.3595431 ],
- [ [1, 1, 2, 2, 2, 2, 3, 3, 3, 4, 4, 5, 6, 7, 8], 0.8633783 ],
- [ [1,2,3,4,5,6,7,8], 0 ],
- [ [1, 2, 3, 4, 5, 9, 23, 32, 69], 1.946591 ],
- [ [3, 4, 5, 2, 3, 4, 5, 6, 4, 7 ], 0.3595431 ],
- [ [1, 1, 2, 2, 2, 2, 3, 3, 3, 4, 4, 5, 6, 7, 8 ], 0.8633783 ],
- [ [2, 3, -1, 3, 4, 5, 0, 2], -0.4586591 ],
- [ [-2.83, -0.95, -0.88, 1.21, -1.67, 0.83, -0.27, 1.36, -0.34, 0.48, -2.83, -0.95, -0.88, 1.21, -1.67], -0.1740425 ],
- [ [13, 18, 13, 14, 13, 16, 14, 21, 13], 1.491553],
- ];
- }
- /**
- * @test sampleSkewness errpr when array is empty
- * @throws \Exception
- */
- public function testSampleSkewnessNullWhenEmptyArray()
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::sampleSkewness(array());
- }
- /**
- * @test sampleSkewness error when array has fewer than 3 elements
- * @throws \Exception
- */
- public function testSampleSkewnessNullWhenSmallArray()
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::sampleSkewness([1, 2]);
- }
- /**
- * @test populationSkewness Nan
- * @dataProvider dataProviderForSkewnessNan
- * @param array $X
- * @throws \Exception
- */
- public function testPopulationSkewnessNan(array $X)
- {
- // When
- $skewness = RandomVariable::populationSkewness($X);
- // Then
- $this->assertNan($skewness);
- }
- /**
- * @test sampleSkewness Nan
- * @dataProvider dataProviderForSkewnessNan
- * @param array $X
- * @throws \Exception
- */
- public function testSampleSkewnessNan(array $X)
- {
- // When
- $skewness = RandomVariable::sampleSkewness($X);
- // Then
- $this->assertNan($skewness);
- }
- /**
- * @test alternativeSkewness Nan
- * @dataProvider dataProviderForSkewnessNan
- * @param array $X
- * @throws \Exception
- */
- public function testAlternativeSkewnessNan(array $X)
- {
- // When
- $skewness = RandomVariable::alternativeSkewness($X);
- // Then
- $this->assertNan($skewness);
- }
- /**
- * Generated with R (e1071) skewness(data, type=2)
- * @return array [X, skewness]
- */
- public function dataProviderForSkewnessNan(): array
- {
- return [
- [[-1, -1, -1]],
- [[10, 10, 10]],
- [[0, 0, 0]],
- [[10, 10, 10, 10]],
- ];
- }
- /**
- * @test alternativeSkewness
- * @dataProvider dataProviderForAlternativeSkewness
- * @param array $X
- * @param float $expected
- * @throws \Exception
- */
- public function testAlternativeSkewness(array $X, float $expected)
- {
- // When
- $skewness = RandomVariable::alternativeSkewness($X);
- // Then
- $this->assertEqualsWithDelta($expected, $skewness, 0.000001);
- }
- /**
- * Generated with online calculator: http://www.endmemo.com/statistics/skewness.php
- * @return array [X, skewness]
- */
- public function dataProviderForAlternativeSkewness(): array
- {
- return [
- [ [61,61,61,61,61,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,73,73,73,73,73,73,73,73], -0.107612 ],
- [ [1, 2, 3, 4, 5, 9, 23, 32, 69], 1.514015 ],
- [ [5,20,40,80,100], 0.202721 ],
- [ [3, 4, 5, 2, 3, 4, 5, 6, 4, 7], 0.287634 ],
- [ [1, 1, 3, 4, 5, 6, 7, 8], -0.07413 ],
- [ [1,2,3,4,5,6,7,8], 0 ],
- [ [13, 18, 13, 14, 13, 16, 14, 21, 13], 1.160097],
- ];
- }
- /**
- * @test alternativeSkewness error when array is empty
- * @throws \Exception
- */
- public function testAlternativeSkewnessErrorWhenEmptyArray()
