[Quantproject-developers] QuantProject/t5_Testing/b1_ADT/Econometrics TestLinearRegression.cs, 1.1
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glauco_1
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From: Glauco S. <gla...@us...> - 2012-05-01 00:11:00
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Update of /cvsroot/quantproject/QuantProject/t5_Testing/b1_ADT/Econometrics In directory vz-cvs-3.sog:/tmp/cvs-serv1120/t5_Testing/b1_ADT/Econometrics Modified Files: TestLinearRegression.cs Log Message: Tests have been added, for the following properties: QuantProject.ADT.Econometrics.LinearRegression.Residuals QuantProject.ADT.Econometrics.LinearRegression.CenteredTotalSumOfSquares QuantProject.ADT.Econometrics.LinearRegression.HatMatrixDiagonal Index: TestLinearRegression.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/t5_Testing/b1_ADT/Econometrics/TestLinearRegression.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** TestLinearRegression.cs 28 Mar 2010 16:40:34 -0000 1.1 --- TestLinearRegression.cs 1 May 2012 00:10:58 -0000 1.2 *************** *** 60,63 **** --- 60,71 ---- Assert.AreEqual( 0.999876323 , linearRegression.CenteredRSquare , 0.0000000001 ); + + Assert.AreEqual( 0.033928571 , linearRegression.Residuals[ 0 ] , 0.000000001 ); + Assert.AreEqual( -0.079166667 , linearRegression.Residuals[ 2 ] , 0.000000001 ); + + Assert.AreEqual( 86.871875 , linearRegression.CenteredTotalSumOfSquares , 0.0000000000001 ); + + Assert.AreEqual( 0.892857143 , linearRegression.HatMatrixDiagonal[ 0 ] , 0.000000001 ); + Assert.AreEqual( 0.702380952 , linearRegression.HatMatrixDiagonal[ 3 ] , 0.000000001 ); } } |