50 lines
1.3 KiB
JavaScript
50 lines
1.3 KiB
JavaScript
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var vows = require('vows');
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var assert = require('assert');
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var suite = vows.describe('jStat');
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require('../env.js');
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suite.addBatch({
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'model test': {
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'topic': function() {
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return jStat;
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},
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'array call': function(jStat) {
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var A = [
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[1, 2, 3],
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[1, 1, 0],
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[1, -2, 3],
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[1, 3, 4],
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[1, -10, 2],
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[1, 4, 4],
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[1, 10, 2],
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[1, 3, 2],
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[1, 4, -1]
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];
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var b = [1, -2, 3, 4, -5, 6, 7, -8, 9];
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var model = jStat.models.ols(b, A);
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var tol = 0.01;
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// R2
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assert.epsilon(tol, model.R2, 0.309);
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// Adjusted R^2
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// This Adjusted R^2 is variously called the:
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// - Wherry Formula
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// - Ezekiel Formula
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// - Wherry/McNemar Formula
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// - Cohen/Cohen Formula
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//
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// It is the same as the adjusted R^2 value given by R's linear model
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// summary method
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assert.epsilon(tol, model.adjust_R2, 0.078);
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// t test
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assert.epsilon(tol, model.t.p[0], 0.8377444317889267);
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assert.epsilon(tol, model.t.p[1], 0.1529673615844231);
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assert.epsilon(tol, model.t.p[2], 0.9909627983826588);
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// f test
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assert.epsilon(tol, model.f.pvalue, 0.33063636718598743);
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}
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}
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});
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suite.export(module);
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