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::alternativeSkewness(array());
- }
- /**
- * @test skewness
- * @dataProvider dataProviderForSkewness
- * @param array $X
- * @param string $type
- * @param float $expected
- * @throws \Exception
- */
- public function testSkewness(array $X, string $type, float $expected)
- {
- // When
- $skewness = RandomVariable::skewness($X, $type);
- // Then
- $this->assertEqualsWithDelta($expected, $skewness, 0.000001);
- }
- /**
- * @return array [X, algorithm, skewness]
- */
- public function dataProviderForSkewness(): array
- {
- return [
- // Population skewness
- [ [61,61,61,61,61,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,73,73,73,73,73,73,73,73], RandomVariable::POPULATION_SKEWNESS, -0.1081544 ],
- [ [2, 3, -1, 3, 4, 5, 0, 2], RandomVariable::POPULATION_SKEWNESS, -0.3677454 ],
- [ [1, 2, 3, 4, 5, 6, 8, 8], RandomVariable::POPULATION_SKEWNESS, 0.079248 ],
- [ [1, 1, 3, 4, 5, 6, 7, 8], RandomVariable::POPULATION_SKEWNESS, -0.079248 ],
- [ [3, 4, 5, 2, 3, 4, 5, 6, 4, 7], RandomVariable::POPULATION_SKEWNESS, 0.3031933 ],
- [ [1, 1, 2, 2, 2, 2, 3, 3, 3, 4, 4, 5, 6, 7, 8], RandomVariable::POPULATION_SKEWNESS, 0.7745239 ],
- [ [1,2,3,4,5,6,7,8], RandomVariable::POPULATION_SKEWNESS, 0 ],
- [ [1, 2, 3, 4, 5, 9, 23, 32, 69], RandomVariable::POPULATION_SKEWNESS, 1.605855 ],
- [ [3, 4, 5, 2, 3, 4, 5, 6, 4, 7 ], RandomVariable::POPULATION_SKEWNESS, 0.3031933 ],
- [ [1, 1, 2, 2, 2, 2, 3, 3, 3, 4, 4, 5, 6, 7, 8 ], RandomVariable::POPULATION_SKEWNESS, 0.7745239 ],
- [ [2, 3, -1, 3, 4, 5, 0, 2], RandomVariable::POPULATION_SKEWNESS, -0.3677454 ],
- [ [-2.83, -0.95, -0.88, 1.21, -1.67, 0.83, -0.27, 1.36, -0.34, 0.48, -2.83, -0.95, -0.88, 1.21, -1.67], RandomVariable::POPULATION_SKEWNESS, -0.1561309 ],
- // Sample skewness
- [ [61,61,61,61,61,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,73,73,73,73,73,73,73,73], RandomVariable::SAMPLE_SKEWNESS, -0.1098084 ],
- [ [2, 3, -1, 3, 4, 5, 0, 2], RandomVariable::SAMPLE_SKEWNESS, -0.4586591 ],
- [ [1, 2, 3, 4, 5, 6, 8, 8], RandomVariable::SAMPLE_SKEWNESS, 0.09883962 ],
- [ [1, 1, 3, 4, 5, 6, 7, 8], RandomVariable::SAMPLE_SKEWNESS, -0.09883962 ],
- [ [3, 4, 5, 2, 3, 4, 5, 6, 4, 7], RandomVariable::SAMPLE_SKEWNESS, 0.3595431 ],
- [ [1, 1, 2, 2, 2, 2, 3, 3, 3, 4, 4, 5, 6, 7, 8], RandomVariable::SAMPLE_SKEWNESS, 0.8633783 ],
- [ [1,2,3,4,5,6,7,8], RandomVariable::SAMPLE_SKEWNESS, 0 ],
- [ [1, 2, 3, 4, 5, 9, 23, 32, 69], RandomVariable::SAMPLE_SKEWNESS, 1.946591 ],
- [ [3, 4, 5, 2, 3, 4, 5, 6, 4, 7 ], RandomVariable::SAMPLE_SKEWNESS, 0.3595431 ],
- [ [1, 1, 2, 2, 2, 2, 3, 3, 3, 4, 4, 5, 6, 7, 8 ], RandomVariable::SAMPLE_SKEWNESS, 0.8633783 ],
- [ [2, 3, -1, 3, 4, 5, 0, 2], RandomVariable::SAMPLE_SKEWNESS, -0.4586591 ],
- [ [-2.83, -0.95, -0.88, 1.21, -1.67, 0.83, -0.27, 1.36, -0.34, 0.48, -2.83, -0.95, -0.88, 1.21, -1.67], RandomVariable::SAMPLE_SKEWNESS, -0.1740425 ],
- // Alternative skewness
- [ [61,61,61,61,61,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,64,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,67,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,70,73,73,73,73,73,73,73,73], RandomVariable::ALTERNATIVE_SKEWNESS, -0.107612 ],
