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Unit tests for correlation calculation

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This commit is contained in:
Gaute Lindkvist 2020-06-03 15:37:34 +02:00
parent 88ddeddca6
commit 111b758494
4 changed files with 135 additions and 2 deletions
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22
ApplicationCode/Application/Tools/RiaStatisticsTools.cpp
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@ -57,9 +57,30 @@ const QString RiaStatisticsTools::replacePercentileByPValueText( const QString&
//--------------------------------------------------------------------------------------------------
double RiaStatisticsTools::pearsonCorrelation( const std::vector<double>& xValues, const std::vector<double>& yValues )
{
#ifdef USE_GSL
return pearsonCorrelationGSL( xValues, yValues );
#else
return pearsonCorrelationOwn( xValues, yValues );
#endif
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
double RiaStatisticsTools::pearsonCorrelationGSL( const std::vector<double>& xValues, const std::vector<double>& yValues )
{
#ifdef USE_GSL
return gsl_stats_correlation( xValues.data(), 1, yValues.data(), 1, xValues.size() );
#else
return std::numeric_limits<double>::infinity();
#endif
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
double RiaStatisticsTools::pearsonCorrelationOwn( const std::vector<double>& xValues, const std::vector<double>& yValues )
{
const double eps = 1.0e-8;
if ( xValues.size() != yValues.size() ) return 0.0;
if ( xValues.empty() ) return 0.0;
@ -90,7 +111,6 @@ double RiaStatisticsTools::pearsonCorrelation( const std::vector<double>& xValue
if ( sumxDiffSquared < eps || sumyDiffSquared < eps ) return 0.0;
return sumNumerator / ( std::sqrt( sumxDiffSquared ) * std::sqrt( sumyDiffSquared ) );
#endif
}
//--------------------------------------------------------------------------------------------------

3
ApplicationCode/Application/Tools/RiaStatisticsTools.h
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@ -52,6 +52,7 @@ public:
}
static double pearsonCorrelation( const std::vector<double>& xValues, const std::vector<double>& yValues );
static double pearsonCorrelationGSL( const std::vector<double>& xValues, const std::vector<double>& yValues );
static double pearsonCorrelationOwn( const std::vector<double>& xValues, const std::vector<double>& yValues );
static double spearmanCorrelation( const std::vector<double>& xValues, const std::vector<double>& yValues );
};

1
ApplicationCode/UnitTests/CMakeLists_files.cmake
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@ -69,6 +69,7 @@ ${CMAKE_CURRENT_LIST_DIR}/RifSurfaceReader-Test.cpp
${CMAKE_CURRENT_LIST_DIR}/RifColorLegendData-Test.cpp
${CMAKE_CURRENT_LIST_DIR}/RifRoffReader-Test.cpp
${CMAKE_CURRENT_LIST_DIR}/RifFaciesPropertiesReader-Test.cpp
${CMAKE_CURRENT_LIST_DIR}/RiaStatisticsTools-Test.cpp
${CMAKE_CURRENT_LIST_DIR}/RifStimPlanXmlReader-Test.cpp
)

111
ApplicationCode/UnitTests/RiaStatisticsTools-Test.cpp Normal file
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@ -0,0 +1,111 @@
/////////////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 2020- Equinor ASA
//
// ResInsight is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// ResInsight is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or
// FITNESS FOR A PARTICULAR PURPOSE.
//
// See the GNU General Public License at <http://www.gnu.org/licenses/gpl.html>
// for more details.
//
/////////////////////////////////////////////////////////////////////////////////
#include "gtest/gtest.h"
#include "RiaStatisticsTools.h"
#include <QDebug>
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
TEST( RiaStatisticsTools, NoCorrelation )
{
const int N = 1000;
std::vector<double> a, b;
a.reserve( N );
b.reserve( N );
for ( int i = 0; i < N; ++i )
{
a.push_back( (double)i );
}
for ( int i = 0; i < N; ++i )
{
b.push_back( (double)std::rand() );
}
double correlation = RiaStatisticsTools::pearsonCorrelation( a, b );
EXPECT_LE( correlation, 0.25 );
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
TEST( RiaStatisticsTools, FullCorrelation )
{
const int N = 1000;
std::vector<double> a, b;
a.reserve( N );
b.reserve( N );
for ( int i = 0; i < N; ++i )
{
a.push_back( (double)i );
}
for ( int i = 0; i < N; ++i )
{
b.push_back( i * 2.0 + 1.0 );
}
double correlation = RiaStatisticsTools::pearsonCorrelation( a, b );
EXPECT_NEAR( correlation, 1.0, 1.0e-2 );
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
TEST( RiaStatisticsTools, NegativeCorrelation )
{
const int N = 1000;
std::vector<double> a, b;
a.reserve( N );
b.reserve( N );
for ( int i = 0; i < N; ++i )
{
a.push_back( (double)i );
}
for ( int i = 0; i < N; ++i )
{
b.push_back( i * -2.0 + 1.0 );
}
double correlation = RiaStatisticsTools::pearsonCorrelation( a, b );
EXPECT_NEAR( correlation, -1.0, 1.0e-2 );
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
#ifdef USE_GSL
TEST( RiaStatisticsTools, ComparisonGSLAndOwn )
{
const int N = 1000;
std::vector<double> a, b;
a.reserve( N );
b.reserve( N );
for ( int i = 0; i < N; ++i )
{
a.push_back( (double)i );
}
for ( int i = 0; i < N; ++i )
{
b.push_back( (double)std::rand() );
}
double correlationGSL = RiaStatisticsTools::pearsonCorrelationGSL( a, b );
double correlationOwn = RiaStatisticsTools::pearsonCorrelationOwn( a, b );
qDebug() << "GSL Correlation: " << correlationGSL << ", "
<< "Own Correlation: " << correlationOwn;
EXPECT_NEAR( correlationGSL, correlationOwn, 1.0e-3 );
}
#endif