76 lines
2.1 KiB
C++
76 lines
2.1 KiB
C++
// Copyright 2015 Conrad Sanderson (http://conradsanderson.id.au)
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// Copyright 2015 National ICT Australia (NICTA)
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//
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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// ------------------------------------------------------------------------
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#include <armadillo>
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#include "catch.hpp"
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using namespace arma;
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TEST_CASE("fn_cov_1")
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{
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vec a = linspace<vec>(1,5,6);
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vec b = 0.5*linspace<vec>(1,5,6);
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vec c = flipud(b);
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REQUIRE( as_scalar(cov(a,b) - (+1.12)) == Approx(0.0) );
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REQUIRE( as_scalar(cov(a,c) - (-1.12)) == Approx(0.0) );
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}
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TEST_CASE("fn_cov_2")
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{
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mat A =
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{
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{ -0.78838, 0.69298, 0.41084, 0.90142 },
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{ 0.49345, -0.12020, 0.78987, 0.53124 },
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{ 0.73573, 0.52104, -0.22263, 0.40163 }
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};
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mat B = 0.5 * A;
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mat C = fliplr(B);
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mat AA =
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"\
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0.670783 -0.191509 -0.120822 -0.211274;\
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-0.191509 0.183669 -0.141426 0.050641;\
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-0.120822 -0.141426 0.261684 0.051254;\
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-0.211274 0.050641 0.051254 0.067270;\
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";
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mat AB =
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"\
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0.335392 -0.095755 -0.060411 -0.105637;\
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-0.095755 0.091834 -0.070713 0.025320;\
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-0.060411 -0.070713 0.130842 0.025627;\
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-0.105637 0.025320 0.025627 0.033635;\
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";
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mat AC =
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"\
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-0.105637 -0.060411 -0.095755 0.335392;\
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0.025320 -0.070713 0.091834 -0.095755;\
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0.025627 0.130842 -0.070713 -0.060411;\
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0.033635 0.025627 0.025320 -0.105637;\
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";
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REQUIRE( accu(abs(cov(A) - AA)) == Approx(0.0) );
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REQUIRE( accu(abs(cov(A,B) - AB)) == Approx(0.0) );
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REQUIRE( accu(abs(cov(A,C) - AC)) == Approx(0.0) );
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}
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