- [ [1, 2, 3, 4, 5, 9, 23, 32, 69], RandomVariable::ALTERNATIVE_SKEWNESS, 1.514015 ],
- [ [5,20,40,80,100], RandomVariable::ALTERNATIVE_SKEWNESS, 0.202721 ],
- [ [3, 4, 5, 2, 3, 4, 5, 6, 4, 7], RandomVariable::ALTERNATIVE_SKEWNESS, 0.287634 ],
- [ [1, 1, 3, 4, 5, 6, 7, 8], RandomVariable::ALTERNATIVE_SKEWNESS, -0.07413 ],
- [ [1,2,3,4,5,6,7,8], RandomVariable::ALTERNATIVE_SKEWNESS, 0 ],
- [ [13, 18, 13, 14, 13, 16, 14, 21, 13], RandomVariable::ALTERNATIVE_SKEWNESS, 1.160097],
- ];
- }
- /**
- * @test skewness default type is sample skewness
- * @dataProvider dataProviderForSampleSkewness
- * @param array $X
- * @param float $expected
- * @throws \Exception
- */
- public function testSkewnessDefaultTypeIsSampleSkewness(array $X, float $expected)
- {
- // When
- $skewness = RandomVariable::skewness($X);
- // Then
- $this->assertEqualsWithDelta($expected, $skewness, 0.000001);
- }
- /**
- * @test skewness error when array is empty
- * @throws \Exception
- */
- public function testSkewnessErrorWhenEmptyArray()
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::skewness(array());
- }
- /**
- * @test skewness error - unknown type
- * @throws \Exception
- */
- public function testSkewnessTypeError()
- {
- // Given
- $X = [1, 2, 3, 2, 3, 1, 1, 2];
- $type = 'unknownType';
- // Then
- $this->expectException(Exception\IncorrectTypeException::class);
- // When
- RandomVariable::skewness($X, $type);
- }
- /**
- * @test ses
- * @dataProvider dataProviderForSes
- * @param int $n
- * @param float $expected
- * @throws \Exception
- */
- public function testSes(int $n, float $expected)
- {
- // When
- $ses = RandomVariable::ses($n);
- // Then
- $this->assertEqualsWithDelta($expected, $ses, 0.001);
- }
- /**
- * @return array [n, ses]
- */
- public function dataProviderForSes(): array
- {
- return [
- [5, 0.913],
- [10, 0.687],
- [20, 0.512],
- [100, 0.241],
- [1000, 0.077],
- [10000, 0.024],
- ];
- }
- /**
- * @test ses throws a BadDataException if n is < 3
- * @dataProvider dataProviderForSesException
- * @param int $n
- * @throws \Exception
- */
- public function testSesException(int $n)
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::ses($n);
- }
- /**
- * @return array [n]
- */
- public function dataProviderForSesException(): array
- {
- return [
- [-1],
- [0],
- [1],
- [2],
- ];
- }
- /**
- * @test sampleKurtosis
- * @dataProvider dataProviderForSampleKurtosis
- * @param array $X
- * @param float $expected
- * @throws \Exception
- */
- public function testSampleKurtosis(array $X, float $expected)
- {
- // When
- $kurtosis = RandomVariable::sampleKurtosis($X);
- // Then
- $this->assertEqualsWithDelta($expected, $kurtosis, 0.000001);
- }
- /**
- * Generated with R (e1071) kurtosis(data, type=1)
- * @return array [X, kurtosis]
- */
- public function dataProviderForSampleKurtosis(): array
- {
- return [
- [ [ 1987, 1987, 1991, 1992, 1992, 1992, 1992, 1993, 1994, 1994, 1995 ], -0.2320107 ],
- [ [ 0, 7, 7, 6, 6, 6, 5, 5, 4, 1 ], -0.273157 ],
- [ [ 2, 2, 4, 6, 8, 10, 10 ], -1.574074 ],
- [ [ 1242, 1353, 1142 ], -1.5 ],
- [ [1, 2, 3, 4, 5, 9, 23, 32, 69], 1.389416 ],
- [ [5,20,40,80,100], -1.525992 ],
