add test for regressions

statistics.cabal

@@ -124,6 +124,7 @@ test-suite tests
     Tests.ApproxEq
     Tests.Correlation
     Tests.Distribution
+    Tests.Regression
     Tests.Function
     Tests.Helpers
     Tests.KDE

tests/Tests/Regression.hs

@@ -0,0 +1,41 @@
+module Tests.Regression
+       ( tests ) where
+
+import           Data.Vector.Unboxed                  (Vector)
+import qualified Data.Vector.Unboxed                  as U
+import           Debug.Trace                          (trace)
+import           Statistics.Regression
+import           Test.Framework                       (Test, testGroup)
+import           Test.Framework.Providers.QuickCheck2 (testProperty)
+import           Test.QuickCheck
+
+data Predictor = Predictor [Vector Double] (Vector Double)
+  deriving Show
+
+instance Arbitrary Predictor where
+  arbitrary = do
+    -- we pick an arbitrary length N - this is the length the
+    -- predictor vectors and the responder vector will have
+    n <- arbitrary `suchThat` (>1)
+
+    matrix <- listOf1 (vectorOf n $ elements [1,2,3])
+              -- the matrix must have more rows than columns
+              `suchThat` ((<n) . length)
+
+    responder <- vectorOf n (elements [4,5,6])
+
+    return (Predictor (map U.fromList matrix) (U.fromList responder))
+
+tests :: Test
+tests = testGroup "Regression"
+        [ testProperty "OLS test - shape" testOLS ]
+
+
+testOLS :: Predictor -> Bool
+testOLS (Predictor matrix responder) =
+  let (v,double) = olsRegress matrix responder in
+  let vlen = U.length v
+      mlen = length matrix in
+  if (vlen == mlen+1 && double >=0 && double <= 1)
+  then True
+  else trace (show ("ols", vlen,mlen,U.length (head matrix), double)) False

tests/tests.hs

@@ -1,11 +1,13 @@
-import Test.Framework (defaultMain)
-import qualified Tests.Distribution as Distribution
-import qualified Tests.Function as Function
-import qualified Tests.KDE as KDE
-import qualified Tests.Matrix as Matrix
+import           Test.Framework      (defaultMain)
+import qualified Tests.Correlation   as Correlation
+import qualified Tests.Distribution  as Distribution
+import qualified Tests.Function      as Function
+import qualified Tests.KDE           as KDE
+import qualified Tests.Matrix        as Matrix
 import qualified Tests.NonParametric as NonParametric
-import qualified Tests.Transform as Transform
-import qualified Tests.Correlation as Correlation
+import qualified Tests.Regression    as Regression
+import qualified Tests.Transform     as Transform
+
 
 main :: IO ()
 main = defaultMain [ Distribution.tests
@@ -15,4 +17,5 @@ main = defaultMain [ Distribution.tests
                    , NonParametric.tests
                    , Transform.tests
                    , Correlation.tests
+                   , Regression.tests
                    ]