- [ [4, 5, 5, 5, 5, 6], 0 ],
- ];
- }
- /**
- * @test sampleKurtosis error when array is empty
- * @throws \Exception
- */
- public function testSampleKurtosisErrorWhenEmptyArray()
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::sampleKurtosis(array());
- }
- /**
- * @test sampleKurtosis Nan
- * @dataProvider dataProviderForSkewnessNan
- * @param array $X
- * @throws \Exception
- */
- public function testSampleKurtosisNan(array $X)
- {
- // When
- $kurtosis = RandomVariable::sampleKurtosis($X);
- // Then
- $this->assertNan($kurtosis);
- }
- /**
- * @test populationKurtosis
- * @dataProvider dataProviderForPopulationKurtosis
- * @param array $X
- * @param float $expected
- * @throws \Exception
- */
- public function testPopulationKurtosis(array $X, float $expected)
- {
- // When
- $kurtosis = RandomVariable::populationKurtosis($X);
- // Then
- $this->assertEqualsWithDelta($expected, $kurtosis, 0.000001);
- }
- /**
- * Generated with R (e1071) kurtosis(data, type=2)
- * @return array [X, kurtosis]
- */
- public function dataProviderForPopulationKurtosis(): array
- {
- return [
- [ [ 1987, 1987, 1991, 1992, 1992, 1992, 1992, 1993, 1994, 1994, 1995 ],0.4466489 ],
- [ [ 0, 7, 7, 6, 6, 6, 5, 5, 4, 1 ], 0.4813832 ],
- [ [ 2, 2, 4, 6, 8, 10, 10 ], -1.977778 ],
- [ [ 1242, 1353, 1142, 1222 ], 1.397048 ],
- [ [1, 2, 3, 4, 5, 9, 23, 32, 69], 3.789364 ],
- [ [5,20,40,80,100], -2.103968 ],
- [ [4, 5, 5, 5, 5, 6], 2.5 ],
- ];
- }
- /**
- * @test populationKurtosis Nan
- * @dataProvider dataProviderForPopulationKurtosisNan
- * @param array $X
- * @throws \Exception
- */
- public function testPopulationKurtosisNan(array $X)
- {
- // When
- $kurtosis = RandomVariable::populationKurtosis($X);
- // Then
- $this->assertNan($kurtosis);
- }
- /**
- * Generated with R (e1071) kurtosis(data, type=2)
- * @return array [X, skewness]
- */
- public function dataProviderForPopulationKurtosisNan(): array
- {
- return [
- [[-1, -1, -1, -1]],
- [[1, 1, 1, 1]],
- [[0, 0, 0, 0]],
- [[10, 10, 10, 10]],
- ];
- }
- /**
- * @test populationKurtosis error when fewer than four numbers
- * @dataProvider dataProviderForPopulationKurtosisErrorFewerThanFourNumbers
- * @param array $X
- * @throws \Exception
- */
- public function testPopulationKurtosisErrorFewerThanFourNumbers(array $X)
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- $kurtosis = RandomVariable::populationKurtosis($X);
- }
- /**
- * Generated with R (e1071) kurtosis(data, type=2)
- * @return array [X, skewness]
- */
- public function dataProviderForPopulationKurtosisErrorFewerThanFourNumbers(): array
- {
- return [
- [[1]],
- [[2, 2]],
- [[3, 3, 3]],
- [[0, 0, 0]],
- [[10, 10, 10]],
- ];
- }
- /**
- * @test kurtosis
- * @dataProvider dataProviderForKurtosis
- * @param array $X
- * @param string $type
- * @param float $expected
- * @throws \Exception
- */
- public function testKurtosis(array $X, string $type, float $expected)
- {
- // When
- $kurtosis = RandomVariable::kurtosis($X, $type);
- // Then
- $this->assertEqualsWithDelta($expected, $kurtosis, 0.000001);
- }
- /**
- * @return array [X, algorithm, kurtosis]
- */
- public function dataProviderForKurtosis(): array
- {
- return [
- // Population kurtosis
- [ [ 1987, 1987, 1991, 1992, 1992, 1992, 1992, 1993, 1994, 1994, 1995 ], RandomVariable::POPULATION_KURTOSIS, 0.4466489 ],
- [ [ 0, 7, 7, 6, 6, 6, 5, 5, 4, 1 ], RandomVariable::POPULATION_KURTOSIS, 0.4813832 ],
- [ [ 2, 2, 4, 6, 8, 10, 10 ], RandomVariable::POPULATION_KURTOSIS, -1.977778 ],
- [ [ 1242, 1353, 1142, 1222 ], RandomVariable::POPULATION_KURTOSIS, 1.397048 ],
- [ [1, 2, 3, 4, 5, 9, 23, 32, 69], RandomVariable::POPULATION_KURTOSIS, 3.789364 ],
- [ [5,20,40,80,100], RandomVariable::POPULATION_KURTOSIS, -2.103968 ],
- [ [4, 5, 5, 5, 5, 6], RandomVariable::POPULATION_KURTOSIS, 2.5 ],
- // Sample kurtosis
- [ [ 1987, 1987, 1991, 1992, 1992, 1992, 1992, 1993, 1994, 1994, 1995 ], RandomVariable::SAMPLE_KURTOSIS, -0.2320107 ],
- [ [ 0, 7, 7, 6, 6, 6, 5, 5, 4, 1 ], RandomVariable::SAMPLE_KURTOSIS, -0.273157 ],
- [ [ 2, 2, 4, 6, 8, 10, 10 ], RandomVariable::SAMPLE_KURTOSIS, -1.574074 ],
- [ [ 1242, 1353, 1142 ], RandomVariable::SAMPLE_KURTOSIS, -1.5 ],
- [ [1, 2, 3, 4, 5, 9, 23, 32, 69], RandomVariable::SAMPLE_KURTOSIS, 1.389416 ],
- [ [5,20,40,80,100], RandomVariable::SAMPLE_KURTOSIS, -1.525992 ],
- [ [4, 5, 5, 5, 5, 6], RandomVariable::SAMPLE_KURTOSIS, 0 ],
- ];
- }
- /**
- * @test kurtosis default type is poluation skewness
- * @dataProvider dataProviderForPopulationKurtosis
- * @param array $X
- * @param float $expected
- * @throws \Exception
- */
- public function testSkewnessDefaultTypeIsPopulationKurtosis(array $X, float $expected)
- {
- // When
- $kurtosis = RandomVariable::kurtosis($X);
- // Then
- $this->assertEqualsWithDelta($expected, $kurtosis, 0.000001);
- }
- /**
- * @test kurtosis error when array is empty
- * @throws \Exception
- */
- public function testKurtosisErrorWhenEmptyArray()
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::kurtosis(array());
- }
- /**
- * @test kurtosis error - unknown type
- * @throws \Exception
- */
- public function testKurtosisTypeError()
- {
- // Given
- $X = [1, 2, 3, 2, 3, 1, 1, 2];
- $type = 'unknownType';
- // Then
- $this->expectException(Exception\IncorrectTypeException::class);
- // When
- RandomVariable::kurtosis($X, $type);
- }
- /**
- * @test isPlatykurtic
- * @dataProvider dataProviderForPlatykurtic
- * @param array $data
- * @throws \Exception
- */
- public function testIsPlatykurtic(array $data)
- {
- $this->assertTrue(RandomVariable::isPlatykurtic($data, RandomVariable::SAMPLE_KURTOSIS));
- }
- /**
- * @test isLeptokurtic
- * @dataProvider dataProviderForLeptokurtic
- * @param array $data
- * @throws \Exception
- */
- public function testIsLeptokurtic(array $data)
- {
- $this->assertTrue(RandomVariable::isLeptokurtic($data, RandomVariable::SAMPLE_KURTOSIS));
- }
- /**
- * @test isMesokurtic
- * @dataProvider dataProviderForMesokurtic
- * @param array $data
- * @throws \Exception
- */
- public function testIsMesokurtic(array $data)
- {
- $this->assertTrue(RandomVariable::isMesokurtic($data, RandomVariable::SAMPLE_KURTOSIS));
- }
- /**
- * @test isPlatykurtic returns false for a leptokurtic data set
- * @dataProvider dataProviderForLeptokurtic
- * @param array $data
- * @throws \Exception
- */
- public function testIsNotPlatykurtic(array $data)
- {
- $this->assertFalse(RandomVariable::isPlatykurtic($data));
- }
- /**
- * @test isLeptokurtic returns false for a platykurtic data set
- * @dataProvider dataProviderForPlatykurtic
- * @param array $data
- * @throws \Exception
- */
- public function testIsNotLeptokurtic(array $data)
- {
- $this->assertFalse(RandomVariable::isLeptokurtic($data));
- }
- /**
- * @return array [data]
- */
- public function dataProviderForPlatykurtic(): array
- {
- return [
- [[2, 2, 4, 6, 8, 10, 10]],
- ];
- }
- /**
- * @return array [data]
- */
- public function dataProviderForLeptokurtic(): array
- {
- return [
- [[1, 2, 3, 4, 5, 9, 23, 32, 69]],
- ];
- }
- /**
- * @return array [data]
- */
- public function dataProviderForMesokurtic(): array
- {
- return [
- [[4, 5, 5, 5, 5, 6]],
- ];
- }
- /**
- * @test sek
- * @dataProvider dataProviderForSek
- * @param int $n
- * @param float $expected
- * @throws \Exception
- */
- public function testSek(int $n, float $expected)
- {
- // When
- $sek = RandomVariable::sek($n);
- // Then
- $this->assertEqualsWithDelta($expected, $sek, 0.001);
- }
- /**
- * @return array [n, sek]
- */
- public function dataProviderForSek(): array
- {
- return [
- [5, 2],
- [10, 1.334],
- [20, 0.992],
- [100, 0.478],
- [1000, 0.154],
- [10000, 0.048],
- ];
- }
- /**
- * @test sek throws a BadDataException if n is < 4
- * @dataProvider dataProviderForSekException
- * @param int $n
- * @throws \Exception
- */
- public function testSekException(int $n)
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::sek($n);
- }
- /**
- * @return array [n]
- */
- public function dataProviderForSekException(): array
- {
- return [
- [-1],
- [0],
- [1],
- [2],
- [3],
- ];
- }
- /**
- * @test standardErrorOfTheMean
- * @dataProvider dataProviderForStandardErrorOfTheMean
- * @param array $X
- * @param float $expected
- * @throws \Exception
- */
- public function testStandardErrorOfTheMean(array $X, float $expected)
- {
- // When
- $sem = RandomVariable::standardErrorOfTheMean($X);
- // Then
- $this->assertEqualsWithDelta($expected, $sem, 0.0001);
- }
- /**
- * @test standardErrorOfTheMean
- * @dataProvider dataProviderForStandardErrorOfTheMean
- * @param array $X
- * @param float $expected
- * @throws \Exception
- */
- public function testSem(array $X, float $expected)
- {
- // When
- $sem = RandomVariable::sem($X);
- // Then
- $this->assertEqualsWithDelta($expected, $sem, 0.0001);
- }
- /**
- * @return array [X, sem]
- */
- public function dataProviderForStandardErrorOfTheMean(): array
- {
- return [
- [ [1,2,3,4,5,5,6,7], 0.7180703308172536 ],
- [ [34,6,23,12,25,64,32,75], 8.509317372319423 ],
- [ [1.5,1.3,2.532,0.43,0.042,5.9,0.9942,1.549], 0.645903079859 ],
- [ [453543,235235,656,342,2235,6436,234,9239,3535,8392,3492,5933,244], 37584.225394 ],
- ];
- }
- /**
- * @test standardErrorOfTheMean error when array is empty
- * @throws \Exception
- */
- public function testStandardErrorOfTheMeanNullWhenEmptyArray()
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::standardErrorOfTheMean(array());
- }
- /**
- * @test confidenceInterval
- * @dataProvider dataProviderForConfidenceInterval
- * @param number $μ
- * @param number $n
- * @param float $σ
- * @param float $cl
- * @param array $expected
- * @throws \Exception
- */
- public function testConfidenceInterval($μ, $n, float $σ, float $cl, array $expected)
- {
- // When
- $ci = RandomVariable::confidenceInterval($μ, $n, $σ, $cl);
- // Then
- $this->assertEqualsWithDelta($expected, $ci, 0.1);
- }
- /**
- * @return array [μ, n, σ, cl, ci]
- */
- public function dataProviderForConfidenceInterval(): array
- {
- return [
- [90, 9, 36, 80, ['ci' => 15.38, 'lower_bound' => 74.62, 'upper_bound' => 105.38]],
- [90, 9, 36, 85, ['ci' => 17.27, 'lower_bound' => 72.73, 'upper_bound' => 107.27]],
- [90, 9, 36, 90, ['ci' => 19.74, 'lower_bound' => 70.26, 'upper_bound' => 109.74]],
- [90, 9, 36, 95, ['ci' => 23.52, 'lower_bound' => 66.48, 'upper_bound' => 113.52]],
- [90, 9, 36, 99, ['ci' => 30.91, 'lower_bound' => 59.09, 'upper_bound' => 120.91]],
- [90, 9, 36, 99.5, ['ci' => 33.68, 'lower_bound' => 56.32, 'upper_bound' => 123.68]],
- [90, 9, 36, 99.9, ['ci' => 39.49, 'lower_bound' => 50.51, 'upper_bound' => 129.49]],
- [90, 0, 36, 99.9, ['ci' => null, 'lower_bound' => null, 'upper_bound' => null]],
- ];
- }
- /**
- * @test sumOfSquares
- * @dataProvider dataProviderForSumOfSquares
- * @param array $numbers
- * @param number $expected
- * @throws \Exception
- */
- public function testSumOfSquares(array $numbers, $expected)
- {
- // When
- $sos = RandomVariable::sumOfSquares($numbers);
- // Then
- $this->assertEqualsWithDelta($expected, $sos, 0.001);
- }
- /**
- * @return array
- */
- public function dataProviderForSumOfSquares(): array
- {
- return [
- [ [3, 6, 7, 11, 12, 13, 17], 817],
- [ [6, 11, 12, 14, 15, 20, 21], 1563],
- [ [1, 2, 3, 6, 7, 11, 12], 364],
- [ [1, 2, 3, 4, 5, 6, 7, 8, 9, 0], 285],
- [ [34, 253, 754, 2342, 75, 23, 876, 4, 1, -34, -345, 754, -377, 3, 0], 7723027],
- ];
- }
- /**
- * @test sumOfSquares error when the array is empty
- * @throws \Exception
- */
- public function testSumOfSquaresNullWhenEmptyArray()
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::sumOfSquares(array());
- }
- /**
- * @test sumOfSquaresDeviations
- * @dataProvider dataProviderForSumOfSquaresDeviations
- * @param array $numbers
- * @param float $expected
- * @throws \Exception
- */
- public function testSumOfSquaresDeviations(array $numbers, float $expected)
- {
- // When
- $sosDeviations = RandomVariable::sumOfSquaresDeviations($numbers);
- // Then
- $this->assertEqualsWithDelta($expected, $sosDeviations, 0.001);
- }
- /**
- * @return array [numbers, sos]
- */
- public function dataProviderForSumOfSquaresDeviations(): array
- {
- return [
- [ [3, 6, 7, 11, 12, 13, 17], 136.8571],
- [ [6, 11, 12, 14, 15, 20, 21], 162.8571],
- [ [1, 2, 3, 6, 7, 11, 12], 112],
- [ [1, 2, 3, 4, 5, 6, 7, 8, 9, 0], 82.5],
- [ [34, 253, 754, 2342, 75, 23, 876, 4, 1, -34, -345, 754, -377, 3, 0], 6453975.7333],
- ];
- }
- /**
- * @test sumOfSquaresDeviations is null when the array is empty
- * @throws \Exception
- */
- public function testSumOfSquaresDeviationsNullWhenEmptyArray()
- {
- // Then
- $this->expectException(Exception\BadDataException::class);
- // When
- RandomVariable::sumOfSquaresDeviations(array());
- }
- }
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